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Statistics & Decisions

International Journal for Statistical Theory and Related Fields

Short Title: Stat. Decis.
Publisher: Oldenbourg Verlag, München
ISSN: 0721-2631
Online: http://www.degruyter.com/view/j/strm
Successor: Statistics & Risk Modeling
Comments: Journal; No longer indexed
Documents Indexed: 621 Publications (1982–2011)
all top 5

Latest Issues

28, No. 2 (2011)
28, No. 1 (2011)
27, No. 4 (2009)
27, No. 3 (2009)
27, No. 2 (2009)
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18, No. 1 (2000)
17, No. 4 (1999)
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15, No. 4 (1997)
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14, No. 4 (1996)
14, No. 3 (1996)
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14, No. 1 (1996)
13, No. 4 (1995)
13, No. 3 (1995)
13, No. 2 (1995)
13, No. 1 (1995)
12, No. 4 (1994)
12, No. 3 (1994)
12, No. 2 (1994)
12, No. 1 (1994)
11, No. 4 (1993)
11, No. 3 (1993)
11, No. 2 (1993)
11, No. 1 (1993)
10, No. 4 (1992)
10, No. 3 (1992)
10, No. 1-2 (1992)
9, No. 4 (1991)
9, No. 3 (1991)
9, No. 1-2 (1991)
8, No. 4 (1990)
8, No. 3 (1990)
8, No. 2 (1990)
8, No. 1 (1990)
7, No. 4 (1989)
7, No. 3 (1989)
7, No. 1-2 (1989)
6, No. 4 (1988)
6, No. 3 (1988)
6, No. 1-2 (1988)
5, No. 1-4 (1987)
4 (1986)
3 (1985)
2 (1984)
1 (1982/1983)
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Authors

