Details about Alexander Shapiro

Access statistics for papers by Alexander Shapiro.

Last updated 2009-11-12. Update your information in the RePEc Author Service.

Short-id: psh112

Working Papers

2009

1. Normal versus Noncentral Chi-square Asymptotics of Misspecified Models
   MPRA Paper, University Library of Munich, Germany

2005

2. Conditional Risk Mappings
   Risk and Insurance, EconWPA View citations
3. Optimization of Convex Risk Functions
   Risk and Insurance, EconWPA View citations

2004

4. Optimization of Risk Measures
   Risk and Insurance, EconWPA

Journal Articles

2009

1. Asymptotic normality of test statistics under alternative hypotheses
   Journal of Multivariate Analysis, 2009, 100, (5), 936-945 View citations

2008

2. Asymptotics of minimax stochastic programs
   Statistics & Probability Letters, 2008, 78, (2), 150-157

2007

3. Coherent risk measures in inventory problems
   European Journal of Operational Research, 2007, 182, (1), 226-238
4. Financial prediction with constrained tail risk
   Journal of Banking & Finance, 2007, 31, (11), 3524-3538
5. Nonparametric estimation of concave production technologies by entropic methods
   Journal of Applied Econometrics, 2007, 22, (4), 795-816 View citations

2006

6. Simulation-based approach to estimation of latent variable models
   Computational Statistics & Data Analysis, 2006, 51, (2), 1243-1259

2005

7. A stochastic programming approach for supply chain network design under uncertainty
   European Journal of Operational Research, 2005, 167, (1), 96-115 View citations

2003

8. Scheffe's method for constructing simultaneous confidence intervals subject to cone constraints
   Statistics & Probability Letters, 2003, 64, (4), 403-406

2002

9. Statistical inference of minimum rank factor analysis
   Psychometrika, 2002, 67, (1), 79-94

2000

10. The asymptotic bias of minimum trace factor analysis, with applications to the greatest lower bound to reliability
    Psychometrika, 2000, 65, (3), 413-425 View citations

1996

11. An integral transform approach to cross-variograms modeling
    Computational Statistics & Data Analysis, 1996, 22, (3), 213-233

1991

12. Invariance of covariance structures under groups of transformations
    Metrika, 1991, 38, (1), 345-355
13. Variogram fitting with a general class of conditionally nonnegative definite functions
    Computational Statistics & Data Analysis, 1991, 11, (1), 87-96

1990

14. Testing and estimation of equal variances for correlated variables
    Statistics & Probability Letters, 1990, 10, (3), 231-234

1988

15. On the asymptotic bias of estimators under parameter drift
    Statistics & Probability Letters, 1988, 7, (3), 221-224

1985

16. A note on the asymptotic distribution of the greatest lower bound to reliability
    Psychometrika, 1985, 50, (2), 243-244 View citations
17. On the multivariate asymptotic distribution of sequential Chi-square statistics
    Psychometrika, 1985, 50, (3), 253-263 View citations

1983

18. On the investigation of local identifiability: A counterexample
    Psychometrika, 1983, 48, (2), 303-304 View citations

1982

19. Minimum rank and minimum trace of covariance matrices
    Psychometrika, 1982, 47, (4), 443-448 View citations
20. Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis
    Psychometrika, 1982, 47, (2), 187-199 View citations
21. Weighted minimum trace factor analysis
    Psychometrika, 1982, 47, (3), 243-264 View citations