Henryk Zähle

Available identifiers

zbMath Open zahle.henrykWikidataQ102327222 ScholiaQ102327222MaRDI QIDQ254499

List of research outcomes

Publication	Date of Publication	Type
Sampling inspection by variables: nonparametric setting	2024-07-17	Paper
Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process	2022-12-19	Paper
A concept of copula robustness and its applications in quantitative risk management	2022-09-26	Paper
First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function	2020-12-15	Paper
Functional weak limit theorem for a local empirical process of non-stationary time series and its application	2020-04-27	Paper
Domains of weak continuity of statistical functionals with a view toward robust statistics	2017-06-22	Paper
Statistical Inference for Expectile‐based Risk Measures	2017-06-13	Paper
Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks	2017-05-24	Paper
Functional delta-method for the bootstrap of uniformly quasi-Hadamard differentiable functionals	2016-09-19	Paper
Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals	2016-05-20	Paper
Nonparametric estimation of risk measures of collective risks	2016-03-08	Paper
A definition of qualitative robustness for general point estimators, and examples	2015-12-23	Paper
On qualitative robustness of the Lotka-Nagaev estimator for the offspring mean of a supercritical Galton-Watson process	2015-12-22	Paper
Qualitative robustness of statistical functionals under strong mixing	2015-08-05	Paper
Quasi-Hadamard differentiability of general risk functionals and its application	2015-04-17	Paper
Marcinkiewicz–Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators	2014-12-22	Paper
Comparative and qualitative robustness for law-invariant risk measures	2014-11-07	Paper
Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics	2014-05-05	Paper
Qualitative robustness of von Mises statistics based on strongly mixing data	2014-04-01	Paper
Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes	2012-08-09	Paper
Asymptotics for statistical functionals of long-memory sequences	2012-03-22	Paper
Sensitivity of risk measures with respect to the normal approximation of total claim distributions	2011-12-21	Paper
Qualitative and infinitesimal robustness of tail-dependent statistical functionals	2011-10-25	Paper
Rates of almost sure convergence of plug-in estimates for distortion risk measures	2011-10-25	Paper
https://portal.mardi4nfdi.de/entity/Q3085145	2011-03-29	Paper
A modified functional delta method and its application to the estimation of risk functionals	2010-11-10	Paper
A risk class modell for the aging reserve portability in private health insurance	2010-06-21	Paper
Approximation of SDEs by Population-Size-Dependent Galton–Watson Processes	2010-03-19	Paper
Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients	2010-02-10	Paper
Weak approximation of SDEs by discrete-time processes	2008-08-20	Paper
Heat equation with strongly inhomogeneous noise	2005-08-05	Paper
Space-time regularity of catalytic super-Brownian motion	2005-06-30	Paper

Research outcomes over time

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