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Abstract In this article, we investigate the strong consistency of conditional value-at-risk (CVaR) estimatefor asymptotic negatively associated (ANA or ^-, for short) randoms samples under mild conditions. It is shown that the optimal rate can achievenearly O (n^-1/2) under some appropriate conditions. We also carry out some numerical simulations and a real data example to support our theoretical results based on finite samples. MSC: 60G05; 62G20
Jin et al. (Fri,) studied this question.
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