Kao, Lie-Jane; Lee, Cheng Few Alternative method for determining industrial bond ratings: theory and empirical evidence. (English) Zbl 1451.91213 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 2081-2105 (2021). MSC: 91G40 90C29 PDF BibTeX XML Cite \textit{L.-J. Kao} and \textit{C. F. Lee}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 2081--2105 (2021; Zbl 1451.91213) Full Text: DOI
Banerjee, Trambak; Mukherjee, Gourab; Sun, Wenguang Adaptive sparse estimation with side information. (English) Zbl 1453.62576 J. Am. Stat. Assoc. 115, No. 532, 2053-2067 (2020). MSC: 62J07 62H12 PDF BibTeX XML Cite \textit{T. Banerjee} et al., J. Am. Stat. Assoc. 115, No. 532, 2053--2067 (2020; Zbl 1453.62576) Full Text: DOI
Rohde, Angelika; Steinberger, Lukas Geometrizing rates of convergence under local differential privacy constraints. (English) Zbl 07285309 Ann. Stat. 48, No. 5, 2646-2670 (2020). Reviewer: Glauber Márcio Silveira Pereira (Ceará) MSC: 62R10 62G05 62G07 62C20 PDF BibTeX XML Cite \textit{A. Rohde} and \textit{L. Steinberger}, Ann. Stat. 48, No. 5, 2646--2670 (2020; Zbl 07285309) Full Text: DOI Euclid
Schmidt-Hieber, Johannes Rejoinder: “Nonparametric regression using deep neural networks with ReLU activation function”. (English) Zbl 07285278 Ann. Stat. 48, No. 4, 1916-1921 (2020). MSC: 62G08 62M45 62C20 PDF BibTeX XML Cite \textit{J. Schmidt-Hieber}, Ann. Stat. 48, No. 4, 1916--1921 (2020; Zbl 07285278) Full Text: DOI Euclid
Shamir, Ohad Discussion of: “Nonparametric regression using deep neural networks with ReLU activation function”. (English) Zbl 07285277 Ann. Stat. 48, No. 4, 1911-1915 (2020). MSC: 62G08 62M45 62C20 PDF BibTeX XML Cite \textit{O. Shamir}, Ann. Stat. 48, No. 4, 1911--1915 (2020; Zbl 07285277) Full Text: DOI Euclid
Schmidt-Hieber, Johannes Nonparametric regression using deep neural networks with ReLU activation function. (English) Zbl 07285276 Ann. Stat. 48, No. 4, 1875-1897 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62G08 62M45 62C20 42C40 PDF BibTeX XML Cite \textit{J. Schmidt-Hieber}, Ann. Stat. 48, No. 4, 1875--1897 (2020; Zbl 07285276) Full Text: DOI Euclid
Chinot, Geoffrey ERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labels. (English) Zbl 1453.62484 Electron. J. Stat. 14, No. 2, 3563-3605 (2020). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G32 62G35 62G08 62C20 PDF BibTeX XML Cite \textit{G. Chinot}, Electron. J. Stat. 14, No. 2, 3563--3605 (2020; Zbl 1453.62484) Full Text: DOI Euclid
Minasyan, A. G. Excess-risk consistency of group-hard thresholding estimator in robust estimation of Gaussian mean. (English. Russian original) Zbl 1452.62341 J. Contemp. Math. Anal., Armen. Acad. Sci. 55, No. 3, 208-212 (2020); translation from Izv. Nats. Akad. Nauk Armen., Mat. 55, No. 3, 68-74 (2020). MSC: 62G35 62G07 62G32 62C20 PDF BibTeX XML Cite \textit{A. G. Minasyan}, J. Contemp. Math. Anal., Armen. Acad. Sci. 55, No. 3, 208--212 (2020; Zbl 1452.62341); translation from Izv. Nats. Akad. Nauk Armen., Mat. 55, No. 3, 68--74 (2020) Full Text: DOI
Ghosh, Malay; Kubokawa, Tatsuya; Datta, Gauri Sankar Density prediction and the Stein phenomenon. (English) Zbl 1451.62018 Sankhyā, Ser. A 82, No. 2, 330-352 (2020). MSC: 62C20 62F10 62H12 62-02 PDF BibTeX XML Cite \textit{M. Ghosh} et al., Sankhyā, Ser. A 82, No. 2, 330--352 (2020; Zbl 1451.62018) Full Text: DOI
Solev, V. N. An estimation of function in Gaussian stationary noise: new spectral condition. (English. Russian original) Zbl 1451.62104 J. Math. Sci., New York 251, No. 1, 147-154 (2020); translation from Zap. Nauchn. Semin. POMI 474, 222-232 (2018). MSC: 62M15 62G07 62C20 60G15 PDF BibTeX XML Cite \textit{V. N. Solev}, J. Math. Sci., New York 251, No. 1, 147--154 (2020; Zbl 1451.62104); translation from Zap. Nauchn. Semin. POMI 474, 222--232 (2018) Full Text: DOI
Bickel, David R. Departing from Bayesian inference toward minimaxity to the extent that the posterior distribution is unreliable. (English) Zbl 07259048 Stat. Probab. Lett. 164, Article ID 108802, 5 p. (2020). MSC: 62F15 62C10 62C20 PDF BibTeX XML Cite \textit{D. R. Bickel}, Stat. Probab. Lett. 164, Article ID 108802, 5 p. (2020; Zbl 07259048) Full Text: DOI
Holzmann, Hajo; Meister, Alexander Rate-optimal nonparametric estimation for random coefficient regression models. (English) Zbl 07256160 Bernoulli 26, No. 4, 2790-2814 (2020). MSC: 60 62 PDF BibTeX XML Cite \textit{H. Holzmann} and \textit{A. Meister}, Bernoulli 26, No. 4, 2790--2814 (2020; Zbl 07256160) Full Text: DOI Euclid
