Asymptotic Properties of VaR and CVaR Estimators for Widely Orthant Dependent Samples

LI Yongming, LUO Zhongde, LI Naiyi, XING Guodong

Acta Mathematicae Applicatae Sinica ›› 2024, Vol. 47 ›› Issue (3) : 478-497.

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Acta Mathematicae Applicatae Sinica ›› 2024, Vol. 47 ›› Issue (3) : 478-497. DOI: 10.20142/j.cnki.amas.202401023

Asymptotic Properties of VaR and CVaR Estimators for Widely Orthant Dependent Samples

  • LI Yongming1, LUO Zhongde2, LI Naiyi3, XING Guodong4
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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2024, 47(3): 478-497 https://doi.org/10.20142/j.cnki.amas.202401023

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