About the conditional value at risk of partial sums
type: Item
instance of: scholarly article
title: About the conditional value at risk of partial sums
zbMATH Open document ID: 1375.60087
author: Emmanuel Rio
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2017-11-23T00:00:00Z
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6812089
zbMATH Keywords: Berry-Esseen-type bounds
zbMATH Keywords: conditional value at risk
zbMATH Keywords: Cantelli's inequalities
MaRDI profile type: Publication
full work available at URL: j.crma.2017.10.008
OpenAlex ID: W2767655411
cites work: GLOBAL VERSIONS OF THE CENTRAL LIMIT THEOREM
cites work: Rates of convergence for minimal distances in the central limit theorem under projective criteria
cites work: Q3248320
cites work: Q3802328
cites work: Upper bounds for minimal distances in the central limit theorem
DOI: 10.1016/J.CRMA.2017.10.008
description: scientific article; zbMATH DE number 6812089