Qualitative and infinitesimal robustness of tail-dependent statistical functionals

DOI10.1016/j.jmva.2011.06.005zbMath1236.62043OpenAlexW2039809383MaRDI QIDQ642220

Volker Krätschmer, Henryk Zähle, Alexander Schied

Publication date: 25 October 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.06.005

zbMATH Keywords

quasi-Hadamard differentiabilityqualitative robustnessuniform Glivenko-Cantelli theoremHampel's theorem\(\psi \)-weak topology\(L\)- and \(V\)-functionalsgeneralized Birnbaum-Marshall inequalityweighted Kolmogorov metric

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35) Statistics of extreme values; tail inference (62G32)

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