Pages that link to "Item:Q642220"
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The following pages link to Qualitative and infinitesimal robustness of tail-dependent statistical functionals (Q642220):
Displaying 28 items.
- Higher order elicitability and Osband's principle (Q309736) (← links)
- Ranking of investment funds: acceptability versus robustness (Q319689) (← links)
- Comparative and qualitative robustness for law-invariant risk measures (Q468411) (← links)
- Aggregation-robustness and model uncertainty of regulatory risk measures (Q889621) (← links)
- A definition of qualitative robustness for general point estimators, and examples (Q900788) (← links)
- Insurance pricing under ambiguity (Q906580) (← links)
- Generalized quantiles as risk measures (Q2015471) (← links)
- On the elicitability of range value at risk (Q2063037) (← links)
- Asymptotic linear expansion of regularized M-estimators (Q2075454) (← links)
- Statistical robustness of two-stage stochastic variational inequalities (Q2091213) (← links)
- Adjusted Rényi entropic value-at-risk (Q2106741) (← links)
- Insurance premium-based shortfall risk measure induced by cumulative prospect theory (Q2109017) (← links)
- First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function (Q2216181) (← links)
- Statistical robustness in utility preference robust optimization models (Q2235161) (← links)
- Deviations of convex and coherent entropic risk measures (Q2348318) (← links)
- Domains of weak continuity of statistical functionals with a view toward robust statistics (Q2359672) (← links)
- Risk bounds for factor models (Q2364531) (← links)
- Qualitative robustness of von Mises statistics based on strongly mixing data (Q2442680) (← links)
- Qualitative robustness of statistical functionals under strong mixing (Q2515504) (← links)
- Asymptotic stability of empirical processes and related functionals (Q2633763) (← links)
- Robust estimation of superhedging prices (Q2656605) (← links)
- COHERENCE AND ELICITABILITY (Q2831006) (← links)
- Weak Continuity of Risk Functionals with Applications to Stochastic Programming (Q2957978) (← links)
- Quantile-Based Risk Sharing (Q4971388) (← links)
- RISK MEASURES DERIVED FROM A REGULATOR’S PERSPECTIVE ON THE REGULATORY CAPITAL REQUIREMENTS FOR INSURERS (Q5140089) (← links)
- Statistical Inference for Expectile‐based Risk Measures (Q5738835) (← links)
- Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models (Q6052056) (← links)
- Adjusted higher-order expected shortfall (Q6199662) (← links)
