Strong Consistency of Conditional Value-at-risk Estimate for Φ-mixing Samples

Publisher: Taylor & Francis Ltd

E-ISSN: 1532-415X|43|23|5105-5113

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.43, Iss.23, 2014-12, pp. : 5105-5113

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Abstract