Huré, Côme; Pham, Huyên; Bachouch, Achref; Langrené, Nicolas Deep neural networks algorithms for stochastic control problems on finite horizon: convergence analysis. (English) Zbl 07314381 SIAM J. Numer. Anal. 59, No. 1, 525-557 (2021). MSC: 65C05 90C39 93E35 PDF BibTeX XML Cite \textit{C. Huré} et al., SIAM J. Numer. Anal. 59, No. 1, 525--557 (2021; Zbl 07314381) Full Text: DOI
de Loynes, Basile; Navarro, Fabien; Olivier, Baptiste Data-driven thresholding in denoising with spectral graph wavelet transform. (English) Zbl 07309593 J. Comput. Appl. Math. 389, Article ID 113319, 13 p. (2021). MSC: 94A12 05C50 42C40 PDF BibTeX XML Cite \textit{B. de Loynes} et al., J. Comput. Appl. Math. 389, Article ID 113319, 13 p. (2021; Zbl 07309593) Full Text: DOI
Pal, Ayan; Mondal, Shuvashree; Kundu, Debasis A cure rate model for exponentially distributed lifetimes with competing risks. (English) Zbl 07303009 J. Stat. Theory Pract. 15, No. 1, Paper No. 21, 24 p. (2021). MSC: 62F12 62N05 62P10 PDF BibTeX XML Cite \textit{A. Pal} et al., J. Stat. Theory Pract. 15, No. 1, Paper No. 21, 24 p. (2021; Zbl 07303009) Full Text: DOI
Gerds, Thomas A.; Kattan, Michael W. Medical risk prediction models. With ties to machine learning. (English) Zbl 07302699 Chapman & Hall/CRC Biostatistics Series. Boca Raton, FL: CRC Press (ISBN 978-1-138-38447-7/hbk; 978-1-138-38448-4/ebook). 312 p. (2021). MSC: 62-02 92-02 62P10 62M20 62N05 62H30 92C50 92D30 62-08 68T05 PDF BibTeX XML Cite \textit{T. A. Gerds} and \textit{M. W. Kattan}, Medical risk prediction models. With ties to machine learning. Boca Raton, FL: CRC Press (2021; Zbl 07302699) Full Text: DOI
Li, Rui; Lu, Wenqi; Zhu, Zhongyi; Lian, Heng Optimal prediction of quantile functional linear regression in reproducing kernel Hilbert spaces. (English) Zbl 07290644 J. Stat. Plann. Inference 211, 162-170 (2021). MSC: 62R10 62G08 62J05 62M20 62H25 65C05 PDF BibTeX XML Cite \textit{R. Li} et al., J. Stat. Plann. Inference 211, 162--170 (2021; Zbl 07290644) Full Text: DOI
Lee, Cheng Few; Yu, Hai-Chin Application of discriminant analysis, factor analysis, logistic regression, and KMV-Merton model in credit risk analysis. (English) Zbl 1451.62111 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4313-4348 (2021). MSC: 62P05 91G40 PDF BibTeX XML Cite \textit{C. F. Lee} and \textit{H.-C. Yu}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4313--4348 (2021; Zbl 1451.62111) Full Text: DOI
Lee, Cheng Few Credit analysis, bond rating forecasting, and default probability estimation. (English) Zbl 07283290 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific (ISBN 978-981-12-0243-8/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 2635-2671 (2021). MSC: 91G40 91G20 62P05 62H25 PDF BibTeX XML Cite \textit{C. F. Lee}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2635--2671 (2021; Zbl 07283290) Full Text: DOI
Barth, James R.; Joo, Sunghoon; Kim, Hyeongwoo; Lee, Kang Bok; Maglic, Stevan; Shen, Xuan Forecasting net charge-off rates of banks: a PLS approach. (English) Zbl 07283275 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific (ISBN 978-981-12-0242-1/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 2265-2301 (2021). MSC: 91G45 62P05 62H25 PDF BibTeX XML Cite \textit{J. R. Barth} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 2265--2301 (2021; Zbl 07283275) Full Text: DOI
Kao, Lie-Jane; Chen, Li-Shya; Lee, Cheng Few Analysis of sequential conversions of convertible bonds: a recurrent survival approach. (English) Zbl 1451.91199 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 2141-2159 (2021). MSC: 91G20 62P05 62N02 PDF BibTeX XML Cite \textit{L.-J. Kao} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 2141--2159 (2021; Zbl 1451.91199) Full Text: DOI
Kwak, Wikil; Shi, Yong; Lee, Cheng Few Data mining applications in accounting and finance context. (English) Zbl 1452.91322 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 823-857 (2021). MSC: 91G45 62P05 62R07 PDF BibTeX XML Cite \textit{W. Kwak} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 823--857 (2021; Zbl 1452.91322) Full Text: DOI
Lee, Cheng Few Introduction to financial econometrics, mathematics, statistics, and machine learning. (English) Zbl 07283213 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific (ISBN 978-981-12-0241-4/hbk; 978-981-12-0238-4/set; 978-981-12-0240-7/ebook). 1-99 (2021). MSC: 91G70 91G80 62P05 68T05 PDF BibTeX XML Cite \textit{C. F. Lee}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 1--99 (2021; Zbl 07283213) Full Text: DOI
