Asymptotic Expansion and Bounds for the Bias of Empirical Tail Value-at-Risk

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Gribkova, Nadezhda, Su, Jianxi, Wang, Mengqi
Format:	Preprint
Published:	2026
Subjects:	Statistics Theory Applications Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2601.12064