13 Rüschendorf, Ludger
10 Sen, Pranab Kumar
9 Rukhin, Andrew L.
8 Eichenauer-Herrmann, Jürgen
8 Ghosh, Malay
7 Hušková, Marie
7 Sinha, Bimal Kumar
6 Aly, Emad-Eldin A. A.
6 DasGupta, Anirban
6 Dey, Dipak Kumar
6 Janssen, Arnold
6 Jurečková, Jana
6 Mukhopadhyay, Nitis
6 Prakasa Rao, B. L. S.
6 Schick, Anton
6 Strasser, Helmut
6 Walk, Harro
5 Gupta, Shanti Swarup
5 Györfi, László
5 Horváth, Lajos
5 Kutoyants, Yury A.
5 Liang, TaChen
5 Luschgy, Harald
5 Pukelsheim, Friedrich
5 Schmid, Wolfgang
5 Steinebach, Josef G.
5 Valkeila, Esko
5 Wefelmeyer, Wolfgang
5 Yu, Qiqing
4 Cohen, Arthur
4 Gawronski, Wolfgang
4 Kushary, Debashis
4 Lehn, Jürgen
4 Leitner, Johannes
4 Mammitzsch, Volker
4 Marohn, Frank
4 Mishra, Mahendra Nath
4 Misra, Neeraj Kumar
4 Neuhaus, Georg
4 Pensky, Marianna
4 Purkayastha, Sumitra
4 Rieder, Helmut
4 Schaafsma, Willem
4 Susarla, V.
4 Theodorescu, Radu
4 Van der Vaart, Adrianus Willem
4 Zidek, James Victor
3 Akahira, Masafumi
3 Berger, James Orvis
3 Bischoff, Wolfgang
3 Bose, Arup
3 Csörgő, Miklós
3 Datta, Gauri Sankar
3 Ferger, Dietmar
3 Fieger, Werner
3 Gaffke, Norbert
3 Gapeev, Pavel V.
3 Granovsky, Boris L.
3 Gupta, Arjun Kumar
3 Hurt, Jan
3 Kallenberg, Wilbert C. M.
3 Kallsen, Jan
3 Karunamuni, Rohana J.
3 Kim, Dalho
3 Koul, Hira Lal
3 Kreiß, Jens-Peter
3 Landers, Dieter
3 Macci, Claudio
3 Marchand, Eric
3 Milbrodt, Hartmut
3 Mukerjee, Rahul
3 Pal, Nabendu
3 Peng, Hanxiang
3 Pflug, Georg
3 Rachev, Svetlozar T.
3 Rogge, Lothar
3 Saleh, A. K. Md. Ehsanes
3 Shiryaev, Al’bert Nikolaevich
3 Sriram, T. N.
3 Strawderman, William Edward
3 van Eeden, Constance
2 Arnold, Bernhard F.
2 Bagui, Subhash C.
2 Basu, Sanjib
2 Bednarski, Tadeusz
2 Birmiwal, Kailash
2 Burgert, Christian
2 Burke, Murray D.
2 Charras, Alec
2 Chung, Younshik
2 Cramer, Erhard
2 Datta, Somnath
2 de la Horra, Julián
2 Dhariyal, Ishwari Dutt
2 Dietz, Hans Michael
2 Droste, Wolfgang
2 Dudoit, Sandrine
2 Fabian, Václav
2 Falk, Michael
2 Finner, Helmut
...and 531 more Authors
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Fields

544 Statistics (62-XX)
162 Probability theory and stochastic processes (60-XX)
54 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
28 Numerical analysis (65-XX)
16 Operations research, mathematical programming (90-XX)
12 Functional analysis (46-XX)
10 Measure and integration (28-XX)
7 Calculus of variations and optimal control; optimization (49-XX)
6 Harmonic analysis on Euclidean spaces (42-XX)
6 Systems theory; control (93-XX)
5 Information and communication theory, circuits (94-XX)
3 Special functions (33-XX)
3 Approximations and expansions (41-XX)
3 Convex and discrete geometry (52-XX)
3 Computer science (68-XX)
2 Combinatorics (05-XX)
2 Number theory (11-XX)
2 Ordinary differential equations (34-XX)
2 Partial differential equations (35-XX)
1 Mathematical logic and foundations (03-XX)
1 Linear and multilinear algebra; matrix theory (15-XX)
1 Real functions (26-XX)
1 Difference and functional equations (39-XX)
1 Integral equations (45-XX)
1 Operator theory (47-XX)
1 General topology (54-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

430 Publications have been cited 2,382 times in 2,107 Documents Cited by ▼ Year ▼
Convex risk measures and the dynamics of their penalty functions. Zbl 1186.91119
Föllmer, Hans; Penner, Irina
76
2006
Partitioning-estimates of a regression function under random censoring. Zbl 0814.62019
Carbonez, A.; Györfi, L.; van der Meulen, E. C.
42
1995
Estimation of the density and the regression function under mixing conditions. Zbl 1179.62051
Liebscher, E.
37
2001
Variational sums and power variation: A unifying approach to model selection and estimation in semimartingale models. Zbl 1046.62084
Woerner, Jeannette H. C.
37
2003
On the optimal risk allocation problem. Zbl 1186.91117
Burgert, Christian; Rüschendorf, Ludger
35
2006
Inadmissibility of the best equivariant estimators of the variance- covariance matrix, the precision matrix, and the generalized variance under entropy loss. Zbl 0634.62050
Sinha, B. K.; Ghosh, M.
34
1987
Estimating the error distribution function in semiparametric regression. Zbl 1137.62023
Müller, Ursula U.; Schick, Anton; Wefelmeyer, Wolfgang
34
2007
Risk measurement with equivalent utility principles. Zbl 1171.91326
Denuit, Michel; Dhaene, Jan; Goovaerts, Marc; Kaas, Rob; Laeven, Roger
31
2006
Parameter estimation for some non-recurrent solutions of SDE. Zbl 1046.62081
Dietz, Hans M.; Kutoyants, Yury A.
30
2003
Duality theory for optimal investments under model uncertainty. Zbl 1184.91195
Schied, Alexander; Wu, Ching-Tang
29
2005
Robust utility maximization in a stochastic factor model. Zbl 1186.91229
Hernández-Hernández, Daniel; Schied, Alexander
28
2006
On least squares estimates of an exponential tail coefficient. Zbl 0893.62023
Schultze, J.; Steinebach, J.
26
1996
On arbitrage and replication in the fractional Black-Scholes pricing model. Zbl 1041.60055
Sottinen, Tommi; Valkeila, Esko
24
2003
On some aspects of ranked set sampling for estimation of normal and exponential parameters. Zbl 0854.62033
Sinha, Bimal K.; Sinha, Bikas K.; Purkayastha, Sumitra
24
1996
Optimal portfolios with Haezendonck risk measures. Zbl 1188.91198
Bellini, Fabio; Rosazza Gianin, Emanuela
24
2008
Strongly consistent and asymptotically normal estimation of the covariance for almost periodically correlated processes. Zbl 0757.62045
Hurd, Harry L.; Leskow, Jacek
22
1992
Estimating ordered location and scale parameters. Zbl 0676.62033
Kushary, D.; Cohen, A.
22
1989
Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints. Zbl 1108.49021
Carlier, Guillaume; Dana, Rose-Anne
22
2006
Input-dependent estimation of generalization error under covariate shift. Zbl 1117.62069
Sugiyama, Masashi; Müller, Klaus-Robert
21
2005
Law invariant convex risk measures for portfolio vectors. Zbl 1186.91126
Rüschendorf, Ludger
21
2006
Oracle inequalities for multi-fold cross validation. Zbl 1117.62042
van der Vaart, Aad W.; Dudoit, Sandrine; van der Laan, Mark J.
21
2006
The cross-validated adaptive epsilon-net estimator. Zbl 1111.62003
van der Laan, Mark J.; Dudoit, Sandrine; van der Vaart, Aad W.
21
2006
A weak system of axioms for ”rational” behavior and the non-separability of utility from prior. Zbl 0616.62007
Rubin, Herman
20
1987
Some results on posterior regret \(\Gamma\)-minimax estimation. Zbl 0843.62008
Ríos Insua, David; Ruggeri, Fabrizio; Vidakovic, Brani
19
1995
On adaptive estimation in autoregressive models when there are nuisance functions. Zbl 0609.62123
Kreiss, Jens-Peter
19
1987
Estimating a binomial parameter: Is robust Bayes real Bayes? Zbl 0767.62003
Zen, Mei-Mei; DasGupta, A.
19
1993
On nonparametric estimation of the regression function under random censorship model. Zbl 1159.62307
Guessoum, Zohra; Ould-Saïd, Elias
19
2008
Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings. Zbl 1135.60024
Feinberg, Eugene A.; Shirayaev, Albert N.