Wu, Peng; Zhao, Hongyong Modeling and dynamics of HIV transmission among high-risk groups in Guangzhou City, China. (English) Zbl 07315425 J. Appl. Anal. Comput. 10, No. 4, 1561-1587 (2020). MSC: 37C75 92D30 PDF BibTeX XML Cite \textit{P. Wu} and \textit{H. Zhao}, J. Appl. Anal. Comput. 10, No. 4, 1561--1587 (2020; Zbl 07315425) Full Text: DOI
Fanelli, Viviana; Maddalena, Lucia A nonlinear dynamic model for credit risk contagion. (English) Zbl 1453.91104 Math. Comput. Simul. 174, 45-58 (2020). MSC: 91G45 91G40 PDF BibTeX XML Cite \textit{V. Fanelli} and \textit{L. Maddalena}, Math. Comput. Simul. 174, 45--58 (2020; Zbl 1453.91104) Full Text: DOI
Tangpi, Ludovic Efficient hedging under ambiguity in continuous time. (English) Zbl 07302957 Probab. Uncertain. Quant. Risk 5, Paper No. 6, 19 p. (2020). MSC: 91G20 60H30 60G48 PDF BibTeX XML Cite \textit{L. Tangpi}, Probab. Uncertain. Quant. Risk 5, Paper No. 6, 19 p. (2020; Zbl 07302957) Full Text: DOI
Mukhopadhyay, Nitis; Bishnoi, Srawan Kumar On general asymptotically second-order efficient purely sequential fixed-width confidence interval (FWCI) and minimum risk point estimation (MRPE) strategies for a normal mean and optimality. (English) Zbl 07301396 Metron 78, No. 3, 383-409 (2020). MSC: 62L10 62L05 62L12 62F10 62F25 62P10 92B25 PDF BibTeX XML Cite \textit{N. Mukhopadhyay} and \textit{S. K. Bishnoi}, Metron 78, No. 3, 383--409 (2020; Zbl 07301396) 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
Bellach, A.; Kosorok, M. R.; Gilbert, P. B.; Fine, J. P. General regression model for the subdistribution of a competing risk under left-truncation and right-censoring. (English) Zbl 07299648 Biometrika 107, No. 4, 949-964 (2020). MSC: 62J02 62N01 62G07 62P10 PDF BibTeX XML Cite \textit{A. Bellach} et al., Biometrika 107, No. 4, 949--964 (2020; Zbl 07299648) Full Text: DOI
Crager, Michael R. Extensions of the absolute standardized hazard ratio and connections with measures of explained variation and variable importance. (English) Zbl 07297538 Lifetime Data Anal. 26, No. 4, 872-892 (2020). MSC: 62H20 62P10 92D20 PDF BibTeX XML Cite \textit{M. R. Crager}, Lifetime Data Anal. 26, No. 4, 872--892 (2020; Zbl 07297538) Full Text: DOI
Chen, Qingxia; Zhang, Fan; Chen, Ming-Hui; Cong, Xiuyu Julie Estimation of treatment effects and model diagnostics with two-way time-varying treatment switching: an application to a head and neck study. (English) Zbl 07297530 Lifetime Data Anal. 26, No. 4, 685-707 (2020). MSC: 62P10 62N02 62G10 PDF BibTeX XML Cite \textit{Q. Chen} et al., Lifetime Data Anal. 26, No. 4, 685--707 (2020; Zbl 07297530) Full Text: DOI
Parner, Erik T.; Andersen, Per K.; Overgaard, Morten Cumulative risk regression in case-cohort studies using pseudo-observations. (English) Zbl 07297528 Lifetime Data Anal. 26, No. 4, 639-658 (2020). MSC: 62N05 62P10 PDF BibTeX XML Cite \textit{E. T. Parner} et al., Lifetime Data Anal. 26, No. 4, 639--658 (2020; Zbl 07297528) Full Text: DOI
Chung, Szu-Chi; Wang, Shao-Hsuan; Niu, Po-Yao; Huang, Su-Yun; Chang, Wei-Hau; Tu, I-Ping Two-stage dimension reduction for noisy high-dimensional images and application to cryogenic electron microscopy. (English) Zbl 07296441 Ann. Math. Sci. Appl. 5, No. 2, 283-316 (2020). MSC: 62P30 62P35 62H25 62H35 62M40 62B10 94A08 PDF BibTeX XML Cite \textit{S.-C. Chung} et al., Ann. Math. Sci. Appl. 5, No. 2, 283--316 (2020; Zbl 07296441) Full Text: DOI
Liu, Youming; Wu, Cong Point-wise wavelet estimation in the convolution structure density model. (English) Zbl 07296360 J. Fourier Anal. Appl. 26, No. 6, Paper No. 81, 27 p. (2020). MSC: 42C40 62G07 62G20 PDF BibTeX XML Cite \textit{Y. Liu} and \textit{C. Wu}, J. Fourier Anal. Appl. 26, No. 6, Paper No. 81, 27 p. (2020; Zbl 07296360) Full Text: DOI
Mu, Weiyan; Wang, Chunling; Zhao, Xin A space filling-based cross-validation method and its applications. (Chinese. English summary) Zbl 07295803 J. Syst. Sci. Math. Sci. 40, No. 2, 382-388 (2020). MSC: 62H30 62M20 62P10 68T05 PDF BibTeX XML Cite \textit{W. Mu} et al., J. Syst. Sci. Math. Sci. 40, No. 2, 382--388 (2020; Zbl 07295803)
