Pages that link to "Item:Q604360"

The following pages link to A modified functional delta method and its application to the estimation of risk functionals (Q604360):

Displaying 23 items.

• Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
• Bregman superquantiles. Estimation methods and applications (Q325014) (← links)
• Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes (Q442076) (← links)
• Comparative and qualitative robustness for law-invariant risk measures (Q468411) (← links)
• Qualitative and infinitesimal robustness of tail-dependent statistical functionals (Q642220) (← links)
• Sensitivity of risk measures with respect to the normal approximation of total claim distributions (Q654808) (← links)
• Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure (Q743144) (← links)
• Asymptotics for statistical functionals of long-memory sequences (Q765881) (← links)
• Application of the delta method to functions of the sample mean when observations are dependent (Q1685282) (← links)
• Asymptotic linear expansion of regularized M-estimators (Q2075454) (← links)
• Non asymptotic controls on a recursive superquantile approximation (Q2233588) (← links)
• Weak convergence of the weighted sequential empirical process of some long-range dependent data (Q2339543) (← links)
• Statistical estimation of composite risk functionals and risk optimization problems (Q2409393) (← links)
• A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093) (← links)
• Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics (Q2448714) (← links)
• Information bounds for nonparametric estimators of \(L\)-functionals and survival functionals under censored data (Q2634243) (← links)
• Marcinkiewicz–Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators (Q2934836) (← links)
• TEST FOR CHANGES IN THE MODELED SOLVENCY CAPITAL REQUIREMENT OF AN INTERNAL RISK MODEL (Q5019040) (← links)
• Large Sample Behavior of the CTE and VaR Estimators under Importance Sampling (Q5168709) (← links)
• An Extended Continuous Mapping Theorem for Outer Almost Sure Weak Convergence (Q5232092) (← links)
• Statistical Inference for Expectile‐based Risk Measures (Q5738835) (← links)
• A history of the delta method and some new results (Q6084698) (← links)
• Improved Nonparametric Bootstrap Tests of Lorenz Dominance (Q6617745) (← links)