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 526 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 425 Publications have been cited 2,227 times in 1,966 Documents Cited by ▼ Year ▼ Convex risk measures and the dynamics of their penalty functions. Zbl 1186.91119Föllmer, Hans; Penner, Irina 69 2006 Estimation of the density and the regression function under mixing conditions. Zbl 1179.62051Liebscher, E. 37 2001 Variational sums and power variation: A unifying approach to model selection and estimation in semimartingale models. Zbl 1046.62084Woerner, Jeannette H. C. 35 2003 Partitioning-estimates of a regression function under random censoring. Zbl 0814.62019Carbonez, A.; Györfi, L.; van der Meulen, E. C. 34 1995 Inadmissibility of the best equivariant estimators of the variance- covariance matrix, the precision matrix, and the generalized variance under entropy loss. Zbl 0634.62050Sinha, B. K.; Ghosh, M. 33 1987 Estimating the error distribution function in semiparametric regression. Zbl 1137.62023Müller, Ursula U.; Schick, Anton; Wefelmeyer, Wolfgang 33 2007 On the optimal risk allocation problem. Zbl 1186.91117Burgert, Christian; Rüschendorf, Ludger 30 2006 Parameter estimation for some non-recurrent solutions of SDE. Zbl 1046.62081Dietz, Hans M.; Kutoyants, Yury A. 28 2003 Risk measurement with equivalent utility principles. Zbl 1171.91326Denuit, Michel; Dhaene, Jan; Goovaerts, Marc; Kaas, Rob; Laeven, Roger 28 2006 Duality theory for optimal investments under model uncertainty. Zbl 1184.91195Schied, Alexander; Wu, Ching-Tang 28 2005 On least squares estimates of an exponential tail coefficient. Zbl 0893.62023Schultze, J.; Steinebach, J. 26 1996 Optimal portfolios with Haezendonck risk measures. Zbl 1188.91198Bellini, Fabio; Rosazza Gianin, Emanuela 24 2008 Robust utility maximization in a stochastic factor model. Zbl 1186.91229Hernández-Hernández, Daniel; Schied, Alexander 23 2006 On arbitrage and replication in the fractional Black-Scholes pricing model. Zbl 1041.60055Sottinen, Tommi; Valkeila, Esko 22 2003 Strongly consistent and asymptotically normal estimation of the covariance for almost periodically correlated processes. Zbl 0757.62045Hurd, Harry L.; Leskow, Jacek 22 1992 On some aspects of ranked set sampling for estimation of normal and exponential parameters. Zbl 0854.62033Sinha, Bimal K.; Sinha, Bikas K.; Purkayastha, Sumitra 22 1996 Estimating ordered location and scale parameters. Zbl 0676.62033Kushary, D.; Cohen, A. 21 1989 Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints. Zbl 1108.49021Carlier, Guillaume; Dana, Rose-Anne 21 2006 Law invariant convex risk measures for portfolio vectors. Zbl 1186.91126Rüschendorf, Ludger 20 2006 Some results on posterior regret \(\Gamma\)-minimax estimation. Zbl 0843.62008Ríos Insua, David; Ruggeri, Fabrizio; Vidakovic, Brani 19 1995 Estimating a binomial parameter: Is robust Bayes real Bayes? Zbl 0767.62003Zen, Mei-Mei; DasGupta, A. 19 1993 A weak system of axioms for ”rational” behavior and the non-separability of utility from prior. Zbl 0616.62007Rubin, Herman 18 1987 Quantization of probability distributions under norm-based distortion measures. Zbl 1066.60026Delattre, Sylvain; Graf, Siegfried; Luschgy, Harald; Pagès, Gilles 18 2004 The cross-validated adaptive epsilon-net estimator. Zbl 1111.62003van der Laan, Mark J.; Dudoit, Sandrine; van der Vaart, Aad W. 18 2006 Estimators and tests for change in variances. Zbl 0864.62030Gombay, Edit; Horváth, Lajos; Hušková, Marie 18 1996 On adaptive estimation in autoregressive models when there are nuisance functions. Zbl 0609.62123Kreiss, Jens-Peter 17 1987 Oracle inequalities for multi-fold cross validation. Zbl 1117.62042van der Vaart, Aad W.; Dudoit, Sandrine; van der Laan, Mark J. 17 2006 Input-dependent estimation of generalization error under