Rasch, Dieter; Verdooren, Rob Determination of minimum and maximum experimental size in one-, two- and three-way ANOVA with fixed and mixed models by R. (English) Zbl 07291704 J. Stat. Theory Pract. 14, No. 4, Paper No. 57, 25 p. (2020). MSC: 62J10 62K05 PDF BibTeX XML Cite \textit{D. Rasch} and \textit{R. Verdooren}, J. Stat. Theory Pract. 14, No. 4, Paper No. 57, 25 p. (2020; Zbl 07291704) Full Text: DOI
Hess, Markus Minimal variance hedging in multicurve interest rate modeling. (English) Zbl 1425.91415 Lith. Math. J. 59, No. 3, 338-356 (2019). MSC: 91G30 91G20 60G44 60G51 60H07 60H10 91B30 91G70 PDF BibTeX XML Cite \textit{M. Hess}, Lith. Math. J. 59, No. 3, 338--356 (2019; Zbl 1425.91415) Full Text: DOI
Chatterjee, Sourav A general method for lower bounds on fluctuations of random variables. (English) Zbl 1451.60026 Ann. Probab. 47, No. 4, 2140-2171 (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 60E15 60C05 60K35 60B20 PDF BibTeX XML Cite \textit{S. Chatterjee}, Ann. Probab. 47, No. 4, 2140--2171 (2019; Zbl 1451.60026) Full Text: DOI Euclid arXiv
Dey, Sanjib; Hussin, Véronique Squeezed atom laser for Bose-Einstein condensate with minimal length. (English) Zbl 1422.81136 Int. J. Theor. Phys. 58, No. 9, 3138-3148 (2019). MSC: 81R60 81R30 78A60 81S05 62J10 PDF BibTeX XML Cite \textit{S. Dey} and \textit{V. Hussin}, Int. J. Theor. Phys. 58, No. 9, 3138--3148 (2019; Zbl 1422.81136) Full Text: DOI
Chung, Won Sang The new type of extended uncertainty principle and some applications in deformed quantum mechanics. (English) Zbl 1422.81137 Int. J. Theor. Phys. 58, No. 8, 2575-2591 (2019). MSC: 81S05 62J10 81Q35 70H40 14D15 PDF BibTeX XML Cite \textit{W. S. Chung}, Int. J. Theor. Phys. 58, No. 8, 2575--2591 (2019; Zbl 1422.81137) Full Text: DOI
Saleheen, Firdous; Won, Chang-hee Statistical Stackelberg game control: open-loop minimal cost variance case. (English) Zbl 1411.91164 Automatica 101, 338-344 (2019). MSC: 91A65 91A15 91A23 62P99 PDF BibTeX XML Cite \textit{F. Saleheen} and \textit{C.-h. Won}, Automatica 101, 338--344 (2019; Zbl 1411.91164) Full Text: DOI
Chargui, Y.; Dhahbi, A. Generalized uncertainty principle and the asymmetrical spinless Salpeter Coulomb problem. (English) Zbl 1395.81129 J. Math. Phys. 59, No. 8, 082304, 11 p. (2018). MSC: 81R60 83C65 62J10 81Q40 81V45 70H40 PDF BibTeX XML Cite \textit{Y. Chargui} and \textit{A. Dhahbi}, J. Math. Phys. 59, No. 8, 082304, 11 p. (2018; Zbl 1395.81129) Full Text: DOI
Hess, Markus Pricing temperature derivatives under weather forecasts. (English) Zbl 1396.91734 Int. J. Theor. Appl. Finance 21, No. 5, Article ID 1850031, 34 p. (2018). MSC: 91G20 60G51 60J60 60H30 PDF BibTeX XML Cite \textit{M. Hess}, Int. J. Theor. Appl. Finance 21, No. 5, Article ID 1850031, 34 p. (2018; Zbl 1396.91734) Full Text: DOI
de Oliveira, Ricardo T. A.; de Assis, Thaíze Fernandes O.; Firmino, Paulo Renato A.; Ferreira, Tiago A. E. Copulas-based time series combined forecasters. (English) Zbl 1433.62256 Inf. Sci. 376, 110-124 (2017). MSC: 62M10 62H05 62M20 PDF BibTeX XML Cite \textit{R. T. A. de Oliveira} et al., Inf. Sci. 376, 110--124 (2017; Zbl 1433.62256) Full Text: DOI
Huang, Xiangxiang; Huang, Yonghui Mean-variance optimality for semi-Markov decision processes under first passage criteria. (English) Zbl 1413.90303 Kybernetika 53, No. 1, 59-81 (2017). MSC: 90C40 60J27 PDF BibTeX XML Cite \textit{X. Huang} and \textit{Y. Huang}, Kybernetika 53, No. 1, 59--81 (2017; Zbl 1413.90303) Full Text: DOI
Baharev, Ali; Schichl, Hermann; Rév, Endre Computing the noncentral-\(F\) distribution and the power of the \(F\)-test with guaranteed accuracy. (English) Zbl 1417.65028 Comput. Stat. 32, No. 2, 763-779 (2017). MSC: 65C60 65G30 65C99 62J10 PDF BibTeX XML Cite \textit{A. Baharev} et al., Comput. Stat. 32, No. 2, 763--779 (2017; Zbl 1417.65028) Full Text: DOI
Lee, Woojoo; Cheung, Ka Chun; Ahn, Jae Youn Multivariate countermonotonicity and the minimal copulas. (English) Zbl 1359.62168 J. Comput. Appl. Math. 317, 589-602 (2017). MSC: 62H05 62H20 60E15 62P05 91B30 PDF BibTeX XML Cite \textit{W. Lee} et al., J. Comput. Appl. Math. 317, 589--602 (2017; Zbl 1359.62168) Full Text: DOI
Ko, Bangwon; Ahn, Jae Youn On multivariate countermonotonic copulas and their actuarial application. (English) Zbl 1419.62298 Lobachevskii J. Math. 37, No. 4, 387-396 (2016). MSC: 62P05 91B30 60E05 62H20 PDF BibTeX XML Cite \textit{B. Ko} and \textit{J. Y. Ahn}, Lobachevskii J. Math. 37, No. 4, 387--396 (2016; Zbl 1419.62298) Full Text: DOI
