Henryk Zähle

Publication Activity (10 Years)

Years Active: 2007-2020
Publications (10 Years): 3

Top Topics

Probability Function

Quantitative And Qualitative

Robust Statistics

Top Venues

J. Multivar. Anal.

Finance Stochastics

Math. Methods Oper. Res.

Publications

Patrick Kern, Axel Simroth, Henryk Zähle
First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function. Math. Methods Oper. Res. 92 (1) (2020)
Volker Krätschmer, Alexander Schied, Henryk Zähle
Domains of weak continuity of statistical functionals with a view toward robust statistics. J. Multivar. Anal. 158 (2017)
Henryk Zähle
A definition of qualitative robustness for general point estimators, and examples. J. Multivar. Anal. 143 (2016)
Volker Krätschmer, Alexander Schied, Henryk Zähle
Comparative and qualitative robustness for law-invariant risk measures. Finance Stochastics 18 (2) (2014)
Volker Krätschmer, Alexander Schied, Henryk Zähle
Qualitative and infinitesimal robustness of tail-dependent statistical functionals. J. Multivar. Anal. 103 (1) (2012)
Axel Simroth, Henryk Zähle
Travel Time Prediction Using Floating Car Data Applied to Logistics Planning. IEEE Trans. Intell. Transp. Syst. 12 (1) (2011)
Eric Beutner, Henryk Zähle
A modified functional delta method and its application to the estimation of risk functionals. J. Multivar. Anal. 101 (10) (2010)
Andreas Neuenkirch, Henryk Zähle
Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients. Monte Carlo Methods Appl. 15 (4) (2009)
Henryk Zähle, Michael Scheutzow, Martin Reisslein, Martin Maier
On the multicast capacity of unidirectional and bidirectional packet-switched WDM ring networks. IEEE J. Sel. Areas Commun. 25 (S-3) (2007)