Statistics & DecisionsInternational Journal for Statistical Theory and Related Fields Short Title: Stat. Decis. Publisher: Oldenbourg Verlag, München ISSN: 0721-2631 Online: http://www.degruyter.com/view/j/strm Successor: Statistics & Risk Modeling Comments: Journal; No longer indexed Documents Indexed: 621 Publications (1982–2011) all top 5 Latest Issues 28, No. 2 (2011) 28, No. 1 (2011) 27, No. 4 (2009) 27, No. 3 (2009) 27, No. 2 (2009) 27, No. 1 (2009) 26, No. 4 (2008) 26, No. 3 (2008) 26, No. 2 (2008) 26, No. 1 (2008) 25, No. 4 (2007) 25, No. 3 (2007) 25, No. 2 (2007) 25, No. 1 (2007) 24, No. 4 (2006) 24, No. 3 (2006) 24, No. 2 (2006) 24, No. 1 (2006) 23, No. 4 (2005) 23, No. 3 (2005) 23, No. 2 (2005) 23, No. 1 (2005) 22, No. 4 (2004) 22, No. 3 (2004) 22, No. 2 (2004) 22, No. 1 (2004) 21, No. 4 (2003) 21, No. 3 (2003) 21, No. 2 (2003) 21, No. 1 (2003) 20, No. 4 (2002) 20, No. 3 (2002) 20, No. 2 (2002) 20, No. 1 (2002) 19, No. 4 (2001) 19, No. 3 (2001) 19, No. 2 (2001) 19, No. 1 (2001) 18, No. 4 (2000) 18, No. 3 (2000) 18, No. 2 (2000) 18, No. 1 (2000) 17, No. 4 (1999) 17, No. 3 (1999) 17, No. 2 (1999) 17, No. 1 (1999) 16, No. 4 (1998) 16, No. 3 (1998) 16, No. 2 (1998) 16, No. 1 (1998) 15, No. 4 (1997) 15, No. 3 (1997) 15, No. 2 (1997) 15, No. 1 (1997) 14, No. 4 (1996) 14, No. 3 (1996) 14, No. 2 (1996) 14, No. 1 (1996) 13, No. 4 (1995) 13, No. 3 (1995) 13, No. 2 (1995) 13, No. 1 (1995) 12, No. 4 (1994) 12, No. 3 (1994) 12, No. 2 (1994) 12, No. 1 (1994) 11, No. 4 (1993) 11, No. 3 (1993) 11, No. 2 (1993) 11, No. 1 (1993) 10, No. 4 (1992) 10, No. 3 (1992) 10, No. 1-2 (1992) 9, No. 4 (1991) 9, No. 3 (1991) 9, No. 1-2 (1991) 8, No. 4 (1990) 8, No. 3 (1990) 8, No. 2 (1990) 8, No. 1 (1990) 7, No. 4 (1989) 7, No. 3 (1989) 7, No. 1-2 (1989) 6, No. 4 (1988) 6, No. 3 (1988) 6, No. 1-2 (1988) 5, No. 1-4 (1987) 4 (1986) 3 (1985) 2 (1984) 1 (1982/1983) all top 5 Authors 13 Rüschendorf, Ludger 10 Sen, Pranab Kumar 9 Rukhin, Andrew L. 8 Eichenauer-Herrmann, Jürgen 8 Ghosh, Malay 7 Hušková, Marie 7 Sinha, Bimal Kumar 6 Aly, Emad-Eldin A. A. 6 DasGupta, Anirban 6 Dey, Dipak Kumar 6 Janssen, Arnold 6 Jurečková, Jana 6 Mukhopadhyay, Nitis 6 Prakasa Rao, B. L. S. 6 Schick, Anton 6 Strasser, Helmut 6 Walk, Harro 5 Gupta, Shanti Swarup 5 Györfi, László 5 Horváth, Lajos 5 Kutoyants, Yury A. 5 Liang, TaChen 5 Luschgy, Harald 5 Pukelsheim, Friedrich 5 Schmid, Wolfgang 5 Steinebach, Josef G. 5 Valkeila, Esko 5 Wefelmeyer, Wolfgang 5 Yu, Qiqing 4 Cohen, Arthur 4 Gawronski, Wolfgang 4 Kushary, Debashis 4 Lehn, Jürgen 4 Leitner, Johannes 4 Mammitzsch, Volker 4 Marohn, Frank 4 Mishra, Mahendra Nath 4 Misra, Neeraj Kumar 4 Neuhaus, Georg 4 Pensky, Marianna 4 Purkayastha, Sumitra 4 Rieder, Helmut 4 Schaafsma, Willem 4 Susarla, V. 4 Theodorescu, Radu 4 Van der Vaart, Adrianus Willem 4 Zidek, James Victor 3 Akahira, Masafumi 3 Berger, James Orvis 3 Bischoff, Wolfgang 3 Bose, Arup 3 Csörgő, Miklós 3 Datta, Gauri Sankar 3 Ferger, Dietmar 3 Fieger, Werner 3 Gaffke, Norbert 3 Gapeev, Pavel V. 3 Granovsky, Boris L. 3 Gupta, Arjun Kumar 3 Hurt, Jan 3 Kallenberg, Wilbert C. M. 3 Kallsen, Jan 3 Karunamuni, Rohana J. 3 Kim, Dalho 3 Koul, Hira Lal 3 Kreiß, Jens-Peter 3 Landers, Dieter 3 Macci, Claudio 3 Marchand, Eric 3 Milbrodt, Hartmut 3 Mukerjee, Rahul 3 Pal, Nabendu 3 Peng, Hanxiang 3 Rachev, Svetlozar T. 3 Rogge, Lothar 3 Saleh, A. K. Md. Ehsanes 3 Shiryaev, Al’bert Nikolaevich 3 Sriram, T. N. 3 Strawderman, William Edward 3 van Eeden, Constance 2 Arnold, Bernhard F. 2 Bagui, Subhash C. 2 Basu, Sanjib 2 Bednarski, Tadeusz 2 Birmiwal, Kailash 2 Burgert, Christian 2 Burke, Murray D. 2 Charras, Alec 2 Chung, Younshik 2 Cramer, Erhard 2 Datta, Somnath 2 de la Horra, Julián 2 Dhariyal, Ishwari Dutt 2 Dietz, Hans Michael 2 Droste, Wolfgang 2 Dudoit, Sandrine 2 Fabian, Václav 2 Falk, Michael 2 Finner, Helmut 2 Fourdrinier, Dominique ...and 529 more Authors all top 5 Fields 544 Statistics (62-XX) 162 Probability theory and