Gai, Rudong; Chen, Guanrong On constrained MMVC of discrete-time first-order linear stochastic systems with PSI. I: The critically stable case. (English) Zbl 1332.93333 Asian J. Control 17, No. 3, 932-941 (2015). MSC: 93E03 93C55 93C05 93E11 PDF BibTeX XML Cite \textit{R. Gai} and \textit{G. Chen}, Asian J. Control 17, No. 3, 932--941 (2015; Zbl 1332.93333) Full Text: DOI
Kousholt, Astrid; Kiderlen, Markus; Hug, Daniel Surface tensor estimation from linear sections. (English) Zbl 1331.52008 Math. Nachr. 288, No. 14-15, 1647-1672 (2015). Reviewer: Florian Pausinger (Garching) MSC: 52A22 53C65 60D05 62G05 60G55 PDF BibTeX XML Cite \textit{A. Kousholt} et al., Math. Nachr. 288, No. 14--15, 1647--1672 (2015; Zbl 1331.52008) Full Text: DOI arXiv
Wei, Qingda; Guo, Xianping Semi-Markov decision processes with variance minimization criterion. (English) Zbl 1310.93087 4OR 13, No. 1, 59-79 (2015). MSC: 93E20 90C40 PDF BibTeX XML Cite \textit{Q. Wei} and \textit{X. Guo}, 4OR 13, No. 1, 59--79 (2015; Zbl 1310.93087) Full Text: DOI
Kuznetsov, N. Yu.; Shumskaya, A. A.; Homyak, O. N. Fast simulation of the functional failure of an \(s-t\)-network with repair. (English. Russian original) Zbl 1308.90029 Cybern. Syst. Anal. 50, No. 3, 358-367 (2014); translation from Kibern. Sist. Anal. No. 3, 39-50 (2014). MSC: 90B15 90B25 PDF BibTeX XML Cite \textit{N. Yu. Kuznetsov} et al., Cybern. Syst. Anal. 50, No. 3, 358--367 (2014; Zbl 1308.90029); translation from Kibern. Sist. Anal. No. 3, 39--50 (2014) Full Text: DOI
Mukhopadhyay, Nitis On rereading D. Basu’s jointly sufficient statistic example made up of two ancillaries and miscellany. (English) Zbl 1345.62017 Sankhyā, Ser. A 76, No. 2, 280-287 (2014). MSC: 62B05 62B10 62J05 62J10 PDF BibTeX XML Cite \textit{N. Mukhopadhyay}, Sankhyā, Ser. A 76, No. 2, 280--287 (2014; Zbl 1345.62017) Full Text: DOI
Wu, Boying; Ji, Xiaoping; Zhang, Dazhi Fast two-phase image segmentation based on diffusion equations and gray level sets. (English) Zbl 1304.35344 Bound. Value Probl. 2014, Paper No. 11, 16 p. (2014). MSC: 35K55 68U10 PDF BibTeX XML Cite \textit{B. Wu} et al., Bound. Value Probl. 2014, Paper No. 11, 16 p. (2014; Zbl 1304.35344) Full Text: DOI
Barthe, F.; Cordero-Erausquin, D. Invariances in variance estimates. (English) Zbl 1281.60020 Proc. Lond. Math. Soc. (3) 106, No. 1, 33-64 (2013). Reviewer: Wolfgang Weil (Karlsruhe) MSC: 60E15 52A41 52A40 60K35 53C42 58A10 PDF BibTeX XML Cite \textit{F. Barthe} and \textit{D. Cordero-Erausquin}, Proc. Lond. Math. Soc. (3) 106, No. 1, 33--64 (2013; Zbl 1281.60020) Full Text: DOI arXiv
Álvarez, E.; Arcos, A.; González, S.; Muñoz, J. F.; Rueda, M. Estimating population proportions in the presence of missing data. (English) Zbl 1253.65011 J. Comput. Appl. Math. 237, 470-476 (2013). MSC: 65C60 62F10 PDF BibTeX XML Cite \textit{E. Álvarez} et al., J. Comput. Appl. Math. 237, 470--476 (2013; Zbl 1253.65011) Full Text: DOI
Gormin, Anatoly; Kashtanov, Yuri Options pricing for several maturities in a jump-diffusion model. (English) Zbl 1270.91094 Plaskota, Leszek (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2010. Selected papers based on the presentations at the 9th international conference on Monte Carlo and quasi Monte Carlo in scientific computing (MCQMC 2010), Warsaw, Poland, August 15–20, 2010. Berlin: Springer (ISBN 978-3-642-27439-8/hbk; 978-3-642-27440-4/ebook). Springer Proceedings in Mathematics & Statistics 23, 385-398 (2012). MSC: 91G20 91G80 91G60 65C30 PDF BibTeX XML Cite \textit{A. Gormin} and \textit{Y. Kashtanov}, in: Monte Carlo and quasi-Monte Carlo methods 2010. Selected papers based on the presentations at the 9th international conference on Monte Carlo and quasi Monte Carlo in scientific computing (MCQMC 2010), Warsaw, Poland, August 15--20, 2010. Berlin: Springer. 385--398 (2012; Zbl 1270.91094) Full Text: DOI
Wang, Yang; Wu, Qiang Sparse PCA by iterative elimination algorithm. (English) Zbl 1239.62075 Adv. Comput. Math. 36, No. 1, 137-151 (2012). MSC: 62H25 68T05 65C60 PDF BibTeX XML Cite \textit{Y. Wang} and \textit{Q. Wu}, Adv. Comput. Math. 36, No. 1, 137--151 (2012; Zbl 1239.62075) Full Text: DOI
Lan, Wei; Wang, Hansheng; Tsai, Chih-Ling A Bayesian information criterion for portfolio selection. (English) Zbl 1241.91142 Comput. Stat. Data Anal. 56, No. 1, 88-99 (2012). MSC: 91G70 91G10 PDF BibTeX XML Cite \textit{W. Lan} et al., Comput. Stat. Data Anal. 56, No. 1, 88--99 (2012; Zbl 1241.91142) Full Text: DOI
Ankirchner, Stefan; Imkeller, Peter Hedging with residual risk: a BSDE approach. (English) Zbl 1245.91094 Dalang, Robert C. (ed.) et al., Seminar on stochastic analysis, random fields and applications VI. Centro Stefano Franscini, Ascona, Italy, May 19–23, 2008. Basel: Birkhäuser (ISBN 978-3-0348-0020-4/pbk; 978-3-0348-0021-1/ebook). Progress in Probability 63, 311-325 (2011). MSC: 91G20 60H10 60H07 PDF BibTeX XML Cite \textit{S. Ankirchner} and \textit{P. Imkeller}, Prog. Probab. 63, 311--325 (2011; Zbl 1245.91094) Full Text: DOI
