Nonasymptotic convergence rates for the plug-in estimation of risk measures

Daniel Bartl, Ludovic Tangpi

Year of publication:	2023
Authors:	Bartl, Daniel ; Tangpi, Ludovic
Published in:	Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 48.2023, 4, p. 2129-2155
Subject:	approximations \| decision analysis \| estimation \| risk \| statistics \| Risiko \| Risk \| Risikomaß \| Risk measure \| Schätztheorie \| Estimation theory \| Schätzung \| Estimation \| Messung \| Measurement

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