Henryk Zähle

Available identifiers

zbMath Open zahle.henrykWikidataQ102327222 ScholiaQ102327222MaRDI QIDQ254499

List of research outcomes

Publication	Date of Publication	Type
Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process	2022-12-19	Paper
A concept of copula robustness and its applications in quantitative risk management	2022-09-26	Paper
First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function	2020-12-15	Paper
Functional weak limit theorem for a local empirical process of non-stationary time series and its application	2020-04-27	Paper
Domains of weak continuity of statistical functionals with a view toward robust statistics	2017-06-22	Paper
Statistical Inference for Expectile‐based Risk Measures	2017-06-13	Paper
Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks	2017-05-24	Paper
Functional delta-method for the bootstrap of uniformly quasi-Hadamard differentiable functionals	2016-09-19	Paper
Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals	2016-05-20	Paper
Nonparametric estimation of risk measures of collective risks	2016-03-08	Paper
A definition of qualitative robustness for general point estimators, and examples	2015-12-23	Paper
On qualitative robustness of the Lotka-Nagaev estimator for the offspring mean of a supercritical Galton-Watson process	2015-12-22	Paper
Qualitative robustness of statistical functionals under strong mixing	2015-08-05	Paper
Quasi-Hadamard differentiability of general risk functionals and its application	2015-04-17	Paper
Marcinkiewicz–Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators	2014-12-22	Paper
Comparative and qualitative robustness for law-invariant risk measures	2014-11-07	Paper
Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics	2014-05-05	Paper
Qualitative robustness of von Mises statistics based on strongly mixing data	2014-04-01	Paper
Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes	2012-08-09	Paper
Asymptotics for statistical functionals of long-memory sequences	2012-03-22	Paper
Sensitivity of risk measures with respect to the normal approximation of total claim distributions	2011-12-21	Paper
Rates of almost sure convergence of plug-in estimates for distortion risk measures	2011-10-25	Paper
Qualitative and infinitesimal robustness of tail-dependent statistical functionals	2011-10-25	Paper
https://portal.mardi4nfdi.de/entity/Q3085145	2011-03-29	Paper
A modified functional delta method and its application to the estimation of risk functionals	2010-11-10	Paper
A risk class modell for the aging reserve portability in private health insurance	2010-06-21	Paper
Approximation of SDEs by Population-Size-Dependent Galton–Watson Processes	2010-03-19	Paper
Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients	2010-02-10	Paper
Weak approximation of SDEs by discrete-time processes	2008-08-20	Paper
Heat equation with strongly inhomogeneous noise	2005-08-05	Paper
Space-time regularity of catalytic super-Brownian motion	2005-06-30	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Henryk Zähle