19
2006
Quantization of probability distributions under norm-based distortion measures. Zbl 1066.60026
Delattre, Sylvain; Graf, Siegfried; Luschgy, Harald; Pagès, Gilles
18
2004
Estimators and tests for change in variances. Zbl 0864.62030
Gombay, Edit; Horváth, Lajos; Hušková, Marie
18
1996
Perpetual convertible bonds in jump-diffusion models. Zbl 1076.60508
Gapeev, Pavel V.; Kühn, Christoph
16
2005
Estimation of optimal portfolio compositions for Gaussian returns. Zbl 1159.62327
Bodnar, Taras; Schmid, Wolfgang
16
2008
On the asymptotic equivalence and rate of convergence of nonparametric regression and Gaussian white noise. Zbl 1057.62033
Rohde, Angelika
15
2004
Non-minimaxity of natural decision rules under heteroscedasticity. Zbl 0802.62025
Misra, Neeraj; Dhariyal, Ishwari D.
15
1994
On the limiting distribution of and critical values for the Hoeffding, Blum, Kiefer, Rosenblatt independence criterion. Zbl 0569.62014
Cotterill, Derek S.; Csörgö, Miklós
15
1985
Empirical Bayes subset estimation in regression models. Zbl 0674.62006
Ghosh, M.; Saleh, A. K. Md. Ehsanes; Sen, P. K.
15
1989
Frequentist validity of highest posterior density regions in the presence of nuisance parameters. Zbl 0820.62026
Ghosh, Jayanta K.; Mukerjee, Rahul
14
1995
On the construction of efficient estimators in semiparametric models. Zbl 1040.62029
Forrester, Jeffrey S.; Hooper, William J.; Peng, Hanxiang; Schick, Anton
14
2003
A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions. Zbl 1044.62062
Maruyama, Yuzo
14
2003
The exact risk of a weighted average estimator of the OLS and Stein-rule estimators in regression under balanced loss. Zbl 0888.62069
Ohtani, Kazuhiro
14
1998
On smooth estimation of survival and density functions. Zbl 0849.62020
Chaubey, Yogendra P.; Sen, Pranab K.
14
1996
On Bayesian robustness of contaminated classes of priors. Zbl 0749.62007
Gelfand, A. E.; Dey, D. K.
14
1991
Some contributions to Chernoff-Savage theorems. Zbl 0568.62017
Denker, Manfred; Rösler, Uwe
14
1985
Nonparametric nearest neighbor based empirical portfolio selection strategies. Zbl 1151.62080
Györfi, László; Udina, Frederic; Walk, Harro
14
2008
Parametric and semiparametric inference for shape: the role of the scale functional. Zbl 1111.62002
Hallin, Marc; Paindaveine, Davy
14
2006
Inference based on the empirical probability generating function for mixtures of Poisson distributions. Zbl 1179.62046
Rémillard, Bruno; Theodorescu, Radu
13
2000
A class of minimum-distance estimators for diffusion processes with ergodic properties. Zbl 0921.62101
Dietz, Hans M.; Kutoyants, Yury A.
13
1997
Dynamic utility-based good deal bounds. Zbl 1140.91396
Klöppel, Susanne; Schweizer, Martin
13
2007
Estimating market risk with neural networks. Zbl 1136.62381
Franke, Jürgen; Diagne, Mabouba
13
2006
On hedging European options in geometric fractional Brownian motion market model. Zbl 1202.91312
Azmoodeh, Ehsan; Mishura, Yuliya; Valkeila, Esko
13
2009
On low dimensional case in the fundamental asset pricing theorem with transaction costs. Zbl 1138.91397
Grigoriev, Pavel G.
12
2005
On order restricted location parameters of two exponential distributions. Zbl 0754.62013
Pal, N.; Kushary, D.
12
1992
Test of fit with the Koziol-Green model for random censorship. Zbl 0746.62018
Herbst, Tomáš
12
1992
Quantile hedging and its application to life insurance. Zbl 1127.62101
Melnikov, Alexander; Skornyakova, Victoria
12
2005
Frequentist behavior of robust Bayes estimates of normal means. Zbl 0685.62004
DasGupta, A.; Studden, W. J.
12
1989
Integral tests for suprema of Kiefer processes with application. Zbl 0887.62048
Csörgő, Miklós; Horváth, Lajos; Szyszkowicz, Barbara
11
1997
Weak and strong universal consistency of semi-recursive kernel and partitioning regression estimates. Zbl 0911.62032
Györfi, L.; Kohler, M.; Walk, H.
11
1998
An explicit solution of information geodesic equations for the multivariate normal model. Zbl 0735.62003
Calvo, Miquel; Oller, J. M.
11
1991
On distortion functionals. Zbl 1186.91125
Pflug, Georg Ch.
11
2006
Estimation from a length-biased distribution. Zbl 0567.62032
Horváth, Lajos
10
1985
The information metric for univariate linear elliptic models. Zbl 0674.62002
Burbea, J.; Oller, J. M.