stochastic processes (60-XX) 54 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 28 Numerical analysis (65-XX) 16 Operations research, mathematical programming (90-XX) 12 Functional analysis (46-XX) 10 Measure and integration (28-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 6 Harmonic analysis on Euclidean spaces (42-XX) 6 Systems theory; control (93-XX) 5 Information and communication theory, circuits (94-XX) 3 Special functions (33-XX) 3 Approximations and expansions (41-XX) 3 Convex and discrete geometry (52-XX) 3 Computer science (68-XX) 2 Combinatorics (05-XX) 2 Number theory (11-XX) 2 Ordinary differential equations (34-XX) 2 Partial differential equations (35-XX) 1 Mathematical logic and foundations (03-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Difference and functional equations (39-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) 1 General topology (54-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 427 Publications have been cited 2,276 times in 2,008 Documents Cited by ▼ Year ▼ Convex risk measures and the dynamics of their penalty functions. Zbl 1186.91119 Föllmer, Hans; Penner, Irina 73 2006 Estimation of the density and the regression function under mixing conditions. Zbl 1179.62051 Liebscher, E. 37 2001 Partitioning-estimates of a regression function under random censoring. Zbl 0814.62019 Carbonez, A.; Györfi, L.; van der Meulen, E. C. 35 1995 Variational sums and power variation: A unifying approach to model selection and estimation in semimartingale models. Zbl 1046.62084 Woerner, Jeannette H. C. 35 2003 Estimating the error distribution function in semiparametric regression. Zbl 1137.62023 Müller, Ursula U.; Schick, Anton; Wefelmeyer, Wolfgang 34 2007 Inadmissibility of the best equivariant estimators of the variance- covariance matrix, the precision matrix, and the generalized variance under entropy loss. Zbl 0634.62050 Sinha, B. K.; Ghosh, M. 33 1987 On the optimal risk allocation problem. Zbl 1186.91117 Burgert, Christian; Rüschendorf, Ludger 33 2006 Duality theory for optimal investments under model uncertainty. Zbl 1184.91195 Schied, Alexander; Wu, Ching-Tang 29 2005 Parameter estimation for some non-recurrent solutions of SDE. Zbl 1046.62081 Dietz, Hans M.; Kutoyants, Yury A. 28 2003 Risk measurement with equivalent utility principles. Zbl 1171.91326 Denuit, Michel; Dhaene, Jan; Goovaerts, Marc; Kaas, Rob; Laeven, Roger 28 2006 Robust utility maximization in a stochastic factor model. Zbl 1186.91229 Hernández-Hernández, Daniel; Schied, Alexander 26 2006 On least squares estimates of an exponential tail coefficient. Zbl 0893.62023 Schultze, J.; Steinebach, J. 26 1996 Optimal portfolios with Haezendonck risk measures. Zbl 1188.91198 Bellini, Fabio; Rosazza Gianin, Emanuela 24 2008 On arbitrage and replication in the fractional Black-Scholes pricing model. Zbl 1041.60055 Sottinen, Tommi; Valkeila, Esko 23 2003 On some aspects of ranked set sampling for estimation of normal and exponential parameters. Zbl 0854.62033 Sinha, Bimal K.; Sinha, Bikas K.; Purkayastha, Sumitra 23 1996 Strongly consistent and asymptotically normal estimation of the covariance for almost periodically correlated processes. Zbl 0757.62045 Hurd, Harry L.; Leskow, Jacek 22 1992 Estimating ordered location and scale parameters. Zbl 0676.62033 Kushary, D.; Cohen, A. 21 1989 Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints. Zbl 1108.49021 Carlier, Guillaume; Dana, Rose-Anne 21 2006 Law invariant convex risk measures for portfolio vectors. Zbl 1186.91126 Rüschendorf, Ludger 20 2006 Oracle inequalities for multi-fold cross validation. Zbl 1117.62042 van der Vaart, Aad W.; Dudoit, Sandrine; van der Laan, Mark J. 19 2006 Some results on posterior regret \(\Gamma\)-minimax estimation. Zbl 0843.62008 Ríos Insua, David; Ruggeri, Fabrizio; Vidakovic, Brani 19 1995 Estimating a binomial parameter: Is robust Bayes real Bayes? Zbl 0767.62003 Zen, Mei-Mei; DasGupta, A. 