Last, Günter; Penrose, Mathew D. Martingale representation for Poisson processes with applications to minimal variance hedging. (English) Zbl 1219.60050 Stochastic Processes Appl. 121, No. 7, 1588-1606 (2011). MSC: 60G55 60G44 60G51 91G80 PDF BibTeX XML Cite \textit{G. Last} and \textit{M. D. Penrose}, Stochastic Processes Appl. 121, No. 7, 1588--1606 (2011; Zbl 1219.60050) Full Text: DOI
Rasch, Dieter; Pilz, Jürgen; Verdooren, Rob; Gebhardt, Albrecht Optimal experimental design with R. (English) Zbl 1237.62096 Boca Raton, FL: CRC Press (ISBN 978-1-4398-1697-4/hbk; 978-1-4398-1698-1/ebook). xix, 325 p. (2011). Reviewer: B. L. Agarwal (Udaipur) MSC: 62K05 62-04 62K10 62L10 62-01 PDF BibTeX XML Cite \textit{D. Rasch} et al., Optimal experimental design with R. Boca Raton, FL: CRC Press (2011; Zbl 1237.62096) Full Text: DOI
Pulch, Roland Modelling and simulation of autonomous oscillators with random parameters. (English) Zbl 1219.65011 Math. Comput. Simul. 81, No. 6, 1128-1143 (2011). Reviewer: Abdallah Bradji (Annaba) MSC: 65C30 65L10 60H10 60H35 34F05 65L80 65P20 65L60 PDF BibTeX XML Cite \textit{R. Pulch}, Math. Comput. Simul. 81, No. 6, 1128--1143 (2011; Zbl 1219.65011) Full Text: DOI
Swishchuk, Anatoly V. Pricing of variance and volatility swaps with semi-Markov volatilities. (English) Zbl 1259.91085 Can. Appl. Math. Q. 18, No. 4, 415-438 (2010). Reviewer: Youssef El-Khatib (Al-Ain) MSC: 91G20 91B25 91B70 60K15 PDF BibTeX XML Cite \textit{A. V. Swishchuk}, Can. Appl. Math. Q. 18, No. 4, 415--438 (2010; Zbl 1259.91085) Full Text: Link
Meunier, Frédéric Optimal linear estimator of origin-destination flows with redundant data. (English) Zbl 1209.90076 Ann. Oper. Res. 181, 709-722 (2010). MSC: 90B15 90B20 05C50 62P30 PDF BibTeX XML Cite \textit{F. Meunier}, Ann. Oper. Res. 181, 709--722 (2010; Zbl 1209.90076) Full Text: DOI
Hegerfeldt, G. C.; Muga, J. G. Symmetries and time operators. (English) Zbl 1213.81124 J. Phys. A, Math. Theor. 43, No. 50, Article ID 505303, 18 p. (2010). Reviewer: Rutwig Campoamor-Stursberg (Madrid) MSC: 81Q05 81R05 81S05 PDF BibTeX XML Cite \textit{G. C. Hegerfeldt} and \textit{J. G. Muga}, J. Phys. A, Math. Theor. 43, No. 50, Article ID 505303, 18 p. (2010; Zbl 1213.81124) Full Text: DOI
Brito, José; Maculan, Nelson; Lila, Maurício; Montenegro, Flávio An exact algorithm for the stratification problem with proportional allocation. (English) Zbl 1189.62008 Optim. Lett. 4, No. 2, 185-195 (2010). MSC: 62D05 65C60 05C90 05C85 PDF BibTeX XML Cite \textit{J. Brito} et al., Optim. Lett. 4, No. 2, 185--195 (2010; Zbl 1189.62008) Full Text: DOI
Di Nunno, Giulia; Eide, Inga Baadshaug Minimal-variance hedging in large financial markets: random fields approach. (English) Zbl 1195.60095 Stochastic Anal. Appl. 28, No. 1, 54-85 (2010). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60H30 91G20 60H05 60G57 91B25 60G60 PDF BibTeX XML Cite \textit{G. Di Nunno} and \textit{I. B. Eide}, Stochastic Anal. Appl. 28, No. 1, 54--85 (2010; Zbl 1195.60095) Full Text: DOI
Zhang, Wei-Guo; Zhang, Xi-Li; Xiao, Wei-Lin Portfolio selection under possibilistic mean-variance utility and a SMO algorithm. (English) Zbl 1159.90471 Eur. J. Oper. Res. 197, No. 2, 693-700 (2009). MSC: 90C20 PDF BibTeX XML Cite \textit{W.-G. Zhang} et al., Eur. J. Oper. Res. 197, No. 2, 693--700 (2009; Zbl 1159.90471) Full Text: DOI
Radchenko, V. M. Minimum variance hedging in a model with jumps at Poisson random times. (Ukrainian, English) Zbl 1224.91162 Teor. Jmovirn. Mat. Stat. 78, 159-174 (2008); translation in Theory Probab. Math. Stat. 78, 175-190 (2009). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 91G20 60H05 62P05 PDF BibTeX XML Cite \textit{V. M. Radchenko}, Teor. Ĭmovirn. Mat. Stat. 78, 159--174 (2008; Zbl 1224.91162); translation in Theory Probab. Math. Stat. 78, 175--190 (2009) Full Text: DOI
Jeanblanc, M.; Kloeppel, S.; Miyahara, Y. Minimal variance martingale measures for geometric Lévy processes. (English) Zbl 1140.60321 Akahori, Jiro (ed.) et al., Stochastic processes and applications to mathematical finance. Proceedings of the 6th Ritsumeikan international symposium, Kyoto, Japan, March 6–10, 2006. Hackensack, NJ: World Scientific (ISBN 978-981-270-413-9/hbk). 193-196 (2007). MSC: 60G51 91B28 PDF BibTeX XML Cite \textit{M. Jeanblanc} et al., in: Stochastic processes and applications to mathematical finance. Proceedings of the 6th Ritsumeikan international symposium, Kyoto, Japan, March 6--10, 2006. Hackensack, NJ: World Scientific. 193--196 (2007; Zbl 1140.60321)
