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ONE-PARAMETER FAMILIES OF DISTORTION RISK MEASURES

Mathematical finance, 2009-10, Vol.19 (4), p.691-705

Tsukahara, Hideatsu

2009

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Erratum to "Semiparametric estimation in copula models"

Canadian journal of statistics, 2011-12, Vol.39 (4), p.734-735

Tsukahara, Hideatsu

2011

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Estimation and backtesting of risk measures with emphasis on distortion risk measures

Japanese journal of statistics and data science, 2024-07

Tsukahara, Hideatsu

2024

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Comments on: Inference in multivariate Archimedean copula models

Test (Madrid, Spain), 2011-08, Vol.20 (2), p.287-289

Tsukahara, Hideatsu

2011

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The empirical beta copula

Journal of multivariate analysis, 2017-03, Vol.155, p.35-51

2017

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Semiparametric estimation in copula models

Canadian journal of statistics, 2005-09, Vol.33 (3), p.357-375

Tsukahara, Hideatsu

2005

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Estimation of Distortion Risk Measures

Journal of financial econometrics, 2014-01, Vol.12 (1), p.213-235

Tsukahara, H.

2014

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Erratum to “Semiparametric estimation in copula models”

Canadian journal of statistics, 2011-12, Vol.39 (4), p.734-735

Tsukahara, Hideatsu

2011

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On the convergence of measurable processes and prediction processes

Illinois journal of mathematics, 2008, Vol.51 (4)

Tsukahara, Hideatsu

2008

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Copulas and Their Applications

Ouyou toukeigaku, 2003/12/15, Vol.32(2), pp.77-88

Tsukahara, Hideatsu

2003

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Aad W. van der Vaart and Jon A. Wellner: Weak Convergence and Empirical Processes: With Applications to Statistics, Springer，1996年，xvi + 508ページ

数学, 2009, Vol.61(1), pp.102-105

塚原, 英敦

2009

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Resampling Procedures with Empirical Beta Copulas

Pioneering Works on Extreme Value Theory, 2021, p.27-53

2021

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Some properties of distortion risk measures

Advances in Mathematical Economics, p.153-166

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A limit theorem for the prediction process under absolute continuity

Séminaire de Probabilités XXXIII, 2006, p.397-404

2006

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ONE-SAMPLE ESTIMATION FOR GENERALIZED LEHMANN'S ALTERNATIVE MODELS

Statistica Sinica, 1993-01, Vol.3 (1), p.83-101

1993

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A rank estimator in the two-sample transformation model with randomly censored data

Annals of the Institute of Statistical Mathematics, 1992-06, Vol.44 (2), p.313-333

TSUKAHARA, H

1992

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Weak convergence and the prediction process

Tsukahara, Hideatsu

1996

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ONE-PARAMETER FAMILIES OF DISTORTION RISK MEASURES

Erratum to "Semiparametric estimation in copula models"

Estimation and backtesting of risk measures with emphasis on distortion risk measures

Comments on: Inference in multivariate Archimedean copula models

The empirical beta copula

Semiparametric estimation in copula models

Estimation of Distortion Risk Measures

Erratum to “Semiparametric estimation in copula models”

On the convergence of measurable processes and prediction processes

Copulas and Their Applications

Aad W. van der Vaart and Jon A. Wellner: Weak Convergence and Empirical Processes: With Applications to Statistics, Springer，1996年，xvi + 508ページ

Resampling Procedures with Empirical Beta Copulas

Some properties of distortion risk measures

A limit theorem for the prediction process under absolute continuity

ONE-SAMPLE ESTIMATION FOR GENERALIZED LEHMANN'S ALTERNATIVE MODELS

A rank estimator in the two-sample transformation model with randomly censored data

Weak convergence and the prediction process

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