ESAIM: Probability and Statistics (ESAIM: P&S)

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A consistent estimator to the orthant-based tail value-at-risk

Nicholas Beck and Mélina Mailhot

ESAIM: PS, 22 (2018) 163-177

Published online: 16 November 2018

DOI: 10.1051/ps/2018015

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Nicholas Beck

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