@article{PS_2018__22__163_0,
     author = {Beck, Nicholas and Mailhot, M\'elina},
     title = {A consistent estimator to the orthant-based tail value-at-risk},
     journal = {ESAIM: Probability and Statistics},
     pages = {163--177},
     publisher = {EDP-Sciences},
     volume = {22},
     year = {2018},
     doi = {10.1051/ps/2018015},
     mrnumber = {3877330},
     zbl = {1409.62206},
     language = {en},
     url = {http://archive.numdam.org/articles/10.1051/ps/2018015/}
}