Nonparametric inference for sensitivity of Haezendonck–Goovaerts risk measure (Q4562030)
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scientific article; zbMATH DE number 6993693
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric inference for sensitivity of Haezendonck–Goovaerts risk measure |
scientific article; zbMATH DE number 6993693 |
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Nonparametric inference for sensitivity of Haezendonck–Goovaerts risk measure (English)
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14 December 2018
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asymptotic distribution
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Haezendonck-Goovaerts risk measure
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mixing sequence
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nonparametric estimate
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sensitivity analysis
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