On a general class of functionals: statistical inference and application to risk measures

DOI10.1214/25-EJS2391MaRDI QIDQ6979854zbMATH OpenFDO

Authors Dieter Debrauwer, Irène Gijbels, Klaus Herrmann

Publication date 23 May 2025

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-19/issue-1/On-a-general-class-of-functionals-Statistical-inference-and/10.1214/25-EJS2391.full

zbMATH Keywords

distortion risk measureexpected loss minimizationextremilenonparametric estimationrisk measurestatistical functional

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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Cited in

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• On a general class of functionals: statistical inference and application to risk measures

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