Liu, Chao; Li, Jiangyuan; Yu, Haibo; Xie, Qiwei Early warning of financial systemic risk in China: based on Markov regime-switching model. (Chinese. English summary) Zbl 07295784 J. Syst. Eng. 35, No. 4, 515-534 (2020). MSC: 91G45 62P05 PDF BibTeX XML Cite \textit{C. Liu} et al., J. Syst. Eng. 35, No. 4, 515--534 (2020; Zbl 07295784) Full Text: DOI
Tian, Yongchao; Yu, Liying Technology innovation risk evaluation based on interval value intuitionistic fuzzy sets. (Chinese. English summary) Zbl 07295664 J. Shanghai Univ., Nat. Sci. 26, No. 2, 292-300 (2020). MSC: 90B50 03E72 PDF BibTeX XML Cite \textit{Y. Tian} and \textit{L. Yu}, J. Shanghai Univ., Nat. Sci. 26, No. 2, 292--300 (2020; Zbl 07295664) Full Text: DOI
Masuhr, Andreas; Trede, Mark Bayesian estimation of generalized partition of unity copulas. (English) Zbl 07294489 Depend. Model. 8, 119-131 (2020). MSC: 62H05 62H12 62G07 62P20 91B05 PDF BibTeX XML Cite \textit{A. Masuhr} and \textit{M. Trede}, Depend. Model. 8, 119--131 (2020; Zbl 07294489) Full Text: DOI
Baker, Chris; Sterling, Mark; Jesson, Mike The lodging of crops by tornadoes. (English) Zbl 07294200 J. Theor. Biol. 500, Article ID 110309, 11 p. (2020). MSC: 92F05 86A10 PDF BibTeX XML Cite \textit{C. Baker} et al., J. Theor. Biol. 500, Article ID 110309, 11 p. (2020; Zbl 07294200) Full Text: DOI
Chala, Adel; Hafayed, Dahbia On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application. (English) Zbl 07293774 Evol. Equ. Control Theory 9, No. 3, 817-843 (2020). MSC: 91G05 93E20 60H10 PDF BibTeX XML Cite \textit{A. Chala} and \textit{D. Hafayed}, Evol. Equ. Control Theory 9, No. 3, 817--843 (2020; Zbl 07293774) Full Text: DOI
Liu, Ran; Hou, Lin-Xiu; Liu, Hu-Chen; Lin, Wanlong Occupational health and safety risk assessment using an integrated SWARA-MABAC model under bipolar fuzzy environment. (English) Zbl 07291021 Comput. Appl. Math. 39, No. 4, Paper No. 276, 16 p. (2020). MSC: 90B25 90B50 91B06 PDF BibTeX XML Cite \textit{R. Liu} et al., Comput. Appl. Math. 39, No. 4, Paper No. 276, 16 p. (2020; Zbl 07291021) Full Text: DOI
Dutta, Pankaj; Jain, Aayush; Gupta, Asish Performance analysis of non-banking finance companies using two-stage data envelopment analysis. (English) Zbl 07290951 Ann. Oper. Res. 295, No. 1, 91-116 (2020). MSC: 91G45 90B50 PDF BibTeX XML Cite \textit{P. Dutta} et al., Ann. Oper. Res. 295, No. 1, 91--116 (2020; Zbl 07290951) Full Text: DOI
Kügler, Philipp Modelling and simulation for preclinical cardiac safety assessment of drugs with human iPSC-derived cardiomyocytes. (English) Zbl 07286453 Jahresber. Dtsch. Math.-Ver. 122, No. 4, 209-257 (2020). Reviewer: Fatima T. Adylova (Tashkent) MSC: 92C32 92C50 92C37 PDF BibTeX XML Cite \textit{P. Kügler}, Jahresber. Dtsch. Math.-Ver. 122, No. 4, 209--257 (2020; Zbl 07286453) 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
McGoff, Kevin; Nobel, Andrew B. Empirical risk minimization and complexity of dynamical models. (English) Zbl 07285284 Ann. Stat. 48, No. 4, 2031-2054 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M09 62R40 PDF BibTeX XML Cite \textit{K. McGoff} and \textit{A. B. Nobel}, Ann. Stat. 48, No. 4, 2031--2054 (2020; Zbl 07285284) 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
Fernholz, Ricardo T.; Fernholz, Robert Zipf’s law for Atlas models. (English) Zbl 07284543 J. Appl. Probab. 57, No. 4, 1276-1297 (2020). MSC: 60H30 91D20 91G70 PDF BibTeX XML Cite \textit{R. T. Fernholz} and \textit{R. Fernholz}, J. Appl. Probab. 57, No. 4, 1276--1297 (2020; Zbl 07284543) Full Text: DOI
Khilenko, V. V. Modeling the control effects of the banking system on the functioning of the economy. I: Dynamics and adjustment of crisis situations. (English. Russian original) Zbl 07284471 Cybern. Syst. Anal. 56, No. 1, 22-28 (2020); translation from Kibern. Sist. Anal. 2020, No. 1, 26-34 (2020). MSC: 91G45 PDF BibTeX XML Cite \textit{V. V. Khilenko}, Cybern. Syst. Anal. 56, No. 1, 22--28 (2020; Zbl 07284471); translation from Kibern. Sist. Anal. 2020, No. 1, 26--34 (2020) Full Text: DOI
Colombi, Roberto; Giordano, Sabrina Modeling different behaviors in disclosing risk perception. (English) Zbl 1448.62157 Biom. J. 62, No. 5, 1315-1336 (2020). MSC: 62P10 PDF BibTeX XML Cite \textit{R. Colombi} and \textit{S. Giordano}, Biom. J. 62, No. 5, 1315--1336 (2020; Zbl 1448.62157) Full Text: DOI
