Quasi-Hadamard differentiability of general risk functionals and its application
DOI10.1515/strm-2014-1174zbMath1346.60019arXiv1401.3167OpenAlexW2963524103MaRDI QIDQ2340427
Henryk Zähle, Volker Krätschmer, Alexander Schied
Publication date: 17 April 2015
Published in: Statistics \& Risk Modeling (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1401.3167
strong limit theoremplug-in estimatorsfunctional delta methodweak limit theoremKusuoka representationlaw-invariant coherent risk measurequasi-Hadamard derivative
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)
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