The following pages link to Statistics & Decisions (Q3011072):
Displaying 50 items.
- Expansions for the risk of Stein type estimates for non-normal data (Q3011073) (← links)
- Mean-risk tests of stochastic dominance (Q3011076) (← links)
- Non-parametric drift estimation for diffusions from noisy data (Q3011077) (← links)
- Comparison of Markov processes via infinitesimal generators (Q3011078) (← links)
- Method of moment estimation in time-changed Lévy models (Q3011079) (← links)
- Quantization of probability distributions under norm-based distortion measures (Q3024663) (← links)
- Confidence estimation of the covariance function of stationary and locally stationary processes (Q3024664) (← links)
- Efficient estimation of a linear functional of a bivariate distribution with equal, but unknown, marginals: The minimum chi-square approach (Q3024665) (← links)
- Locally asymptotically optimal tests in semiparametric generalized linear models in the 2-sample-problem (Q3024667) (← links)
- Maximum likelihood estimator in a two-phase nonlinear random regression model (Q3024668) (← links)
- Option pricing in bilateral Gamma stock models (Q3061268) (← links)
- On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion (Q3061269) (← links)
- On Brownian motion as a prior for nonparametric regression (Q3061270) (← links)
- The face-lifting theorem for proportional transaction costs in multiasset models (Q3061272) (← links)
- A note on incomplete and boundedly complete families of discrete distributions (Q3061273) (← links)
- Robust replication in <i>H</i>-self-similar Gaussian market models under uncertainty (Q3086113) (← links)
- Abstentions in the German Bundesrat and ternary decision rules in weighted voting systems (Q3086115) (← links)
- Asymptotic utility-based pricing and hedging for exponential utility (Q3086116) (← links)
- A note on moment convergence of bootstrap M-estimators (Q3086117) (← links)
- On the maximization of financial performance measures within mixture models (Q3086119) (← links)
- Absolutely continuous optimal martingale measures (Q3365772) (← links)
- Optimal choice of kn-records in the extreme value index estimation (Q3365773) (← links)
- On stationary multiplier methods for the rounding of probabilities and the limiting law of the Sainte-Laguë divergence (Q3365774) (← links)
- Recursive random variables with subgaussian distributions (Q3365775) (← links)
- Change in non-parametric regression with long memory errors (Q3365776) (← links)
- Bootstrap autoregressive order selection (Q3438351) (← links)
- Parametric and semiparametric inference for shape: the role of the scale functional (Q3438352) (← links)
- Oracle inequalities for multi-fold cross validation (Q3438353) (← links)
- The cross-validated adaptive epsilon-net estimator (Q3438354) (← links)
- Importance sampling for simulations of moderate deviation probabilities of statistics (Q3519372) (← links)
- Dynamic utility-based good deal bounds (Q3519373) (← links)
- Pricing and hedging with globally and instantaneously vanishing risk (Q3519374) (← links)
- Bootstrapping L2-type statistics in copula density testing (Q3519375) (← links)
- Goodness of fit testing using a specific density estimate (Q3536737) (← links)
- Uniform and individual convergence rates for convex density classes (Q3536738) (← links)
- A kernel-based classifier on a Riemannian manifold (Q3536739) (← links)
- Comparison results for path-dependent options (Q3536740) (← links)
- Estimation of split-points in binary regression (Q3576390) (← links)
- On hedging European options in geometric fractional Brownian motion market model (Q3576391) (← links)
- On the Bayesianity of maximum likelihood estimators of restricted location parameters under absolute value error loss (Q3576392) (← links)
- Subgradients of law-invariant convex risk measures on L1 (Q3576393) (← links)
- Input-dependent estimation of generalization error under covariate shift (Q3595145) (← links)
- Credit risk with infinite dimensional Lévy processes (Q3595146) (← links)
- Quantile hedging and its application to life insurance (Q3595147) (← links)
- The heat equation given a time series of initial data subject to error (Q3595148) (← links)
- On nonparametric estimation of the regression function under random censorship model (Q3627402) (← links)
- Estimation of optimal portfolio compositions for Gaussian returns (Q3627403) (← links)
- Improved estimation for elliptically symmetric distributions with unknown block diagonal covariance matrix (Q3627404) (← links)
- A Bayesian approach to incorporate model ambiguity in a dynamic risk measure (Q3627405) (← links)
- Robust efficient hedging for American options: The existence of worst case probability measures (Q3654461) (← links)