10
1988
Asymptotic utility-based pricing and hedging for exponential utility. Zbl 1217.91183
Kallsen, Jan; Rheinländer, Thorsten
10
2011
On universal Bayesian adaptation. Zbl 1146.62017
Lember, Jüri; van der Vaart, Aad
10
2007
Optimal consumption strategies under model uncertainty. Zbl 1138.91422
Burgert, Christian; Rüschendorf, Ludger
9
2005
Expansion of Bayes risk for entropy loss and reference prior in nonregular cases. Zbl 0902.62008
Ghosal, Subhashis; Samanta, Tapas
9
1997
Tests and estimators for the change point problem based on \(M\)-statistics. Zbl 0864.62008
Hušková, Marie
9
1996
Decision theoretic estimation of the variance ratio. Zbl 0936.62007
Ghosh, M.; Kundu, S.
9
1996
Robust Bayesian estimation in the one-dimensional normal model. Zbl 0802.62032
Boratyńska, Agata; Mȩczarski, Marek
9
1994
A class of minimax estimators of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix. Zbl 0562.62005
Berger, James; Haff, L. R.
9
1983
On asymptotic deficiency of estimators in pooled samples in the presence of nuisance parameters. Zbl 0561.62023
Akahira, Masafumi; Takeuchi, Kei
9
1982
Adaptive estimation in linear regression. Zbl 0574.62056
Koul, H. L.; Susarla, V.
9
1983
Credit risk with infinite dimensional Lévy processes. Zbl 1125.60069
Özkan, Fehmi; Schmidt, Thorsten
9
2005
Sensitivity of posterior mean to unimodality preserving contaminations. Zbl 0685.62003
Sivaganesan, S.
9
1989
Resampling in the frequency domain of time series to determine critical values for change-point tests. Zbl 1146.62032
Kirch, Claudia
9
2007
Non-parametric drift estimation for diffusions from noisy data. Zbl 1215.62087
Schmisser, Emeline
9
2011
A note on variance bounds for a function of a Pearson variate. Zbl 0798.60020
Johnson, Roger W.
9
1993
On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion. Zbl 1202.62107
Höpfner, Reinhard; Kutoyants, Yury A.
9
2009
On the distance between mixed Poisson and Poisson distributions. Zbl 0632.60011
Pfeifer, D.
9
1987
Asymptotic tests for gradual changes. Zbl 0997.62017
Hušková, M.; Steinebach, J.
8
2002
Some properties of weighted multivariate empirical processes. Zbl 0548.60023
Ruymgaart, F. H.; Wellner, J. A.
8
1984
Estimation of linear parametric functions for several exponential samples. Zbl 0587.62014
Rukhin, A. L.; Zidek, J. V.
8
1985
Limit behaviour of stochastic approximation processes. Zbl 0668.62058
Walk, H.
8
1988
On the admissibility of the linear estimators of the Poisson mean using Linex loss functions. Zbl 0716.62008
Kuo, L.; Dey, D. K.
8
1990
Convergence of minima of integral functionals, with applications to optimal control and stochastic optimization. Zbl 0779.49030
Lucchetti, Roberto; Wets, R. J.-B.
8
1993
Non-standard behavior of density estimators for sums of squared observations. Zbl 1178.62029
Schick, Anton; Wefelmeyer, Wolfgang
8
2009
On stationary multiplier methods for the rounding of probabilities and the limiting law of the Sainte-Laguë divergence. Zbl 1092.60012
Heinrich, Lothar; Pukelsheim, Friedrich; Schwingenschlögl, Udo
8
2005
New Bayesian methods for ill posed problems. Zbl 0952.62027
Gamboa, F.
7
1999
Asymptotic equivalence for a model of independent non identically distributed observations. Zbl 1054.62003
Jähnisch, Michael; Nussbaum, Michael
7
2003
Minimax- and \(\Gamma\)-minimax estimation of a bounded normal mean under LINEX loss. Zbl 0832.62008
Bischoff, Wolfgang; Fieger, Werner; Wulfert, Stafanie
7
1995
Robust Bayesian analysis with distribution bands. Zbl 0837.62029
Basu, Sanjib; DasGupta, Anirban
7
1995
Empirical Bayes estimation of a location parameter. Zbl 0883.62006
Pensky, Marianna
7
1997
Confidence estimation of the covariance function of stationary and locally stationary processes. Zbl 1063.62118
Giurcanu, Mihai; Spokoiny, Vladimir
7
2004
Statistical analysis of dependent competing risks. Zbl 0765.62050
Aras, Girish; Deshpande, Jayant V.
7
1992
Behaviour of the posterior distribution and inferences for a normal mean with \(t\) prior distributions. Zbl 0762.62010
Fan, Tsai-Hung; Berger, James O.
7
1992
The optimality equations in multichain denumerable state Markov decision processes with the average cost criterion: The bounded cost case. Zbl 0564.90089
Zijm, Henk
7
1985
A joint study of the Kolmogorov-Smirnov and the Eicker-Jaeschke statistics. Zbl 0567.62013
Révész, P.
7
1982
Nonparametric empirical Bayes estimation with \(O(n^{-1/2})\) rate of a truncation parameter. Zbl 0736.62031
Datta, Somnath
7
1991
Global extrapolation of local efficiency. Zbl 0749.62032
Strasser, Helmut
7
1990
Asymptotic behavior of M-estimators of location in nonregular cases. Zbl 0548.62025
Jurečková, Jana
7
1983
Asymptotic study of the maximum likelihood estimator for non-homogeneous diffusion processes. Zbl 0579.62069
Mishra, M. N.; Prakasa Rao, B. L. S.
