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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
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Type of publication: Article
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10009324800
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