Quasi-Hadamard differentiability of general risk functionals and its
application

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Quasi-Hadamard differentiability of general risk functionals and its application

14 January 2014

Volker Krätschmer

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Papers citing "Quasi-Hadamard differentiability of general risk functionals and its application"

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Title
Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals E. Beutner Henryk Zähle 112 17 0 21 Oct 2015
Coherence and elicitability J. Ziegel 84 335 0 07 Mar 2013
Marcinkiewicz-Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators Henryk Zähle 65 8 0 04 Jan 2013
Deriving the asymptotic distribution of U- and V-statistics of dependent data using weighted empirical processes E. Beutner Henryk Zähle FedML 65 43 0 25 Jul 2012
Comparative and qualitative robustness for law-invariant risk measures Volker Krätschmer A. Schied Henryk Zähle 66 153 0 11 Apr 2012
Making and Evaluating Point Forecasts T. Gneiting 119 1,055 0 04 Dec 2009