Uniform limit theorems for functions of order statistics
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Cites work
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- scientific article; zbMATH DE number 1795125 (Why is no real title available?)
- Application of Coherent Risk Measures to Capital Requirements in Insurance
- Asymptotic distribution of law-invariant risk functionals
- Coherent measures of risk
- Coherent risk measures in inventory problems
- Empirical Estimation of Risk Measures and Related Quantities
- Estimating conditional tail expectation with actuarial applications in view
- Modeling, measuring and managing risk
- On univariate extreme value statistics and the estimation of reinsurance premiums
- Put Option Premiums and Coherent Risk Measures
- Risk capital allocation by coherent risk measures based on one-sided moments.
- Risk measures, distortion parameters, and their empirical estimation
- Some characterizations of almost sure bounds for weighted multidimensional empirical distributions and a Glivenko-Cantelli theorem for sample quantiles
- Weak convergence and empirical processes. With applications to statistics
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