Brachetta, Matteo; Ceci, C. A BSDE-based approach for the optimal reinsurance problem under partial information. (English) Zbl 1452.91264 Insur. Math. Econ. 95, 1-16 (2020). MSC: 91G05 93E20 60G35 60H10 PDF BibTeX XML Cite \textit{M. Brachetta} and \textit{C. Ceci}, Insur. Math. Econ. 95, 1--16 (2020; Zbl 1452.91264) Full Text: DOI
Chaudhuri, Probal C R Rao and Mahalanobis’ distance. (English) Zbl 1453.62010 Proc. Indian Acad. Sci., Math. Sci. 130, No. 1, Paper No. 46, 5 p. (2020). MSC: 62-03 01A60 01A70 01A32 62H30 PDF BibTeX XML Cite \textit{P. Chaudhuri}, Proc. Indian Acad. Sci., Math. Sci. 130, No. 1, Paper No. 46, 5 p. (2020; Zbl 1453.62010) Full Text: DOI
Yu, Yuncai Pointwise wavelet estimation of density function with change-points based on NA and biased sample. (English) Zbl 1452.62299 Result. Math. 75, No. 4, Paper No. 146, 14 p. (2020). MSC: 62G08 62G20 42C40 PDF BibTeX XML Cite \textit{Y. Yu}, Result. Math. 75, No. 4, Paper No. 146, 14 p. (2020; Zbl 1452.62299) Full Text: DOI
Bansal, Saurabh; Gutierrez, Genaro J. Estimating uncertainties using judgmental forecasts with expert heterogeneity. (English) Zbl 07271247 Oper. Res. 68, No. 2, 363-380 (2020). MSC: 62M20 62C05 62P30 PDF BibTeX XML Cite \textit{S. Bansal} and \textit{G. J. Gutierrez}, Oper. Res. 68, No. 2, 363--380 (2020; Zbl 07271247) Full Text: DOI
Calvia, Alessandro; Gianin, Emanuela Rosazza Risk measures and progressive enlargement of filtration: a BSDE approach. (English) Zbl 1452.91331 SIAM J. Financ. Math. 11, No. 3, 815-848 (2020). MSC: 91G70 60H30 60J70 PDF BibTeX XML Cite \textit{A. Calvia} and \textit{E. R. Gianin}, SIAM J. Financ. Math. 11, No. 3, 815--848 (2020; Zbl 1452.91331) Full Text: DOI
Hao, Yijun; Su, Hao; Zhu, Xiaoneng Rare disaster concerns and economic fluctuations. (English) Zbl 1445.91014 Econ. Lett. 195, Article ID 109454, 5 p. (2020). MSC: 91B05 91B84 PDF BibTeX XML Cite \textit{Y. Hao} et al., Econ. Lett. 195, Article ID 109454, 5 p. (2020; Zbl 1445.91014) Full Text: DOI
Scanlon, Paul Aggregate risk and wage dispersion. (English) Zbl 1451.91095 Econ. Lett. 194, Article ID 109366, 3 p. (2020). MSC: 91B39 91B84 PDF BibTeX XML Cite \textit{P. Scanlon}, Econ. Lett. 194, Article ID 109366, 3 p. (2020; Zbl 1451.91095) Full Text: DOI
Maciak, Matúš; Pešta, Michal; Peštová, Barbora Changepoint in dependent and non-stationary panels. (English) Zbl 1452.62314 Stat. Pap. 61, No. 4, 1385-1407 (2020). MSC: 62G10 62D20 62H15 62H10 62E20 62G09 62P05 91B05 PDF BibTeX XML Cite \textit{M. Maciak} et al., Stat. Pap. 61, No. 4, 1385--1407 (2020; Zbl 1452.62314) Full Text: DOI
Liu, Xiaoyong; Fang, Huajing; Chen, Xiaoyu Identification of optimal interval regression model with structural risk minimization. (Chinese. English summary) Zbl 07266523 Control Theory Appl. 37, No. 3, 560-573 (2020). MSC: 93B30 93C41 93C10 PDF BibTeX XML Cite \textit{X. Liu} et al., Control Theory Appl. 37, No. 3, 560--573 (2020; Zbl 07266523) 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
Wang, Zhenzhen; Li, Zhenghui; Chen, Shuanglian; Huang, Zhehao Explicit investment setting in a Kaldor macroeconomic model with macro shock. (English) Zbl 07264115 Discrete Contin. Dyn. Syst., Ser. S 13, No. 8, 2327-2346 (2020). MSC: 60H10 91B55 91B02 PDF BibTeX XML Cite \textit{Z. Wang} et al., Discrete Contin. Dyn. Syst., Ser. S 13, No. 8, 2327--2346 (2020; Zbl 07264115) 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
Haider, Humza; Hoehn, Bret; Davis, Sarah; Greiner, Russell Effective ways to build and evaluate individual survival distributions. (English) Zbl 07255116 J. Mach. Learn. Res. 21, Paper No. 85, 63 p. (2020). MSC: 68T05 PDF BibTeX XML Cite \textit{H. Haider} et al., J. Mach. Learn. Res. 21, Paper No. 85, 63 p. (2020; Zbl 07255116) Full Text: Link
Moon, Jun The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations. (English) Zbl 1448.93349 Automatica 120, Article ID 109069, 14 p. (2020). MSC: 93E20 93C15 60H10 PDF BibTeX XML Cite \textit{J. Moon}, Automatica 120, Article ID 109069, 14 p. (2020; Zbl 1448.93349) Full Text: DOI
Borenich, Andrea; Greistorfer, Peter; Reimann, Marc Model-based production cost estimation to support bid processes: an automotive case study. (English) Zbl 07252390 CEJOR, Cent. Eur. J. Oper. Res. 28, No. 3, 841-868 (2020). MSC: 90B PDF BibTeX XML Cite \textit{A. Borenich} et al., CEJOR, Cent. Eur. J. Oper. Res. 28, No. 3, 841--868 (2020; Zbl 07252390) Full Text: DOI
