EconPapers    
Economics at your fingertips  
 

Details about Alexander Shapiro

E-mail:
Homepage:http://www.isye.gatech.edu/people/faculty/Alex_Shapiro/
Postal address:Georgia Institute of Technology, School of Industrial and Systems Engineering, Atlanta, GA 30332-0205, USA
Workplace:Georgia Institute of technology, School of Industrial and Systems Engineering

Access statistics for papers by Alexander Shapiro.

Last updated 2012-12-13. Update your information in the RePEc Author Service.

Short-id: psh112


Jump to Journal Articles

Working Papers

2013

  1. Uniqueness of Kusuoka Representations
    Papers, arXiv.org Downloads View citations (4)

2011

  1. Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
  2. Revenue management in resource exchange seller alliances
    MPRA Paper, University Library of Munich, Germany Downloads

2009

  1. Normal versus Noncentral Chi-square Asymptotics of Misspecified Models
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)

2005

  1. Conditional Risk Mappings
    Risk and Insurance, EconWPA Downloads View citations (15)
  2. Optimization of Convex Risk Functions
    Risk and Insurance, EconWPA Downloads View citations (36)

2004

  1. Optimization of Risk Measures
    Risk and Insurance, EconWPA Downloads View citations (8)

Journal Articles

2013

  1. Risk neutral and risk averse Stochastic Dual Dynamic Programming method
    European Journal of Operational Research, 2013, 224, (2), 375-391 Downloads View citations (14)

2012

  1. Comments on: Stability in linear optimization and related topics. A personal tour
    TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, 2012, 20, (2), 261-264 Downloads
  2. Minimax and risk averse multistage stochastic programming
    European Journal of Operational Research, 2012, 219, (3), 719-726 Downloads View citations (4)

2011

  1. Analysis of stochastic dual dynamic programming method
    European Journal of Operational Research, 2011, 209, (1), 63-72 Downloads View citations (20)

2009

  1. Asymptotic normality of test statistics under alternative hypotheses
    Journal of Multivariate Analysis, 2009, 100, (5), 936-945 Downloads View citations (3)

2008

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

2007

  1. Coherent risk measures in inventory problems
    European Journal of Operational Research, 2007, 182, (1), 226-238 Downloads View citations (32)
  2. Financial prediction with constrained tail risk
    Journal of Banking & Finance, 2007, 31, (11), 3524-3538 Downloads View citations (4)
  3. Nonparametric estimation of concave production technologies by entropic methods
    Journal of Applied Econometrics, 2007, 22, (4), 795-816 Downloads View citations (2)

2006

  1. Simulation-based approach to estimation of latent variable models
    Computational Statistics & Data Analysis, 2006, 51, (2), 1243-1259 Downloads View citations (1)

2005

  1. A stochastic programming approach for supply chain network design under uncertainty
    European Journal of Operational Research, 2005, 167, (1), 96-115 Downloads View citations (91)

2003

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

2002

  1. Statistical inference of minimum rank factor analysis
    Psychometrika, 2002, 67, (1), 79-94 Downloads View citations (44)

2000

  1. The asymptotic bias of minimum trace factor analysis, with applications to the greatest lower bound to reliability
    Psychometrika, 2000, 65, (3), 413-425 Downloads View citations (6)

1999

  1. Finding Optimal Material Release Times Using Simulation-Based Optimization
    Management Science, 1999, 45, (1), 86-102 Downloads View citations (2)

1996

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

1991

  1. Invariance of covariance structures under groups of transformations
    Metrika: International Journal for Theoretical and Applied Statistics, 1991, 38, (1), 345-355 Downloads View citations (2)
  2. Variogram fitting with a general class of conditionally nonnegative definite functions
    Computational Statistics & Data Analysis, 1991, 11, (1), 87-96 Downloads View citations (6)

1990

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

1988

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

1985

  1. A note on the asymptotic distribution of the greatest lower bound to reliability
    Psychometrika, 1985, 50, (2), 243-244 Downloads View citations (1)
  2. On the multivariate asymptotic distribution of sequential Chi-square statistics
    Psychometrika, 1985, 50, (3), 253-263 Downloads View citations (20)

1983

  1. On the investigation of local identifiability: A counterexample
    Psychometrika, 1983, 48, (2), 303-304 Downloads View citations (4)

1982

  1. Minimum rank and minimum trace of covariance matrices
    Psychometrika, 1982, 47, (4), 443-448 Downloads View citations (6)
  2. Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis
    Psychometrika, 1982, 47, (2), 187-199 Downloads View citations (10)
  3. Weighted minimum trace factor analysis
    Psychometrika, 1982, 47, (3), 243-264 Downloads View citations (6)
 
Page updated 2017-07-29