7
1985
Asymptotic utility-based pricing and hedging for exponential utility. Zbl 1217.91183
Kallsen, Jan; Rheinländer, Thorsten
10
2011
Non-parametric drift estimation for diffusions from noisy data. Zbl 1215.62087
Schmisser, Emeline
9
2011
A note on moment convergence of bootstrap M-estimators. Zbl 1208.62054
Kato, Kengo
7
2011
Robust replication in \(H\)-self-similar Gaussian market models under uncertainty. Zbl 1208.91171
Gapeev, Pavel V.; Sottinen, Tommi; Valkeila, Esko
3
2011
Comparison of Markov processes via infinitesimal generators. Zbl 1227.60022
Rüschendorf, Ludger; Wolf, Viktor
3
2011
Method of moment estimation in time-changed Lévy models. Zbl 1215.62086
Kallsen, Jan; Muhle-Karbe, Johannes
3
2011
Expansions for the risk of Stein type estimates for non-normal data. Zbl 1215.62057
Withers, Christopher S.; Nadarajah, Saralees
2
2011
Mean-risk tests of stochastic dominance. Zbl 1215.62047
Dentcheva, Darinka; Stock, Gregory J.; Rekeda, Ludmyla
2
2011
Abstentions in the German Bundesrat and ternary decision rules in weighted voting systems. Zbl 1208.91039
Birkmeier, Olga; Käufl, Andreas; Pukelsheim, Friedrich
1
2011
On the maximization of financial performance measures within mixture models. Zbl 1208.91068
Hentati, Rania; Prigent, Jean-Luc
1
2011
On hedging European options in geometric fractional Brownian motion market model. Zbl 1202.91312
Azmoodeh, Ehsan; Mishura, Yuliya; Valkeila, Esko
13
2009
On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion. Zbl 1202.62107
Höpfner, Reinhard; Kutoyants, Yury A.
9
2009
Non-standard behavior of density estimators for sums of squared observations. Zbl 1178.62029
Schick, Anton; Wefelmeyer, Wolfgang
8
2009
Subgradients of law-invariant convex risk measures on \(L^{1}\). Zbl 1203.91116
Svindland, Gregor
7
2009
Option pricing in bilateral gamma stock models. Zbl 1201.91201
Küchler, Uwe; Tappe, Stefan
6
2009
A maximal inequality for skew Brownian motion. Zbl 1201.60019
Zhitlukhin, Mikhail V.
4
2009
Estimation of split-points in binary regression. Zbl 1281.62053
Ferger, Dietmar; Klotsche, Jens
3
2009
On the Bayesianity of maximum likelihood estimators of restricted location parameters under absolute value error loss. Zbl 1274.62169
Kucerovsky, Dan; Marchand, Eric; Najafabadi, Amir T. Payandeh; Strawderman, William E.
2
2009
Robust efficient hedging for American options: the existence of worst case probability measures. Zbl 1179.91238
Treviño-Aguilar, Erick
2
2009
Shrinkage estimation in elliptically contoured distribution with restricted parameter space. Zbl 1178.62060
Tsukuma, Hisayuki
2
2009
On the mean residual waiting time of records. Zbl 1196.62051
Bdair, Omar M.; Raqab, Mohammad Z.
2
2009
The face-lifting theorem for proportional transaction costs in multiasset models. Zbl 1201.91235
Blum, Benedikt
2
2009
Minimum risk equivariant estimator in linear regression model. Zbl 1178.62058
Jurečková, Jana; Picek, Jan
1
2009
The likelihood ratio test for non-standard hypotheses near the boundary of the null – with application to the assessment of non-inferiority. Zbl 1178.62061
Balabdaoui, Fadoua; Mielke, Matthias; Munk, Axel
1
2009
A renewal theoretic result in portfolio theory under transaction costs with multiple risky assets. Zbl 1203.91273
Irle, Albrecht; Prelle, Claas
1
2009
Optimal portfolios with Haezendonck risk measures. Zbl 1188.91198
Bellini, Fabio; Rosazza Gianin, Emanuela
24
2008
On nonparametric estimation of the regression function under random censorship model. Zbl 1159.62307
Guessoum, Zohra; Ould-Saïd, Elias
19
2008
Estimation of optimal portfolio compositions for Gaussian returns. Zbl 1159.62327
Bodnar, Taras; Schmid, Wolfgang
16
2008
Nonparametric nearest neighbor based empirical portfolio selection strategies. Zbl 1151.62080
Györfi, László; Udina, Frederic; Walk, Harro
14
2008
On a stochastic version of the trading rule “buy and hold”. Zbl 1274.62538
Shiryaev, Albert; Novikov, Alexander A.
