Rates of almost sure convergence of plug-in estimates for distortion risk measures (Q641768)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Rates of almost sure convergence of plug-in estimates for distortion risk measures |
scientific article |
Statements
Rates of almost sure convergence of plug-in estimates for distortion risk measures (English)
0 references
25 October 2011
0 references
empirical distribution function
0 references
smoothing
0 references
censoring
0 references
Glivenko-Cantelli theorem for weighted errors
0 references
0 references
0 references