covariate shift. Zbl 1117.62069Sugiyama, Masashi; Müller, Klaus-Robert 17 2005 On nonparametric estimation of the regression function under random censorship model. Zbl 1159.62307Guessoum, Zohra; Ould-Saïd, Elias 17 2008 Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings. Zbl 1135.60024Feinberg, Eugene A.; Shirayaev, Albert N. 17 2006 Perpetual convertible bonds in jump-diffusion models. Zbl 1076.60508Gapeev, Pavel V.; Kühn, Christoph 16 2005 Empirical Bayes subset estimation in regression models. Zbl 0674.62006Ghosh, M.; Saleh, A. K. Md. Ehsanes; Sen, P. K. 15 1989 On the asymptotic equivalence and rate of convergence of nonparametric regression and Gaussian white noise. Zbl 1057.62033Rohde, Angelika 14 2004 On the construction of efficient estimators in semiparametric models. Zbl 1040.62029Forrester, Jeffrey S.; Hooper, William J.; Peng, Hanxiang; Schick, Anton 14 2003 Estimation of optimal portfolio compositions for Gaussian returns. Zbl 1159.62327Bodnar, Taras; Schmid, Wolfgang 14 2008 On Bayesian robustness of contaminated classes of priors. Zbl 0749.62007Gelfand, A. E.; Dey, D. K. 14 1991 On the limiting distribution of and critical values for the Hoeffding, Blum, Kiefer, Rosenblatt independence criterion. Zbl 0569.62014Cotterill, Derek S.; Csörgö, Miklós 13 1985 Dynamic utility-based good deal bounds. Zbl 1140.91396Klöppel, Susanne; Schweizer, Martin 13 2007 Estimating market risk with neural networks. Zbl 1136.62381Franke, Jürgen; Diagne, Mabouba 13 2006 Frequentist validity of highest posterior density regions in the presence of nuisance parameters. Zbl 0820.62026Ghosh, Jayanta K.; Mukerjee, Rahul 13 1995 The exact risk of a weighted average estimator of the OLS and Stein-rule estimators in regression under balanced loss. Zbl 0888.62069Ohtani, Kazuhiro 13 1998 On hedging European options in geometric fractional Brownian motion market model. Zbl 1202.91312Azmoodeh, Ehsan; Mishura, Yuliya; Valkeila, Esko 13 2009 Some contributions to Chernoff-Savage theorems. Zbl 0568.62017Denker, Manfred; Rösler, Uwe 12 1985 Frequentist behavior of robust Bayes estimates of normal means. Zbl 0685.62004DasGupta, A.; Studden, W. J. 12 1989 A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions. Zbl 1044.62062Maruyama, Yuzo 12 2003 Parametric and semiparametric inference for shape: the role of the scale functional. Zbl 1111.62002Hallin, Marc; Paindaveine, Davy 12 2006 Quantile hedging and its application to life insurance. Zbl 1127.62101Melnikov, Alexander; Skornyakova, Victoria 12 2005 Nonparametric nearest neighbor based empirical portfolio selection strategies. Zbl 1151.62080Györfi, László; Udina, Frederic; Walk, Harro 12 2008 Non-minimaxity of natural decision rules under heteroscedasticity. Zbl 0802.62025Misra, Neeraj; Dhariyal, Ishwari D. 12 1994 On low dimensional case in the fundamental asset pricing theorem with transaction costs. Zbl 1138.91397Grigoriev, Pavel G. 11 2005 On distortion functionals. Zbl 1186.91125Pflug, Georg Ch. 11 2006 Test of fit with the Koziol-Green model for random censorship. Zbl 0746.62018Herbst, Tomáš 11 1992 On smooth estimation of survival and density functions. Zbl 0849.62020Chaubey, Yogendra P.; Sen, Pranab K. 11 1996 The information metric for univariate linear elliptic models. Zbl 0674.62002Burbea, J.; Oller, J. M. 10 1988 Asymptotic utility-based pricing and hedging for exponential utility. Zbl 1217.91183Kallsen, Jan; Rheinländer, Thorsten 10 2011 On order restricted location parameters of two exponential distributions. Zbl 0754.62013Pal, N.; Kushary, D. 10 1992 A class of minimum-distance estimators for diffusion processes with ergodic properties. Zbl 0921.62101Dietz, Hans M.; Kutoyants, Yury A. 10 1997 Weak and strong universal consistency of semi-recursive kernel and partitioning regression estimates. Zbl 0911.62032Györfi, L.; Kohler, M.; Walk, H. 