Beutner, Eric; Zähle, Henryk Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process. (English) Zbl 07634390 Bernoulli 29, No. 1, 205-228 (2023). MSC: 62Gxx 60Fxx 62Mxx PDFBibTeX XMLCite \textit{E. Beutner} and \textit{H. Zähle}, Bernoulli 29, No. 1, 205--228 (2023; Zbl 07634390) Full Text: DOI Link
Zähle, Henryk A concept of copula robustness and its applications in quantitative risk management. (English) Zbl 1498.91509 Finance Stoch. 26, No. 4, 825-875 (2022). MSC: 91G70 91G10 62H05 PDFBibTeX XMLCite \textit{H. Zähle}, Finance Stoch. 26, No. 4, 825--875 (2022; Zbl 1498.91509) Full Text: DOI
Mayer, Ulrike; Zähle, Henryk; Zhou, Zhou Functional weak limit theorem for a local empirical process of non-stationary time series and its application. (English) Zbl 1437.62336 Bernoulli 26, No. 3, 1891-1911 (2020). Reviewer: Alessandro Selvitella (Fort Wayne) MSC: 62M10 60F17 62G08 PDFBibTeX XMLCite \textit{U. Mayer} et al., Bernoulli 26, No. 3, 1891--1911 (2020; Zbl 1437.62336) Full Text: DOI Euclid
Krätschmer, Volker; Zähle, Henryk Statistical inference for expectile-based risk measures. (English) Zbl 1422.62241 Scand. J. Stat. 44, No. 2, 425-454 (2017). MSC: 62J05 62H12 62G35 91B30 62F40 PDFBibTeX XMLCite \textit{V. Krätschmer} and \textit{H. Zähle}, Scand. J. Stat. 44, No. 2, 425--454 (2017; Zbl 1422.62241) Full Text: DOI arXiv
Lauer, Alexandra; Zähle, Henryk Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks. (English) Zbl 1394.62050 Insur. Math. Econ. 74, 99-108 (2017). MSC: 62G09 62G20 91B30 PDFBibTeX XMLCite \textit{A. Lauer} and \textit{H. Zähle}, Insur. Math. Econ. 74, 99--108 (2017; Zbl 1394.62050) Full Text: DOI
Beutner, Eric; Zähle, Henryk Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals. (English) Zbl 1338.62073 Electron. J. Stat. 10, No. 1, 1181-1222 (2016). MSC: 62G05 62G08 62G20 62G30 62M10 PDFBibTeX XMLCite \textit{E. Beutner} and \textit{H. Zähle}, Electron. J. Stat. 10, No. 1, 1181--1222 (2016; Zbl 1338.62073) Full Text: DOI arXiv Euclid
Schuhmacher, Dominic; Sturm, Anja; Zähle, Henryk On qualitative robustness of the Lotka-Nagaev estimator for the offspring mean of a supercritical Galton-Watson process. (English) Zbl 1329.60309 J. Stat. Plann. Inference 169, 56-70 (2016). MSC: 60J80 62G05 62G35 PDFBibTeX XMLCite \textit{D. Schuhmacher} et al., J. Stat. Plann. Inference 169, 56--70 (2016; Zbl 1329.60309) Full Text: DOI arXiv
Zähle, Henryk Qualitative robustness of statistical functionals under strong mixing. (English) Zbl 1388.62071 Bernoulli 21, No. 3, 1412-1434 (2015). MSC: 62F35 62G35 60F05 PDFBibTeX XMLCite \textit{H. Zähle}, Bernoulli 21, No. 3, 1412--1434 (2015; Zbl 1388.62071) Full Text: DOI arXiv Euclid
Krätschmer, Volker; Schied, Alexander; Zähle, Henryk Comparative and qualitative robustness for law-invariant risk measures. (English) Zbl 1298.91195 Finance Stoch. 18, No. 2, 271-295 (2014). MSC: 91G70 91B30 62G35 60B10 60F05 PDFBibTeX XMLCite \textit{V. Krätschmer} et al., Finance Stoch. 18, No. 2, 271--295 (2014; Zbl 1298.91195) Full Text: DOI arXiv
Beutner, Eric; Zähle, Henryk Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics. (English) Zbl 1303.60019 Bernoulli 20, No. 2, 846-877 (2014). Reviewer: Neville Weber (Sydney) MSC: 60F05 60F15 60G10 62G20 62G30 PDFBibTeX XMLCite \textit{E. Beutner} and \textit{H. Zähle}, Bernoulli 20, No. 2, 846--877 (2014; Zbl 1303.60019) Full Text: DOI arXiv Euclid
Beutner, Eric; Zähle, Henryk Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes. (English) Zbl 1452.62190 Bernoulli 18, No. 3, 803-822 (2012). MSC: 62E20 60F05 60F17 62G20 62G30 PDFBibTeX XMLCite \textit{E. Beutner} and \textit{H. Zähle}, Bernoulli 18, No. 3, 803--822 (2012; Zbl 1452.62190) Full Text: DOI arXiv Euclid
Krätschmer, Volker; Schied, Alexander; Zähle, Henryk Qualitative and infinitesimal robustness of tail-dependent statistical functionals. (English) Zbl 1236.62043 J. Multivariate Anal. 103, No. 1, 35-47 (2012). MSC: 62G35 62G32 62G05 62F35 PDFBibTeX XMLCite \textit{V. Krätschmer} et al., J. Multivariate Anal. 103, No. 1, 35--47 (2012; Zbl 1236.62043) Full Text: DOI
Zähle, Henryk Rates of almost sure convergence of plug-in estimates for distortion risk measures. (English) Zbl 1234.62138 Metrika 74, No. 2, 267-285 (2011). MSC: 62P05 62G07 62G20 62G30 91B30 65C60 62N01 PDFBibTeX XMLCite \textit{H. Zähle}, Metrika 74, No. 2, 267--285 (2011; Zbl 1234.62138) Full Text: DOI Link
Beutner, Eric; Zähle, Henryk A modified functional delta method and its application to the estimation of risk functionals. (English) Zbl 1213.62055 J. Multivariate Anal. 101, No. 10, 2452-2463 (2010). Reviewer: Erich Häusler (Gießen) MSC: 62G05 62G20 62H99 60F05 62N99 PDFBibTeX XMLCite \textit{E. Beutner} and \textit{H. Zähle}, J. Multivariate Anal. 101, No. 10, 2452--2463 (2010; Zbl 1213.62055) Full Text: DOI