Statistical Inference for Expectile‐based Risk Measures (Q5738835)
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scientific article; zbMATH DE number 6729632
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical Inference for Expectile‐based Risk Measures |
scientific article; zbMATH DE number 6729632 |
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Statistical Inference for Expectile‐based Risk Measures (English)
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13 June 2017
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1-weak continuity
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asymptotic normality
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bootstrap consistency
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expectile-based risk measure
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functional delta-method
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qualitative robustness
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quasi-Hadamard differentiability
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statistical estimation
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strong consistency
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weak dependence
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