Njoh, Samuel Cross hedging within a log mean reverting model. (English) Zbl 1139.91337 Int. J. Theor. Appl. Finance 10, No. 5, 887-914 (2007). MSC: 91B28 PDF BibTeX XML Cite \textit{S. Njoh}, Int. J. Theor. Appl. Finance 10, No. 5, 887--914 (2007; Zbl 1139.91337) Full Text: DOI
Biagini, Francesca; Cretarola, Alessandra Quadratic hedging methods for defaultable claims. (English) Zbl 1142.91028 Appl. Math. Optimization 56, No. 3, 425-443 (2007). Reviewer: Giovanni Puccetti (Firenze) MSC: 91B24 60H30 60G48 PDF BibTeX XML Cite \textit{F. Biagini} and \textit{A. Cretarola}, Appl. Math. Optim. 56, No. 3, 425--443 (2007; Zbl 1142.91028) Full Text: DOI
Radchenko, V. M. Variance-minimizing hedging in a model with jumps at deterministic times. (English. Russian original) Zbl 1255.91407 Theory Probab. Appl. 51, No. 3, 536-545 (2007); translation from Teor. Veroyatn. Primen. 51, No. 3, 608-618 (2007). MSC: 91G20 60J75 91B25 PDF BibTeX XML Cite \textit{V. M. Radchenko}, Theory Probab. Appl. 51, No. 3, 536--545 (2007; Zbl 1255.91407); translation from Teor. Veroyatn. Primen. 51, No. 3, 608--618 (2007) Full Text: DOI
Biagini, Francesca; Øksendal, Bernt Minimal variance hedging for insider trading. (English) Zbl 1134.91397 Int. J. Theor. Appl. Finance 9, No. 8, 1351-1375 (2006). MSC: 91B28 60H05 60H30 PDF BibTeX XML Cite \textit{F. Biagini} and \textit{B. Øksendal}, Int. J. Theor. Appl. Finance 9, No. 8, 1351--1375 (2006; Zbl 1134.91397) Full Text: DOI
Liu, Limin; Yan, Zhenrong The equivalent martingale measures for the stochastic volatility model. (Chinese. English summary) Zbl 1121.60311 J. Henan Norm. Univ., Nat. Sci. 34, No. 4, 24-27, 62 (2006). MSC: 60G44 91B28 90C39 PDF BibTeX XML Cite \textit{L. Liu} and \textit{Z. Yan}, J. Henan Norm. Univ., Nat. Sci. 34, No. 4, 24--27, 62 (2006; Zbl 1121.60311)
Wang, Minghui; Rasch, Dieter; Verdooren, Rob Determination of the size of a balanced experiment in mixed ANOVA models using the modified approximate \(F\)-test. (English) Zbl 1075.62058 J. Stat. Plann. Inference 132, No. 1-2, 183-201 (2005). MSC: 62J10 62K99 62F03 PDF BibTeX XML Cite \textit{M. Wang} et al., J. Stat. Plann. Inference 132, No. 1--2, 183--201 (2005; Zbl 1075.62058) Full Text: DOI
Hovanov, Nikolai V.; Kolari, James W.; Sokolov, Mikhail V. Computing currency invariant indices with an application to minimum variance currency baskets. (English) Zbl 1200.91253 J. Econ. Dyn. Control 28, No. 8, 1481-1504 (2004). MSC: 91B82 91G99 PDF BibTeX XML Cite \textit{N. V. Hovanov} et al., J. Econ. Dyn. Control 28, No. 8, 1481--1504 (2004; Zbl 1200.91253) Full Text: DOI
Benth, Fred Espen; Di Nunno, Giulia; Løkka, Arne; Øksendal, Bernt; Proske, Frank Explicit representation of the minimal variance portfolio in markets driven by Lévy processes. (English) Zbl 1173.91377 Math. Finance 13, No. 1, 55-72 (2003). Reviewer: Jitka Dupačová (Praha) MSC: 91G10 60G51 60H07 PDF BibTeX XML Cite \textit{F. E. Benth} et al., Math. Finance 13, No. 1, 55--72 (2003; Zbl 1173.91377) Full Text: DOI
Thach, Chau T.; Fisher, Lloyd D. Self-designing two-stage trials to minimize expected costs. (English) Zbl 1210.62108 Biometrics 58, No. 2, 432-438 (2002). MSC: 62L10 62C10 62P10 PDF BibTeX XML Cite \textit{C. T. Thach} and \textit{L. D. Fisher}, Biometrics 58, No. 2, 432--438 (2002; Zbl 1210.62108) Full Text: DOI
Di Nunno, G. Stochastic integral representations, stochastic derivatives and minimal variance hedging. (English) Zbl 1009.60045 Stochastics Stochastics Rep. 73, No. 1-2, 181-198 (2002). Reviewer: Aleksandr D.Borisenko (Kyïv) MSC: 60H05 60H07 91B28 PDF BibTeX XML Cite \textit{G. Di Nunno}, Stochastics Stochastics Rep. 73, No. 1--2, 181--198 (2002; Zbl 1009.60045) Full Text: DOI
Chung, Younshik; Dey, Dipak K. Model determination for the variance component model using reference priors. (English) Zbl 1023.62028 J. Stat. Plann. Inference 100, No. 1, 49-65 (2002). MSC: 62F15 62J10 62J20 65C40 PDF BibTeX XML Cite \textit{Y. Chung} and \textit{D. K. Dey}, J. Stat. Plann. Inference 100, No. 1, 49--65 (2002; Zbl 1023.62028) Full Text: DOI
Pázman, Andrej Concentration sets, elfving sets and norms in optimum design. (English) Zbl 1423.62083 Atkinson, Anthony (ed.) et al., Optimum design 2000. Papers at the conference optimum design 2000: prospects for the new millenium, Cardiff, GB, April 12–14, 2000. Dedicated to Valeri Fedorov on the occasion of his 60th birthday. Dordrecht: Kluwer Academic Publishers. Nonconvex Optim. Appl. 51, 101-112 (2001). MSC: 62K05 PDF BibTeX XML Cite \textit{A. Pázman}, Nonconvex Optim. Appl. 51, 101--112 (2001; Zbl 1423.62083) Full Text: DOI