Solev, V. N. A local version of the Muckenhoupt condition and the accuracy of estimation of an unknown pseudoperiodic function in stationary noise. (English. Russian original) Zbl 1448.62208 J. Math. Sci., New York 244, No. 5, 896-902 (2020); translation from Zap. Nauchn. Semin. POMI 466, 289-299 (2017). MSC: 62R10 62C20 60G05 42B25 PDF BibTeX XML Cite \textit{V. N. Solev}, J. Math. Sci., New York 244, No. 5, 896--902 (2020; Zbl 1448.62208); translation from Zap. Nauchn. Semin. POMI 466, 289--299 (2017) Full Text: DOI
Cao, Kaikai; Liu, Youming Uncompactly supported density estimation with \(L^1\) risk. (English) Zbl 1442.62077 Commun. Pure Appl. Anal. 19, No. 8, 4007-4022 (2020). MSC: 62G07 62G20 62C20 42C40 PDF BibTeX XML Cite \textit{K. Cao} and \textit{Y. Liu}, Commun. Pure Appl. Anal. 19, No. 8, 4007--4022 (2020; Zbl 1442.62077) Full Text: DOI
Korotkov, Vladimir; Emelichev, Vladimir; Nikulin, Yury Multicriteria investment problem with Savage’s risk criteria: theoretical aspects of stability and case study. (English) Zbl 1449.90162 J. Ind. Manag. Optim. 16, No. 3, 1297-1310 (2020). MSC: 90B50 90C29 90C31 91G10 91B05 PDF BibTeX XML Cite \textit{V. Korotkov} et al., J. Ind. Manag. Optim. 16, No. 3, 1297--1310 (2020; Zbl 1449.90162) Full Text: DOI
Minami, Kentaro Estimating piecewise monotone signals. (English) Zbl 1440.62308 Electron. J. Stat. 14, No. 1, 1508-1576 (2020). MSC: 62L10 62J02 62G10 05C90 62C20 62J05 62-08 PDF BibTeX XML Cite \textit{K. Minami}, Electron. J. Stat. 14, No. 1, 1508--1576 (2020; Zbl 1440.62308) Full Text: DOI Euclid
Lim, Jaechan; Kim, Hun-Seok; Park, Hyung-Min Minimax particle filtering for tracking a highly maneuvering target. (English) Zbl 1440.93252 Int. J. Robust Nonlinear Control 30, No. 2, 636-651 (2020). MSC: 93E11 93B35 93C83 PDF BibTeX XML Cite \textit{J. Lim} et al., Int. J. Robust Nonlinear Control 30, No. 2, 636--651 (2020; Zbl 1440.93252) Full Text: DOI
Zhao, Yong; Liu, Yongchao; Yang, Xinming Distributionally robust reward-risk ratio programming with Wasserstein metric. (English) Zbl 07313216 Pac. J. Optim. 15, No. 1, 69-90 (2019). MSC: 90C15 90C34 90C47 PDF BibTeX XML Cite \textit{Y. Zhao} et al., Pac. J. Optim. 15, No. 1, 69--90 (2019; Zbl 07313216) Full Text: Link
Goldenshluger, Alexander; Koops, David T. Nonparametric estimation of service time characteristics in infinite-server queues with nonstationary Poisson input. (English) Zbl 1446.60067 Stoch. Syst. 9, No. 3, 183-207 (2019). MSC: 60K25 90B22 PDF BibTeX XML Cite \textit{A. Goldenshluger} and \textit{D. T. Koops}, Stoch. Syst. 9, No. 3, 183--207 (2019; Zbl 1446.60067) Full Text: DOI
Burzoni, Matteo; Frittelli, Marco; Hou, Zhaoxu; Maggis, Marco; Obłój, Jan Pointwise arbitrage pricing theory in discrete time. (English) Zbl 1437.90159 Math. Oper. Res. 44, No. 3, 1034-1057 (2019). MSC: 90C46 90C47 90C17 91G20 49K45 49N15 60G42 93E20 91G70 PDF BibTeX XML Cite \textit{M. Burzoni} et al., Math. Oper. Res. 44, No. 3, 1034--1057 (2019; Zbl 1437.90159) Full Text: DOI
Li, Bo; Sun, Yufei; Aw, Grace; Teo, Kok Lay Uncertain portfolio optimization problem under a minimax risk measure. (English) Zbl 07187283 Appl. Math. Modelling 76, 274-281 (2019). MSC: 91 90 PDF BibTeX XML Cite \textit{B. Li} et al., Appl. Math. Modelling 76, 274--281 (2019; Zbl 07187283) Full Text: DOI
Birghila, Corina; Pflug, Georg Ch. Optimal XL-insurance under Wasserstein-type ambiguity. (English) Zbl 1425.91213 Insur. Math. Econ. 88, 30-43 (2019). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{C. Birghila} and \textit{G. Ch. Pflug}, Insur. Math. Econ. 88, 30--43 (2019; Zbl 1425.91213) Full Text: DOI
L’Moudden, A.; Marchand, É. On predictive density estimation under \(\alpha\)-divergence loss. (English) Zbl 1426.62018 Math. Methods Stat. 28, No. 2, 127-143 (2019). MSC: 62C20 62F10 62F15 62F30 62H10 62M20 PDF BibTeX XML Cite \textit{A. L'Moudden} and \textit{É. Marchand}, Math. Methods Stat. 28, No. 2, 127--143 (2019; Zbl 1426.62018) Full Text: DOI
Banerjee, Moulinath; Durot, Cécile Circumventing superefficiency: an effective strategy for distributed computing in non-standard problems. (English) Zbl 1418.62104 Electron. J. Stat. 13, No. 1, 1926-1977 (2019). MSC: 62G05 62G20 62G08 62E20 PDF BibTeX XML Cite \textit{M. Banerjee} and \textit{C. Durot}, Electron. J. Stat. 13, No. 1, 1926--1977 (2019; Zbl 1418.62104) Full Text: DOI Euclid
