TY  - JOUR
AU  - Beck, Nicholas
AU  - Mailhot, Mélina
TI  - A consistent estimator to the orthant-based tail value-at-risk
JO  - ESAIM: Probability and Statistics
PY  - 2018
SP  - 163
EP  - 177
VL  - 22
PB  - EDP-Sciences
UR  - http://archive.numdam.org/articles/10.1051/ps/2018015/
DO  - 10.1051/ps/2018015
LA  - en
ID  - PS_2018__22__163_0
ER  -