Gribkova, Nadezhda; Zitikis, Ričardas Weighted allocations, their concomitant-based estimators, and asymptotics. (English) Zbl 1433.62295 Ann. Inst. Stat. Math. 71, No. 4, 811-835 (2019). MSC: 62P05 62G05 91G05 62G30 PDF BibTeX XML Cite \textit{N. Gribkova} and \textit{R. Zitikis}, Ann. Inst. Stat. Math. 71, No. 4, 811--835 (2019; Zbl 1433.62295) Full Text: DOI arXiv OpenURL
Dentcheva, Darinka; Penev, Spiridon; Ruszczyński, Andrzej Statistical estimation of composite risk functionals and risk optimization problems. (English) Zbl 1447.62119 Ann. Inst. Stat. Math. 69, No. 4, 737-760 (2017). Reviewer: Tamás Mátrai (Edinburgh) MSC: 62P05 60F17 62G05 62G20 62R10 91G70 PDF BibTeX XML Cite \textit{D. Dentcheva} et al., Ann. Inst. Stat. Math. 69, No. 4, 737--760 (2017; Zbl 1447.62119) Full Text: DOI arXiv OpenURL
Beran, Jan; Schell, Dieter; Stehlík, Milan The harmonic moment tail index estimator: asymptotic distribution and robustness. (English) Zbl 1281.62123 Ann. Inst. Stat. Math. 66, No. 1, 193-220 (2014). MSC: 62G32 62E20 62G35 65C60 PDF BibTeX XML Cite \textit{J. Beran} et al., Ann. Inst. Stat. Math. 66, No. 1, 193--220 (2014; Zbl 1281.62123) Full Text: DOI OpenURL
Yu, Keming; Wang, Bing Xing; Patilea, Valentin New estimating equation approaches with application in lifetime data analysis. (English) Zbl 1396.62069 Ann. Inst. Stat. Math. 65, No. 3, 589-615 (2013). MSC: 62G05 62G20 62N01 62N05 PDF BibTeX XML Cite \textit{K. Yu} et al., Ann. Inst. Stat. Math. 65, No. 3, 589--615 (2013; Zbl 1396.62069) Full Text: DOI OpenURL
Durante, Fabrizio; Quesada-Molina, José Juan; Sempi, Carlo A generalization of the Archimedean class of bivariate copulas. (English) Zbl 1332.62171 Ann. Inst. Stat. Math. 59, No. 3, 487-498 (2007). MSC: 62H05 60E05 62E10 62H20 PDF BibTeX XML Cite \textit{F. Durante} et al., Ann. Inst. Stat. Math. 59, No. 3, 487--498 (2007; Zbl 1332.62171) Full Text: DOI OpenURL