Schweizer, Martin Risky options simplified. (English) Zbl 1153.91602 Int. J. Theor. Appl. Finance 2, No. 1, 59-82 (1999). MSC: 91B30 PDF BibTeX XML Cite \textit{M. Schweizer}, Int. J. Theor. Appl. Finance 2, No. 1, 59--82 (1999; Zbl 1153.91602) Full Text: DOI
Crisan, D.; Lyons, T. A particle approximation of the solution of the Kushner-Stratonovitch equation. (English) Zbl 0951.93068 Probab. Theory Relat. Fields 115, No. 4, 549-578 (1999). Reviewer: Grigori Milstein (Ekaterinburg) MSC: 93E11 60G57 65C35 PDF BibTeX XML Cite \textit{D. Crisan} and \textit{T. Lyons}, Probab. Theory Relat. Fields 115, No. 4, 549--578 (1999; Zbl 0951.93068) Full Text: DOI
Rasch, D. A. M. K. Determination of the size of an experiment. (English) Zbl 0922.62055 Atkinson, Anthony C. (ed.) et al., MODA 5 - Advances in model-oriented data analysis and experimental design. Proceedings of the 5th international workshop in Marseilles, France, June 22–26, 1998. Dedicated to Andrej Pázman for his 60th birthday. Heidelberg: Physica-Verlag. Contributions to Statistics. 205-212 (1998). MSC: 62J10 65C99 PDF BibTeX XML Cite \textit{D. A. M. K. Rasch}, in: MODA 5 - Advances in model-oriented data analysis and experimental design. Proceedings of the 5th international workshop in Marseilles, France, June 22--26, 1998. Dedicated to Andrej Pázman for his 60th birthday. Heidelberg: Physica-Verlag. 205--212 (1998; Zbl 0922.62055)
Pham, Huyên; Rheinländer, Thorsten; Schweizer, Martin Mean-variance hedging for continuous processes: New proofs and examples. (English) Zbl 0894.90023 Finance Stoch. 2, No. 2, 173-198 (1998). MSC: 91B28 60H05 60G48 PDF BibTeX XML Cite \textit{H. Pham} et al., Finance Stoch. 2, No. 2, 173--198 (1998; Zbl 0894.90023) Full Text: DOI
Schwabe, Rainer; Walk, Harro On a stochastic approximation procedure based on averaging. (English) Zbl 0906.62076 Metrika 44, No. 2, 165-180 (1996). MSC: 62L20 60F15 PDF BibTeX XML Cite \textit{R. Schwabe} and \textit{H. Walk}, Metrika 44, No. 2, 165--180 (1996; Zbl 0906.62076) Full Text: DOI EuDML
Schweizer, Martin Approximation pricing and the variance-optimal martingale measure. (English) Zbl 0854.60045 Ann. Probab. 24, No. 1, 206-236 (1996). MSC: 60G48 91B28 60H05 PDF BibTeX XML Cite \textit{M. Schweizer}, Ann. Probab. 24, No. 1, 206--236 (1996; Zbl 0854.60045) Full Text: DOI
Bodyanskij, E. V.; Kotlyarevskij, S. V. Adaptive control for an essentially nonstationary dynamic object. (English. Russian original) Zbl 0917.93070 Autom. Remote Control 56, No. 6, Pt. 2, 856-860 (1995); translation from Avtom. Telemekh. 1995, No. 6, 111-116 (1995). Reviewer: Alexandr Vasil’ev (Odessa) MSC: 93E20 93E35 93C40 93C55 93C99 PDF BibTeX XML Cite \textit{E. V. Bodyanskij} and \textit{S. V. Kotlyarevskij}, Autom. Remote Control 56, No. 6, Part 2, 856--860 (1995; Zbl 0917.93070); translation from Avtom. Telemekh. 1995, No. 6, 111--116 (1995)
Stefanov, Valeri T. Explicit limit results for minimal sufficient statistics and maximum likelihood estimators in some Markov processes: Exponential families approach. (English) Zbl 0852.62076 Ann. Stat. 23, No. 4, 1073-1101 (1995). MSC: 62M05 60F17 62L12 62F12 62E20 PDF BibTeX XML Cite \textit{V. T. Stefanov}, Ann. Stat. 23, No. 4, 1073--1101 (1995; Zbl 0852.62076) Full Text: DOI
Ghosh, Kalyanbrata; Sarkar, Sanat K. Improved estimators of the smallest variance. (English) Zbl 0802.62027 Stat. Decis. 12, No. 3, 245-256 (1994). MSC: 62F10 62C99 PDF BibTeX XML Cite \textit{K. Ghosh} and \textit{S. K. Sarkar}, Stat. Decis. 12, No. 3, 245--256 (1994; Zbl 0802.62027)
Messig, Michael A.; Strawderman, William E. Minimal sufficiency and completeness for dichotomous quantal response models. (English) Zbl 0790.62008 Ann. Stat. 21, No. 4, 2149-2157 (1993). MSC: 62B05 62P10 62F10 PDF BibTeX XML Cite \textit{M. A. Messig} and \textit{W. E. Strawderman}, Ann. Stat. 21, No. 4, 2149--2157 (1993; Zbl 0790.62008) Full Text: DOI
Marchand, E.; Giri, N. C. James-Stein estimation with constraints on the norm. (English) Zbl 0797.62043 Commun. Stat., Theory Methods 22, No. 10, 2903-2924 (1993). Reviewer: A.K.Gupta (Bowling Green) MSC: 62H12 62C07 PDF BibTeX XML Cite \textit{E. Marchand} and \textit{N. C. Giri}, Commun. Stat., Theory Methods 22, No. 10, 2903--2924 (1993; Zbl 0797.62043) Full Text: DOI
Klonecki, W.; Wiggins, A.; Zontek, S. Strictly positive estimators for variance components. (English) Zbl 0780.62051 J. Stat. Plann. Inference 36, No. 2-3, 241-252 (1993). MSC: 62J10 62C07 62C15 62Q05 PDF BibTeX XML Cite \textit{W. Klonecki} et al., J. Stat. Plann. Inference 36, No. 2--3, 241--252 (1993; Zbl 0780.62051) Full Text: DOI
