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Asymptotic Analysis for Marginal Expected Shortfall with General Random Weights and Dependence Structure

Published Online: 2025-02-08

Authors

Feng, Yu-Bo

Peng, Jiang-Yan https://orcid.org/0009-0007-0090-2783
Zou, Lei
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (No.71871046)
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Text and Data Mining valid from 2025-02-08

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Article History

Received: 1 March 2024

Revised: 16 November 2024

Accepted: 20 November 2024

First Online: 8 February 2025

Conflict of Interest

: The authors declared that they have no conflict of interest.

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