Chen, Xu Optimal life insurance, consumption and investment problem in a Lévy model. (English) Zbl 07572534 Acta Math. Sci., Ser. A, Chin. Ed. 42, No. 1, 306-320 (2022). MSC: 60J75 91B30 PDF BibTeX XML Cite \textit{X. Chen}, Acta Math. Sci., Ser. A, Chin. Ed. 42, No. 1, 306--320 (2022; Zbl 07572534) Full Text: Link OpenURL
Guo, Shaoyan; Xu, Huifu Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach. (English) Zbl 07550205 Math. Program. 194, No. 1-2 (A), 305-340 (2022). MSC: 90C15 90C47 90C17 PDF BibTeX XML Cite \textit{S. Guo} and \textit{H. Xu}, Math. Program. 194, No. 1--2 (A), 305--340 (2022; Zbl 07550205) Full Text: DOI OpenURL
Chen, Pinhan; Gao, Chao; Zhang, Anderson Y. Optimal full ranking from pairwise comparisons. (English) Zbl 07547950 Ann. Stat. 50, No. 3, 1775-1805 (2022). MSC: 62F07 PDF BibTeX XML Cite \textit{P. Chen} et al., Ann. Stat. 50, No. 3, 1775--1805 (2022; Zbl 07547950) Full Text: DOI OpenURL
Dassa, Meriyam; Chala, Adel Stochastic maximum principle for optimal control problem under G-expectation utility. (English) Zbl 07537010 Random Oper. Stoch. Equ. 30, No. 2, 121-135 (2022). MSC: 60G65 91B30 49K35 PDF BibTeX XML Cite \textit{M. Dassa} and \textit{A. Chala}, Random Oper. Stoch. Equ. 30, No. 2, 121--135 (2022; Zbl 07537010) Full Text: DOI OpenURL
Li, Bo; Sun, Yufei; Teo, Kok Lay An analytic solution for multi-period uncertain portfolio selection problem. (English) Zbl 07531756 Fuzzy Optim. Decis. Mak. 21, No. 2, 319-333 (2022). MSC: 91G10 90C39 PDF BibTeX XML Cite \textit{B. Li} et al., Fuzzy Optim. Decis. Mak. 21, No. 2, 319--333 (2022; Zbl 07531756) Full Text: DOI OpenURL
Romero, José Luis; Speckbacher, Michael Spectral-norm risk rates for multi-taper estimation of Gaussian processes. (English) Zbl 07531542 J. Nonparametric Stat. 34, No. 2, 448-464 (2022). MSC: 62Gxx PDF BibTeX XML Cite \textit{J. L. Romero} and \textit{M. Speckbacher}, J. Nonparametric Stat. 34, No. 2, 448--464 (2022; Zbl 07531542) Full Text: DOI OpenURL
Goldenshluger, Alexander; Lepski, Oleg V. Minimax estimation of norms of a probability density. II: Rate-optimal estimation procedures. (English) Zbl 07526579 Bernoulli 28, No. 2, 1155-1178 (2022). MSC: 62Gxx 62Mxx 62Fxx PDF BibTeX XML Cite \textit{A. Goldenshluger} and \textit{O. V. Lepski}, Bernoulli 28, No. 2, 1155--1178 (2022; Zbl 07526579) Full Text: DOI Link OpenURL
Goldenshluger, Alexander; Lepski, Oleg V. Minimax estimation of norms of a probability density. I: Lower bounds. (English) Zbl 07526578 Bernoulli 28, No. 2, 1120-1154 (2022). MSC: 62Gxx 62Mxx 94Axx PDF BibTeX XML Cite \textit{A. Goldenshluger} and \textit{O. V. Lepski}, Bernoulli 28, No. 2, 1120--1154 (2022; Zbl 07526578) Full Text: DOI Link OpenURL
Amorino, Chiara; Nualart, Eulalia Optimal convergence rates for the invariant density estimation of jump-diffusion processes. (English) Zbl 07474306 ESAIM, Probab. Stat. 26, 126-151 (2022). MSC: 62G07 62G20 60J74 PDF BibTeX XML Cite \textit{C. Amorino} and \textit{E. Nualart}, ESAIM, Probab. Stat. 26, 126--151 (2022; Zbl 07474306) Full Text: DOI arXiv OpenURL
Sun, Chuanfeng; Ji, Shaolin; Kong, Chuiliu The least squares estimator of random variables under convex operators on \(L_{\mathcal{F}}^\infty (\mu)\) space. (English) Zbl 1478.62214 Stat. Probab. Lett. 181, Article ID 109268, 7 p. (2022). MSC: 62J99 91G70 93E11 PDF BibTeX XML Cite \textit{C. Sun} et al., Stat. Probab. Lett. 181, Article ID 109268, 7 p. (2022; Zbl 1478.62214) Full Text: DOI OpenURL
Benati, S.; Conde, E. A relative robust approach on expected returns with bounded CVaR for portfolio selection. (English) Zbl 1487.91111 Eur. J. Oper. Res. 296, No. 1, 332-352 (2022). MSC: 91G10 90C47 91G70 PDF BibTeX XML Cite \textit{S. Benati} and \textit{E. Conde}, Eur. J. Oper. Res. 296, No. 1, 332--352 (2022; Zbl 1487.91111) Full Text: DOI OpenURL
