Nonparametric estimation of expected shortfall via Bahadur-type representation and Berry–Esséen bounds Journal Articles
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Overview
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publication date
- February 11, 2022
has subject area
- 0104 Statistics (FoR)
- 1402 Applied Economics (FoR)
- 1403 Econometrics (FoR)
- Statistics & Probability (Science Metrix)