Syngellakis, S. (ed.); Fabbri, A. (ed.) Risk analysis XII. Proceedings of the 12th international conference on risk analysis and hazard mitigation, online, June 23–25, 2020. (English) Zbl 1442.62005 WIT Transactions on Engineering Sciences 129. Southampton: WIT Press (ISBN 978-1-78466-401-5/hbk; 978-1-78466-402-2/ebook). 272 p., open access (2020). MSC: 62-06 62G32 62N05 91B05 00B25 PDF BibTeX XML Cite \textit{S. Syngellakis} (ed.) and \textit{A. Fabbri} (ed.), Risk analysis XII. Proceedings of the 12th international conference on risk analysis and hazard mitigation, online, June 23--25, 2020. Southampton: WIT Press (2020; Zbl 1442.62005) Full Text: Link
Peluso, Stefano; Mira, Antonietta; Rue, Håvard; Tierney, Nicholas John; Benvenuti, Claudio; Cianella, Roberto; Caputo, Maria Luce; Auricchio, Angelo A Bayesian spatiotemporal statistical analysis of out-of-hospital cardiac arrests. (English) Zbl 1441.62459 Biom. J. 62, No. 4, 1105-1119 (2020). MSC: 62P10 PDF BibTeX XML Cite \textit{S. Peluso} et al., Biom. J. 62, No. 4, 1105--1119 (2020; Zbl 1441.62459) Full Text: DOI
Falconieri, Nora; Van Calster, Ben; Timmerman, Dirk; Wynants, Laure Developing risk models for multicenter data using standard logistic regression produced suboptimal predictions: a simulation study. (English) Zbl 1441.62341 Biom. J. 62, No. 4, 932-944 (2020). MSC: 62P10 PDF BibTeX XML Cite \textit{N. Falconieri} et al., Biom. J. 62, No. 4, 932--944 (2020; Zbl 1441.62341) Full Text: DOI
Chowdhury, Rafiqul I.; Islam, Mohammed Ataharul Regressive models for risk prediction of repeated multinomial outcomes: an illustration using health and retirement study data. (English) Zbl 1441.62311 Biom. J. 62, No. 4, 898-915 (2020). MSC: 62P10 PDF BibTeX XML Cite \textit{R. I. Chowdhury} and \textit{M. A. Islam}, Biom. J. 62, No. 4, 898--915 (2020; Zbl 1441.62311) Full Text: DOI
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
Akahori, Jirô; Constantinescu, Corina; Miyagi, Kei Itô calculus for Cramér-Lundberg model. (English) Zbl 1448.91251 JSIAM Lett. 12, 25-28 (2020). MSC: 91G05 60K10 60H30 PDF BibTeX XML Cite \textit{J. Akahori} et al., JSIAM Lett. 12, 25--28 (2020; Zbl 1448.91251) Full Text: DOI
Huang, Zhehao; Jiang, Tianpei; Wang, Zhenzhen On a multiple credit rating migration model with stochastic interest rate. (English) Zbl 1448.35512 Math. Methods Appl. Sci. 43, No. 12, 7106-7134 (2020). MSC: 35Q91 35K10 60H10 91G40 35C07 35R35 PDF BibTeX XML Cite \textit{Z. Huang} et al., Math. Methods Appl. Sci. 43, No. 12, 7106--7134 (2020; Zbl 1448.35512) Full Text: DOI
Reiss, Markus; Wahl, Martin Nonasymptotic upper bounds for the reconstruction error of PCA. (English) Zbl 1450.62070 Ann. Stat. 48, No. 2, 1098-1123 (2020). Reviewer: Glauber Márcio Silveira Pereira (Ceará) MSC: 62H25 15A42 60F10 PDF BibTeX XML Cite \textit{M. Reiss} and \textit{M. Wahl}, Ann. Stat. 48, No. 2, 1098--1123 (2020; Zbl 1450.62070) Full Text: DOI Euclid
Tian, Xiaoying Prediction error after model search. (English) Zbl 1448.62137 Ann. Stat. 48, No. 2, 763-784 (2020). MSC: 62M20 62H12 62F12 62J07 62F07 PDF BibTeX XML Cite \textit{X. Tian}, Ann. Stat. 48, No. 2, 763--784 (2020; Zbl 1448.62137) Full Text: DOI Euclid
Guo, Huijun; Kou, Junke Wavelet regression estimation over \(L^p\) risk based on negatively associated sample. (English) Zbl 1446.42050 Int. J. Wavelets Multiresolut. Inf. Process. 18, No. 4, Article ID 2050024, 19 p. (2020). MSC: 42C40 62G07 62G20 46E35 PDF BibTeX XML Cite \textit{H. Guo} and \textit{J. Kou}, Int. J. Wavelets Multiresolut. Inf. Process. 18, No. 4, Article ID 2050024, 19 p. (2020; Zbl 1446.42050) Full Text: DOI
Cao, Kaikai; Wang, Jinru; Zeng, Xiaochen Wavelet estimations for mixed densities under multiplicative censoring. (English) Zbl 1444.42034 Math. Methods Appl. Sci. 43, No. 2, 808-821 (2020). MSC: 42C40 62G07 62G20 30H25 PDF BibTeX XML Cite \textit{K. Cao} et al., Math. Methods Appl. Sci. 43, No. 2, 808--821 (2020; Zbl 1444.42034) Full Text: DOI
Criens, David A note on real-world and risk-neutral dynamics for Heath-Jarrow-Morton frameworks. (English) Zbl 1447.91185 Int. J. Theor. Appl. Finance 23, No. 3, Article ID 2050020, 17 p. (2020). MSC: 91G30 60H10 PDF BibTeX XML Cite \textit{D. Criens}, Int. J. Theor. Appl. Finance 23, No. 3, Article ID 2050020, 17 p. (2020; Zbl 1447.91185) Full Text: DOI
