Rates of almost sure convergence of plug-in estimates for distortion risk measures

Henryk Zähle ()

Metrika: International Journal for Theoretical and Applied Statistics, 2011, vol. 74, issue 2, 267-285

Keywords: Risk measure; Plug-in estimation; Empirical distribution function; Smoothing; Censoring; Glivenko–Cantelli theorem for weighted errors (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s00184-010-0302-z

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