Liu, Ruiqi; Boukai, Ben; Shang, Zuofeng Optimal nonparametric inference via deep neural network. (English) Zbl 1476.62066 J. Math. Anal. Appl. 505, No. 2, Article ID 125561, 32 p. (2022). MSC: 62G05 62G10 62M45 65D07 68T07 PDF BibTeX XML Cite \textit{R. Liu} et al., J. Math. Anal. Appl. 505, No. 2, Article ID 125561, 32 p. (2022; Zbl 1476.62066) Full Text: DOI arXiv OpenURL
Han, Yanjun; Özgür, Ayfer; Weissman, Tsachy Geometric lower bounds for distributed parameter estimation under communication constraints. (English) Zbl 07475603 IEEE Trans. Inf. Theory 67, No. 12, 8248-8263 (2021). MSC: 94A05 PDF BibTeX XML Cite \textit{Y. Han} et al., IEEE Trans. Inf. Theory 67, No. 12, 8248--8263 (2021; Zbl 07475603) Full Text: DOI arXiv OpenURL
Liu, Wei; Yang, Li; Yu, Bo KDE distributionally robust portfolio optimization with higher moment coherent risk. (English) Zbl 1478.90070 Ann. Oper. Res. 307, No. 1-2, 363-397 (2021). MSC: 90C15 90C25 91G10 90C47 PDF BibTeX XML Cite \textit{W. Liu} et al., Ann. Oper. Res. 307, No. 1--2, 363--397 (2021; Zbl 1478.90070) Full Text: DOI OpenURL
Liu, Yan; Taniguchi, Masanobu Minimax estimation for time series models. (English) Zbl 1478.62261 Metron 79, No. 3, 353-359 (2021). MSC: 62M10 62C20 62P20 PDF BibTeX XML Cite \textit{Y. Liu} and \textit{M. Taniguchi}, Metron 79, No. 3, 353--359 (2021; Zbl 1478.62261) Full Text: DOI OpenURL
Solev, V. N. Estimation of a vector-valued function in a stationary Gaussian noise. (English. Russian original) Zbl 1478.62243 J. Math. Sci., New York 258, No. 6, 927-934 (2021); translation from Zap. Nauchn. Semin. POMI 486, 275-285 (2019). MSC: 62M09 62C20 60G15 PDF BibTeX XML Cite \textit{V. N. Solev}, J. Math. Sci., New York 258, No. 6, 927--934 (2021; Zbl 1478.62243); translation from Zap. Nauchn. Semin. POMI 486, 275--285 (2019) Full Text: DOI OpenURL
Duchi, John C.; Namkoong, Hongseok Learning models with uniform performance via distributionally robust optimization. (English) Zbl 1473.62019 Ann. Stat. 49, No. 3, 1378-1406 (2021). MSC: 62C20 62F12 68T05 PDF BibTeX XML Cite \textit{J. C. Duchi} and \textit{H. Namkoong}, Ann. Stat. 49, No. 3, 1378--1406 (2021; Zbl 1473.62019) Full Text: DOI arXiv OpenURL
Goldenshluger, Alexander; Kim, Taeho Density deconvolution with non-standard error distributions: rates of convergence and adaptive estimation. (English) Zbl 1472.62054 Electron. J. Stat. 15, No. 1, 3394-3427 (2021). MSC: 62G07 62G20 PDF BibTeX XML Cite \textit{A. Goldenshluger} and \textit{T. Kim}, Electron. J. Stat. 15, No. 1, 3394--3427 (2021; Zbl 1472.62054) Full Text: DOI arXiv OpenURL
Sart, Mathieu Minimax bounds for Besov classes in density estimation. (English) Zbl 1472.62057 Electron. J. Stat. 15, No. 1, 3184-3216 (2021). MSC: 62G07 62C20 PDF BibTeX XML Cite \textit{M. Sart}, Electron. J. Stat. 15, No. 1, 3184--3216 (2021; Zbl 1472.62057) Full Text: DOI OpenURL
Gangopadhyay, Ujan; Mukherjee, Gourab On discrete priors and sparse minimax optimal predictive densities. (English) Zbl 1471.62245 Electron. J. Stat. 15, No. 1, 1636-1660 (2021). MSC: 62C20 60F15 60G42 PDF BibTeX XML Cite \textit{U. Gangopadhyay} and \textit{G. Mukherjee}, Electron. J. Stat. 15, No. 1, 1636--1660 (2021; Zbl 1471.62245) Full Text: DOI OpenURL
Gurevsky, Evgeny; Kovalev, Sergey; Kovalyov, Mikhail Y. Min-max controllable risk problems. (English) Zbl 1471.90163 4OR 19, No. 1, 93-101 (2021). MSC: 90C47 90C32 90C27 PDF BibTeX XML Cite \textit{E. Gurevsky} et al., 4OR 19, No. 1, 93--101 (2021; Zbl 1471.90163) Full Text: DOI OpenURL