Kushner, Harold J.; Yang, Jichuan Stochastic approximation with averaging of the iterates: Optimal asymptotic rate of convergence for general processes. (English) Zbl 0788.62078 SIAM J. Control Optimization 31, No. 4, 1045-1062 (1993). Reviewer: T.Fiala (Praha) MSC: 62L20 60F05 65C05 PDF BibTeX XML Cite \textit{H. J. Kushner} and \textit{J. Yang}, SIAM J. Control Optim. 31, No. 4, 1045--1062 (1993; Zbl 0788.62078) Full Text: DOI
Pfanzagl, J. Sequences of optimal unbiased estimators need not be asymptotically optimal. (English) Zbl 0768.62020 Scand. J. Stat. 20, No. 1, 73-76 (1993). MSC: 62F12 PDF BibTeX XML Cite \textit{J. Pfanzagl}, Scand. J. Stat. 20, No. 1, 73--76 (1993; Zbl 0768.62020)
Jacod, J. Random sampling in estimation problems for continuous Gaussian processes with independent increments. (English) Zbl 0806.62065 Stochastic Processes Appl. 44, No. 2, 181-204 (1993). MSC: 62M05 62F12 PDF BibTeX XML Cite \textit{J. Jacod}, Stochastic Processes Appl. 44, No. 2, 181--204 (1993; Zbl 0806.62065) Full Text: DOI
Uhrmann-Klingen, Elke Fisher-minimal densities on compact intervals. (Fisher-minimale Dichten auf kompakten Intervallen.) (German) Zbl 0808.62027 Essen: Univ., FB 6 - Mathematik, 105 p. (1992). MSC: 62F10 62B10 62E10 PDF BibTeX XML Cite \textit{E. Uhrmann-Klingen}, Fisher-minimale Dichten auf kompakten Intervallen. Essen: Univ., FB 6 - Mathematik (1992; Zbl 0808.62027)
Sachkov, V. N. Random minimal coverings of sets. (English. Russian original) Zbl 0798.05014 Discrete Math. Appl. 3, No. 2, 201-212 (1993); translation from Diskretn. Mat. 4, No. 3, 64-74 (1992). MSC: 05B40 60C05 PDF BibTeX XML Cite \textit{V. N. Sachkov}, Discrete Math. Appl. 3, No. 2, 1 (1992; Zbl 0798.05014); translation from Diskretn. Mat. 4, No. 3, 64--74 (1992) Full Text: DOI
Hannan, Edward J. The estimation of frequency. (English) Zbl 0787.62095 Schach, Siegfried (ed.) et al., Data analysis and statistical inference: Festschrift in honour of Prof. Dr. Friedhelm Eicker. Bergisch Gladbach: Verlag Josef Eul. 163-177 (1992). MSC: 62M15 65C99 PDF BibTeX XML Cite \textit{E. J. Hannan}, in: Data analysis and statistical inference: Festschrift in honour of Prof. Dr. Friedhelm Eicker. Bergisch Gladbach: Verlag Josef Eul. 163--177 (1992; Zbl 0787.62095)
Plachky, D. On the existence of locally mvu estimators. (English) Zbl 0767.62028 Stat. Neerl. 46, No. 4, 251-253 (1992). MSC: 62F10 PDF BibTeX XML Cite \textit{D. Plachky}, Stat. Neerl. 46, No. 4, 251--253 (1992; Zbl 0767.62028) Full Text: DOI
Kling, Bart; Wolthuis, Henk Ordering of risks in life insurance. (English) Zbl 0785.62095 Insur. Math. Econ. 11, No. 2, 139-152 (1992). Reviewer: A.Reich (Köln) MSC: 62P05 PDF BibTeX XML Cite \textit{B. Kling} and \textit{H. Wolthuis}, Insur. Math. Econ. 11, No. 2, 139--152 (1992; Zbl 0785.62095) Full Text: DOI
Rubio, A.; Víšek, J. Á. Efficiency rate and local deficiency of Huber’s location estimators and of the \(\alpha\)-estimators. (English) Zbl 0748.62021 Trab. Estad. 6, No. 2, 67-85 (1991). MSC: 62F35 62F12 PDF BibTeX XML Cite \textit{A. Rubio} and \textit{J. Á. Víšek}, Trab. Estad. 6, No. 2, 67--85 (1991; Zbl 0748.62021) Full Text: DOI EuDML
Hansen, Pierre; Zheng, Maolin An algorithm for the minimum variance point of a network. (English) Zbl 0742.90048 RAIRO, Rech. Opér. 25, No. 1, 119-126 (1991). Reviewer: F.Plastria (Brussels) MSC: 90B80 90-08 90C60 PDF BibTeX XML Cite \textit{P. Hansen} and \textit{M. Zheng}, RAIRO, Rech. Opér. 25, No. 1, 119--126 (1991; Zbl 0742.90048) Full Text: DOI EuDML
Kaminskas, V. A. Regulators of minimal variance with constraints. (Russian) Zbl 0727.93071 Kibern. Vychisl. Tekh., Kiev 87, 16-19 (1990). Reviewer: V.Komkov (Wright-Patterson) MSC: 93E03 PDF BibTeX XML Cite \textit{V. A. Kaminskas}, Kibern. Vychisl. Tekh., Kiev 87, 16--19 (1990; Zbl 0727.93071)
Zontek, Stefan The minimal complete class for the vector of variance components. (English) Zbl 0722.62002 Probab. Math. Stat. 10, No. 2, 169-177 (1989). MSC: 62C07 62J10 PDF BibTeX XML Cite \textit{S. Zontek}, Probab. Math. Stat. 10, No. 2, 169--177 (1989; Zbl 0722.62002)
Telegdi, L. Arrangements of minimal variance – multidimensional scaling in the symmetrical case. (English) Zbl 0707.90068 Comput. Math. Appl. 17, No. 1-3, 137-145 (1989). Reviewer: G.Stanilov MSC: 90B85 90C90 91C15 PDF BibTeX XML Cite \textit{L. Telegdi}, Comput. Math. Appl. 17, No. 1--3, 137--145 (1989; Zbl 0707.90068) Full Text: DOI
Hantler, Sidney L.; Rosberg, Zvi Optimal estimation for an M/M/c queue with time varying parameters. (English) Zbl 0672.62089 Commun. Stat., Stochastic Models 5, No. 2, 295-313 (1989). MSC: 62M09 62M20 60K25 PDF BibTeX XML Cite \textit{S. L. Hantler} and \textit{Z. Rosberg}, Commun. Stat., Stochastic Models 5, No. 2, 295--313 (1989; Zbl 0672.62089) Full Text: DOI
