Robustification and performance evaluation of empirical risk measures and other vector-valued estimators
type: Item
instance of: scholarly article
title: Robustification and performance evaluation of empirical risk measures and other vector-valued estimators
zbMATH Open document ID: 1416.62580
author: Vytaras Brazauskas
author: Bruce L. Jones
author: Ričardas Zitikis
published in: Metron
publication date: 2019-07-12T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 7080464
zbMATH Keywords: risk measure
zbMATH Keywords: distortion function
zbMATH Keywords: empirical estimator
zbMATH Keywords: robustness
zbMATH Keywords: efficiency
zbMATH Keywords: parametric inference
zbMATH Keywords: nonparametric inference
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 7080464