Henryk Zähle

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Person:254499

Available identifiers

zbMath Open zahle.henrykWikidataQ102327222 ScholiaQ102327222MaRDI QIDQ254499

List of research outcomes





PublicationDate of PublicationType
Sampling inspection by variables: nonparametric setting2024-07-17Paper
Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process2022-12-19Paper
A concept of copula robustness and its applications in quantitative risk management2022-09-26Paper
First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function2020-12-15Paper
Functional weak limit theorem for a local empirical process of non-stationary time series and its application2020-04-27Paper
Domains of weak continuity of statistical functionals with a view toward robust statistics2017-06-22Paper
Statistical Inference for Expectile‐based Risk Measures2017-06-13Paper
Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks2017-05-24Paper
Functional delta-method for the bootstrap of uniformly quasi-Hadamard differentiable functionals2016-09-19Paper
Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals2016-05-20Paper
Nonparametric estimation of risk measures of collective risks2016-03-08Paper
A definition of qualitative robustness for general point estimators, and examples2015-12-23Paper
On qualitative robustness of the Lotka-Nagaev estimator for the offspring mean of a supercritical Galton-Watson process2015-12-22Paper
Qualitative robustness of statistical functionals under strong mixing2015-08-05Paper
Quasi-Hadamard differentiability of general risk functionals and its application2015-04-17Paper
Marcinkiewicz–Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators2014-12-22Paper
Comparative and qualitative robustness for law-invariant risk measures2014-11-07Paper
Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics2014-05-05Paper
Qualitative robustness of von Mises statistics based on strongly mixing data2014-04-01Paper
Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes2012-08-09Paper
Asymptotics for statistical functionals of long-memory sequences2012-03-22Paper
Sensitivity of risk measures with respect to the normal approximation of total claim distributions2011-12-21Paper
Qualitative and infinitesimal robustness of tail-dependent statistical functionals2011-10-25Paper
Rates of almost sure convergence of plug-in estimates for distortion risk measures2011-10-25Paper
https://portal.mardi4nfdi.de/entity/Q30851452011-03-29Paper
A modified functional delta method and its application to the estimation of risk functionals2010-11-10Paper
A risk class modell for the aging reserve portability in private health insurance2010-06-21Paper
Approximation of SDEs by Population-Size-Dependent Galton–Watson Processes2010-03-19Paper
Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients2010-02-10Paper
Weak approximation of SDEs by discrete-time processes2008-08-20Paper
Heat equation with strongly inhomogeneous noise2005-08-05Paper
Space-time regularity of catalytic super-Brownian motion2005-06-30Paper

Research outcomes over time

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