19 1993 The cross-validated adaptive epsilon-net estimator. Zbl 1111.62003 van der Laan, Mark J.; Dudoit, Sandrine; van der Vaart, Aad W. 18 2006 Input-dependent estimation of generalization error under covariate shift. Zbl 1117.62069 Sugiyama, Masashi; Müller, Klaus-Robert 18 2005 On nonparametric estimation of the regression function under random censorship model. Zbl 1159.62307 Guessoum, Zohra; Ould-Saïd, Elias 18 2008 On adaptive estimation in autoregressive models when there are nuisance functions. Zbl 0609.62123 Kreiss, Jens-Peter 18 1987 A weak system of axioms for ”rational” behavior and the non-separability of utility from prior. Zbl 0616.62007 Rubin, Herman 18 1987 Quantization of probability distributions under norm-based distortion measures. Zbl 1066.60026 Delattre, Sylvain; Graf, Siegfried; Luschgy, Harald; Pagès, Gilles 18 2004 Estimators and tests for change in variances. Zbl 0864.62030 Gombay, Edit; Horváth, Lajos; Hušková, Marie 18 1996 Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings. Zbl 1135.60024 Feinberg, Eugene A.; Shirayaev, Albert N. 17 2006 Perpetual convertible bonds in jump-diffusion models. Zbl 1076.60508 Gapeev, Pavel V.; Kühn, Christoph 16 2005 Empirical Bayes subset estimation in regression models. Zbl 0674.62006 Ghosh, M.; Saleh, A. K. Md. Ehsanes; Sen, P. K. 15 1989 Estimation of optimal portfolio compositions for Gaussian returns. Zbl 1159.62327 Bodnar, Taras; Schmid, Wolfgang 15 2008 On the construction of efficient estimators in semiparametric models. Zbl 1040.62029 Forrester, Jeffrey S.; Hooper, William J.; Peng, Hanxiang; Schick, Anton 14 2003 On the limiting distribution of and critical values for the Hoeffding, Blum, Kiefer, Rosenblatt independence criterion. Zbl 0569.62014 Cotterill, Derek S.; Csörgö, Miklós 14 1985 The exact risk of a weighted average estimator of the OLS and Stein-rule estimators in regression under balanced loss. Zbl 0888.62069 Ohtani, Kazuhiro 14 1998 On the asymptotic equivalence and rate of convergence of nonparametric regression and Gaussian white noise. Zbl 1057.62033 Rohde, Angelika 14 2004 On Bayesian robustness of contaminated classes of priors. Zbl 0749.62007 Gelfand, A. E.; Dey, D. K. 14 1991 Estimating market risk with neural networks. Zbl 1136.62381 Franke, Jürgen; Diagne, Mabouba 13 2006 Frequentist validity of highest posterior density regions in the presence of nuisance parameters. Zbl 0820.62026 Ghosh, Jayanta K.; Mukerjee, Rahul 13 1995 On smooth estimation of survival and density functions. Zbl 0849.62020 Chaubey, Yogendra P.; Sen, Pranab K. 13 1996 A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions. Zbl 1044.62062 Maruyama, Yuzo 13 2003 Non-minimaxity of natural decision rules under heteroscedasticity. Zbl 0802.62025 Misra, Neeraj; Dhariyal, Ishwari D. 13 1994 Dynamic utility-based good deal bounds. Zbl 1140.91396 Klöppel, Susanne; Schweizer, Martin 13 2007 On hedging European options in geometric fractional Brownian motion market model. Zbl 1202.91312 Azmoodeh, Ehsan; Mishura, Yuliya; Valkeila, Esko 13 2009 Frequentist behavior of robust Bayes estimates of normal means. Zbl 0685.62004 DasGupta, A.; Studden, W. J. 12 1989 Parametric and semiparametric inference for shape: the role of the scale functional. Zbl 1111.62002 Hallin, Marc; Paindaveine, Davy 12 2006 Quantile hedging and its application to life insurance. Zbl 1127.62101 Melnikov, Alexander; Skornyakova, Victoria 12 2005 Nonparametric nearest neighbor based empirical portfolio selection strategies. Zbl 1151.62080 Györfi, László; Udina, Frederic; Walk, Harro 12 2008 Some contributions to Chernoff-Savage theorems. Zbl 0568.62017 Denker, Manfred; Rösler, Uwe 12 1985 On low dimensional case in the fundamental asset pricing theorem with transaction costs. Zbl 1138.91397 Grigoriev, Pavel G. 11 2005 On distortion functionals. Zbl 1186.91125 Pflug, Georg Ch. 11 2006 On order restricted location parameters of two exponential