Qualitative and infinitesimal robustness of tail-dependent statistical functionals


Krätschmer, Volker ; Schied, Alexander ; Zähle, Henryk


DOI: https://doi.org/10.1016/j.jmva.2011.06.005
URL: http://www.sciencedirect.com/science/article/pii/S...
Additional URL: http://www.alexschied.de/robustness.pdf
Document Type: Article
Year of publication: 2012
The title of a journal, publication series: Journal of Multivariate Analysis : JMVA
Volume: 103
Issue number: 1
Page range: 35-47
Place of publication: Amsterdam [u.a.]
Publishing house: Elsevier
ISSN: 0047-259x
Publication language: English
Institution: School of Business Informatics and Mathematics > Wirtschaftsmathematik I (Schied)
Subject: 510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Krätschmer, Volker ; Schied, Alexander ; Zähle, Henryk (2012) Qualitative and infinitesimal robustness of tail-dependent statistical functionals. Journal of Multivariate Analysis : JMVA Amsterdam [u.a.] 103 1 35-47 [Article]


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