Asymptotic Expansion for Functionals of a Marked Point Process

By Sakamoto Yuji  

Communications in Statistics: Theory and Methods, Vol. 39, Iss. 8-9, 2010-01 ,pp. : 1449-1465

Taylor & Francis Ltd

Access to resources Recommend Favorite

Strong Consistency of Conditional Value-at-risk Estimate for Φ-mixing Samples

By  

Communications in Statistics: Theory and Methods, Vol. 43, Iss. 23, 2014-12 ,pp. : 5105-5113

Taylor & Francis Ltd

Access to resources Recommend Favorite

Second-order properties of risk concentrations without the condition of asymptotic smoothness

By Mao Tiantian   Hu Taizhong  

Extremes, Vol. 16, Iss. 4, 2013-12 ,pp. : 383-405

Springer Publishing Company

Access to resources Recommend Favorite

The Asymptotic Estimate of Ruin Probability Under a Class of Risk Model in the Presence of Heavy Tails

By Wei Jiaqin   Wang Rongming   Yao Dingjun  

Communications in Statistics: Theory and Methods, Vol. 37, Iss. 15, 2008-09 ,pp. : 2331-2341

Taylor & Francis Ltd

Access to resources Recommend Favorite

On smoothed bootstrap for density functionals

By Andrés Alonso   Antonio Cuevas  

Journal of Nonparametric Statistics, Vol. 15, Iss. 4-5, 2003-08 ,pp. : 467-477

Taylor & Francis Ltd

Access to resources Recommend Favorite