distributions. Zbl 0754.62013 Pal, N.; Kushary, D. 11 1992 Test of fit with the Koziol-Green model for random censorship. Zbl 0746.62018 Herbst, Tomáš 11 1992 The information metric for univariate linear elliptic models. Zbl 0674.62002 Burbea, J.; Oller, J. M. 10 1988 On universal Bayesian adaptation. Zbl 1146.62017 Lember, Jüri; van der Vaart, Aad 10 2007 Asymptotic utility-based pricing and hedging for exponential utility. Zbl 1217.91183 Kallsen, Jan; Rheinländer, Thorsten 10 2011 A class of minimum-distance estimators for diffusion processes with ergodic properties. Zbl 0921.62101 Dietz, Hans M.; Kutoyants, Yury A. 10 1997 Integral tests for suprema of Kiefer processes with application. Zbl 0887.62048 Csörgő, Miklós; Horváth, Lajos; Szyszkowicz, Barbara 10 1997 Inference based on the empirical probability generating function for mixtures of Poisson distributions. Zbl 1179.62046 Rémillard, Bruno; Theodorescu, Radu 10 2000 Weak and strong universal consistency of semi-recursive kernel and partitioning regression estimates. Zbl 0911.62032 Györfi, L.; Kohler, M.; Walk, H. 10 1998 On the distance between mixed Poisson and Poisson distributions. Zbl 0632.60011 Pfeifer, D. 9 1987 Sensitivity of posterior mean to unimodality preserving contaminations. Zbl 0685.62003 Sivaganesan, S. 9 1989 Credit risk with infinite dimensional Lévy processes. Zbl 1125.60069 Özkan, Fehmi; Schmidt, Thorsten 9 2005 Optimal consumption strategies under model uncertainty. Zbl 1138.91422 Burgert, Christian; Rüschendorf, Ludger 9 2005 Non-parametric drift estimation for diffusions from noisy data. Zbl 1215.62087 Schmisser, Emeline 9 2011 On asymptotic deficiency of estimators in pooled samples in the presence of nuisance parameters. Zbl 0561.62023 Akahira, Masafumi; Takeuchi, Kei 9 1982 A class of minimax estimators of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix. Zbl 0562.62005 Berger, James; Haff, L. R. 9 1983 Estimation from a length-biased distribution. Zbl 0567.62032 Horváth, Lajos 9 1985 Adaptive estimation in linear regression. Zbl 0574.62056 Koul, H. L.; Susarla, V. 9 1983 An explicit solution of information geodesic equations for the multivariate normal model. Zbl 0735.62003 Calvo, Miquel; Oller, J. M. 9 1991 Expansion of Bayes risk for entropy loss and reference prior in nonregular cases. Zbl 0902.62008 Ghosal, Subhashis; Samanta, Tapas 9 1997 Robust Bayesian estimation in the one-dimensional normal model. Zbl 0802.62032 Boratyńska, Agata; Mȩczarski, Marek 9 1994 On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion. Zbl 1202.62107 Höpfner, Reinhard; Kutoyants, Yury A. 9 2009 Limit behaviour of stochastic approximation processes. Zbl 0668.62058 Walk, H. 8 1988 Resampling in the frequency domain of time series to determine critical values for change-point tests. Zbl 1146.62032 Kirch, Claudia 8 2007 Some properties of weighted multivariate empirical processes. Zbl 0548.60023 Ruymgaart, F. H.; Wellner, J. A. 8 1984 Non-standard behavior of density estimators for sums of squared observations. Zbl 1178.62029 Schick, Anton; Wefelmeyer, Wolfgang 8 2009 Estimation of linear parametric functions for several exponential samples. Zbl 0587.62014 Rukhin, A. L.; Zidek, J. V. 8 1985 On the admissibility of the linear estimators of the Poisson mean using Linex loss functions. Zbl 0716.62008 Kuo, L.; Dey, D. K. 8 1990 On stationary multiplier methods for the rounding of probabilities and the limiting law of the Sainte-Laguë divergence. Zbl 1092.60012 Heinrich, Lothar; Pukelsheim, Friedrich; Schwingenschlögl, Udo 8 2005 A note on variance bounds for a function of a Pearson variate. Zbl 0798.60020 Johnson, Roger W. 8 1993 Decision theoretic estimation of the variance ratio. Zbl 0936.62007 Ghosh, M.; Kundu, S. 8 1996 Asymptotic tests for gradual changes. Zbl 0997.62017 Hušková, M.; Steinebach, J. 8 2002 Asymptotic behavior of M-estimators of location in nonregular cases. Zbl 0548.62025 Jurečková, Jana 7 1983 New