Aamari, Eddie; Kim, Jisu; Chazal, Frédéric; Michel, Bertrand; Rinaldo, Alessandro; Wasserman, Larry Estimating the reach of a manifold. (English) Zbl 1418.62100 Electron. J. Stat. 13, No. 1, 1359-1399 (2019). MSC: 62G05 62C20 PDF BibTeX XML Cite \textit{E. Aamari} et al., Electron. J. Stat. 13, No. 1, 1359--1399 (2019; Zbl 1418.62100) Full Text: DOI Euclid
Guo, Shaoyan; Xu, Huifu Distributionally robust shortfall risk optimization model and its approximation. (English) Zbl 1421.90097 Math. Program. 174, No. 1-2 (B), 473-498 (2019). MSC: 90C15 90C47 90C31 91B30 PDF BibTeX XML Cite \textit{S. Guo} and \textit{H. Xu}, Math. Program. 174, No. 1--2 (B), 473--498 (2019; Zbl 1421.90097) Full Text: DOI
Fang, Yi-Ping; Zio, Enrico An adaptive robust framework for the optimization of the resilience of interdependent infrastructures under natural hazards. (English) Zbl 1430.90575 Eur. J. Oper. Res. 276, No. 3, 1119-1136 (2019). MSC: 90C90 90C47 90C31 PDF BibTeX XML Cite \textit{Y.-P. Fang} and \textit{E. Zio}, Eur. J. Oper. Res. 276, No. 3, 1119--1136 (2019; Zbl 1430.90575) Full Text: DOI
Banerjee, Moulinath; Durot, Cécile; Sen, Bodhisattva Divide and conquer in nonstandard problems and the super-efficiency phenomenon. (English) Zbl 1416.62259 Ann. Stat. 47, No. 2, 720-757 (2019). Reviewer: Catalin Stoean (Craiova) MSC: 62G20 62G08 62F30 PDF BibTeX XML Cite \textit{M. Banerjee} et al., Ann. Stat. 47, No. 2, 720--757 (2019; Zbl 1416.62259) Full Text: DOI Euclid arXiv
Filippi, Carlo; Ogryczak, Włodzimierz; Speranza, M. Grazia Bridging \(k\)-sum and CVaR optimization in MILP. (English) Zbl 07024946 Comput. Oper. Res. 105, 156-166 (2019). MSC: 90B PDF BibTeX XML Cite \textit{C. Filippi} et al., Comput. Oper. Res. 105, 156--166 (2019; Zbl 07024946) Full Text: DOI
Rahimian, Hamed; Bayraksan, Güzin; Homem-de-Mello, Tito Identifying effective scenarios in distributionally robust stochastic programs with total variation distance. (English) Zbl 1410.90142 Math. Program. 173, No. 1-2 (A), 393-430 (2019). MSC: 90C15 90C47 PDF BibTeX XML Cite \textit{H. Rahimian} et al., Math. Program. 173, No. 1--2 (A), 393--430 (2019; Zbl 1410.90142) Full Text: DOI
Deng, Yan; Ahmed, Shabbir; Shen, Siqian Parallel scenario decomposition of risk-averse 0-1 stochastic programs. (English) Zbl 07271626 INFORMS J. Comput. 30, No. 1, 90-105 (2018). MSC: 90C15 PDF BibTeX XML Cite \textit{Y. Deng} et al., INFORMS J. Comput. 30, No. 1, 90--105 (2018; Zbl 07271626) Full Text: DOI
Ghosh, Malay; Kubokawa, Tatsuya Hierarchical empirical Bayes estimation of two sample means under divergence loss. (English) Zbl 1425.62014 Sankhyā, Ser. A 80, No. 1, Suppl., 70-83 (2018). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 62C20 62C12 62G07 PDF BibTeX XML Cite \textit{M. Ghosh} and \textit{T. Kubokawa}, Sankhyā, Ser. A 80, No. 1, 70--83 (2018; Zbl 1425.62014) Full Text: DOI
Kumar, P.; Panda, G.; Gupta, U. C. Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters. (English) Zbl 1402.90106 Sādhanā 43, No. 9, Paper No. 149, 16 p. (2018). MSC: 90C15 91G10 91G80 PDF BibTeX XML Cite \textit{P. Kumar} et al., Sādhanā 43, No. 9, Paper No. 149, 16 p. (2018; Zbl 1402.90106) Full Text: DOI
Kotłowski, Wojciech On minimaxity of follow the leader strategy in the stochastic setting. (English) Zbl 1398.68444 Theor. Comput. Sci. 742, 50-65 (2018). MSC: 68T05 62C20 62M20 91A26 PDF BibTeX XML Cite \textit{W. Kotłowski}, Theor. Comput. Sci. 742, 50--65 (2018; Zbl 1398.68444) Full Text: DOI
Giacofci, Madison; Lambert-Lacroix, Sophie; Picard, Franck Minimax wavelet estimation for multisample heteroscedastic nonparametric regression. (English) Zbl 06857849 J. Nonparametric Stat. 30, No. 1, 238-261 (2018). Reviewer: Weiping Li (Stillwater) MSC: 62G07 42C40 62J12 62P10 PDF BibTeX XML Cite \textit{M. Giacofci} et al., J. Nonparametric Stat. 30, No. 1, 238--261 (2018; Zbl 06857849) Full Text: DOI
Akian, Marianne; Gaubert, Stéphane; Hochart, Antoine Minimax representation of nonexpansive functions and application to zero-sum recursive games. (English) Zbl 1386.49009 J. Convex Anal. 25, No. 1, 225-240 (2018). MSC: 49J35 91A15 26B25 49L20 49M25 PDF BibTeX XML Cite \textit{M. Akian} et al., J. Convex Anal. 25, No. 1, 225--240 (2018; Zbl 1386.49009) Full Text: Link