6
2008
Characterization of optimal risk allocations for convex risk functionals. Zbl 1171.91351
Kiesel, Swen; Rüschendorf, Ludger
6
2008
A kernel-based classifier on a Riemannian manifold. Zbl 1418.62161
Loubes, Jean-Michel; Pelletier, Bruno
6
2008
Comparison results for path-dependent options. Zbl 1151.60308
Bergenthum, Jan; Rüschendorf, Ludger
4
2008
Upper bounds for Bermudan options on Markovian data using nonparametric regression and a reduced number of nested Monte Carlo steps. Zbl 1171.91341
Kohler, Michael; Krzyżak, Adam; Walk, Harro
2
2008
Mean and covariance matrix adaptive estimation for a weakly stationary process. Application in stochastic optimization. Zbl 1153.62065
Guigues, Vincent
2
2008
Goodness of fit testing using a specific density estimate. Zbl 1418.62188
Albers, Casper J.; Schaafsma, Willem
1
2008
Estimating the error distribution function in semiparametric regression. Zbl 1137.62023
Müller, Ursula U.; Schick, Anton; Wefelmeyer, Wolfgang
34
2007
Dynamic utility-based good deal bounds. Zbl 1140.91396
Klöppel, Susanne; Schweizer, Martin
13
2007
On universal Bayesian adaptation. Zbl 1146.62017
Lember, Jüri; van der Vaart, Aad
10
2007
Resampling in the frequency domain of time series to determine critical values for change-point tests. Zbl 1146.62032
Kirch, Claudia
9
2007
Large deviations for \(L\)-statistics. Zbl 1140.60013
Boistard, Hélène
5
2007
A limit theorem for recursively defined processes in \(L^{p}\). Zbl 1144.60017
Eickmeyer, Kord; Rüschendorf, Ludger
4
2007
Importance sampling for simulations of moderate deviation probabilities of statistics. Zbl 1263.62012
Ermakov, Mikhail
4
2007
Pricing and hedging with globally and instantaneously vanishing risk. Zbl 1211.91223
Leitner, Johannes
4
2007
Most powerful conditional tests. Zbl 1130.62042
Jannsen, Arnold; Völker, Dominik
4
2007
An asymptotic analysis of the mean-variance portfolio selection. Zbl 1211.91226
Ottucsák, György; Vajda, István
3
2007
Optimal kernels. Zbl 1159.62020
Mammitzsch, Volker
1
2007
Decision theoretic Bayesian hypothesis testing with the selectional goal. Zbl 1131.62003
Bansal, Naveen K.
1
2007
Convex risk measures and the dynamics of their penalty functions. Zbl 1186.91119
Föllmer, Hans; Penner, Irina
76
2006
On the optimal risk allocation problem. Zbl 1186.91117
Burgert, Christian; Rüschendorf, Ludger
35
2006
Risk measurement with equivalent utility principles. Zbl 1171.91326
Denuit, Michel; Dhaene, Jan; Goovaerts, Marc; Kaas, Rob; Laeven, Roger
31
2006
Robust utility maximization in a stochastic factor model. Zbl 1186.91229
Hernández-Hernández, Daniel; Schied, Alexander
28
2006
Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints. Zbl 1108.49021
Carlier, Guillaume; Dana, Rose-Anne
22
2006
Law invariant convex risk measures for portfolio vectors. Zbl 1186.91126
Rüschendorf, Ludger
21
2006
Oracle inequalities for multi-fold cross validation. Zbl 1117.62042
van der Vaart, Aad W.; Dudoit, Sandrine; van der Laan, Mark J.
21
2006
The cross-validated adaptive epsilon-net estimator. Zbl 1111.62003
van der Laan, Mark J.; Dudoit, Sandrine; van der Vaart, Aad W.
21
2006
Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings. Zbl 1135.60024
Feinberg, Eugene A.; Shirayaev, Albert N.
19
2006
Parametric and semiparametric inference for shape: the role of the scale functional. Zbl 1111.62002
Hallin, Marc; Paindaveine, Davy
14
2006
Estimating market risk with neural networks. Zbl 1136.62381
Franke, Jürgen; Diagne, Mabouba
13
2006
On distortion functionals. Zbl 1186.91125
Pflug, Georg Ch.
11
2006
On local bootstrap bandwidth choice in kernel density estimation. Zbl 1136.62337
Ziegler, Klaus
4
2006
Statistical inference on graphs. Zbl 1136.62348
Biau, Gérard; Bleakley, Kevin
2
2006
On utility-based derivative pricing with and without intermediate trades. Zbl 1151.91447
Kallsen, Jan; Kühn, Christoph
2
2006
On Markovian short rates in term structure models driven by jump-diffusion processes. Zbl 1152.60065
Gapeev, Pavel V.; Küchler, Uwe
1
2006
On the stochastic behaviour of the run length of EWMA control schemes for the mean of correlated output in the presence of shifts in \(\sigma\). Zbl 1128.62132
Morais, Manuel Cabral; Okhrin, Yarema; Pacheco, António; Schmid, Wolfgang
1
2006
Monetary utility over coherent risk ratios. Zbl 1186.91240
Leitner, Johannes
1
2006
Dilatation monotone and comonotonic additive risk measures represented as Choquet integrals. Zbl 1186.91121
Grigoriev, Pavel G.; Leitner, Johannes
1
2006
Bootstrap autoregressive order selection. Zbl 1111.62076
Franke, Jürgen; Kreiss, Jens-Peter; Moser, Martin
1
2006
Duality theory for optimal investments under model uncertainty. Zbl 1184.91195
Schied, Alexander; Wu, Ching-Tang
29
2005
Input-dependent estimation of generalization error under covariate shift. Zbl 1117.62069
Sugiyama, Masashi; Müller, Klaus-Robert
21
2005
Perpetual convertible bonds in jump-diffusion models. Zbl 1076.60508
Gapeev, Pavel V.; Kühn, Christoph
16
2005
On low dimensional case in the fundamental asset pricing theorem with transaction costs. Zbl 1138.91397
Grigoriev, Pavel G.