Bayesian methods for ill posed problems. Zbl 0952.62027 Gamboa, F. 7 1999 Minimax- and \(\Gamma\)-minimax estimation of a bounded normal mean under LINEX loss. Zbl 0832.62008 Bischoff, Wolfgang; Fieger, Werner; Wulfert, Stafanie 7 1995 The optimality equations in multichain denumerable state Markov decision processes with the average cost criterion: The bounded cost case. Zbl 0564.90089 Zijm, Henk 7 1985 A joint study of the Kolmogorov-Smirnov and the Eicker-Jaeschke statistics. Zbl 0567.62013 Révész, P. 7 1982 Asymptotic equivalence for a model of independent non identically distributed observations. Zbl 1054.62003 Jähnisch, Michael; Nussbaum, Michael 7 2003 Nonlinear wavelet density and hazard rate estimation for censored data under dependent observations. Zbl 1093.62043 Liang, Han-Ying; Mammitzsch, Volker; Steinebach, Josef 7 2005 Asymptotic study of the maximum likelihood estimator for non-homogeneous diffusion processes. Zbl 0579.62069 Mishra, M. N.; Prakasa Rao, B. L. S. 7 1985 Global extrapolation of local efficiency. Zbl 0749.62032 Strasser, Helmut 7 1990 Nonparametric empirical Bayes estimation with \(O(n^{-1/2})\) rate of a truncation parameter. Zbl 0736.62031 Datta, Somnath 7 1991 Behaviour of the posterior distribution and inferences for a normal mean with \(t\) prior distributions. Zbl 0762.62010 Fan, Tsai-Hung; Berger, James O. 7 1992 Empirical Bayes estimation of a location parameter. Zbl 0883.62006 Pensky, Marianna 7 1997 Convergence of minima of integral functionals, with applications to optimal control and stochastic optimization. Zbl 0779.49030 Lucchetti, Roberto; Wets, R. J.-B. 7 1993 Statistical analysis of dependent competing risks. Zbl 0765.62050 Aras, Girish; Deshpande, Jayant V. 7 1992 Tests and estimators for the change point problem based on \(M\)-statistics. Zbl 0864.62008 Hušková, Marie 7 1996 Subgradients of law-invariant convex risk measures on \(L^{1}\). Zbl 1203.91116 Svindland, Gregor 7 2009 Asymptotic utility-based pricing and hedging for exponential utility. Zbl 1217.91183 Kallsen, Jan; Rheinländer, Thorsten 10 2011 Non-parametric drift estimation for diffusions from noisy data. Zbl 1215.62087 Schmisser, Emeline 9 2011 A note on moment convergence of bootstrap M-estimators. Zbl 1208.62054 Kato, Kengo 5 2011 Robust replication in \(H\)-self-similar Gaussian market models under uncertainty. Zbl 1208.91171 Gapeev, Pavel V.; Sottinen, Tommi; Valkeila, Esko 3 2011 Comparison of Markov processes via infinitesimal generators. Zbl 1227.60022 Rüschendorf, Ludger; Wolf, Viktor 3 2011 Method of moment estimation in time-changed Lévy models. Zbl 1215.62086 Kallsen, Jan; Muhle-Karbe, Johannes 3 2011 Expansions for the risk of Stein type estimates for non-normal data. Zbl 1215.62057 Withers, Christopher S.; Nadarajah, Saralees 2 2011 Mean-risk tests of stochastic dominance. Zbl 1215.62047 Dentcheva, Darinka; Stock, Gregory J.; Rekeda, Ludmyla 2 2011 Abstentions in the German Bundesrat and ternary decision rules in weighted voting systems. Zbl 1208.91039 Birkmeier, Olga; Käufl, Andreas; Pukelsheim, Friedrich 1 2011 On the maximization of financial performance measures within mixture models. Zbl 1208.91068 Hentati, Rania; Prigent, Jean-Luc 1 2011 On hedging European options in geometric fractional Brownian motion market model. Zbl 1202.91312 Azmoodeh, Ehsan; Mishura, Yuliya; Valkeila, Esko 13 2009 On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion. Zbl 1202.62107 Höpfner, Reinhard; Kutoyants, Yury A. 9 2009 Non-standard behavior of density estimators for sums of squared observations. Zbl 1178.62029 Schick, Anton; Wefelmeyer, Wolfgang 8 2009 Subgradients of law-invariant convex risk measures on \(L^{1}\). Zbl 1203.91116 Svindland, Gregor 7 2009 Option pricing in bilateral gamma stock models. Zbl 1201.91201 Küchler, Uwe; Tappe, Stefan 6 2009 A maximal inequality for skew Brownian motion. Zbl 1201.60019 Zhitlukhin, Mikhail V. 4 2009 Robust efficient hedging for