Ćmiel, Bogdan; Szkutnik, Zbigniew; Wojdyła, Jakub Asymptotic confidence bands in the Spektor-Lord-Willis problem via kernel estimation of intensity derivative. (English) Zbl 1387.62061 Electron. J. Stat. 12, No. 1, 194-223 (2018). MSC: 62G15 62G20 62G07 PDF BibTeX XML Cite \textit{B. Ćmiel} et al., Electron. J. Stat. 12, No. 1, 194--223 (2018; Zbl 1387.62061) Full Text: DOI Euclid
Xu, Bao; Wang, Yuting; Ma, Yiguang Minimum risk equivariant estimator of Pareto distribution shape parameter. (Chinese. English summary) Zbl 1399.62037 J. Nat. Sci. Hunan Norm. Univ. 40, No. 6, 76-79, 86 (2017). MSC: 62F10 62F15 94A17 PDF BibTeX XML Cite \textit{B. Xu} et al., J. Nat. Sci. Hunan Norm. Univ. 40, No. 6, 76--79, 86 (2017; Zbl 1399.62037) Full Text: DOI
Ling, Aifan; Sun, Jie; Xiu, Naihua; Yang, Xiaoguang Robust two-stage stochastic linear optimization with risk aversion. (English) Zbl 1394.90449 Eur. J. Oper. Res. 256, No. 1, 215-229 (2017). MSC: 90C15 90C05 91B30 90C22 90C47 PDF BibTeX XML Cite \textit{A. Ling} et al., Eur. J. Oper. Res. 256, No. 1, 215--229 (2017; Zbl 1394.90449) Full Text: DOI
Hamm, Jihun Minimax filter: learning to preserve privacy from inference attacks. (English) Zbl 1442.62025 J. Mach. Learn. Res. 18(2017-2018), Paper No. 129, 31 p. (2017). MSC: 62C20 62H30 62R07 62P15 68T05 PDF BibTeX XML Cite \textit{J. Hamm}, J. Mach. Learn. Res. 18, Paper No. 129, 31 p. (2017; Zbl 1442.62025) Full Text: Link
Zhang, Yuchen; Xiao, Lin Stochastic primal-dual coordinate method for regularized empirical risk minimization. (English) Zbl 1440.62314 J. Mach. Learn. Res. 18(2017-2018), Paper No. 84, 42 p. (2017). MSC: 62L20 62C20 90C15 47N10 PDF BibTeX XML Cite \textit{Y. Zhang} and \textit{L. Xiao}, J. Mach. Learn. Res. 18, Paper No. 84, 42 p. (2017; Zbl 1440.62314) Full Text: Link arXiv
Benke, János Marcell; Pap, Gyula Local asymptotic quadraticity of statistical experiments connected with a Heston model. (English) Zbl 1399.62042 Acta Sci. Math. 83, No. 1-2, 313-344 (2017). MSC: 62F12 91G70 60F05 PDF BibTeX XML Cite \textit{J. M. Benke} and \textit{G. Pap}, Acta Sci. Math. 83, No. 1--2, 313--344 (2017; Zbl 1399.62042) Full Text: DOI
Shiryaev, A. N. On the minimax optimality of the CUSUM statistic in disorder problems for Brownian motion. (English. Russian original) Zbl 1380.62234 Theory Probab. Appl. 61, No. 4, 719-726 (2017); translation from Teor. Veroyatn. Primen. 61, No. 4, 837-844 (2016). MSC: 62L10 62C20 60J65 PDF BibTeX XML Cite \textit{A. N. Shiryaev}, Theory Probab. Appl. 61, No. 4, 719--726 (2017; Zbl 1380.62234); translation from Teor. Veroyatn. Primen. 61, No. 4, 837--844 (2016) Full Text: DOI
Pflug, Georg Ch.; Timonina-Farkas, Anna; Hochrainer-Stigler, Stefan Incorporating model uncertainty into optimal insurance contract design. (English) Zbl 1416.91216 Insur. Math. Econ. 73, 68-74 (2017). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{G. Ch. Pflug} et al., Insur. Math. Econ. 73, 68--74 (2017; Zbl 1416.91216) Full Text: DOI
Zorzi, Mattia On the robustness of the Bayes and Wiener estimators under model uncertainty. (English) Zbl 1373.93334 Automatica 83, 133-140 (2017). MSC: 93E10 93B35 93C41 93E11 PDF BibTeX XML Cite \textit{M. Zorzi}, Automatica 83, 133--140 (2017; Zbl 1373.93334) Full Text: DOI arXiv
Shapiro, Alexander Distributionally robust stochastic programming. (English) Zbl 1373.90089 SIAM J. Optim. 27, No. 4, 2258-2275 (2017). MSC: 90C15 90C47 91B30 PDF BibTeX XML Cite \textit{A. Shapiro}, SIAM J. Optim. 27, No. 4, 2258--2275 (2017; Zbl 1373.90089) Full Text: DOI
Boratyńska, Agata Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function. (English) Zbl 1395.62321 Insur. Math. Econ. 76, 135-140 (2017). MSC: 62P05 62F15 62C10 62C20 91B30 PDF BibTeX XML Cite \textit{A. Boratyńska}, Insur. Math. Econ. 76, 135--140 (2017; Zbl 1395.62321) Full Text: DOI
Nematollahi, N.; Pagheh, A. Estimation of the location parameter and the average worth of the selected subset of two parameter exponential populations under LINEX loss function. (English) Zbl 1368.62047 Commun. Stat., Theory Methods 46, No. 8, 3901-3914 (2017). MSC: 62F07 62F10 62C20 PDF BibTeX XML Cite \textit{N. Nematollahi} and \textit{A. Pagheh}, Commun. Stat., Theory Methods 46, No. 8, 3901--3914 (2017; Zbl 1368.62047) Full Text: DOI
