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Statistical inference for expectile-based risk measures

20 January 2016

Papers citing "Statistical inference for expectile-based risk measures"

4 / 4 papers shown

Title
Domains of weak continuity of statistical functionals with a view toward robust statistics Volker Krätschmer A. Schied Henryk Zähle 27 38 0 27 Nov 2015
Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals E. Beutner Henryk Zähle 112 17 0 21 Oct 2015
Quasi-Hadamard differentiability of general risk functionals and its application Volker Krätschmer A. Schied Henryk Zähle 70 18 0 14 Jan 2014
Coherence and elicitability J. Ziegel 82 335 0 07 Mar 2013