The following pages link to Henryk Zähle (Q254499):
Displayed 31 items.
- Nonparametric estimation of risk measures of collective risks (Q254501) (← links)
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
- Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes (Q442076) (← links)
- Comparative and qualitative robustness for law-invariant risk measures (Q468411) (← links)
- A modified functional delta method and its application to the estimation of risk functionals (Q604360) (← links)
- Rates of almost sure convergence of plug-in estimates for distortion risk measures (Q641768) (← links)
- Qualitative and infinitesimal robustness of tail-dependent statistical functionals (Q642220) (← links)
- Sensitivity of risk measures with respect to the normal approximation of total claim distributions (Q654808) (← links)
- Asymptotics for statistical functionals of long-memory sequences (Q765881) (← links)
- On qualitative robustness of the Lotka-Nagaev estimator for the offspring mean of a supercritical Galton-Watson process (Q900767) (← links)
- A definition of qualitative robustness for general point estimators, and examples (Q900788) (← links)
- Weak approximation of SDEs by discrete-time processes (Q936986) (← links)
- A risk class modell for the aging reserve portability in private health insurance (Q977309) (← links)
- Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process (Q2108477) (← links)
- Functional weak limit theorem for a local empirical process of non-stationary time series and its application (Q2174984) (← links)
- First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function (Q2216181) (← links)
- Quasi-Hadamard differentiability of general risk functionals and its application (Q2340427) (← links)
- Domains of weak continuity of statistical functionals with a view toward robust statistics (Q2359672) (← links)
- Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks (Q2397857) (← links)
- Qualitative robustness of von Mises statistics based on strongly mixing data (Q2442680) (← links)
- Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics (Q2448714) (← links)
- Heat equation with strongly inhomogeneous noise (Q2485768) (← links)
- Qualitative robustness of statistical functionals under strong mixing (Q2515504) (← links)
- A concept of copula robustness and its applications in quantitative risk management (Q2675816) (← links)
- Marcinkiewicz–Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators (Q2934836) (← links)
- Space-time regularity of catalytic super-Brownian motion (Q3022691) (← links)
- (Q3085145) (← links)
- Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients (Q3405600) (← links)
- Approximation of SDEs by Population-Size-Dependent Galton–Watson Processes (Q5305285) (← links)
- Statistical Inference for Expectile‐based Risk Measures (Q5738835) (← links)
- Functional delta-method for the bootstrap of uniformly quasi-Hadamard differentiable functionals (Q6277681) (← links)