Atamtürk, Alper; Gómez, Andrés Maximizing a class of utility functions over the vertices of a polytope. (English) Zbl 1366.90173 Oper. Res. 65, No. 2, 433-445 (2017). MSC: 90C27 90C20 90C47 PDF BibTeX XML Cite \textit{A. Atamtürk} and \textit{A. Gómez}, Oper. Res. 65, No. 2, 433--445 (2017; Zbl 1366.90173) Full Text: DOI
Sharma, Amita; Mehra, Aparna Extended omega ratio optimization for risk-averse investors. (English) Zbl 1367.91202 Int. Trans. Oper. Res. 24, No. 3, 485-506 (2017). MSC: 91G70 91G10 90C90 PDF BibTeX XML Cite \textit{A. Sharma} and \textit{A. Mehra}, Int. Trans. Oper. Res. 24, No. 3, 485--506 (2017; Zbl 1367.91202) Full Text: DOI
Liu, Yongchao; Meskarian, Rudabeh; Xu, Huifu Distributionally robust reward-risk ratio optimization with moment constraints. (English) Zbl 1365.90179 SIAM J. Optim. 27, No. 2, 957-985 (2017). MSC: 90C15 90C34 90C47 PDF BibTeX XML Cite \textit{Y. Liu} et al., SIAM J. Optim. 27, No. 2, 957--985 (2017; Zbl 1365.90179) Full Text: DOI
Lepski, O. V.; Willer, T. Lower bounds in the convolution structure density model. (English) Zbl 1380.62208 Bernoulli 23, No. 2, 884-926 (2017). MSC: 62G20 62G07 PDF BibTeX XML Cite \textit{O. V. Lepski} and \textit{T. Willer}, Bernoulli 23, No. 2, 884--926 (2017; Zbl 1380.62208) Full Text: DOI Euclid
Rakhlin, Alexander; Sridharan, Karthik; Tsybakov, Alexandre B. Empirical entropy, minimax regret and minimax risk. (English) Zbl 1380.62176 Bernoulli 23, No. 2, 789-824 (2017). MSC: 62G08 62C20 PDF BibTeX XML Cite \textit{A. Rakhlin} et al., Bernoulli 23, No. 2, 789--824 (2017; Zbl 1380.62176) Full Text: DOI Euclid arXiv
L’Moudden, Aziz; Marchand, Éric; Kortbi, Othmane; Strawderman, William E. On predictive density estimation for gamma models with parametric constraints. (English) Zbl 1356.62044 J. Stat. Plann. Inference 185, 56-68 (2017). MSC: 62F30 62C20 62F10 62F15 PDF BibTeX XML Cite \textit{A. L'Moudden} et al., J. Stat. Plann. Inference 185, 56--68 (2017; Zbl 1356.62044) Full Text: DOI
Emelichev, Vladimir; Bukhtoyarov, Sergey; Mychkov, Vadzim An investment problem under multicriteriality, uncertainty and risk. (English) Zbl 1371.90085 Bul. Acad. Ştiinţe Repub. Mold., Mat. 2016, No. 3(82), 82-98 (2016). MSC: 90C09 90C29 90C31 90C47 PDF BibTeX XML Cite \textit{V. Emelichev} et al., Bul. Acad. Ştiinţe Repub. Mold., Mat. 2016, No. 3(82), 82--98 (2016; Zbl 1371.90085) Full Text: Link
Goldenschluger, Alexander Nonparametric estimation of the service time distribution in the \(\mathrm{M}/\mathrm{G}/\infty\) queue. (English) Zbl 1356.62125 Adv. Appl. Probab. 48, No. 4, 1117-1138 (2016). MSC: 62M09 60K25 62G05 90B22 PDF BibTeX XML Cite \textit{A. Goldenschluger}, Adv. Appl. Probab. 48, No. 4, 1117--1138 (2016; Zbl 1356.62125) Full Text: DOI Euclid
Lazar, Daniel Conditional \(\Gamma\)-minimax prediction with a precautionary loss function in a marked point process model. (English) Zbl 1358.62076 Statistics 50, No. 6, 1411-1420 (2016). MSC: 62M20 60G55 60G57 62C10 62C20 62F35 91B30 PDF BibTeX XML Cite \textit{D. Lazar}, Statistics 50, No. 6, 1411--1420 (2016; Zbl 1358.62076) Full Text: DOI
Chen, Xi; Guntuboyina, Adityanand; Zhang, Yuchen On Bayes risk lower bounds. (English) Zbl 1429.62046 J. Mach. Learn. Res. 17, Paper No. 219, 58 p. (2016). MSC: 62C10 62C20 62H12 62H30 94A17 PDF BibTeX XML Cite \textit{X. Chen} et al., J. Mach. Learn. Res. 17, Paper No. 219, 58 p. (2016; Zbl 1429.62046) Full Text: Link arXiv
Cai, T. Tony; Li, Xiaodong; Ma, Zongming Optimal rates of convergence for noisy sparse phase retrieval via thresholded Wirtinger flow. (English) Zbl 1349.62019 Ann. Stat. 44, No. 5, 2221-2251 (2016). MSC: 62C20 62P35 PDF BibTeX XML Cite \textit{T. T. Cai} et al., Ann. Stat. 44, No. 5, 2221--2251 (2016; Zbl 1349.62019) Full Text: DOI arXiv
Koltchinskii, V.; Lounici, K.; Tsybakov, A. B. Estimation of low-rank covariance function. (English) Zbl 1387.60066 Stochastic Processes Appl. 126, No. 12, 3952-3967 (2016). MSC: 60G15 62M09 PDF BibTeX XML Cite \textit{V. Koltchinskii} et al., Stochastic Processes Appl. 126, No. 12, 3952--3967 (2016; Zbl 1387.60066) Full Text: DOI
Hielscher, Ralf; Quellmalz, Michael Reconstructing a function on the sphere from its means along vertical slices. (English) Zbl 1348.65183 Inverse Probl. Imaging 10, No. 3, 711-739 (2016). MSC: 65T40 45Q05 65N21 44A12 62G05 PDF BibTeX XML Cite \textit{R. Hielscher} and \textit{M. Quellmalz}, Inverse Probl. Imaging 10, No. 3, 711--739 (2016; Zbl 1348.65183) Full Text: DOI
