Rates of almost sure convergence of plug-in estimates for distortion risk measures
| Year of publication: |
2011
|
|---|---|
| Authors: | Zähle, Henryk |
| Published in: |
Metrika. - Springer. - Vol. 74.2011, 2, p. 267-285
|
| Publisher: |
Springer |
| Subject: | Risk measure | Plug-in estimation | Empirical distribution function | Smoothing | Censoring | Glivenko–Cantelli theorem for weighted errors |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009324800