The following pages link to Alexander Shapiro (Q207146):
Displayed 50 items.
- Differentiability properties of metric projections onto convex sets (Q301729) (← links)
- Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty (Q322602) (← links)
- Statistical inference of minimum rank factor analysis (Q463079) (← links)
- Value functions, domination cones and proper efficiency in multicriteria optimization (Q583121) (← links)
- Item:Q207146 (redirect page) (← links)
- Analysis of stochastic dual dynamic programming method (Q617520) (← links)
- Validation analysis of mirror descent stochastic approximation method (Q715058) (← links)
- Estimation and asymptotics for buffered probability of exceedance (Q723976) (← links)
- Testing and estimation of equal variances for correlated variables (Q749113) (← links)
- Item:Q207146 (redirect page) (← links)
- On the investigation of local identifiability: A counterexample (Q790567) (← links)
- Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis (Q794112) (← links)
- Minimum rank and minimum trace of covariance matrices (Q794114) (← links)
- Weighted minimum trace factor analysis (Q796936) (← links)
- On a time consistency concept in risk averse multistage stochastic programming (Q833557) (← links)
- Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions (Q854012) (← links)
- Coherent risk measures in inventory problems (Q879300) (← links)
- Comments on ``Quantifying adventitious error in a covariance structure as a random effect'' (Q888049) (← links)
- Proximity control in bundle methods for convex nondifferentiable minimization (Q911994) (← links)
- On the treatment of correlation structures as covariance structures (Q918092) (← links)
- On differential stability in stochastic programming (Q918419) (← links)
- On the boundary behaviour of univalent harmonic mappings onto convex domains (Q934545) (← links)
- Augmented lagrangians in semi-infinite programming (Q959953) (← links)
- Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
- Asymptotic normality of test statistics under alternative hypotheses (Q1006673) (← links)
- Simulation-based approach to estimation of latent variable models (Q1010464) (← links)
- Sample average approximation method for chance constrained programming: Theory and applications (Q1035926) (← links)
- Extremal problems on the set of nonnegative definite matrices (Q1058989) (← links)
- Identifiability of factor analysis: Some results and open problems (Q1069619) (← links)
- On the multivariate asymptotic distribution of sequential chi-square statistics (Q1078943) (← links)
- The asymptotic covariance matrix of sample correlation coefficients under general conditions (Q1081247) (← links)
- Asymptotic theory for robust principal components (Q1088340) (← links)
- Extensions of subgradient projection algorithms (Q1089262) (← links)
- Directional differentiability of metric projections onto moving sets at boundary points (Q1102525) (← links)
- Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton (Q1108933) (← links)
- On the asymptotic bias of estimators under parameter drift (Q1113568) (← links)
- Optimally scaled matrices, necessary and sufficient conditions (Q1157878) (← links)
- Asymptotic analysis of stochastic programs (Q1178439) (← links)
- Invariance of covariance structures under groups of transformations (Q1185343) (← links)
- Asymptotic properties of statistical estimators in stochastic programming (Q1263899) (← links)
- A simulation-based approach to two-stage stochastic programming with recourse (Q1290606) (← links)
- Some new results on correlation-preserving factor scores prediction methods (Q1300839) (← links)
- First-order optimality conditions in generalized semi-infinite programming (Q1301898) (← links)
- First-order conditions for isolated locally optimal solutions (Q1321329) (← links)
- Directionally nondifferentiable metric projection (Q1331114) (← links)
- Quantitative stability in stochastic programming (Q1340069) (← links)
- An integral transform approach to cross-variograms modeling (Q1351876) (← links)
- First and second order analysis of nonlinear semidefinite programs (Q1373739) (← links)
- Conditioning of convex piecewise linear stochastic programs (Q1396811) (← links)
- Sensitivity analysis of generalized equations (Q1407364) (← links)