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中国科学院数学与系统科学研究院期刊网
ISSN 0254-3079 CN 11-2040/O1
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中文
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, (
3
): 478 -497 . DOI: 10.20142/j.cnki.amas.202401023