Fissler, Tobias; Ziegel, Johanna F. Higher order elicitability and Osband’s principle. (English) Zbl 1355.62006 Ann. Stat. 44, No. 4, 1680-1707 (2016). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 62C05 62C20 62P05 91B06 PDF BibTeX XML Cite \textit{T. Fissler} and \textit{J. F. Ziegel}, Ann. Stat. 44, No. 4, 1680--1707 (2016; Zbl 1355.62006) Full Text: DOI Euclid arXiv
Lian, Heng; Choi, Taeryon; Meng, Jie; Jo, Seongil Posterior convergence for Bayesian functional linear regression. (English) Zbl 1346.62079 J. Multivariate Anal. 150, 27-41 (2016). MSC: 62G08 62F15 PDF BibTeX XML Cite \textit{H. Lian} et al., J. Multivariate Anal. 150, 27--41 (2016; Zbl 1346.62079) Full Text: DOI
Shapiro, Alexander Rectangular sets of probability measures. (English) Zbl 1342.90118 Oper. Res. 64, No. 2, 528-541 (2016). MSC: 90C15 90C40 90C47 PDF BibTeX XML Cite \textit{A. Shapiro}, Oper. Res. 64, No. 2, 528--541 (2016; Zbl 1342.90118) Full Text: DOI
Tan, Zhiqiang Steinized empirical Bayes estimation for heteroscedastic data. (English) Zbl 1356.62011 Stat. Sin. 26, No. 3, 1219-1248 (2016). MSC: 62C12 62J07 62F15 PDF BibTeX XML Cite \textit{Z. Tan}, Stat. Sin. 26, No. 3, 1219--1248 (2016; Zbl 1356.62011) Full Text: DOI
Bayoud, Husam Awni Admissible minimax estimators for the shape parameter of Topp-Leone distribution. (English) Zbl 1341.62040 Commun. Stat., Theory Methods 45, No. 1, 71-82 (2016). MSC: 62C20 62C15 62F15 PDF BibTeX XML Cite \textit{H. A. Bayoud}, Commun. Stat., Theory Methods 45, No. 1, 71--82 (2016; Zbl 1341.62040) Full Text: DOI
Strauch, Claudia Exact adaptive pointwise drift estimation for multidimensional ergodic diffusions. (English) Zbl 1332.62290 Probab. Theory Relat. Fields 164, No. 1-2, 361-400 (2016). MSC: 62M05 62G07 62G20 PDF BibTeX XML Cite \textit{C. Strauch}, Probab. Theory Relat. Fields 164, No. 1--2, 361--400 (2016; Zbl 1332.62290) Full Text: DOI
Haus, Utz-Uwe Bounding stochastic dependence, joint mixability of matrices, and multidimensional bottleneck assignment problems. (English) Zbl 1408.91100 Oper. Res. Lett. 43, No. 1, 74-79 (2015). MSC: 91B30 90C47 PDF BibTeX XML Cite \textit{U.-U. Haus}, Oper. Res. Lett. 43, No. 1, 74--79 (2015; Zbl 1408.91100) Full Text: DOI
Abdenour, Hamdaoui; Djamel, Benmansour Asymptotic properties of risks ratios of shrinkage estimators. (English) Zbl 1348.62073 Hacet. J. Math. Stat. 44, No. 5, 1181-1195 (2015). MSC: 62F12 62C20 62J07 PDF BibTeX XML Cite \textit{H. Abdenour} and \textit{B. Djamel}, Hacet. J. Math. Stat. 44, No. 5, 1181--1195 (2015; Zbl 1348.62073) Full Text: DOI
Martínez, Carlos Alberto; Khare, Kshitij; Elzo, Mauricio A. On the Bayesness, minimaxity and admissibility of point estimators of allelic frequencies. (English) Zbl 1343.92015 J. Theor. Biol. 383, 106-115 (2015). MSC: 92B15 62P10 92D10 62F15 PDF BibTeX XML Cite \textit{C. A. Martínez} et al., J. Theor. Biol. 383, 106--115 (2015; Zbl 1343.92015) Full Text: DOI
Hashimoto, Shintaro; Koike, Ken-Ichi Bhattacharyya-type information inequality for the Bayes risk. (English) Zbl 1341.62092 Commun. Stat., Theory Methods 44, No. 24, 5213-5224 (2015). MSC: 62F15 62F10 PDF BibTeX XML Cite \textit{S. Hashimoto} and \textit{K.-I. Koike}, Commun. Stat., Theory Methods 44, No. 24, 5213--5224 (2015; Zbl 1341.62092) Full Text: DOI
Bertsimas, Dimitris; Takeda, Akiko Optimizing over coherent risk measures and non-convexities: a robust mixed integer optimization approach. (English) Zbl 1357.90174 Comput. Optim. Appl. 62, No. 3, 613-639 (2015). MSC: 90C47 90C11 91G10 PDF BibTeX XML Cite \textit{D. Bertsimas} and \textit{A. Takeda}, Comput. Optim. Appl. 62, No. 3, 613--639 (2015; Zbl 1357.90174) Full Text: DOI
Kubokawa, Tatsuya; Marchand, Éric; Strawderman, William E. On predictive density estimation for location families under integrated squared error loss. (English) Zbl 1327.62054 J. Multivariate Anal. 142, 57-74 (2015). MSC: 62C20 62C86 62F10 62F15 62F30 PDF BibTeX XML Cite \textit{T. Kubokawa} et al., J. Multivariate Anal. 142, 57--74 (2015; Zbl 1327.62054) Full Text: DOI
Stark, Philip B. Constraints versus priors. (English) Zbl 1325.62023 SIAM/ASA J. Uncertain. Quantif. 3, 586-598 (2015). MSC: 62A01 62C10 62C20 62F15 62G15 62P99 PDF BibTeX XML Cite \textit{P. B. Stark}, SIAM/ASA J. Uncertain. Quantif. 3, 586--598 (2015; Zbl 1325.62023) Full Text: DOI