10 1998 On the distance between mixed Poisson and Poisson distributions. Zbl 0632.60011Pfeifer, D. 9 1987 On asymptotic deficiency of estimators in pooled samples in the presence of nuisance parameters. Zbl 0561.62023Akahira, Masafumi; Takeuchi, Kei 9 1982 A class of minimax estimators of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix. Zbl 0562.62005Berger, James; Haff, L. R. 9 1983 Estimation from a length-biased distribution. Zbl 0567.62032Horváth, Lajos 9 1985 Adaptive estimation in linear regression. Zbl 0574.62056Koul, H. L.; Susarla, V. 9 1983 Sensitivity of posterior mean to unimodality preserving contaminations. Zbl 0685.62003Sivaganesan, S. 9 1989 Inference based on the empirical probability generating function for mixtures of Poisson distributions. Zbl 1179.62046Rémillard, Bruno; Theodorescu, Radu 9 2000 Optimal consumption strategies under model uncertainty. Zbl 1138.91422Burgert, Christian; Rüschendorf, Ludger 9 2005 Credit risk with infinite dimensional Lévy processes. Zbl 1125.60069Özkan, Fehmi; Schmidt, Thorsten 9 2005 On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion. Zbl 1202.62107Höpfner, Reinhard; Kutoyants, Yury A. 9 2009 Robust Bayesian estimation in the one-dimensional normal model. Zbl 0802.62032Boratyńska, Agata; Mȩczarski, Marek 9 1994 Expansion of Bayes risk for entropy loss and reference prior in nonregular cases. Zbl 0902.62008Ghosal, Subhashis; Samanta, Tapas 9 1997 Integral tests for suprema of Kiefer processes with application. Zbl 0887.62048Csörgő, Miklós; Horváth, Lajos; Szyszkowicz, Barbara 9 1997 Some properties of weighted multivariate empirical processes. Zbl 0548.60023Ruymgaart, F. H.; Wellner, J. A. 8 1984 Estimation of linear parametric functions for several exponential samples. Zbl 0587.62014Rukhin, A. L.; Zidek, J. V. 8 1985 Limit behaviour of stochastic approximation processes. Zbl 0668.62058Walk, H. 8 1988 On the admissibility of the linear estimators of the Poisson mean using Linex loss functions. Zbl 0716.62008Kuo, L.; Dey, D. K. 8 1990 Non-standard behavior of density estimators for sums of squared observations. Zbl 1178.62029Schick, Anton; Wefelmeyer, Wolfgang 8 2009 On universal Bayesian adaptation. Zbl 1146.62017Lember, Jüri; van der Vaart, Aad 8 2007 Resampling in the frequency domain of time series to determine critical values for change-point tests. Zbl 1146.62032Kirch, Claudia 8 2007 On stationary multiplier methods for the rounding of probabilities and the limiting law of the Sainte-Laguë divergence. Zbl 1092.60012Heinrich, Lothar; Pukelsheim, Friedrich; Schwingenschlögl, Udo 8 2005 A note on variance bounds for a function of a Pearson variate. Zbl 0798.60020Johnson, Roger W. 8 1993 An explicit solution of information geodesic equations for the multivariate normal model. Zbl 0735.62003Calvo, Miquel; Oller, J. M. 8 1991 Decision theoretic estimation of the variance ratio. Zbl 0936.62007Ghosh, M.; Kundu, S. 8 1996 Asymptotic behavior of M-estimators of location in nonregular cases. Zbl 0548.62025Jurečková, Jana 7 1983 The optimality equations in multichain denumerable state Markov decision processes with the average cost criterion: The bounded cost case. Zbl 0564.90089Zijm, Henk 7 1985 Asymptotic study of the maximum likelihood estimator for non-homogeneous diffusion processes. Zbl 0579.62069Mishra, M. N.; Prakasa Rao, B. L. S. 7 1985 New Bayesian methods for ill posed problems. Zbl 0952.62027Gamboa, F. 7 1999 Asymptotic tests for gradual changes. Zbl 0997.62017Hušková, M.; Steinebach, J. 7 2002 Asymptotic equivalence for a model of independent non identically distributed observations. Zbl 1054.62003Jähnisch, Michael; Nussbaum, Michael 7 2003 Non-parametric drift estimation for diffusions from noisy data. Zbl 1215.62087Schmisser, Emeline 7 2011 Nonlinear wavelet density and hazard