Open Journal of Statistics

Vol.8 No.3(2018), Paper ID 84831, 11 pages

DOI:10.4236/ojs.2018.83027

 

Strong Consistency of CVaR Optimal Estimator

 

Xiaolin Li

 

School of Economic, Jinan University, Guangzhou, China

 

Copyright © 2018 Xiaolin Li et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Li, X. (2018) Strong Consistency of CVaR Optimal Estimator. Open Journal of Statistics, 8, 416-426. doi: 10.4236/ojs.2018.83027.

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