Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples
Crossref DOI link: https://doi.org/10.1007/s00362-023-01525-x
Published Online: 2024-01-17
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhou, Jinyu
Yan, Jigao http://orcid.org/0000-0002-9800-0230
Cheng, Dongya
Text and Data Mining valid from 2024-01-17
Version of Record valid from 2024-01-17
Article History
Received: 15 January 2023
Revised: 26 September 2023
First Online: 17 January 2024