Cai, Tony; Li, Hongzhe; Ma, Rong Optimal structured principal subspace estimation: metric entropy and minimax rates. (English) Zbl 07370563 J. Mach. Learn. Res. 22, Paper No. 46, 45 p. (2021). MSC: 68T05 PDF BibTeX XML Cite \textit{T. Cai} et al., J. Mach. Learn. Res. 22, Paper No. 46, 45 p. (2021; Zbl 07370563) Full Text: arXiv Link OpenURL
Camerlenghi, Federico; Favaro, Stefano; Naulet, Zacharie; Panero, Francesca Optimal disclosure risk assessment. (English) Zbl 1468.62263 Ann. Stat. 49, No. 2, 723-744 (2021). MSC: 62G05 62C20 PDF BibTeX XML Cite \textit{F. Camerlenghi} et al., Ann. Stat. 49, No. 2, 723--744 (2021; Zbl 1468.62263) Full Text: DOI arXiv OpenURL
Belomestny, Denis; Goldenshluger, Alexander Density deconvolution under general assumptions on the distribution of measurement errors. (English) Zbl 1473.62115 Ann. Stat. 49, No. 2, 615-649 (2021). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62G07 62G20 PDF BibTeX XML Cite \textit{D. Belomestny} and \textit{A. Goldenshluger}, Ann. Stat. 49, No. 2, 615--649 (2021; Zbl 1473.62115) Full Text: DOI arXiv OpenURL
Yu, Haodong; Sun, Jie Robust stochastic optimization with convex risk measures: a discretized subgradient scheme. (English) Zbl 1474.90308 J. Ind. Manag. Optim. 17, No. 1, 81-99 (2021). MSC: 90C15 90C47 90C17 PDF BibTeX XML Cite \textit{H. Yu} and \textit{J. Sun}, J. Ind. Manag. Optim. 17, No. 1, 81--99 (2021; Zbl 1474.90308) Full Text: DOI OpenURL
Nakada, Ryumei; Kubokawa, Tatsuya; Ghosh, Malay; Karmakar, Sayar Shrinkage estimation with singular priors and an application to small area estimation. (English) Zbl 1464.62298 J. Multivariate Anal. 183, Article ID 104726, 18 p. (2021). MSC: 62H12 62J07 62C20 62D05 PDF BibTeX XML Cite \textit{R. Nakada} et al., J. Multivariate Anal. 183, Article ID 104726, 18 p. (2021; Zbl 1464.62298) Full Text: DOI OpenURL
Fissler, Tobias; Ziegel, Johanna F. Correction to: “Higher order elicitability and Osband’s principle”. (English) Zbl 1456.62015 Ann. Stat. 49, No. 1, 614 (2021). MSC: 62C05 62C20 62P05 91B06 PDF BibTeX XML Cite \textit{T. Fissler} and \textit{J. F. Ziegel}, Ann. Stat. 49, No. 1, 614 (2021; Zbl 1456.62015) Full Text: DOI arXiv Euclid OpenURL
Xie, Weijun On distributionally robust chance constrained programs with Wasserstein distance. (English) Zbl 1459.90141 Math. Program. 186, No. 1-2 (A), 115-155 (2021). MSC: 90C17 90C47 90C11 PDF BibTeX XML Cite \textit{W. Xie}, Math. Program. 186, No. 1--2 (A), 115--155 (2021; Zbl 1459.90141) Full Text: DOI arXiv OpenURL
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 OpenURL
Ommane, Younes; Ouassou, Idir Adaptive ridge estimator in a linear regression model with spherically symmetric error under constraint. (English) Zbl 07549015 Commun. Stat., Theory Methods 49, No. 1, 1-15 (2020). MSC: 62H12 62C20 62F10 PDF BibTeX XML Cite \textit{Y. Ommane} and \textit{I. Ouassou}, Commun. Stat., Theory Methods 49, No. 1, 1--15 (2020; Zbl 07549015) Full Text: DOI OpenURL
Benhaddou, Rida; Liu, Qing Minimax adaptive wavelet estimator for the anisotropic functional deconvolution model with unknown kernel. (English) Zbl 07529956 Commun. Stat., Theory Methods 49, No. 21, 5312-5331 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{R. Benhaddou} and \textit{Q. Liu}, Commun. Stat., Theory Methods 49, No. 21, 5312--5331 (2020; Zbl 07529956) Full Text: DOI OpenURL
Kubokawa, Tatsuya; Strawderman, William E.; Yuasa, Ryota Shrinkage estimation of location parameters in a multivariate skew-normal distribution. (English) Zbl 07528877 Commun. Stat., Theory Methods 49, No. 8, 2008-2024 (2020). MSC: 62C15 62C20 62C12 62F10 62F15 62-XX PDF BibTeX XML Cite \textit{T. Kubokawa} et al., Commun. Stat., Theory Methods 49, No. 8, 2008--2024 (2020; Zbl 07528877) Full Text: DOI OpenURL
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 arXiv OpenURL