12
2005
Quantile hedging and its application to life insurance. Zbl 1127.62101
Melnikov, Alexander; Skornyakova, Victoria
12
2005
Optimal consumption strategies under model uncertainty. Zbl 1138.91422
Burgert, Christian; Rüschendorf, Ludger
9
2005
Credit risk with infinite dimensional Lévy processes. Zbl 1125.60069
Özkan, Fehmi; Schmidt, Thorsten
9
2005
On stationary multiplier methods for the rounding of probabilities and the limiting law of the Sainte-Laguë divergence. Zbl 1092.60012
Heinrich, Lothar; Pukelsheim, Friedrich; Schwingenschlögl, Udo
8
2005
Nonlinear wavelet density and hazard rate estimation for censored data under dependent observations. Zbl 1093.62043
Liang, Han-Ying; Mammitzsch, Volker; Steinebach, Josef
7
2005
Change in non-parametric regression with long memory errors. Zbl 1078.62037
Wang, Lihong
3
2005
Optimal portfolios with expected loss constraints and shortfall risk optimal martingale measures. Zbl 1138.91458
Leitner, Johannes
2
2005
Empirical Bayes estimation by wavelet series. Zbl 1093.62013
Pensky, Marianna; Alotaibi, Mohammed
2
2005
Qualitative stability of stochastic programs with applications in asymptotic statistics. Zbl 1093.62032
Vogel, Silvia
2
2005
Approximations of empirical probability generating processes. Zbl 1071.62018
Szűcs, Gábor
1
2005
Absolutely continuous optimal martingale measures. Zbl 1125.91046
Acciaio, Beatrice
1
2005
Optimal choice of \(k_n\)-records in the extreme value index estimation. Zbl 1078.62053
El Arrouchi, Mohamed; Imlahi, Abdelouahid
1
2005
Recursive random variables with subgaussian distributions. Zbl 1092.60014
Neininger, Ralph
1
2005
Quantization of probability distributions under norm-based distortion measures. Zbl 1066.60026
Delattre, Sylvain; Graf, Siegfried; Luschgy, Harald; Pagès, Gilles
18
2004
On the asymptotic equivalence and rate of convergence of nonparametric regression and Gaussian white noise. Zbl 1057.62033
Rohde, Angelika
15
2004
Confidence estimation of the covariance function of stationary and locally stationary processes. Zbl 1063.62118
Giurcanu, Mihai; Spokoiny, Vladimir
7
2004
Sainte-Laguë’s chi-square divergence for the rounding of probabilities and its convergence to a stable law. Zbl 1068.60029
Heinrich, Lothar; Pukelsheim, Friedrich; Schwingenschlögl, Udo
6
2004
CWLS and ML estimates in a heteroscedastic RCA(1) model. Zbl 1057.62071
Janečková, Hana; Prášková, Zuzana
6
2004
On second order minimax estimation of invariant density for ergodic diffusion. Zbl 1057.62066
Dalalyan, Arnak S.; Kutoyants, Yury A.
5
2004
A remark on the quickest detection problems. Zbl 1067.62084
Shiryaev, Albert N.
5
2004
A note on log-optimal portfolio in exponential Lévy markets. Zbl 1084.91014
Hurd, T. R.
5
2004
Maximum likelihood estimator in a two-phase nonlinear random regression model. Zbl 1063.62026
Ciuperca, Gabriela
5
2004
Estimation of linear functionals of bivariate distributions with parametric marginals. Zbl 1064.62040
Peng, Hanxiang; Schick, Anton
3
2004
Optimal influence curves for general loss functions. Zbl 1057.62024
Ruckdeschel, Peter; Rieder, Helmut
3
2004
On Robins’ formula. Zbl 1074.62033
van der Vaart, Aad
1
2004
Markov chain algorithms for Eulerian orientations and 3-colourings of 2-dimensional Cartesian grids. Zbl 1133.65005
Fehrenbach, Johannes; Rüschendorf, Ludger
1
2004
Necessary conditions for the existence of utility maximizing strategies under transaction costs. Zbl 1124.91336
Guasoni, Paolo; Schachermayer, Walter
1
2004
Efficient estimation of a linear functional of a bivariate distribution of equal, but unknown, marginals: the minimum chi-square approach. Zbl 1063.62040