rate estimation for censored data under dependent observations. Zbl 1093.62043Liang, Han-Ying; Mammitzsch, Volker; Steinebach, Josef 7 2005 Empirical Bayes estimation of a location parameter. Zbl 0883.62006Pensky, Marianna 7 1997 Global extrapolation of local efficiency. Zbl 0749.62032Strasser, Helmut 7 1990 Nonparametric empirical Bayes estimation with \(O(n^{-1/2})\) rate of a truncation parameter. Zbl 0736.62031Datta, Somnath 7 1991 Minimax- and \(\Gamma\)-minimax estimation of a bounded normal mean under LINEX loss. Zbl 0832.62008Bischoff, Wolfgang; Fieger, Werner; Wulfert, Stafanie 7 1995 Tests and estimators for the change point problem based on \(M\)-statistics. Zbl 0864.62008Hušková, Marie 7 1996 Subgradients of law-invariant convex risk measures on \(L^{1}\). Zbl 1203.91116Svindland, Gregor 7 2009 Statistical analysis of dependent competing risks. Zbl 0765.62050Aras, Girish; Deshpande, Jayant V. 7 1992 Convergence of minima of integral functionals, with applications to optimal control and stochastic optimization. Zbl 0779.49030Lucchetti, Roberto; Wets, R. J.-B. 7 1993 Local asymptotic behaviour of densities. Zbl 0619.62020Fabian, Václav; Hannan, James 6 1987 A joint study of the Kolmogorov-Smirnov and the Eicker-Jaeschke statistics. Zbl 0567.62013Révész, P. 6 1982 Asymptotic utility-based pricing and hedging for exponential utility. Zbl 1217.91183Kallsen, Jan; Rheinländer, Thorsten 10 2011 Non-parametric drift estimation for diffusions from noisy data. Zbl 1215.62087Schmisser, Emeline 7 2011 Comparison of Markov processes via infinitesimal generators. Zbl 1227.60022Rüschendorf, Ludger; Wolf, Viktor 3 2011 Method of moment estimation in time-changed Lévy models. Zbl 1215.62086Kallsen, Jan; Muhle-Karbe, Johannes 3 2011 Robust replication in \(H\)-self-similar Gaussian market models under uncertainty. Zbl 1208.91171Gapeev, Pavel V.; Sottinen, Tommi; Valkeila, Esko 3 2011 A note on moment convergence of bootstrap M-estimators. Zbl 1208.62054Kato, Kengo 3 2011 Expansions for the risk of Stein type estimates for non-normal data. Zbl 1215.62057Withers, Christopher S.; Nadarajah, Saralees 2 2011 Mean-risk tests of stochastic dominance. Zbl 1215.62047Dentcheva, Darinka; Stock, Gregory J.; Rekeda, Ludmyla 2 2011 Abstentions in the German Bundesrat and ternary decision rules in weighted voting systems. Zbl 1208.91039Birkmeier, Olga; Käufl, Andreas; Pukelsheim, Friedrich 1 2011 On the maximization of financial performance measures within mixture models. Zbl 1208.91068Hentati, Rania; Prigent, Jean-Luc 1 2011 On hedging European options in geometric fractional Brownian motion market model. Zbl 1202.91312Azmoodeh, Ehsan; Mishura, Yuliya; Valkeila, Esko 13 2009 On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion. Zbl 1202.62107Höpfner, Reinhard; Kutoyants, Yury A. 9 2009 Non-standard behavior of density estimators for sums of squared observations. Zbl 1178.62029Schick, Anton; Wefelmeyer, Wolfgang 8 2009 Subgradients of law-invariant convex risk measures on \(L^{1}\). Zbl 1203.91116Svindland, Gregor 7 2009 Option pricing in bilateral gamma stock models. Zbl 1201.91201Küchler, Uwe; Tappe, Stefan 6 2009 A maximal inequality for skew Brownian motion. Zbl 1201.60019Zhitlukhin, Mikhail V. 4 2009 On the mean residual waiting time of records. Zbl 1196.62051Bdair, Omar M.; Raqab, Mohammad Z. 2 2009 Robust efficient hedging for American options: the existence of worst case probability measures. Zbl 1179.91238Treviño-Aguilar, Erick 2 2009 Shrinkage estimation in elliptically contoured distribution with restricted parameter space. Zbl 1178.62060Tsukuma, Hisayuki 2 2009 The face-lifting theorem for proportional transaction costs in multiasset models. Zbl 1201.91235Blum, Benedikt 2 2009 Estimation of split-points in binary regression. Zbl 1281.62053Ferger, Dietmar; Klotsche, Jens 