Name
Abstract | ||
|---|---|---|
Law-invariant or version-independent coherent risk or acceptability functionals do not explicitly depend on the underlying
probability space and can be considered as functionals of the distribution function. In this paper, we consider estimates
of these functionals based on the empirical distribution function and investigate their asymptotic properties. |
Year | DOI | Venue |
|---|---|---|
2010 | 10.1007/s00780-009-0121-0 | Finance and Stochastics |
Keywords | Field | DocType |
risk functionals · law-invariance · asymptotic normality · m-theorems,asymptotic distribution,empirical distribution function,asymptotic normality,distribution function | Mathematical optimization,Empirical distribution function,Asymptotology,Asymptotic analysis,V-statistic,Invariant (mathematics),Asymptotic analysis,Distribution function,Mathematics,Asymptotic distribution | Journal |
Volume | Issue | ISSN |
14 | 3 | 1432-1122 |
Citations | PageRank | References |
5 | 0.65 | 7 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Georg Ch. Pflug | 1 | 19 | 3.40 |
| Nancy Wozabal | 2 | 5 | 0.65 |