41 citations · 52 across the 3 of their papers we have counts for
5 papers
Statistical inference for expectile-based risk measures
Volker Krätschmer, Henryk Zähle
Expectiles were introduced by Newey and Powell (1987) in the context of linear regression models. Recently, Bellini et al. (2014) revealed that expectiles can also be seen as reaso…
A definition of qualitative robustness for general point estimators, and examples
Henryk Zähle
A definition of qualitative robustness for point estimators in general statistical models is proposed. Some criteria for robustness are established and applied to estimators in par…
Marcinkiewicz-Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators
Henryk Zähle
Both Marcinkiewicz-Zygmund strong laws of large numbers (MZ-SLLNs) and ordinary strong laws of large numbers (SLLNs) for plug-in estimators of general statistical functionals are d…
Deriving the asymptotic distribution of U- and V-statistics of dependent data using weighted empirical processes
Eric Beutner, Henryk Zähle
It is commonly acknowledged that V-functionals with an unbounded kernel are not Hadamard differentiable and that therefore the asymptotic distribution of U- and V-statistics with a…
Qualitative robustness of statistical functionals under strong mixing
Henryk Zähle
A new concept of (asymptotic) qualitative robustness for plug-in estimators based on identically distributed possibly dependent observations is introduced, and it is shown that Ham…