Access Statistics for Alexander Shapiro

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Conditional Risk Mappings 0 0 1 317 0 1 10 769
Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics 0 1 6 395 2 10 45 950
Normal versus Noncentral Chi-square Asymptotics of Misspecified Models 0 0 0 45 1 1 4 316
Optimization of Convex Risk Functions 0 0 0 571 0 0 7 1,164
Optimization of Risk Measures 2 4 11 1,932 8 16 49 4,480
Revenue management in resource exchange seller alliances 0 0 0 94 1 2 7 365
Uniqueness of Kusuoka Representations 0 0 0 9 0 1 6 49
Total Working Papers 2 5 18 3,363 12 31 128 8,093


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the asymptotic distribution of the greatest lower bound to reliability 0 0 0 4 0 0 3 21
A stochastic programming approach for supply chain network design under uncertainty 0 0 2 67 0 0 6 281
An integral transform approach to cross-variograms modeling 0 0 0 16 0 0 1 64
Analysis of stochastic dual dynamic programming method 0 0 1 50 0 1 14 231
Asymptotic normality of test statistics under alternative hypotheses 0 0 0 12 0 0 2 66
Asymptotics of minimax stochastic programs 0 0 0 3 0 0 1 25
Coherent risk measures in inventory problems 0 0 1 13 0 0 6 83
Comments on: Stability in linear optimization and related topics. A personal tour 0 0 0 1 0 0 2 11
Financial prediction with constrained tail risk 0 0 0 32 0 0 5 117
Finding Optimal Material Release Times Using Simulation-Based Optimization 0 0 0 3 0 0 2 38
Invariance of covariance structures under groups of transformations 0 0 0 5 0 0 1 32
Minimax and risk averse multistage stochastic programming 0 0 1 4 0 2 4 37
Minimum rank and minimum trace of covariance matrices 0 0 1 45 0 0 3 166
Nonparametric estimation of concave production technologies by entropic methods 0 0 0 40 0 1 5 221
On the asymptotic bias of estimators under parameter drift 0 0 0 11 1 1 3 23
On the investigation of local identifiability: A counterexample 0 0 0 21 0 0 0 43
On the multivariate asymptotic distribution of sequential Chi-square statistics 0 0 2 41 0 1 5 153
Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis 0 0 1 29 0 0 2 111
Risk neutral and risk averse Stochastic Dual Dynamic Programming method 0 0 2 26 0 2 8 98
Scheffe's method for constructing simultaneous confidence intervals subject to cone constraints 0 0 0 44 0 0 3 333
Simulation-based approach to estimation of latent variable models 0 0 0 16 0 0 1 50
Statistical inference of minimum rank factor analysis 0 0 0 15 0 1 4 80
Testing and estimation of equal variances for correlated variables 0 0 0 40 0 0 2 112
The asymptotic bias of minimum trace factor analysis, with applications to the greatest lower bound to reliability 0 0 0 5 0 0 1 44
Variogram fitting with a general class of conditionally nonnegative definite functions 0 1 4 57 0 1 6 123
Weighted minimum trace factor analysis 0 0 0 23 1 1 3 91
Total Journal Articles 0 1 15 623 2 11 93 2,654


Statistics updated 2021-01-03