About the conditional value at risk of partial sums

Author:

Rio Emmanuel

Publisher

Elsevier BV

Subject

General Mathematics

Reference9 articles.

1. Global versions of the central limit theorem;Agnew;Proc. Natl. Acad. Sci. USA,1954

2. Berry–Esseen bounds and Edgeworth expansions in the central limit theorem for transport distances;Bobkov;Probab. Theory Relat. Fields,2017

3. Rates of convergence for minimal distances in the central limit theorem under projective criteria;Dedecker;Electron. J. Probab.,2009

4. Sur la distance de deux lois de probabilité;Fréchet;Publ. Inst. Stat. Univ. Paris,1957

5. A simple proof of a theorem of Blackwell & Dubins on the maximum of a uniformly integrable martingale;Gilat,1988

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