Asymptotic behaviors of the VaR and CVaR estimates for widely orthant dependent sequences
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Publication:6589367
DOI10.1007/S11009-024-10093-YMaRDI QIDQ6589367
Li Yongming, Li Naiyi, Luo Zhongde, Xing Guodong
Publication date: 19 August 2024
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Actuarial mathematics (91G05)
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