Benziadi, Fatima On the properties of solution of stochastic differential equation with respect to initial data in one-dimensional case. (English) Zbl 1448.60121 Bull. Inst. Math., Acad. Sin. (N.S.) 15, No. 2, 143-162 (2020). MSC: 60H10 60G17 PDF BibTeX XML Cite \textit{F. Benziadi}, Bull. Inst. Math., Acad. Sin. (N.S.) 15, No. 2, 143--162 (2020; Zbl 1448.60121)
Hambly, Ben; Kolliopoulos, Nikolaos Fast mean-reversion asymptotics for large portfolios of stochastic volatility models. (English) Zbl 1447.91161 Finance Stoch. 24, No. 3, 757-794 (2020). MSC: 91G10 60H15 PDF BibTeX XML Cite \textit{B. Hambly} and \textit{N. Kolliopoulos}, Finance Stoch. 24, No. 3, 757--794 (2020; Zbl 1447.91161) Full Text: DOI
Cohen, Asaf; Young, Virginia R. Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation. (English) Zbl 1447.91130 Insur. Math. Econ. 93, 333-340 (2020). MSC: 91G05 45J05 60J60 PDF BibTeX XML Cite \textit{A. Cohen} and \textit{V. R. Young}, Insur. Math. Econ. 93, 333--340 (2020; Zbl 1447.91130) Full Text: DOI
Eckert, Christian; Gatzert, Nadine; Heidinger, Dinah Empirically assessing and modeling spillover effects from operational risk events in the insurance industry. (English) Zbl 1446.91059 Insur. Math. Econ. 93, 72-83 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{C. Eckert} et al., Insur. Math. Econ. 93, 72--83 (2020; Zbl 1446.91059) Full Text: DOI
Liang, Xiaoqing; Liang, Zhibin; Young, Virginia R. Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin. (English) Zbl 1445.91054 Insur. Math. Econ. 92, 128-146 (2020). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{X. Liang} et al., Insur. Math. Econ. 92, 128--146 (2020; Zbl 1445.91054) Full Text: DOI
Golubev, G. K. On adaptive estimation of linear functionals from observations against white noise. (English. Russian original) Zbl 07226809 Probl. Inf. Transm. 56, No. 2, 185-200 (2020); translation from Probl. Peredachi Inf. 56, No. 2, 95-111 (2020). MSC: 62R10 62H12 62J05 62B10 62M05 62M15 60H40 PDF BibTeX XML Cite \textit{G. K. Golubev}, Probl. Inf. Transm. 56, No. 2, 185--200 (2020; Zbl 07226809); translation from Probl. Peredachi Inf. 56, No. 2, 95--111 (2020) Full Text: DOI
Stadje, Mitja Two results on dynamic extensions of deviation measures. (English) Zbl 07224244 J. Appl. Probab. 57, No. 2, 531-540 (2020). MSC: 60H30 91B30 91B06 91B70 PDF BibTeX XML Cite \textit{M. Stadje}, J. Appl. Probab. 57, No. 2, 531--540 (2020; Zbl 07224244) Full Text: DOI
Ferdushi, Kanis Fatama; Kamil, Anton Abdulbasah; Hasan, Mohammad Nayeem; Islam, Tanjila Factors associated with coronary heart disease among elderly people in different communities. (English) Zbl 1444.62122 Rahman, Azizur (ed.), Statistics for data science and policy analysis. Proceedings of the applied statistics and policy analysis conference 2019, ASPAC2019, Wagga Wagga, Australia, September 5–6, 2019. Singapore: Springer. 207-219 (2020). MSC: 62P10 62H12 62R07 PDF BibTeX XML Cite \textit{K. F. Ferdushi} et al., in: Statistics for data science and policy analysis. Proceedings of the applied statistics and policy analysis conference 2019, ASPAC2019, Wagga Wagga, Australia, September 5--6, 2019. Singapore: Springer. 207--219 (2020; Zbl 1444.62122) Full Text: DOI
Shirazi, Esmaeil; Doosti, Hassan Wavelet-based quantile density function estimation under random censorship. (English) Zbl 1444.62048 Rahman, Azizur (ed.), Statistics for data science and policy analysis. Proceedings of the applied statistics and policy analysis conference 2019, ASPAC2019, Wagga Wagga, Australia, September 5–6, 2019. Singapore: Springer. 195-204 (2020). MSC: 62G07 62G08 62N01 42C40 PDF BibTeX XML Cite \textit{E. Shirazi} and \textit{H. Doosti}, in: Statistics for data science and policy analysis. Proceedings of the applied statistics and policy analysis conference 2019, ASPAC2019, Wagga Wagga, Australia, September 5--6, 2019. Singapore: Springer. 195--204 (2020; Zbl 1444.62048) Full Text: DOI
Rockafellar, R. Tyrrell Risk and utility in the duality framework of convex analysis. (English) Zbl 1444.91091 Bailey, David H. (ed.) et al., From analysis to visualization. A celebration of the life and legacy of Jonathan M. Borwein, Callaghan, Australia, September 25–29, 2017. Cham: Springer. Springer Proc. Math. Stat. 313, 21-42 (2020). MSC: 91B16 91B05 PDF BibTeX XML Cite \textit{R. T. Rockafellar}, Springer Proc. Math. Stat. 313, 21--42 (2020; Zbl 1444.91091) Full Text: DOI
