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 3 317 1 2 11 766
Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics 0 2 7 393 3 9 46 931
Normal versus Noncentral Chi-square Asymptotics of Misspecified Models 0 0 0 45 0 1 4 315
Optimization of Convex Risk Functions 0 0 0 571 1 1 7 1,163
Optimization of Risk Measures 0 1 8 1,925 4 11 45 4,453
Revenue management in resource exchange seller alliances 0 0 0 94 0 0 2 358
Uniqueness of Kusuoka Representations 0 0 0 9 0 0 2 45
Total Working Papers 0 4 18 3,354 9 24 117 8,031


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 0 65 0 1 3 278
An integral transform approach to cross-variograms modeling 0 0 0 16 0 0 2 64
Analysis of stochastic dual dynamic programming method 0 0 2 50 4 7 20 228
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 1 4 25
Coherent risk measures in inventory problems 0 1 1 13 0 3 5 82
Comments on: Stability in linear optimization and related topics. A personal tour 0 0 0 1 0 0 1 10
Financial prediction with constrained tail risk 0 0 0 32 0 0 4 116
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 2 32
Minimax and risk averse multistage stochastic programming 0 0 0 3 0 0 1 33
Minimum rank and minimum trace of covariance matrices 0 0 0 44 0 0 3 165
Nonparametric estimation of concave production technologies by entropic methods 0 0 0 40 1 2 5 220
On the asymptotic bias of estimators under parameter drift 0 0 0 11 0 0 2 22
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 1 2 2 41 1 2 5 152
Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis 1 1 1 29 1 1 2 111
Risk neutral and risk averse Stochastic Dual Dynamic Programming method 0 0 2 24 1 1 9 93
Scheffe's method for constructing simultaneous confidence intervals subject to cone constraints 0 0 0 44 1 1 5 333
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 1 1 4 79
Testing and estimation of equal variances for correlated variables 0 0 0 40 0 0 3 112
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 1 2 55 0 1 7 120
Weighted minimum trace factor analysis 0 0 0 23 0 0 3 90
Total Journal Articles 2 5 10 615 10 21 99 2,626


Statistics updated 2020-07-04