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 1 2 316 0 3 4 759
Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics 0 1 5 389 4 12 32 905
Normal versus Noncentral Chi-square Asymptotics of Misspecified Models 0 0 0 45 0 1 1 312
Optimization of Convex Risk Functions 0 0 0 571 0 1 2 1,157
Optimization of Risk Measures 0 2 12 1,921 4 12 57 4,431
Revenue management in resource exchange seller alliances 0 0 1 94 0 1 3 358
Uniqueness of Kusuoka Representations 0 0 0 9 0 0 1 43
Total Working Papers 0 4 20 3,345 8 30 100 7,965


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 0 18
A stochastic programming approach for supply chain network design under uncertainty 0 0 1 65 0 0 5 275
An integral transform approach to cross-variograms modeling 0 0 0 16 1 1 1 63
Analysis of stochastic dual dynamic programming method 1 1 4 49 3 4 18 217
Asymptotic normality of test statistics under alternative hypotheses 0 0 0 12 0 0 0 64
Asymptotics of minimax stochastic programs 0 0 0 3 2 3 3 24
Coherent risk measures in inventory problems 0 0 0 12 0 0 1 77
Comments on: Stability in linear optimization and related topics. A personal tour 0 0 0 1 0 0 0 9
Financial prediction with constrained tail risk 0 0 0 32 0 0 1 112
Finding Optimal Material Release Times Using Simulation-Based Optimization 0 0 0 3 0 0 1 36
Invariance of covariance structures under groups of transformations 0 0 0 5 0 1 1 31
Minimax and risk averse multistage stochastic programming 0 0 0 3 0 1 2 33
Minimum rank and minimum trace of covariance matrices 0 0 1 44 0 1 2 163
Nonparametric estimation of concave production technologies by entropic methods 0 0 1 40 0 1 2 216
On the asymptotic bias of estimators under parameter drift 0 0 0 11 0 0 0 20
On the investigation of local identifiability: A counterexample 0 0 0 21 0 0 1 43
On the multivariate asymptotic distribution of sequential Chi-square statistics 0 0 0 39 0 1 2 148
Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis 0 0 0 28 0 0 0 109
Risk neutral and risk averse Stochastic Dual Dynamic Programming method 1 1 3 24 2 3 7 90
Scheffe's method for constructing simultaneous confidence intervals subject to cone constraints 0 0 0 44 1 1 3 330
Simulation-based approach to estimation of latent variable models 0 0 0 16 0 0 0 49
Statistical inference of minimum rank factor analysis 0 0 0 15 0 0 2 76
Testing and estimation of equal variances for correlated variables 0 0 0 40 0 1 1 110
The asymptotic bias of minimum trace factor analysis, with applications to the greatest lower bound to reliability 0 0 0 5 0 0 0 43
Variogram fitting with a general class of conditionally nonnegative definite functions 0 0 0 53 0 1 4 117
Weighted minimum trace factor analysis 0 0 0 23 0 1 1 88
Total Journal Articles 2 2 10 608 9 20 58 2,561


Statistics updated 2020-01-03