Deviation inequalities for an estimator of the conditional value-at-risk
Year of publication: |
2010
|
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Authors: | Wang, Ying ; Gao, Fuqing |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 38.2010, 3, p. 236-239
|
Subject: | Risikomaß | Risk measure | Schätztheorie | Estimation theory |
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