American options: the existence of worst case probability measures. Zbl 1179.91238 Treviño-Aguilar, Erick 2 2009 Shrinkage estimation in elliptically contoured distribution with restricted parameter space. Zbl 1178.62060 Tsukuma, Hisayuki 2 2009 Estimation of split-points in binary regression. Zbl 1281.62053 Ferger, Dietmar; Klotsche, Jens 2 2009 On the Bayesianity of maximum likelihood estimators of restricted location parameters under absolute value error loss. Zbl 1274.62169 Kucerovsky, Dan; Marchand, Eric; Najafabadi, Amir T. Payandeh; Strawderman, William E. 2 2009 On the mean residual waiting time of records. Zbl 1196.62051 Bdair, Omar M.; Raqab, Mohammad Z. 2 2009 The face-lifting theorem for proportional transaction costs in multiasset models. Zbl 1201.91235 Blum, Benedikt 2 2009 Minimum risk equivariant estimator in linear regression model. Zbl 1178.62058 Jurečková, Jana; Picek, Jan 1 2009 The likelihood ratio test for non-standard hypotheses near the boundary of the null – with application to the assessment of non-inferiority. Zbl 1178.62061 Balabdaoui, Fadoua; Mielke, Matthias; Munk, Axel 1 2009 A renewal theoretic result in portfolio theory under transaction costs with multiple risky assets. Zbl 1203.91273 Irle, Albrecht; Prelle, Claas 1 2009 Optimal portfolios with Haezendonck risk measures. Zbl 1188.91198 Bellini, Fabio; Rosazza Gianin, Emanuela 24 2008 On nonparametric estimation of the regression function under random censorship model. Zbl 1159.62307 Guessoum, Zohra; Ould-Saïd, Elias 18 2008 Estimation of optimal portfolio compositions for Gaussian returns. Zbl 1159.62327 Bodnar, Taras; Schmid, Wolfgang 15 2008 Nonparametric nearest neighbor based empirical portfolio selection strategies. Zbl 1151.62080 Györfi, László; Udina, Frederic; Walk, Harro 12 2008 On a stochastic version of the trading rule “buy and hold”. Zbl 1274.62538 Shiryaev, Albert; Novikov, Alexander A. 6 2008 Characterization of optimal risk allocations for convex risk functionals. Zbl 1171.91351 Kiesel, Swen; Rüschendorf, Ludger 6 2008 A kernel-based classifier on a Riemannian manifold. Zbl 1418.62161 Loubes, Jean-Michel; Pelletier, Bruno 6 2008 Comparison results for path-dependent options. Zbl 1151.60308 Bergenthum, Jan; Rüschendorf, Ludger 4 2008 Upper bounds for Bermudan options on Markovian data using nonparametric regression and a reduced number of nested Monte Carlo steps. Zbl 1171.91341 Kohler, Michael; Krzyżak, Adam; Walk, Harro 2 2008 Mean and covariance matrix adaptive estimation for a weakly stationary process. Application in stochastic optimization. Zbl 1153.62065 Guigues, Vincent 2 2008 Goodness of fit testing using a specific density estimate. Zbl 1418.62188 Albers, Casper J.; Schaafsma, Willem 1 2008 Estimating the error distribution function in semiparametric regression. Zbl 1137.62023 Müller, Ursula U.; Schick, Anton; Wefelmeyer, Wolfgang 34 2007 Dynamic utility-based good deal bounds. Zbl 1140.91396 Klöppel, Susanne; Schweizer, Martin 13 2007 On universal Bayesian adaptation. Zbl 1146.62017 Lember, Jüri; van der Vaart, Aad 10 2007 Resampling in the frequency domain of time series to determine critical values for change-point tests. Zbl 1146.62032 Kirch, Claudia 8 2007 Large deviations for \(L\)-statistics. Zbl 1140.60013 Boistard, Hélène 5 2007 Most powerful conditional tests. Zbl 1130.62042 Jannsen, Arnold; Völker, Dominik 4 2007 A limit theorem for recursively defined processes in \(L^{p}\). Zbl 1144.60017 Eickmeyer, Kord; Rüschendorf, Ludger 4 2007 Importance sampling for simulations of moderate deviation probabilities of statistics. Zbl 1263.62012 Ermakov, Mikhail 4 2007 Pricing and hedging with globally and instantaneously vanishing risk. Zbl 1211.91223 Leitner, Johannes 4 2007 An asymptotic analysis of the mean-variance portfolio selection. Zbl 1211.91226 Ottucsák, György; Vajda, István 3 2007 Decision theoretic Bayesian hypothesis testing with the selectional goal. Zbl 