2 2009 On the Bayesianity of maximum likelihood estimators of restricted location parameters under absolute value error loss. Zbl 1274.62169Kucerovsky, Dan; Marchand, Eric; Najafabadi, Amir T. Payandeh; Strawderman, William E. 2 2009 A renewal theoretic result in portfolio theory under transaction costs with multiple risky assets. Zbl 1203.91273Irle, Albrecht; Prelle, Claas 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 1178.62061Balabdaoui, Fadoua; Mielke, Matthias; Munk, Axel 1 2009 Optimal portfolios with Haezendonck risk measures. Zbl 1188.91198Bellini, Fabio; Rosazza Gianin, Emanuela 24 2008 On nonparametric estimation of the regression function under random censorship model. Zbl 1159.62307Guessoum, Zohra; Ould-Saïd, Elias 17 2008 Estimation of optimal portfolio compositions for Gaussian returns. Zbl 1159.62327Bodnar, Taras; Schmid, Wolfgang 14 2008 Nonparametric nearest neighbor based empirical portfolio selection strategies. Zbl 1151.62080Györfi, László; Udina, Frederic; Walk, Harro 12 2008 A kernel-based classifier on a Riemannian manifold. Zbl 1418.62161Loubes, Jean-Michel; Pelletier, Bruno 6 2008 On a stochastic version of the trading rule “buy and hold”. Zbl 1274.62538Shiryaev, Albert; Novikov, Alexander A. 6 2008 Characterization of optimal risk allocations for convex risk functionals. Zbl 1171.91351Kiesel, Swen; Rüschendorf, Ludger 6 2008 Comparison results for path-dependent options. Zbl 1151.60308Bergenthum, Jan; Rüschendorf, Ludger 4 2008 Mean and covariance matrix adaptive estimation for a weakly stationary process. Application in stochastic optimization. Zbl 1153.62065Guigues, Vincent 2 2008 Upper bounds for Bermudan options on Markovian data using nonparametric regression and a reduced number of nested Monte Carlo steps. Zbl 1171.91341Kohler, Michael; Krzyżak, Adam; Walk, Harro 2 2008 Goodness of fit testing using a specific density estimate. Zbl 1418.62188Albers, Casper J.; Schaafsma, Willem 1 2008 Estimating the error distribution function in semiparametric regression. Zbl 1137.62023Müller, Ursula U.; Schick, Anton; Wefelmeyer, Wolfgang 33 2007 Dynamic utility-based good deal bounds. Zbl 1140.91396Klöppel, Susanne; Schweizer, Martin 13 2007 On universal Bayesian adaptation. Zbl 1146.62017Lember, Jüri; van der Vaart, Aad 8 2007 Resampling in the frequency domain of time series to determine critical values for change-point tests. Zbl 1146.62032Kirch, Claudia 8 2007 Large deviations for \(L\)-statistics. Zbl 1140.60013Boistard, Hélène 5 2007 Importance sampling for simulations of moderate deviation probabilities of statistics. Zbl 1263.62012Ermakov, Mikhail 4 2007 Pricing and hedging with globally and instantaneously vanishing risk. Zbl 1211.91223Leitner, Johannes 4 2007 Most powerful conditional tests. Zbl 1130.62042Jannsen, Arnold; Völker, Dominik 4 2007 A limit theorem for recursively defined processes in \(L^{p}\). Zbl 1144.60017Eickmeyer, Kord; Rüschendorf, Ludger 4 2007 An asymptotic analysis of the mean-variance portfolio selection. Zbl 1211.91226Ottucsák, György; Vajda, István 3 2007 Decision theoretic Bayesian hypothesis testing with the selectional goal. Zbl 1131.62003Bansal, Naveen K. 1 2007 Optimal kernels. Zbl 1159.62020Mammitzsch, Volker 1 2007 Convex risk measures and the dynamics of their penalty functions. Zbl 1186.91119Föllmer, Hans; Penner, Irina 69 2006 On the optimal risk allocation problem. Zbl 1186.91117Burgert, Christian; Rüschendorf, Ludger 30 2006 Risk measurement with equivalent utility principles. Zbl 1171.91326Denuit, Michel; Dhaene, Jan; Goovaerts, Marc; Kaas, Rob; Laeven, Roger 28 2006 Robust utility maximization in a stochastic factor model. Zbl 1186.91229Hernández-Hernández, Daniel; Schied, Alexander 23 2006 Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints. Zbl 1108.49021Carlier, Guillaume; Dana, Rose-Anne 