Publications

Peer-reviewed papers

• Renjie Chen, Huifu Xu, and Henryk Zähle
  Distributional stability of sparse inverse covariance matrix estimators
  submitted for publication
• Tristan Bergmann and Henryk Zähle
  Data-based bandwidth selection for the smoothing of empirical distribution functions
  submitted for publication
• Eric Beutner and Henryk Zähle
  Concentration inequalities for classical and smoothed empirical processes of independent and dependent random variables
  submitted for publication
• Eric Beutner and Henryk Zähle
  Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
  Bernoulli 29(1), 2023, 205–228 (electronic supplement, 22 pages)
• Henryk Zähle
  A concept of copula robustness and its applications in quantitative risk management
  Finance and Stochastics 26(4), 2022, 825–875
• Patrick Kern, Axel Simroth, and Henryk Zähle
  First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function
  Mathematical Methods of Operations Research 92(1), 2020, 165–197 (electronic supplement, 32 pages)
• Ulrike Mayer, Henryk Zähle, and Zhou Zhou
  Functional weak limit theorem for a local empirical process of non-stationary time series and its application
  Bernoulli 26(3), 2020, 1891–1911 (electronic supplement, 59 pages)
• Eric Beutner and Henryk Zähle
  Bootstrapping Average Value at Risk of single and collective risks
  Risks 6(3), 96, 2018
• Volker Krätschmer and Henryk Zähle
  Statistical inference for expectile-based risk measures
  Scandinavian Journal of Statistics 44(2), 2017, 425–454 (electronic supplement, 11 pages)
• Volker Krätschmer, Alexander Schied, and Henryk Zähle
  Domains of weak continuity of statistical functionals with a view toward robust statistics
  Journal of Multivariate Analysis 158, 2017, 1–19
• Alexandra Lauer and Henryk Zähle
  Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks
  Insurance: Mathematics and Economics 74, 2017, 99–108
• Eric Beutner and Henryk Zähle
  Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
  Electronic Journal of Statistics 10(1), 2016, 1181–1222
• Dominic Schuhmacher, Anja Sturm, and Henryk Zähle
  On qualitative robustness of the Lotka-Nagaev estimator for the offspring mean of a supercritical Galton-Watson process
  Journal of Statistical Planning and Inference 169, 2016, 56–70
• Henryk Zähle
  A definition of qualitative robustness for general point estimators, and examples
  Journal of Multivariate Analysis 143, 2016, 12–31
• Alexandra Lauer and Henryk Zähle
  Nonparametric estimation of risk measures of collective risks
  Statistics and Risk Modeling 32(2), 2015, 89–102
• Henryk Zähle
  Qualitative robustness of statistical functionals under strong mixing
  Bernoulli 21(3), 2015, 1412–1434
• Volker Krätschmer, Alexander Schied, and Henryk Zähle
  Quasi-Hadamard differentiability of general risk functionals and its application
  Statistics and Risk Modeling 32(1), 2015, 25–47
• Volker Krätschmer, Alexander Schied, and Henryk Zähle
  Comparative and qualitative robustness for law-invariant risk measures
  Finance and Stochastics 18(2), 2014, 271–295
• Henryk Zähle
  Marcinkiewicz-Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators
  Statistics 48(5), 2014, 951–964
• Eric Beutner and Henryk Zähle
  Continuous mapping approach to the asymptotics of U- and V-statistics
  Bernoulli 20(2), 2014, 846–877
• Henryk Zähle
  Qualitative robustness of von Mises statistics based on strongly mixing data
  Statistical Papers 55(1), 2014, 157–167
• Henryk Zähle and Katrin Zähle
  Prämienanpassungen im Risikoklassenmodell der Privaten Krankenversicherung
  Zeitschrift für die gesamte Versicherungswissenschaft 102(2), 2013, 111–140
• Eric Beutner, Wei Biao Wu, and Henryk Zähle
  Asymptotics for statistical functionals of long-memory sequences
  Stochastic Processes and their Applications 122(3), 2012, 910–929
• Volker Krätschmer, Alexander Schied, and Henryk Zähle
  Qualitative and infinitesimal robustness of tail-dependent statistical functionals
  Journal of Multivariate Analysis 103(1), 2012, 35–47
• Eric Beutner and Henryk Zähle
  Deriving the asymptotic distribution of U- and V-statistics of dependent data using weighted empirical processes
  Bernoulli 18(3), 2012, 803–822
• Volker Krätschmer and Henryk Zähle
  Sensitivity of risk measures with respect to the normal approximation of total claim distributions
  Insurance: Mathematics and Economics 49(3), 2011, 335–344
• Axel Simroth and Henryk Zähle
  Travel time prediction using floating car data applied to logistics planning
  IEEE Transactions on Intelligent Transportation Systems 12(1), 2011, 243–253
• Henryk Zähle
  Rates of almost sure convergence of plug-in estimates for distortion risk measures
  Metrika 74(2), 2011, 267–285
• Eric Beutner and Henryk Zähle
  A modified functional delta method and its application to the estimation of risk functionals
  Journal of Multivariate Analysis 101(10), 2010, 2452–2463
• Henryk Zähle
  Ein Risikoklassenmodell für die Portabilität der Alterungsrückstellungen in der PKV
  Blätter der DGVFM 31(1), 2010, 39–64
• Henryk Zähle
  Approximation of SDEs by population-size-dependent Galton-Watson processes
  Stochastic Analysis and Applications 28(2), 2010, 377–388
• Andreas Neuenkirch and Henryk Zähle
  Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients
  Monte Carlo Methods and Applications 15(4), 2009, 333–351
• Ansgar Steland and Henryk Zähle
  Sampling inspection by variables: nonparametric setting
  Statistica Neerlandica 63(1), 2009, 101–123
• Henryk Zähle
  Weak approximation of SDEs by discrete-time processes
  Journal of Applied Mathematics and Stochastic Analysis Vol. 2008, 14 pages
• Henryk Zähle, Michael Scheutzow, Martin Reisslein, and Martin Maier
  On the multicast capacity of unidirectional and bidirectional packet-switched WDM ring networks
  IEEE Journal on Selected Areas in Communication 25(3), 2007, 105–119
• Henryk Zähle
  Space-time regularity of catalytic super-Brownian motion
  Mathematische Nachrichten 278(7-8), 2005, 942–970
• Henryk Zähle
  Heat equation with strongly inhomogeneous noise
  Stochastic Processes and their Applications 112(1), 2004, 95–118