1131.62003 Bansal, Naveen K. 1 2007 Optimal kernels. Zbl 1159.62020 Mammitzsch, Volker 1 2007 Convex risk measures and the dynamics of their penalty functions. Zbl 1186.91119 Föllmer, Hans; Penner, Irina 73 2006 On the optimal risk allocation problem. Zbl 1186.91117 Burgert, Christian; Rüschendorf, Ludger 33 2006 Risk measurement with equivalent utility principles. Zbl 1171.91326 Denuit, Michel; Dhaene, Jan; Goovaerts, Marc; Kaas, Rob; Laeven, Roger 28 2006 Robust utility maximization in a stochastic factor model. Zbl 1186.91229 Hernández-Hernández, Daniel; Schied, Alexander 26 2006 Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints. Zbl 1108.49021 Carlier, Guillaume; Dana, Rose-Anne 21 2006 Law invariant convex risk measures for portfolio vectors. Zbl 1186.91126 Rüschendorf, Ludger 20 2006 Oracle inequalities for multi-fold cross validation. Zbl 1117.62042 van der Vaart, Aad W.; Dudoit, Sandrine; van der Laan, Mark J. 19 2006 The cross-validated adaptive epsilon-net estimator. Zbl 1111.62003 van der Laan, Mark J.; Dudoit, Sandrine; van der Vaart, Aad W. 18 2006 Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings. Zbl 1135.60024 Feinberg, Eugene A.; Shirayaev, Albert N. 17 2006 Estimating market risk with neural networks. Zbl 1136.62381 Franke, Jürgen; Diagne, Mabouba 13 2006 Parametric and semiparametric inference for shape: the role of the scale functional. Zbl 1111.62002 Hallin, Marc; Paindaveine, Davy 12 2006 On distortion functionals. Zbl 1186.91125 Pflug, Georg Ch. 11 2006 On local bootstrap bandwidth choice in kernel density estimation. Zbl 1136.62337 Ziegler, Klaus 4 2006 Statistical inference on graphs. Zbl 1136.62348 Biau, Gérard; Bleakley, Kevin 2 2006 On utility-based derivative pricing with and without intermediate trades. Zbl 1151.91447 Kallsen, Jan; Kühn, Christoph 2 2006 Bootstrap autoregressive order selection. Zbl 1111.62076 Franke, Jürgen; Kreiss, Jens-Peter; Moser, Martin 1 2006 On Markovian short rates in term structure models driven by jump-diffusion processes. Zbl 1152.60065 Gapeev, Pavel V.; Küchler, Uwe 1 2006 Dilatation monotone and comonotonic additive risk measures represented as Choquet integrals. Zbl 1186.91121 Grigoriev, Pavel G.; Leitner, Johannes 1 2006 Monetary utility over coherent risk ratios. Zbl 1186.91240 Leitner, Johannes 1 2006 On the stochastic behaviour of the run length of EWMA control schemes for the mean of correlated output in the presence of shifts in \(\sigma\). Zbl 1128.62132 Morais, Manuel Cabral; Okhrin, Yarema; Pacheco, António; Schmid, Wolfgang 1 2006 Duality theory for optimal investments under model uncertainty. 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Zbl 1063.62040 Peng, Hanxiang; Schick, Anton 1 2004 ...and 327 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,363 Authors 29 Schick, Anton 23 Wefelmeyer, Wolfgang 19 Rüschendorf, Ludger 18 Strawderman, William Edward 17 Liang, Hanying 15 Bouzebda, Salim 15 Müller, Ursula U. 15 Walk, Harro 14 Bodnar, Taras 14 Ould-Saïd, Elias 14 Pagès, Gilles 13 Kubokawa, Tatsuya 13 Parsian, Ahmad 12 Berger, James Orvis 12 Horváth, Lajos 12 Kumar, Somesh 12 Marchand, Eric 12 Misra, Neeraj Kumar 11 de Uña-Álvarez, Jacobo 11 Fourdrinier, Dominique 11 Kang, Sang Gil 11 Karunamuni, Rohana J. 11 Kohler, Michael 11 Polunchenko, Aleksey S. 10 Kourouklis, Stavros 10 Kozubowski, Tomasz J. 10 Lee, Woo Dong 10 Luschgy, Harald 10 Neumeyer, Natalie 10 Sugiyama, Masashi 10 Van der Laan, Mark Johannes 9 Arshad, Mohd Rizal 9 Schmid, Wolfgang 9 Sen, Pranab Kumar 8 Dehay, Dominique 8 Falk, Michael 8 Hallin, Marc 8 Kirch, Claudia 8 Leśkow, Jacek 8 Mukhopadhyay, Nitis 8 Paindaveine, Davy 8 Peng, Liang 8 Ruszczyński, Andrzej 8 Svindland, Gregor 8 Wei, Laisheng 7 Bayraktar, Erhan 7 Bobotas, Panayiotis 7 Chaubey, Yogendra Prasad 7 Dette, Holger 7 Gapeev, Pavel V. 7 Ghosh, Malay 7 Iliopoulos, George 7 Jafari Jozani, Mohammad 7 Karimnezhad, Ali 7 Kim, Dalho 7 Koul, Hira Lal 7 Laeven, Roger J. A. 