Caner, Mehmet; Fan, Qingliang Hybrid generalized empirical likelihood estimators: instrument selection with adaptive lasso. (English) Zbl 1337.62167 J. Econom. 187, No. 1, 256-274 (2015). MSC: 62J07 62F12 62E20 62P20 PDF BibTeX XML Cite \textit{M. Caner} and \textit{Q. Fan}, J. Econom. 187, No. 1, 256--274 (2015; Zbl 1337.62167) Full Text: DOI
Peng, Jiming; Zhu, Tao A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties. (English) Zbl 1327.90106 Math. Program. 152, No. 1-2 (A), 593-614 (2015). MSC: 90C05 90C22 90C26 90C47 PDF BibTeX XML Cite \textit{J. Peng} and \textit{T. Zhu}, Math. Program. 152, No. 1--2 (A), 593--614 (2015; Zbl 1327.90106) Full Text: DOI
Chatterjee, Sabyasachi; Guntuboyina, Adityanand; Sen, Bodhisattva On risk bounds in isotonic and other shape restricted regression problems. (English) Zbl 1317.62032 Ann. Stat. 43, No. 4, 1774-1800 (2015). MSC: 62G08 62C20 PDF BibTeX XML Cite \textit{S. Chatterjee} et al., Ann. Stat. 43, No. 4, 1774--1800 (2015; Zbl 1317.62032) Full Text: DOI Euclid arXiv
Xin, Chunlin; Qingge, Letu; Wang, Jiamin; Zhu, Binhai Robust optimization for the hazardous materials transportation network design problem. (English) Zbl 1327.90357 J. Comb. Optim. 30, No. 2, 320-334 (2015). MSC: 90C35 90C47 90C59 PDF BibTeX XML Cite \textit{C. Xin} et al., J. Comb. Optim. 30, No. 2, 320--334 (2015; Zbl 1327.90357) Full Text: DOI
Mukherjee, Gourab; Johnstone, Iain M. Exact minimax estimation of the predictive density in sparse Gaussian models. (English) Zbl 1328.62058 Ann. Stat. 43, No. 3, 937-961 (2015). MSC: 62C20 62M20 60G25 91G70 PDF BibTeX XML Cite \textit{G. Mukherjee} and \textit{I. M. Johnstone}, Ann. Stat. 43, No. 3, 937--961 (2015; Zbl 1328.62058) Full Text: DOI Euclid arXiv
Sun, Yufei; Aw, Grace; Teo, Kok Lay; Zhou, Guanglu Portfolio optimization using a new probabilistic risk measure. (English) Zbl 1315.90025 J. Ind. Manag. Optim. 11, No. 4, 1275-1283 (2015). MSC: 90C05 90C20 90C90 91G10 91G80 PDF BibTeX XML Cite \textit{Y. Sun} et al., J. Ind. Manag. Optim. 11, No. 4, 1275--1283 (2015; Zbl 1315.90025) Full Text: DOI
Yang, Yun; Tokdar, Surya T. Minimax-optimal nonparametric regression in high dimensions. (English) Zbl 1312.62052 Ann. Stat. 43, No. 2, 652-674 (2015). MSC: 62G08 62H12 62C20 60G15 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{S. T. Tokdar}, Ann. Stat. 43, No. 2, 652--674 (2015; Zbl 1312.62052) Full Text: DOI Euclid arXiv
Kanika; Kumar, Somesh; SenGupta, Ashis A unified approach to decision-theoretic properties of the MLEs for the mean directions of several Langevin distributions. (English) Zbl 1302.62017 J. Multivariate Anal. 133, 160-172 (2015). MSC: 62C20 62C15 PDF BibTeX XML Cite \textit{Kanika} et al., J. Multivariate Anal. 133, 160--172 (2015; Zbl 1302.62017) Full Text: DOI
Takeda, Akiko; Kanamori, Takafumi Using financial risk measures for analyzing generalization performance of machine learning models. (English) Zbl 1325.68199 Neural Netw. 57, 29-38 (2014). MSC: 68T05 91G70 PDF BibTeX XML Cite \textit{A. Takeda} and \textit{T. Kanamori}, Neural Netw. 57, 29--38 (2014; Zbl 1325.68199) Full Text: DOI
Chernousova, E.; Golubev, Yu. Spectral cut-off regularizations for ill-posed linear models. (English) Zbl 1308.62016 Math. Methods Stat. 23, No. 2, 116-131 (2014). MSC: 62C99 62C10 62C20 62J05 PDF BibTeX XML Cite \textit{E. Chernousova} and \textit{Yu. Golubev}, Math. Methods Stat. 23, No. 2, 116--131 (2014; Zbl 1308.62016) Full Text: DOI
Toso, Eli Angela V.; Alem, Douglas Effective location models for sorting recyclables in public management. (English) Zbl 1304.90127 Eur. J. Oper. Res. 234, No. 3, 839-860 (2014). MSC: 90B80 90B90 90C15 PDF BibTeX XML Cite \textit{E. A. V. Toso} and \textit{D. Alem}, Eur. J. Oper. Res. 234, No. 3, 839--860 (2014; Zbl 1304.90127) Full Text: DOI
Donoho, David; Gavish, Matan Minimax risk of matrix denoising by singular value thresholding. (English) Zbl 1310.62014 Ann. Stat. 42, No. 6, 2413-2440 (2014). MSC: 62C20 62H25 90C25 90C22 PDF BibTeX XML Cite \textit{D. Donoho} and \textit{M. Gavish}, Ann. Stat. 42, No. 6, 2413--2440 (2014; Zbl 1310.62014) Full Text: DOI Euclid arXiv
Anthoff, David; Tol, Richard S. J. Climate policy under fat-tailed risk: an application of FUND. (English) Zbl 1301.91040 Ann. Oper. Res. 220, 223-237 (2014). MSC: 91B82 91B76 91B64 62P20 62C20 PDF BibTeX XML Cite \textit{D. Anthoff} and \textit{R. S. J. Tol}, Ann. Oper. Res. 220, 223--237 (2014; Zbl 1301.91040) Full Text: DOI
