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
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
Zähle, Henryk Qualitative robustness of von Mises statistics based on strongly mixing data. (English) Zbl 1416.62176 Stat. Pap. 55, No. 1, 157-167 (2014). MSC: 62F35 60F05 62E20 PDFBibTeX XMLCite \textit{H. Zähle}, Stat. Pap. 55, No. 1, 157--167 (2014; Zbl 1416.62176) Full Text: DOI
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