7 Liang, TaChen 7 Nadarajah, Saralees 7 Oller, Josep M. 7 Peng, Hanxiang 7 Rosazza Gianin, Emanuela 7 Sinha, Bimal Kumar 7 Sun, Dongchu 7 Tsukuma, Hisayuki 7 Viitasaari, Lauri 7 Woerner, Jeannette H. C. 6 Chen, Zhiping 6 Dudek, Anna E. 6 Eichenauer-Herrmann, Jürgen 6 Figueroa-López, José E. 6 Ghossoub, Mario 6 Girard, Stéphane 6 He, Xuedong 6 Höpfner, Reinhard 6 Hwang, J. T. Gene 6 Kupper, Michael 6 Nematollahi, Nader 6 Petropoulos, Constantinos 6 Pichler, Alois 6 Pukelsheim, Friedrich 6 Ruckdeschel, Peter 6 Rukhin, Andrew L. 6 Shu, Huisheng 6 Steland, Ansgar 6 Sun, Xiaoqian 6 Suzuki, Taiji 6 Todorov, Viktor 6 Vajda, Igor 6 Van Keilegom, Ingrid 6 Viallon, Vivian 6 Wells, Martin T. 6 Zhang, Xuekang 5 Aly, Emad-Eldin A. A. 5 Arnold, Bernhard F. 5 Bischoff, Wolfgang 5 Brito, Margarida 5 Chen, Hubert Jan-peing 5 Es-Sebaiy, Khalifa 5 Feinstein, Zachary ...and 2,263 more Authors all top 5 Cited in 278 Journals 196 Journal of Statistical Planning and Inference 164 Statistics & Probability Letters 110 Journal of Multivariate Analysis 74 The Annals of Statistics 59 Annals of the Institute of Statistical Mathematics 53 Communications in Statistics. 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Académie des Sciences, Paris 8 Journal of Statistical Theory and Practice 7 Stochastic Analysis and Applications 7 Probability Theory and Related Fields 7 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 7 Statistics & Risk Modeling 6 Lithuanian Mathematical Journal 6 Journal of Mathematical Economics 6 Machine Learning 6 Statistica Sinica 6 Applied Mathematical Finance 6 Journal of Inequalities and Applications 6 Methodology and Computing in Applied Probability 6 Brazilian Journal of Probability and Statistics 6 Scandinavian Actuarial Journal 6 ASTIN Bulletin 6 AStA. Advances in Statistical Analysis 5 Advances in Applied Probability 5 Theory of Probability and its Applications 5 Statistica 5 Econometric Reviews 5 Neural Networks 5 Computational Statistics 5 Linear Algebra and its Applications 5 Mathematical Programming. Series A. 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English Series 3 Optimization ...and 178 more Journals all top 5 Cited in 44 Fields 1,475 Statistics (62-XX) 575 Probability theory and stochastic processes (60-XX) 444 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 113 Numerical analysis (65-XX) 74 Operations research, mathematical programming (90-XX) 47 Systems theory; control (93-XX) 45 Computer science (68-XX) 33 Functional analysis (46-XX) 25 Calculus of variations and optimal control; optimization (49-XX) 25 Information and communication theory, circuits (94-XX) 13 Partial differential equations (35-XX) 13 Harmonic analysis on Euclidean spaces (42-XX) 12 Real functions (26-XX) 12 Measure and integration (28-XX) 11 Ordinary differential equations (34-XX) 10 Operator theory (47-XX) 10 Biology and other natural sciences (92-XX) 9 Approximations and expansions (41-XX) 8 Differential geometry (53-XX) 7 Statistical mechanics, structure of matter (82-XX) 6 Linear and multilinear algebra; matrix theory (15-XX) 5 Mathematical logic and foundations (03-XX) 5 Special functions (33-XX) 4 History and biography (01-XX) 4 Integral equations (45-XX) 3 Combinatorics (05-XX) 3 Number theory (11-XX) 3 Sequences, series, summability (40-XX) 3 Convex and discrete geometry (52-XX) 2 Functions of a complex variable (30-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Integral transforms, operational calculus (44-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Fluid mechanics (76-XX) 2 Quantum theory (81-XX) 2 Astronomy and astrophysics (85-XX) 2 Geophysics (86-XX) 1 General and overarching topics; collections (00-XX) 1 Group theory and generalizations (20-XX) 1 Potential theory (31-XX) 1 Algebraic topology (55-XX) 1 Mechanics of deformable solids (74-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Relativity and gravitational theory (83-XX) Citations by Year