Quasi-Hadamard differentiability of general risk functionals and its application (Q2340427): Difference between revisions
From MaRDI portal
Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1515/strm-2014-1174 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1515/STRM-2014-1174 / rank | |||
Normal rank | |||
Latest revision as of 02:15, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-Hadamard differentiability of general risk functionals and its application |
scientific article |
Statements
Quasi-Hadamard differentiability of general risk functionals and its application (English)
0 references
17 April 2015
0 references
functional delta method
0 references
quasi-Hadamard derivative
0 references
plug-in estimators
0 references
law-invariant coherent risk measure
0 references
weak limit theorem
0 references
strong limit theorem
0 references
Kusuoka representation
0 references
