Details about Alexander Shapiro

Access statistics for papers by Alexander Shapiro.

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

Short-id: psh112

Working Papers

2013

1. Uniqueness of Kusuoka Representations
   Papers, arXiv.org View citations (5)

2011

2. Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics
   MPRA Paper, University Library of Munich, Germany View citations (12)
3. Revenue management in resource exchange seller alliances
   MPRA Paper, University Library of Munich, Germany View citations (1)

2009

4. Normal versus Noncentral Chi-square Asymptotics of Misspecified Models
   MPRA Paper, University Library of Munich, Germany View citations (6)

2005

5. Conditional Risk Mappings
   Risk and Insurance, University Library of Munich, Germany View citations (17)
6. Optimization of Convex Risk Functions
   Risk and Insurance, University Library of Munich, Germany View citations (37)

2004

7. Optimization of Risk Measures
   Risk and Insurance, University Library of Munich, Germany 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 View citations (65)

2012

2. 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
3. Minimax and risk averse multistage stochastic programming
   European Journal of Operational Research, 2012, 219, (3), 719-726 View citations (15)

2011

4. Analysis of stochastic dual dynamic programming method
   European Journal of Operational Research, 2011, 209, (1), 63-72 View citations (89)

2009

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

2008

6. Asymptotics of minimax stochastic programs
   Statistics & Probability Letters, 2008, 78, (2), 150-157 View citations (7)

2007

7. Coherent risk measures in inventory problems
   European Journal of Operational Research, 2007, 182, (1), 226-238 View citations (64)
8. Financial prediction with constrained tail risk
   Journal of Banking & Finance, 2007, 31, (11), 3524-3538 View citations (17)
9. Nonparametric estimation of concave production technologies by entropic methods
   Journal of Applied Econometrics, 2007, 22, (4), 795-816 View citations (10)

2006

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

2005

11. A stochastic programming approach for supply chain network design under uncertainty
    European Journal of Operational Research, 2005, 167, (1), 96-115 View citations (231)

2003

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

2002

13. Statistical inference of minimum rank factor analysis
    Psychometrika, 2002, 67, (1), 79-94 View citations (162)

2000

14. 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 (9)

1999

15. Finding Optimal Material Release Times Using Simulation-Based Optimization
    Management Science, 1999, 45, (1), 86-102 View citations (11)

1996

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

1991

17. Invariance of covariance structures under groups of transformations
    Metrika: International Journal for Theoretical and Applied Statistics, 1991, 38, (1), 345-355 View citations (6)
18. Variogram fitting with a general class of conditionally nonnegative definite functions
    Computational Statistics & Data Analysis, 1991, 11, (1), 87-96 View citations (12)

1990

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

1988

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

1985

21. A note on the asymptotic distribution of the greatest lower bound to reliability
    Psychometrika, 1985, 50, (2), 243-244 View citations (1)
22. On the multivariate asymptotic distribution of sequential Chi-square statistics
    Psychometrika, 1985, 50, (3), 253-263 View citations (47)

1983

23. On the investigation of local identifiability: A counterexample
    Psychometrika, 1983, 48, (2), 303-304 View citations (5)

1982

24. Minimum rank and minimum trace of covariance matrices
    Psychometrika, 1982, 47, (4), 443-448 View citations (6)
25. Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis
    Psychometrika, 1982, 47, (2), 187-199 View citations (16)
26. Weighted minimum trace factor analysis
    Psychometrika, 1982, 47, (3), 243-264 View citations (8)