Mavridis, Dimitris; Porcher, Raphaël; Nikolakopoulou, Adriani; Salanti, Georgia; Ravaud, Philippe Extensions of the probabilistic ranking metrics of competing treatments in network meta-analysis to reflect clinically important relative differences on many outcomes. (English) Zbl 1436.62600 Biom. J. 62, No. 2, 375-385 (2020). MSC: 62P10 PDF BibTeX XML Cite \textit{D. Mavridis} et al., Biom. J. 62, No. 2, 375--385 (2020; Zbl 1436.62600) Full Text: DOI
Pfeiffer, Ruth M.; Gail, Mitchell H. Estimating the decision curve and its precision from three study designs. (English) Zbl 1436.62616 Biom. J. 62, No. 3, 764-776 (2020). MSC: 62P10 PDF BibTeX XML Cite \textit{R. M. Pfeiffer} and \textit{M. H. Gail}, Biom. J. 62, No. 3, 764--776 (2020; Zbl 1436.62616) Full Text: DOI
Ozenne, Brice Maxime Hugues; Scheike, Thomas Harder; Stærk, Laila; Gerds, Thomas Alexander On the estimation of average treatment effects with right-censored time to event outcome and competing risks. (English) Zbl 1436.62613 Biom. J. 62, No. 3, 751-763 (2020). MSC: 62P10 PDF BibTeX XML Cite \textit{B. M. H. Ozenne} et al., Biom. J. 62, No. 3, 751--763 (2020; Zbl 1436.62613) Full Text: DOI
De Neve, Jan; Gerds, Thomas A. On the interpretation of the hazard ratio in Cox regression. (English) Zbl 1436.62534 Biom. J. 62, No. 3, 742-750 (2020). MSC: 62P10 PDF BibTeX XML Cite \textit{J. De Neve} and \textit{T. A. Gerds}, Biom. J. 62, No. 3, 742--750 (2020; Zbl 1436.62534) Full Text: DOI
von Cube, Maja; Schumacher, Martin; Putter, Hein; Timsit, Jéan-François; van de Velde, Cornelis; Wolkewitz, Martin The population-attributable fraction for time-dependent exposures using dynamic prediction and landmarking. (English) Zbl 1436.62647 Biom. J. 62, No. 3, 583-597 (2020). MSC: 62P10 PDF BibTeX XML Cite \textit{M. von Cube} et al., Biom. J. 62, No. 3, 583--597 (2020; Zbl 1436.62647) Full Text: DOI
Chiabudini, Marco; Schumacher, Martin; Graf, Erika Comparison of complex modeling strategies for prediction of a binary outcome based on a few, highly correlated predictors. (English) Zbl 1436.62527 Biom. J. 62, No. 3, 568-582 (2020). MSC: 62P10 PDF BibTeX XML Cite \textit{M. Chiabudini} et al., Biom. J. 62, No. 3, 568--582 (2020; Zbl 1436.62527) Full Text: DOI
Liu, Yuhan; Ralescu, Dan A.; Xiao, Chen; Lio, Waichon Tail value-at-risk in uncertain random environment. (English) Zbl 1436.91027 Soft Comput. 24, No. 4, 2495-2502 (2020). MSC: 91B05 PDF BibTeX XML Cite \textit{Y. Liu} et al., Soft Comput. 24, No. 4, 2495--2502 (2020; Zbl 1436.91027) Full Text: DOI
Lacker, Daniel A non-exponential extension of Sanov’s theorem via convex duality. (English) Zbl 1453.60074 Adv. Appl. Probab. 52, No. 1, 61-101 (2020). MSC: 60F10 46N10 PDF BibTeX XML Cite \textit{D. Lacker}, Adv. Appl. Probab. 52, No. 1, 61--101 (2020; Zbl 1453.60074) Full Text: DOI
Sickles, Robin C.; Song, Wonho; Zelenyuk, Valentin Econometric analysis of productivity: theory and implementation in R. (English) Zbl 1443.62507 Vinod, Hrishikesh D. (ed.) et al., Financial, macro and micro econometrics using R. Amsterdam: Elsevier/North Holland. Handb. Stat. 42, 267-297 (2020). MSC: 62P20 62-08 91G70 62R07 62G09 PDF BibTeX XML Cite \textit{R. C. Sickles} et al., Handb. Stat. 42, 267--297 (2020; Zbl 1443.62507) Full Text: DOI
Heinkenschloss, Matthias; Kramer, Boris; Takhtaganov, Timur Adaptive reduced-order model construction for conditional value-at-risk estimation. (English) Zbl 1443.62152 SIAM/ASA J. Uncertain. Quantif. 8, 668-692 (2020). MSC: 62H12 35R60 65G99 65Y20 PDF BibTeX XML Cite \textit{M. Heinkenschloss} et al., SIAM/ASA J. Uncertain. Quantif. 8, 668--692 (2020; Zbl 1443.62152) 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
Jokhadze, Valeriane; Schmidt, Wolfgang M. Measuring model risk in financial risk management and pricing. (English) Zbl 1443.91342 Int. J. Theor. Appl. Finance 23, No. 2, Article ID 2050012, 37 p. (2020). MSC: 91G70 62F15 PDF BibTeX XML Cite \textit{V. Jokhadze} and \textit{W. M. Schmidt}, Int. J. Theor. Appl. Finance 23, No. 2, Article ID 2050012, 37 p. (2020; Zbl 1443.91342) Full Text: DOI
Tay, Hao-Zhe; Ng, Kok-Haur; Koh, You-Beng; Ng, Kooi-Huat Model selection based on value-at-risk backtesting approach for GARCH-type models. (English) Zbl 1449.62239 J. Ind. Manag. Optim. 16, No. 4, 1635-1654 (2020). MSC: 62P05 91B84 91G70 PDF BibTeX XML Cite \textit{H.-Z. Tay} et al., J. Ind. Manag. Optim. 16, No. 4, 1635--1654 (2020; Zbl 1449.62239) 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