Rohde, Angelika; Steinberger, Lukas Geometrizing rates of convergence under local differential privacy constraints. (English) Zbl 1457.62396 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 1457.62396) Full Text: DOI arXiv Euclid OpenURL
Schmidt-Hieber, Johannes Rejoinder: “Nonparametric regression using deep neural networks with ReLU activation function”. (English) Zbl 1455.62086 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 1455.62086) Full Text: DOI Euclid OpenURL
Shamir, Ohad Discussion of: “Nonparametric regression using deep neural networks with ReLU activation function”. (English) Zbl 1455.62087 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 1455.62087) Full Text: DOI Euclid OpenURL
Schmidt-Hieber, Johannes Nonparametric regression using deep neural networks with ReLU activation function. (English) Zbl 1459.62059 Ann. Stat. 48, No. 4, 1875-1897 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62G08 62M45 62C20 42C40 68T07 PDF BibTeX XML Cite \textit{J. Schmidt-Hieber}, Ann. Stat. 48, No. 4, 1875--1897 (2020; Zbl 1459.62059) Full Text: DOI arXiv Euclid OpenURL
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: 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 arXiv Euclid OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
Bickel, David R. Departing from Bayesian inference toward minimaxity to the extent that the posterior distribution is unreliable. (English) Zbl 1456.62042 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 1456.62042) Full Text: DOI Link OpenURL
Holzmann, Hajo; Meister, Alexander Rate-optimal nonparametric estimation for random coefficient regression models. (English) Zbl 1465.62070 Bernoulli 26, No. 4, 2790-2814 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62G07 62J05 62C20 PDF BibTeX XML Cite \textit{H. Holzmann} and \textit{A. Meister}, Bernoulli 26, No. 4, 2790--2814 (2020; Zbl 1465.62070) Full Text: DOI arXiv Euclid OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 arXiv Euclid OpenURL
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 OpenURL
Tripathy, Manas Ranjan; Jena, Adarsha Kumar; Kumar, Somesh Equivariant estimation of quantile vector of two normal populations with a common mean. (English) Zbl 1471.62244 Hacet. J. Math. Stat. 48, No. 1, 255-273 (2019). MSC: 62C15 62F10 62C20 PDF BibTeX XML Cite \textit{M. R. Tripathy} et al., Hacet. J. Math. Stat. 48, No. 1, 255--273 (2019; Zbl 1471.62244) Full Text: Link OpenURL
Zhao, Yong; Liu, Yongchao; Yang, Xinming Distributionally robust reward-risk ratio programming with Wasserstein metric. (English) Zbl 1454.90039 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 1454.90039) Full Text: Link OpenURL
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 arXiv OpenURL
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 arXiv OpenURL
Li, Bo; Sun, Yufei; Aw, Grace; Teo, Kok Lay Uncertain portfolio optimization problem under a minimax risk measure. (English) Zbl 1481.91195 Appl. Math. Modelling 76, 274-281 (2019). MSC: 91G10 90C15 90C47 91G70 PDF BibTeX XML Cite \textit{B. Li} et al., Appl. Math. Modelling 76, 274--281 (2019; Zbl 1481.91195) Full Text: DOI OpenURL
Li, Xiaolong; Ke, Jiannan Robust assortment optimization using worst-case CVaR under the multinomial logit model. (English) Zbl 1476.91081 Oper. Res. Lett. 47, No. 5, 452-457 (2019). MSC: 91B42 90C15 90C47 PDF BibTeX XML Cite \textit{X. Li} and \textit{J. Ke}, Oper. Res. Lett. 47, No. 5, 452--457 (2019; Zbl 1476.91081) Full Text: DOI OpenURL
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 Link OpenURL
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 arXiv OpenURL
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 OpenURL
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 arXiv Euclid OpenURL