21 2006 Law invariant convex risk measures for portfolio vectors. Zbl 1186.91126Rüschendorf, Ludger 20 2006 The cross-validated adaptive epsilon-net estimator. Zbl 1111.62003van der Laan, Mark J.; Dudoit, Sandrine; van der Vaart, Aad W. 18 2006 Oracle inequalities for multi-fold cross validation. Zbl 1117.62042van der Vaart, Aad W.; Dudoit, Sandrine; van der Laan, Mark J. 17 2006 Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings. Zbl 1135.60024Feinberg, Eugene A.; Shirayaev, Albert N. 17 2006 Estimating market risk with neural networks. Zbl 1136.62381Franke, Jürgen; Diagne, Mabouba 13 2006 Parametric and semiparametric inference for shape: the role of the scale functional. Zbl 1111.62002Hallin, Marc; Paindaveine, Davy 12 2006 On distortion functionals. Zbl 1186.91125Pflug, Georg Ch. 11 2006 On local bootstrap bandwidth choice in kernel density estimation. Zbl 1136.62337Ziegler, Klaus 4 2006 On utility-based derivative pricing with and without intermediate trades. Zbl 1151.91447Kallsen, Jan; Kühn, Christoph 2 2006 Statistical inference on graphs. Zbl 1136.62348Biau, Gérard; Bleakley, Kevin 2 2006 Dilatation monotone and comonotonic additive risk measures represented as Choquet integrals. Zbl 1186.91121Grigoriev, Pavel G.; Leitner, Johannes 1 2006 Monetary utility over coherent risk ratios. Zbl 1186.91240Leitner, Johannes 1 2006 Bootstrap autoregressive order selection. Zbl 1111.62076Franke, Jürgen; Kreiss, Jens-Peter; Moser, Martin 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 1128.62132Morais, Manuel Cabral; Okhrin, Yarema; Pacheco, António; Schmid, Wolfgang 1 2006 On Markovian short rates in term structure models driven by jump-diffusion processes. Zbl 1152.60065Gapeev, Pavel V.; Küchler, Uwe 1 2006 Duality theory for optimal investments under model uncertainty. Zbl 1184.91195Schied, Alexander; Wu, Ching-Tang 28 2005 Input-dependent estimation of generalization error under covariate shift. Zbl 1117.62069Sugiyama, Masashi; Müller, Klaus-Robert 17 2005 Perpetual convertible bonds in jump-diffusion models. Zbl 1076.60508Gapeev, Pavel V.; Kühn, Christoph 16 2005 Quantile hedging and its application to life insurance. 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Zbl 1046.62081Dietz, Hans M.; Kutoyants, Yury A. 28 2003 ...and 325 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,296 Authors 28 Schick, Anton 22 Wefelmeyer, Wolfgang 18 Rüschendorf, Ludger 18 Strawderman, William Edward 17 Liang, Hanying 15 Bouzebda, Salim 15 Müller, Ursula U. 15 Walk, Harro 14 Ould-Saïd, Elias 14 Pagès, Gilles 13 Bodnar, Taras 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 Kang, Sang Gil 11 Kohler, Michael 11 Polunchenko, Aleksey S. 10 Fourdrinier, Dominique 10 Karunamuni, Rohana J. 10 Kourouklis, Stavros 10 Kozubowski, Tomasz J. 10 Lee, Woo Dong 10 Luschgy, Harald 10 Neumeyer, Natalie 10 Sugiyama, Masashi 9 Schmid, Wolfgang 9 Sen, Pranab Kumar 9 Van der Laan, Mark Johannes 8 Arshad, Mohd Rizal 8 Dehay, Dominique 8 Falk, Michael 8 Hallin, Marc 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 Chen, Zhiping 7 Gapeev, Pavel V. 7 Ghosh, Malay 7 Iliopoulos, George 7 Jafari Jozani, Mohammad 7 Karimnezhad, Ali 7 Kim, Dalho 7 Kirch, Claudia 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 Aly, Emad-Eldin A. A. 6 Dette, Holger 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 Arnold, Bernhard F. 5 Bischoff, Wolfgang 5 Brito, Margarida 5 Chen, Hubert Jan-peing 5 Es-Sebaiy, Khalifa 5 Feinstein, Zachary ...and 2,196 more Authors all top 5 Cited in 271 Journals 196 Journal of Statistical Planning and Inference 164 Statistics & Probability Letters 110 Journal of Multivariate Analysis 71 The Annals of Statistics 59 Annals of the Institute of Statistical Mathematics 52 Communications in Statistics. 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