%0 Journal Article
%A Beck, Nicholas
%A Mailhot, Mélina
%T A consistent estimator to the orthant-based tail value-at-risk
%J ESAIM: Probability and Statistics
%D 2018
%P 163-177
%V 22
%I EDP-Sciences
%U http://archive.numdam.org/articles/10.1051/ps/2018015/
%R 10.1051/ps/2018015
%G en
%F PS_2018__22__163_0