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 OpenURL
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 HAL OpenURL
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 arXiv Euclid OpenURL
Filippi, Carlo; Ogryczak, Włodzimierz; Speranza, M. Grazia Bridging \(k\)-sum and CVaR optimization in MILP. (English) Zbl 1458.90483 Comput. Oper. Res. 105, 156-166 (2019). MSC: 90C11 90C05 90C15 90C27 90C35 PDF BibTeX XML Cite \textit{C. Filippi} et al., Comput. Oper. Res. 105, 156--166 (2019; Zbl 1458.90483) Full Text: DOI OpenURL
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 OpenURL
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 Link OpenURL
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 OpenURL
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 Link OpenURL
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 OpenURL
Giacofci, Madison; Lambert-Lacroix, Sophie; Picard, Franck Minimax wavelet estimation for multisample heteroscedastic nonparametric regression. (English) Zbl 1468.62270 J. Nonparametric Stat. 30, No. 1, 238-261 (2018). Reviewer: Weiping Li (Stillwater) MSC: 62G07 62G08 62J12 62P10 42C40 PDF BibTeX XML Cite \textit{M. Giacofci} et al., J. Nonparametric Stat. 30, No. 1, 238--261 (2018; Zbl 1468.62270) Full Text: DOI arXiv OpenURL
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: arXiv Link OpenURL
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 OpenURL
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 OpenURL
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 Link OpenURL
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: arXiv Link OpenURL
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: arXiv Link OpenURL
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 arXiv OpenURL
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 OpenURL
Chen, Xi; Guntuboyina, Adityanand; Zhang, Yuchen A note on the approximate admissibility of regularized estimators in the Gaussian sequence model. (English) Zbl 1477.62134 Electron. J. Stat. 11, No. 2, 4746-4768 (2017). MSC: 62H12 62C15 62C20 62F30 62G05 PDF BibTeX XML Cite \textit{X. Chen} et al., Electron. J. Stat. 11, No. 2, 4746--4768 (2017; Zbl 1477.62134) Full Text: DOI arXiv Euclid OpenURL
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 Link OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 Link OpenURL
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 OpenURL
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 OpenURL
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 OpenURL
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 arXiv Euclid OpenURL
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 OpenURL
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. Științe Repub. Mold., Mat. 2016, No. 3(82), 82--98 (2016; Zbl 1371.90085) Full Text: Link OpenURL
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 arXiv Euclid OpenURL
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 OpenURL
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: arXiv Link OpenURL
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 OpenURL
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 arXiv OpenURL
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 OpenURL
Fissler, Tobias; Ziegel, Johanna F. Higher order elicitability and Osband’s principle. (English) Zbl 1355.62006 Ann. Stat. 44, No. 4, 1680-1707 (2016); correction ibid. 49, No. 1, 614 (2021). 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 arXiv Euclid OpenURL
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 OpenURL
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 Link OpenURL
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 Link OpenURL
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 OpenURL