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 1 319 1 5 7 785
Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics 0 0 1 403 3 5 16 1,017
Normal versus Noncentral Chi-square Asymptotics of Misspecified Models 0 0 1 47 0 5 10 339
Optimization of Convex Risk Functions 0 0 0 577 2 6 8 1,185
Optimization of Risk Measures 0 1 4 1,973 1 4 11 4,609
Revenue management in resource exchange seller alliances 0 0 0 94 1 1 2 396
Uniqueness of Kusuoka Representations 0 0 1 12 0 5 8 62
Total Working Papers 0 2 8 3,425 8 31 62 8,393


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 1 1 1 23
A stochastic programming approach for supply chain network design under uncertainty 0 1 18 153 6 18 54 493
An integral transform approach to cross-variograms modeling 0 1 1 17 0 1 1 66
Analysis of stochastic dual dynamic programming method 0 1 1 66 2 7 14 286
Asymptotic normality of test statistics under alternative hypotheses 0 0 0 12 2 3 5 75
Asymptotics of minimax stochastic programs 0 0 0 3 0 1 2 30
Coherent risk measures in inventory problems 0 0 0 15 1 3 3 95
Comments on: Stability in linear optimization and related topics. A personal tour 0 0 1 2 0 1 3 15
Financial prediction with constrained tail risk 0 0 0 33 2 3 6 134
Finding Optimal Material Release Times Using Simulation-Based Optimization 0 0 0 3 1 1 3 42
Invariance of covariance structures under groups of transformations 0 0 0 6 1 4 5 40
Minimax and risk averse multistage stochastic programming 0 0 0 6 1 1 1 54
Minimum rank and minimum trace of covariance matrices 0 0 0 45 7 8 8 180
Nonparametric estimation of concave production technologies by entropic methods 0 0 0 40 1 2 3 231
On the asymptotic bias of estimators under parameter drift 0 0 0 11 1 1 1 25
On the investigation of local identifiability: A counterexample 0 0 0 23 1 3 4 52
On the multivariate asymptotic distribution of sequential Chi-square statistics 0 0 0 41 0 1 2 163
Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis 0 0 0 36 6 8 9 139
Risk neutral and risk averse Stochastic Dual Dynamic Programming method 0 1 6 44 1 3 12 140
Scheffe's method for constructing simultaneous confidence intervals subject to cone constraints 0 0 0 45 0 0 1 345
Simulation-based approach to estimation of latent variable models 0 0 0 16 0 0 1 51
Statistical inference of minimum rank factor analysis 0 0 0 18 4 5 7 110
Testing and estimation of equal variances for correlated variables 0 0 0 40 0 0 0 112
The asymptotic bias of minimum trace factor analysis, with applications to the greatest lower bound to reliability 0 0 0 6 2 3 4 55
Variogram fitting with a general class of conditionally nonnegative definite functions 0 0 1 66 0 1 2 141
Weighted minimum trace factor analysis 0 0 0 24 11 12 12 106
Total Journal Articles 0 4 28 775 51 91 164 3,203


Statistics updated 2026-01-09