"Concentration bounds for CVaR estimation: The cases of light-tailed and ..."

Prashanth L. A., Krishna P. Jagannathan, Ravi Kumar Kolla (2020)

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DOI: —

access: open

type: Conference or Workshop Paper

metadata version: 2020-12-15

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Prashanth L. A., Krishna P. Jagannathan, Ravi Kumar Kolla:
Concentration bounds for CVaR estimation: The cases of light-tailed and heavy-tailed distributions. ICML 2020: 5577-5586

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