EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Skorohod representation"
Narrow search

Narrow search

Year of publication
Subject
All
Separable probability measure 4 Weak convergence of probability measures 4 Disintegration 3 Skorohod representation theorem 3 Wasserstein distance 3 Coherent risk measure 2 Comparative robustness 2 Convex risk measure 2 Distortion risk measure 2 Index of qualitative robustness 2 Law-invariant risk measure 2 Measurement 2 Messung 2 Orlicz space 2 Probability theory 2 Qualitative robustness 2 Skorohod representation 2 Theorie 2 Theory 2 Wahrscheinlichkeitsrechnung 2 Cadlag function 1 Cadlag function Exchangeable empirical process Separable probability measure Skorohod representation theorem Uniform distance Weak convergence of probability measures 1 Cadlag function – Exchangeable empirical process – Separable probability measure – Skorohod representation theorem– Uniform distance – Weak convergence of probability measures 1 Decision under risk 1 Entscheidung unter Risiko 1 Estimation theory 1 Exchangeable empirical process 1 Hampel's theorem 1 Hampel’s theorem 1 Risiko 1 Risikomaß 1 Risk 1 Risk measure 1 Robust statistics 1 Robustes Verfahren 1 Schätztheorie 1 Skorohod representation theorem– Uniform distance 1 Skorohod's representation theorem 1 multiple prior models 1 psi-Weak topology 1
more ... less ...
Online availability
All
Free 7 Undetermined 1
Type of publication
All
Book / Working Paper 7 Article 2
Type of publication (narrower categories)
All
Graue Literatur 2 Non-commercial literature 2 Working Paper 2 Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 7 Undetermined 2
Author
All
Berti, Patrizia 6 Pratelli, Luca 6 Rigo, Pietro 6 Krätschmer, Volker 2 Schied, Alexander 2 Zähle, Henryk 2 Dumav, Martin 1 Stinchcombe, Maxwell B. 1
more ... less ...
Institution
All
Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 2 Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld 1
Published in...
All
Quaderni di Dipartimento 4 Quaderni del Dipartimento 2 Finance and Stochastics 1 Finance and stochastics 1 Working Papers / Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld 1
Source
All
RePEc 4 ECONIS (ZBW) 3 EconStor 2
Showing 1 - 9 of 9
Cover Image
Skorohod's representation theorem for sets of probabilities
Dumav, Martin; Stinchcombe, Maxwell B. - Institut für Mathematische Wirtschaftsforschung, … - 2013
Persistent link: https://www.econbiz.de/10011098624
Saved in:
Cover Image
A Skorohod Representation Theorem for Uniform Distance
Berti, Patrizia; Pratelli, Luca; Rigo, Pietro - 2010
Let µn be a probability measure on the Borel sigma-field on D[0, 1] with respect to Skorohod distance, n = 0. Necessary and sufficient conditions for the following statement are provided. On some probability space, there are D[0, 1]-valued random variables Xn such that Xn tilde µn for all n =...
Persistent link: https://www.econbiz.de/10010335294
Saved in:
Cover Image
A Skorohod Representation Theorem for Uniform Distance
Berti, Patrizia; Pratelli, Luca; Rigo, Pietro - Dipartimento di Scienze Economiche e Aziendali, … - 2010
Let µn be a probability measure on the Borel sigma-field on D[0, 1] with respect to Skorohod distance, n = 0. Necessary and sufficient conditions for the following statement are provided. On some probability space, there are D[0, 1]-valued random variables Xn such that Xn tilde µn for all n =...
Persistent link: https://www.econbiz.de/10009651076
Saved in:
Cover Image
A Skorohod Representation Theorem for Uniform Distance
Berti, Patrizia; Pratelli, Luca; Rigo, Pietro - 2010
Let µn be a probability measure on the Borel sigma-field on D[0, 1] with respect to Skorohod distance, n = 0. Necessary and sufficient conditions for the following statement are provided. On some probability space, there are D[0, 1]-valued random variables Xn such that Xn tilde µn for all n =...
Persistent link: https://www.econbiz.de/10010343901
Saved in:
Cover Image
Skorohod Representation Theorem Via Disintegrations
Berti, Patrizia; Pratelli, Luca; Rigo, Pietro - 2009
in probability. By Skorohod's theorem, Skorohod representation holds (with Xn -> X0 almost uniformly) if µ0 is separable …. Two results are proved in this paper. First, Skorohod representation may fail if µ0 is not separable (provided, of course …, non separable probabilities exist). Second, independently of µ0 separable or not, Skorohod representation holds if W(µn, µ …
Persistent link: https://www.econbiz.de/10010335311
Saved in:
Cover Image
Skorohod Representation Theorem Via Disintegrations
Berti, Patrizia; Pratelli, Luca; Rigo, Pietro - Dipartimento di Scienze Economiche e Aziendali, … - 2009
in probability. By Skorohod’s theorem, Skorohod representation holds (with Xn -> X0 almost uniformly) if µ0 is separable …. Two results are proved in this paper. First, Skorohod representation may fail if µ0 is not separable (provided, of course …, non separable probabilities exist). Second, independently of µ0 separable or not, Skorohod representation holds if W(µn, µ …
Persistent link: https://www.econbiz.de/10009651070
Saved in:
Cover Image
Skorohod Representation Theorem Via Disintegrations
Berti, Patrizia; Pratelli, Luca; Rigo, Pietro - 2009
in probability. By Skorohod s theorem, Skorohod representation holds (with Xn -> X0 almost uniformly) if µ0 is separable …. Two results are proved in this paper. First, Skorohod representation may fail if µ0 is not separable (provided, of course …, non separable probabilities exist). Second, independently of µ0 separable or not, Skorohod representation holds if W(µn, µ …
Persistent link: https://www.econbiz.de/10010343910
Saved in:
Cover Image
Comparative and qualitative robustness for law-invariant risk measures
Krätschmer, Volker; Schied, Alexander; Zähle, Henryk - In: Finance and Stochastics 18 (2014) 2, pp. 271-295
consistency of estimators for risk measures, or a Skorohod representation theorem for ψ-weak convergence. Copyright Springer …
Persistent link: https://www.econbiz.de/10010997061
Saved in:
Cover Image
Comparative and qualitative robustness for law-invariant risk measures
Krätschmer, Volker; Schied, Alexander; Zähle, Henryk - In: Finance and stochastics 18 (2014) 2, pp. 271-295
Persistent link: https://www.econbiz.de/10010340784
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...