"Nonparametric estimation of 100(1 - p)% expected shortfall: p → 0 as ..."

Santanu Dutta, Suparna Biswas (2018)

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DOI: 10.1080/03610918.2016.1152370

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type: Journal Article

metadata version: 2023-05-01

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Santanu Dutta, Suparna Biswas:
Nonparametric estimation of 100(1 - p)% expected shortfall: p → 0 as sample size is increased. Commun. Stat. Simul. Comput. 47(2): 338-352 (2018)

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