Backhoff-Veraguas, Julio; Tangpi, Ludovic On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration. (English) Zbl 1443.91337 Math. Financ. Econ. 14, No. 3, 433-460 (2020). MSC: 91G70 60H30 90C39 49L25 PDF BibTeX XML Cite \textit{J. Backhoff-Veraguas} and \textit{L. Tangpi}, Math. Financ. Econ. 14, No. 3, 433--460 (2020; Zbl 1443.91337) Full Text: DOI
Roponen, Juho; Ríos Insua, David; Salo, Ahti Adversarial risk analysis under partial information. (English) Zbl 1443.91117 Eur. J. Oper. Res. 287, No. 1, 306-316 (2020). MSC: 91B06 91A80 PDF BibTeX XML Cite \textit{J. Roponen} et al., Eur. J. Oper. Res. 287, No. 1, 306--316 (2020; Zbl 1443.91117) Full Text: DOI
Garnier, Josselin; Sølna, Knut Optimal hedging under fast-varying stochastic volatility. (English) Zbl 1443.91289 SIAM J. Financ. Math. 11, No. 1, 274-325 (2020). MSC: 91G20 60H10 60G22 PDF BibTeX XML Cite \textit{J. Garnier} and \textit{K. Sølna}, SIAM J. Financ. Math. 11, No. 1, 274--325 (2020; Zbl 1443.91289) Full Text: DOI
Rausand, Marvin; Haugen, Stein Risk assessment. Theory, methods, and applications. 2nd edition. (English) Zbl 1446.91005 Statistics in Practice. Hoboken, NJ: John Wiley & Sons (ISBN 978-1-119-37723-8/hbk; 978-1-119-37735-1/ebook). xx, 762 p. (2020). MSC: 91-01 91B05 PDF BibTeX XML Cite \textit{M. Rausand} and \textit{S. Haugen}, Risk assessment. Theory, methods, and applications. 2nd edition. Hoboken, NJ: John Wiley \& Sons (2020; Zbl 1446.91005) Full Text: DOI
Delarue, François; Lacker, Daniel; Ramanan, Kavita From the master equation to mean field game limit theory: large deviations and concentration of measure. (English) Zbl 1445.60025 Ann. Probab. 48, No. 1, 211-263 (2020). Reviewer: Edward Omey (Brussel) MSC: 60F10 60E15 60H10 91A07 91A15 91G80 60K35 PDF BibTeX XML Cite \textit{F. Delarue} et al., Ann. Probab. 48, No. 1, 211--263 (2020; Zbl 1445.60025) Full Text: DOI Euclid
Crépey, Stéphane; Sabbagh, Wissal; Song, Shiqi When capital is a funding source: the anticipated backward stochastic differential equations of X-value adjustments. (English) Zbl 1443.91286 SIAM J. Financ. Math. 11, No. 1, 99-130 (2020). MSC: 91G20 60H10 91G40 60G44 PDF BibTeX XML Cite \textit{S. Crépey} et al., SIAM J. Financ. Math. 11, No. 1, 99--130 (2020; Zbl 1443.91286) Full Text: DOI
Zhang, Zhenying; Hesthaven, Jan S. Rare event simulation for large-scale structures with local nonlinearities. (English) Zbl 1442.74197 Comput. Methods Appl. Mech. Eng. 366, Article ID 113051, 33 p. (2020). MSC: 74R05 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{J. S. Hesthaven}, Comput. Methods Appl. Mech. Eng. 366, Article ID 113051, 33 p. (2020; Zbl 1442.74197) Full Text: DOI
Brandtner, Mario; Kürsten, Wolfgang; Rischau, Robert Beyond expected utility: subjective risk aversion and optimal portfolio choice under convex shortfall risk measures. (English) Zbl 1443.91339 Eur. J. Oper. Res. 285, No. 3, 1114-1126 (2020). MSC: 91G70 91B16 91G10 PDF BibTeX XML Cite \textit{M. Brandtner} et al., Eur. J. Oper. Res. 285, No. 3, 1114--1126 (2020; Zbl 1443.91339) Full Text: DOI
Glass, Anthony J.; Kenjegalieva, Karligash; Douch, Mustapha Uncovering spatial productivity centers using asymmetric bidirectional spillovers. (English) Zbl 1441.91037 Eur. J. Oper. Res. 285, No. 2, 767-788 (2020). MSC: 91B38 62P20 90B80 91B82 91G45 PDF BibTeX XML Cite \textit{A. J. Glass} et al., Eur. J. Oper. Res. 285, No. 2, 767--788 (2020; Zbl 1441.91037) Full Text: DOI
De Bock, Koen W.; Coussement, Kristof; Lessmann, Stefan Cost-sensitive business failure prediction when misclassification costs are uncertain: a heterogeneous ensemble selection approach. (English) Zbl 1441.91085 Eur. J. Oper. Res. 285, No. 2, 612-630 (2020). MSC: 91G45 62H30 62P05 68T05 PDF BibTeX XML Cite \textit{K. W. De Bock} et al., Eur. J. Oper. Res. 285, No. 2, 612--630 (2020; Zbl 1441.91085) Full Text: DOI
Brito, Irene A decision model based on expected utility, entropy and variance. (English) Zbl 07200803 Appl. Math. Comput. 379, Article ID 125285, 8 p. (2020). MSC: 91 68 PDF BibTeX XML Cite \textit{I. Brito}, Appl. Math. Comput. 379, Article ID 125285, 8 p. (2020; Zbl 07200803) 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