Tong, Xiaojiao; Wu, Felix Robust reward-risk ratio optimization with application in allocation of generation asset. (English) Zbl 1305.91225 Optimization 63, No. 11, 1761-1779 (2014). MSC: 91G10 91G80 90C47 PDF BibTeX XML Cite \textit{X. Tong} and \textit{F. Wu}, Optimization 63, No. 11, 1761--1779 (2014; Zbl 1305.91225) Full Text: DOI
Jozani, Mohammad Jafari; Leblanc, Alexandre; Marchand, Éric On continuous distribution functions, minimax and best invariant estimators, and integrated balanced loss functions. (English. French summary) Zbl 1297.62021 Can. J. Stat. 42, No. 3, 470-486 (2014). MSC: 62C20 62G05 62P10 PDF BibTeX XML Cite \textit{M. J. Jozani} et al., Can. J. Stat. 42, No. 3, 470--486 (2014; Zbl 1297.62021) Full Text: DOI arXiv
Golubev, Yu.; Ostrovski, D. Concentration inequalities for the exponential weighting method. (English) Zbl 1310.62012 Math. Methods Stat. 23, No. 1, 20-37 (2014). MSC: 62C10 62C20 62J05 60E15 PDF BibTeX XML Cite \textit{Yu. Golubev} and \textit{D. Ostrovski}, Math. Methods Stat. 23, No. 1, 20--37 (2014; Zbl 1310.62012) Full Text: DOI
Goldenshluger, A.; Lepski, O. On adaptive minimax density estimation on \(\mathbb R^d\). (English) Zbl 1342.62053 Probab. Theory Relat. Fields 159, No. 3-4, 479-543 (2014). MSC: 62G07 62C20 PDF BibTeX XML Cite \textit{A. Goldenshluger} and \textit{O. Lepski}, Probab. Theory Relat. Fields 159, No. 3--4, 479--543 (2014; Zbl 1342.62053) Full Text: DOI arXiv
Tkalinski, Tomasz J. Convex hedging of non-superreplicable claims in discrete-time market models. (English) Zbl 1408.91225 Math. Methods Oper. Res. 79, No. 2, 239-252 (2014). MSC: 91G20 46N10 49K35 91B30 91B70 PDF BibTeX XML Cite \textit{T. J. Tkalinski}, Math. Methods Oper. Res. 79, No. 2, 239--252 (2014; Zbl 1408.91225) Full Text: DOI
Paris, Quentin Minimax adaptive dimension reduction for regression. (English) Zbl 1352.62059 J. Multivariate Anal. 128, 186-202 (2014). MSC: 62G08 62H12 62G20 PDF BibTeX XML Cite \textit{Q. Paris}, J. Multivariate Anal. 128, 186--202 (2014; Zbl 1352.62059) Full Text: DOI
Clémençon, Stéphan A statistical view of clustering performance through the theory of \(U\)-processes. (English) Zbl 1278.62095 J. Multivariate Anal. 124, 42-56 (2014). MSC: 62H30 PDF BibTeX XML Cite \textit{S. Clémençon}, J. Multivariate Anal. 124, 42--56 (2014; Zbl 1278.62095) Full Text: DOI
Maleki, Arian; Narayan, Manjari; Baraniuk, Richard G. Anisotropic nonlocal means denoising. (English) Zbl 1336.94011 Appl. Comput. Harmon. Anal. 35, No. 3, 452-482 (2013). MSC: 94A08 65K10 94A12 PDF BibTeX XML Cite \textit{A. Maleki} et al., Appl. Comput. Harmon. Anal. 35, No. 3, 452--482 (2013; Zbl 1336.94011) Full Text: DOI arXiv
Alem, Douglas; Morabito, Reinaldo Risk-averse two-stage stochastic programs in furniture plants. (English) Zbl 1290.90036 OR Spectrum 35, No. 4, 773-806 (2013). MSC: 90B30 90B15 PDF BibTeX XML Cite \textit{D. Alem} and \textit{R. Morabito}, OR Spectrum 35, No. 4, 773--806 (2013; Zbl 1290.90036) Full Text: DOI
Lecué, Guillaume Empirical risk minimization is optimal for the convex aggregation problem. (English) Zbl 06254557 Bernoulli 19, No. 5B, 2153-2166 (2013). MSC: 62G08 62C20 60E15 PDF BibTeX XML Cite \textit{G. Lecué}, Bernoulli 19, No. 5B, 2153--2166 (2013; Zbl 06254557) Full Text: DOI arXiv
Birnbaum, Aharon; Johnstone, Iain M.; Nadler, Boaz; Paul, Debashis Minimax bounds for sparse PCA with noisy high-dimensional data. (English) Zbl 1292.62071 Ann. Stat. 41, No. 3, 1055-1084 (2013). MSC: 62G20 62H25 PDF BibTeX XML Cite \textit{A. Birnbaum} et al., Ann. Stat. 41, No. 3, 1055--1084 (2013; Zbl 1292.62071) Full Text: DOI Euclid arXiv
Jozani, Mohammad Jafari; Tabrizi, Nahid Jafari Intrinsic posterior regret gamma-minimax estimation for the exponential family of distributions. (English) Zbl 1293.62048 Electron. J. Stat. 7, 1856-1874 (2013). MSC: 62F10 62F15 62C20 PDF BibTeX XML Cite \textit{M. J. Jozani} and \textit{N. J. Tabrizi}, Electron. J. Stat. 7, 1856--1874 (2013; Zbl 1293.62048) Full Text: DOI Euclid arXiv
Frommlet, Florian; Bogdan, Małgorzata Some optimality properties of FDR controlling rules under sparsity. (English) Zbl 1337.62184 Electron. J. Stat. 7, 1328-1368 (2013). MSC: 62J15 62C10 62C12 62C20 62C25 62F15 PDF BibTeX XML Cite \textit{F. Frommlet} and \textit{M. Bogdan}, Electron. J. Stat. 7, 1328--1368 (2013; Zbl 1337.62184) Full Text: DOI Euclid