Rates of almost sure convergence of plug-in estimates for distortion risk measures (Q641768)
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scientific article; zbMATH DE number 5963337
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rates of almost sure convergence of plug-in estimates for distortion risk measures |
scientific article; zbMATH DE number 5963337 |
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Rates of almost sure convergence of plug-in estimates for distortion risk measures (English)
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25 October 2011
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empirical distribution function
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smoothing
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censoring
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Glivenko-Cantelli theorem for weighted errors
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