Mathew, Thomas MANOVA in the multivariate components of variance model. (English) Zbl 0667.62052 J. Multivariate Anal. 29, No. 1, 30-38 (1989). MSC: 62J10 62H12 62H15 62B05 PDF BibTeX XML Cite \textit{T. Mathew}, J. Multivariate Anal. 29, No. 1, 30--38 (1989; Zbl 0667.62052) Full Text: DOI
Heizmann, Hans-Helmut UMVU-Schätzer und ihre Struktur. (UMVU estimators and their structure). (German) Zbl 0665.62026 Mathematical systems in economics, 112. Frankfurt am Main: Athenäum Verlag. 140 S. DM 44.00 (1989). Reviewer: F.Liese MSC: 62F10 62-02 62-01 62B05 PDF BibTeX XML
Reichel, Georg Mathematische Grundlagen der Lebensversicherung. Teil 5: Von der Risiko- und Nutzentheorie zu einer Theorie der Lebensversicherung. Unter Mitarb. von Ursula Heller. (Mathematical foundations of life insurance. Part 5: From risk- and utility theory to a theory of life insurance.). (German) Zbl 0719.62113 Schriftenreihe Angewandte Versicherungsmathematik, 21. Karlsruhe: Verlag Versicherungswirtschaft E.V. 198 p. (1989). Reviewer: H.-M.Dietz (Eichwalde) MSC: 62P05 62-02 91B30 91B16 91B99 PDF BibTeX XML Cite \textit{G. Reichel}, Mathematische Grundlagen der Lebensversicherung. Teil 5: Von der Risiko- und Nutzentheorie zu einer Theorie der Lebensversicherung. Unter Mitarb. von Ursula Heller. (Mathematical foundations of life insurance. Part 5: From risk- and utility theory to a theory of life insurance.). Karlsruhe: Verlag Versicherungswirtschaft E.V. (1989; Zbl 0719.62113)
Zontek, Stefan Admissibility of limits of the unique locally best linear estimators with application to variance components models. (English) Zbl 0674.62008 Probab. Math. Stat. 9, No. 2, 29-44 (1988). MSC: 62C15 62J10 62C07 PDF BibTeX XML Cite \textit{S. Zontek}, Probab. Math. Stat. 9, No. 2, 29--44 (1988; Zbl 0674.62008)
Plachky, D. Conservation of properties of optimality of some statistical tests and point estimators under extensions of distributions. (English) Zbl 0658.62058 Statistical decision theory and related topics IV, Pap. 4th Purdue Symp.; West Lafayette/Indiana 1986, Vol. 2, 307-317 (1988). Reviewer: H.Büning MSC: 62G05 62G10 PDF BibTeX XML
Anderson, Brian D. O.; Skelton, Robert E. The generation of all q-Markov covers. (English) Zbl 0654.93013 IEEE Trans. Circuits Syst. 35, No. 4, 375-384 (1988). MSC: 93B20 62M15 93C05 62M10 93B10 93C55 62J10 PDF BibTeX XML Cite \textit{B. D. O. Anderson} and \textit{R. E. Skelton}, IEEE Trans. Circuits Syst. 35, No. 4, 375--384 (1988; Zbl 0654.93013) Full Text: DOI
King, A. M.; Desai, U. B.; Skelton, R. E. A generalized approach to q-Markov covariance equivalent realizations for discrete systems. (English) Zbl 0651.93071 Automatica 24, No. 4, 507-515 (1988). Reviewer: S.Sun MSC: 93E12 93B20 93C55 93B15 93C05 93C35 93E25 62J10 PDF BibTeX XML Cite \textit{A. M. King} et al., Automatica 24, No. 4, 507--515 (1988; Zbl 0651.93071) Full Text: DOI
Yao, Y. C.; Iyer, H. K. A note on the completeness of the normal family with constant coefficient of variation. (English) Zbl 0647.62012 Commun. Stat., Theory Methods 17, No. 6, 2075-2083 (1988). MSC: 62B05 PDF BibTeX XML Cite \textit{Y. C. Yao} and \textit{H. K. Iyer}, Commun. Stat., Theory Methods 17, No. 6, 2075--2083 (1988; Zbl 0647.62012) Full Text: DOI
Kapadia, C. H.; Kvanli, Alan H.; Lee, Kwan R. Minimal sufficient statistics for incomplete block designs with interaction under an Eisenhart model III. (English) Zbl 0641.62047 J. Stat. Plann. Inference 19, No. 3, 317-324 (1988). MSC: 62K10 62J10 62B05 PDF BibTeX XML Cite \textit{C. H. Kapadia} et al., J. Stat. Plann. Inference 19, No. 3, 317--324 (1988; Zbl 0641.62047) Full Text: DOI
Jahnke, Hermann Clusteranalyse als Verfahren der schließenden Statistik. Über einen anschaulichen Konsistenzbegriff für Clusteranalyseverfahren. (Cluster analysis as a procedure in inferential statistics. On a graphic consistency conception for cluster analysis procedures). (German) Zbl 0713.62064 Studien zur Angewandten Wirtschaftsforschung und Statistik aus dem Institut für Statistik und Ökonometrie der Universität Hamburg, 20. Göttingen (FRG): Vandenhoeck & Ruprecht. 168 S. DM 58.00 (1988). Reviewer: V.Yu.Urbakh MSC: 62H30 62-02 PDF BibTeX XML Cite \textit{H. Jahnke}, Clusteranalyse als Verfahren der schließenden Statistik. Über einen anschaulichen Konsistenzbegriff für Clusteranalyseverfahren. (Cluster analysis as a procedure in inferential statistics. On a graphic consistency conception for cluster analysis procedures). Göttingen (FRG): Vandenhoeck \&| Ruprecht (1988; Zbl 0713.62064)
Guo, Shizhen Optimal policies with minimal variance for discounted Markovian decision programming. (Chinese. English summary) Zbl 0636.90092 Acta Math. Appl. Sin. 10, 175-188 (1987). MSC: 90C40 PDF BibTeX XML Cite \textit{S. Guo}, Acta Math. Appl. Sin. 10, 175--188 (1987; Zbl 0636.90092)