Peng, Hanxiang; Schick, Anton
1
2004
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29 Schick, Anton
23 Wefelmeyer, Wolfgang
20 Rüschendorf, Ludger
19 Strawderman, William Edward
18 Bouzebda, Salim
17 Liang, Hanying
16 Walk, Harro
15 Bodnar, Taras
15 Müller, Ursula U.
15 Ould-Saïd, Elias
14 Misra, Neeraj Kumar
14 Pagès, Gilles
13 Fourdrinier, Dominique
13 Kubokawa, Tatsuya
13 Parsian, Ahmad
12 Berger, James Orvis
12 Horváth, Lajos
12 Kang, Sang Gil
12 Kumar, Somesh
12 Marchand, Eric
12 Polunchenko, Aleksey S.
12 Van der Laan, Mark Johannes
11 de Uña-Álvarez, Jacobo
11 Karunamuni, Rohana J.
11 Kohler, Michael
11 Lee, Woo Dong
11 Mukhopadhyay, Nitis
11 Sugiyama, Masashi
10 Kourouklis, Stavros
10 Kozubowski, Tomasz J.
10 Luschgy, Harald
10 Neumeyer, Natalie
10 Schmid, Wolfgang
9 Arshad, Mohd Rizal
9 Kirch, Claudia
9 Meintanis, Simos George
9 Paindaveine, Davy
9 Sen, Pranab Kumar
8 Dehay, Dominique
8 Falk, Michael
8 Hallin, Marc
8 Jafari Jozani, Mohammad
8 Leśkow, Jacek
8 Peng, Liang
8 Ruszczyński, Andrzej
8 Svindland, Gregor
8 Wei, Laisheng
8 Zhang, Xuekang
7 Bayraktar, Erhan
7 Bobotas, Panayiotis
7 Chaubey, Yogendra Prasad
7 Dette, Holger
7 Gapeev, Pavel V.
7 Ghosh, Malay
7 Iliopoulos, George
7 Karimnezhad, Ali
7 Kim, Dalho
7 Koul, Hira Lal
7 Laeven, Roger J. A.
7 Liang, TaChen
7 Nadarajah, Saralees
7 Nematollahi, Nader
7 Oller, Josep M.
7 Peng, Hanxiang
7 Rosazza Gianin, Emanuela
7 Sinha, Bimal Kumar
7 Sun, Dongchu
7 Tsukuma, Hisayuki
7 Vajda, Igor
7 Van Camp, Arthur
7 Viitasaari, Lauri
7 Wells, Martin T.
7 Woerner, Jeannette H. C.
6 Aly, Emad-Eldin A. A.
6 Chen, Zhiping
6 de Cooman, Gert
6 Dudek, Anna E.
6 Eichenauer-Herrmann, Jürgen
6 Es-Sebaiy, Khalifa
6 Figueroa-López, José E.
6 Ghossoub, Mario
6 Girard, Stéphane
6 Györfi, László
6 He, Xuedong
6 Höpfner, Reinhard
6 Hwang, J. T. Gene
6 Janssen, Arnold
6 Khardani, Salah
6 Kim, Yongku
6 Kreiß, Jens-Peter
6 Kupper, Michael
6 Petropoulos, Constantinos
6 Pichler, Alois
6 Pukelsheim, Friedrich
6 Ruckdeschel, Peter
6 Rukhin, Andrew L.
6 Shu, Huisheng
6 Steland, Ansgar
6 Sun, Xiaoqian
6 Suzuki, Taiji
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Cited in 287 Journals

199 Journal of Statistical Planning and Inference
167 Statistics & Probability Letters
112 Journal of Multivariate Analysis
74 The Annals of Statistics
59 Annals of the Institute of Statistical Mathematics
59 Communications in Statistics. Theory and Methods
52 Insurance Mathematics & Economics
44 Metrika
41 Stochastic Processes and their Applications
39 Statistical Papers
38 Electronic Journal of Statistics
33 Computational Statistics and Data Analysis
29 Finance and Stochastics
28 Test
26 Bernoulli
26 Mathematical Finance
24 The Canadian Journal of Statistics
23 Mathematical Methods of Statistics
23 Journal of Nonparametric Statistics
22 Journal of Econometrics
19 Kybernetika
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19 The Annals of Applied Probability
19 Mathematics and Financial Economics
17 European Journal of Operational Research
17 International Journal of Theoretical and Applied Finance
17 Statistical Inference for Stochastic Processes
17 Quantitative Finance
17 Journal of the Korean Statistical Society
16 Communications in Statistics. Simulation and Computation
16 SIAM Journal on Financial Mathematics
15 Journal of Computational and Applied Mathematics
15 Journal of Theoretical Probability
15 Annals of Operations Research
14 Scandinavian Journal of Statistics
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13 Statistical Science
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12 Mathematics of Operations Research
12 International Journal of Approximate Reasoning
12 Journal of Statistical Computation and Simulation
12 Stochastics
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11 Statistical Methodology
9 Applied Mathematics and Computation
8 Journal of Mathematical Analysis and Applications
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8 Extremes
8 Comptes Rendus. Mathématique. Académie des Sciences, Paris
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7 Statistica Neerlandica
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7 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
7 Methodology and Computing in Applied Probability
7 Brazilian Journal of Probability and Statistics
7 AStA. Advances in Statistical Analysis
7 Statistics & Risk Modeling
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6 Lithuanian Mathematical Journal
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6 Scandinavian Actuarial Journal
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5 Advances in Applied Probability
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5 Annals of Finance
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5 Probability, Uncertainty and Quantitative Risk
4 Moscow University Mathematics Bulletin
4 The Annals of Probability
4 Applied Mathematics and Optimization
4 Biometrical Journal
4 International Statistical Review
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4 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
4 Mathematical Social Sciences
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4 Statistische Hefte
4 Mathematical Problems in Engineering
4 Australian & New Zealand Journal of Statistics
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