Feinstein, Zachary; Rudloff, Birgit Time consistency for scalar multivariate risk measures. (English) Zbl 1481.91224 Stat. Risk. Model. 38, No. 3-4, 71-90 (2022). MSC: 91G70 26E25 PDFBibTeX XMLCite \textit{Z. Feinstein} and \textit{B. Rudloff}, Stat. Risk. Model. 38, No. 3--4, 71--90 (2022; Zbl 1481.91224) Full Text: DOI arXiv
Amarante, Massimiliano Bipolar behavior of submodular, law-invariant capacities. (English) Zbl 1484.91524 Stat. Risk. Model. 38, No. 3-4, 65-70 (2022). MSC: 91G80 28A12 PDFBibTeX XMLCite \textit{M. Amarante}, Stat. Risk. Model. 38, No. 3--4, 65--70 (2022; Zbl 1484.91524) Full Text: DOI
Almanjahie, Ibrahim M.; Bouzebda, Salim; Chikr Elmezouar, Zouaoui; Laksaci, Ali The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors. (English) Zbl 1493.62151 Stat. Risk. Model. 38, No. 3-4, 47-63 (2022). MSC: 62G05 62G08 62G20 62H12 PDFBibTeX XMLCite \textit{I. M. Almanjahie} et al., Stat. Risk. Model. 38, No. 3--4, 47--63 (2022; Zbl 1493.62151) Full Text: DOI