Heyde’s theorem under the sub-linear expectations
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DOI: 10.1016/j.spl.2020.108987
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References listed on IDEAS
- Shige Peng & Shuzhen Yang & Jianfeng Yao, 2018. "Improving Value-at-Risk prediction under model uncertainty," Papers 1805.03890, arXiv.org, revised Jun 2020.
- Chen, Robert, 1978. "A remark on the tail probability of a distribution," Journal of Multivariate Analysis, Elsevier, vol. 8(2), pages 328-333, June.
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Keywords
Sub-linear expectation; Law of large numbers; Complete convergence; Precise asymptotics;All these keywords.
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