Withers, C. S. Unbiased asymptotically optimal estimates for the problem of the Nile. (English) Zbl 0628.62021 Commun. Stat., Theory Methods 16, 2361-2367 (1987). MSC: 62F10 62F12 PDF BibTeX XML Cite \textit{C. S. Withers}, Commun. Stat., Theory Methods 16, 2361--2367 (1987; Zbl 0628.62021) Full Text: DOI
Zieliński, Wojciech On robust estimation of variance components. (English) Zbl 0623.62027 Probab. Math. Stat. 7, 95-102 (1986). MSC: 62F35 62J10 PDF BibTeX XML Cite \textit{W. Zieliński}, Probab. Math. Stat. 7, 95--102 (1986; Zbl 0623.62027)
Lo, James Ting-Ho; Ng, Sze-Kui Optimal Fourier-Hermite expansion for estimation. (English) Zbl 0613.60038 Stochastic Processes Appl. 21, 291-304 (1986). MSC: 60G35 60H05 PDF BibTeX XML Cite \textit{J. T. H. Lo} and \textit{S.-K. Ng}, Stochastic Processes Appl. 21, 291--304 (1986; Zbl 0613.60038) Full Text: DOI
Wong, Wing Hung Theory of partial likelihood. (English) Zbl 0603.62032 Ann. Stat. 14, 88-123 (1986). Reviewer: J.Deshayes MSC: 62F12 62A01 62M09 PDF BibTeX XML Cite \textit{W. H. Wong}, Ann. Stat. 14, 88--123 (1986; Zbl 0603.62032) Full Text: DOI
Willson, L. J.; Folks, J. L.; Young, J. H. Complete sufficiency and maximum likelihood estimation for the two- parameter negative binomial distribution. (English) Zbl 0602.62021 Metrika 33, 349-362 (1986). Reviewer: C.Hipp MSC: 62F10 62B05 PDF BibTeX XML Cite \textit{L. J. Willson} et al., Metrika 33, 349--362 (1986; Zbl 0602.62021) Full Text: DOI EuDML
Chen, Jiading Asymptotic optimality of some power-one tests for normal mean with unknown variance. (English) Zbl 0601.62098 Sci. Sin., Ser. A 28, 938-949 (1985). Reviewer: Ph.Nobelis MSC: 62L10 62L15 PDF BibTeX XML Cite \textit{J. Chen}, Sci. Sin., Ser. A 28, 938--949 (1985; Zbl 0601.62098)
Drygas, Hilmar Linear sufficiency and some applications in multilinear estimation. (English) Zbl 0578.62005 J. Multivariate Anal. 16, 71-84 (1985). Reviewer: R.Mentz MSC: 62B05 62B99 62H12 15A69 PDF BibTeX XML Cite \textit{H. Drygas}, J. Multivariate Anal. 16, 71--84 (1985; Zbl 0578.62005) Full Text: DOI
Fabian, Václav; Hannan, James Introduction to probability and mathematical statistics. (English) Zbl 0558.62001 Wiley Series in Probability and Mathematical Statistics. New York etc.: John Wiley & Sons. XI, 466 p. £49.65 (1985). Reviewer: V.M.Kruglov MSC: 62-01 60-01 PDF BibTeX XML
Kapadia, C. H.; Weeks, D. L. Minimal sufficient statistics for the group divisible partially balanced incomplete block design (GD-PBIBD) with interaction under an Eisenhart model II. (English) Zbl 0542.62069 Metrika 31, 127-144 (1984). MSC: 62K10 62B05 PDF BibTeX XML Cite \textit{C. H. Kapadia} and \textit{D. L. Weeks}, Metrika 31, 127--144 (1984; Zbl 0542.62069) Full Text: DOI EuDML
Holst, Ulla Convergence of a recursive robust algorithm with strongly regular observations. (English) Zbl 0524.62081 Stochastic Processes Appl. 16, 305-320 (1984). MSC: 62L20 62F35 PDF BibTeX XML Cite \textit{U. Holst}, Stochastic Processes Appl. 16, 305--320 (1984; Zbl 0524.62081) Full Text: DOI
Marden, John I. Admissibility of invariant tests in the general multivariate analysis of variance problem. (English) Zbl 0598.62006 Ann. Stat. 11, 1086-1099 (1983). MSC: 62C15 62J10 62H15 62C07 62A01 PDF BibTeX XML Cite \textit{J. I. Marden}, Ann. Stat. 11, 1086--1099 (1983; Zbl 0598.62006) Full Text: DOI
Staar, J.; Vandewalle, J.; Wemans, M. Realization of truncated impulse response sequences with prescribed uncertainty. (English) Zbl 0535.93011 Control science and technology for the progress of society, Proc. 8th trienn. World Congr. IFAC, Kyoto 1981, Vol. 1, Control theory, 7-12 (1982). MSC: 93B20 93C35 93E25 62J10 70G10 93C05 PDF BibTeX XML
Ivchenko, G. I.; Timonina, E. E. Optimal estimation for a finite population of unknown size. (English) Zbl 0522.62012 Math. Notes 31, 322-326 (1982). MSC: 62D05 62F10 PDF BibTeX XML Cite \textit{G. I. Ivchenko} and \textit{E. E. Timonina}, Math. Notes 31, 322--326 (1982; Zbl 0522.62012) Full Text: DOI
Ivchenko, G. I.; Timonina, E. E. On optimal estimation for a finite population of unknown size. (Russian) Zbl 0498.62013 Mat. Zametki 31, 633-640 (1982). MSC: 62D05 62F10 PDF BibTeX XML Cite \textit{G. I. Ivchenko} and \textit{E. E. Timonina}, Mat. Zametki 31, 633--640 (1982; Zbl 0498.62013)
Franz, Juergen Sequential estimation and asymptotic properties in birth-and-death processes. (English) Zbl 0491.62068 Math. Operationsforsch. Stat., Ser. Stat. 13, 231-244 (1982). MSC: 62L12 62M05 62F12 PDF BibTeX XML Cite \textit{J. Franz}, Math. Operationsforsch. Stat., Ser. Stat. 13, 231--244 (1982; Zbl 0491.62068) Full Text: DOI