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Statistics & Decisions: Journal for statistical theory and related fields

中文名称：统计与决策：统计理论与相关领域杂志

ISSN：0721-2631
出版周期：-

发文量：140

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1.The estimation problem of minimum mean squared error

机译：最小均方误差的估计问题
- 作者：Luc Devroye;Dominik Schafer;Laszlo Gyorfi;Harro Walk
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2003年第1期
2.Estimation of the multivariate normal covariance matrix under some restrictions

机译：约束条件下多元正态协方差矩阵的估计
- 作者：Yo Sheena;Arjun K. Gupta
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2003年第4期
3.On preferences of general two-sided tests with applications to Kolmogorov-Smirnov-type tests

机译：关于一般双面测试在Kolmogorov-Smirnov型测试中的应用偏好
- 作者：Jorg Rahnenfuhrer
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2003年第2期
4.Tail behavior of a general family of control charts

机译：一般控制图系列的尾部行为
- 作者：Wolfgang Schmid;Yarema Okhrin
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2003年第1期
5.Approximations and limit theorems for likelihood ratio processes in the binary case

机译：二元情况下似然比过程的逼近和极限定理
- 作者：A. A. Gushchin;E. Valkeila
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2003年第3期
6.Ranking of populations in parameter's modulus

机译：参数模数中的总体排名
- 作者：Mikhail Revyakov
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2003年第2期
7.On arbitrage and replication in the fractional Black-Scholes pricing model

机译：Black-Scholes分数定价模型中的套利和复制
- 作者：Tommi Sottinen;Esko Valkeila
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2003年第2期
8.Limit theorems in change-point problems with multivariate long-range dependent observations

机译：多元远程相关观测值在变点问题中的极限定理
- 作者：Lihong Wang
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2003年第3期
9.Jump-preserving monitoring of dependent time series using pilot estimators

机译：使用导频估计器对相关时间序列进行跳跃保持监视
- 作者：Ansgar Steland
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2003年第4期
10.Which power of goodness of fit tests can really be expected: intermediate versus contiguous alternatives

机译：真正可以预期拟合优度检验的力量是什么：中间替代方案还是连续替代方案
- 作者：Arnold Janssen
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2003年第4期
11.Asymptotic equivalence for a model of independent non identically distributed observations

机译：独立非均匀分布观测值模型的渐近等价
- 作者：Michael Jahnisch;Michael Nussbaum
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2003年第3期
12.Estimating the dimension of factors of diffusion processes

机译：估计扩散过程因素的维度
- 作者：Klaus Potzelberger
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2003年第2期
13.A note on Bayesian detection of change-points with an expected miss criterion

机译：关于使用预期未命中标准的贝叶斯检测变更点的注意事项
- 作者：Ioannis Karatzas
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2003年第1期
14.Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models

机译：变异和与功率变化：半市场模型中模型选择和估计的统一方法
- 作者：Jeannette H. C. Woerner
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2003年第1期
15.Improved estimation of medians subject to order restrictions in unimodal symmetric families

机译：改进了单峰对称族中受阶数限制的中位数估计
- 作者：Steven T. Garren
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2003年第4期
16.Optimal stopping and cluster point processes

机译：最佳停止和聚集点过程
- 作者：R. Kuhne;L. Ruschendorf
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2003年第3期
17.On the construction of efficient estimators in semiparametric models

机译：关于半参数模型中有效估计的构造
- 作者：J. Forrester;W. Hooper;H. Peng;A. Schick
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2003年第2期
18.The Bahadur risk in probability density estimation

机译：概率密度估计中的Bahadur风险
- 作者：Alexander Korostelev
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2003年第2期
19.A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions

机译：在球对称分布的James-Stein估计器上进行改进的鲁棒广义Bayes估计器
- 作者：Yuzo Maruyama
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2003年第1期
20.Parameter estimation for some non-recurrent solutions of SDE

机译：SDE某些非递归解的参数估计
- 作者：Hans M. Dietz;Yury A. Kutoyants
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2003年第1期
21.Maximum likelihood estimator in a two-phase nonlinear random regression model

机译：两阶段非线性随机回归模型中的最大似然估计
- 作者：Gabriela Ciuperca
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2004年第4期
22.Sainte-Lague's chi-square divergence for the rounding of probabilities and its convergence to a stable law

机译：Sainte-Lague的卡方方差用于四舍五入的概率及其趋于稳定的定律
- 作者：Lothar Heinrich;Friedrich Pukelsheim;Udo Schwingenschlogl
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2004年第1期
23.A two-dimensional Cramer-von Mises test for the two-sample problem with dispersion alternatives

机译：二维Cramer-von Mises检验用于色散替代方案下的两个样本问题
- 作者：Dietmar Ferger
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2004年第2期
24.On the asymptotic equivalence and rate of convergence of nonparametric regression and Gaussian white noise

机译：非参数回归与高斯白噪声的渐近等价性和收敛速度
- 作者：Angelika Rohde
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2004年第3期
25.Estimation of linear functional of bivariate distributions with parametric marginals

机译：具有参数边际的二元分布的线性函数估计
- 作者：Hanxiang Peng;Anton Schick
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2004年第1期
26.Locally asymptotically optimal tests in semiparametric generalized linear models in the 2-sample-problem

机译：2样本问题中半参数广义线性模型的局部渐近最优检验
- 作者：Ingo Steinke
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2004年第4期
27.On Robins' formula

机译：关于罗宾斯的公式
- 作者：Aad van der Vaart
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2004年第3期
28.CWLS and ML estimates in a heteroscedastic RCA(1) model

机译：异方差RCA（1）模型中的CWLS和ML估计
- 作者：Hana Janeckova;Zuzana Praskova
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2004年第3期
29.Markov chain algorithms for Eulerian orientations and 3-colourings of 2-dimensional Cartesian grids

机译：二维笛卡尔网格的欧拉方向和3色的马尔可夫链算法
- 作者：Johannes Fehrenbach;Ludger Ruschendorf
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2004年第2期
30.Efficient estimation of a linear functional of a bivariate distribution with equal, but unknown, marginals: The minimum chi-square approach

机译：具有相等但未知边际的双变量分布的线性函数的有效估计：最小卡方方法
- 作者：Hanxiang Peng;Anton Schick
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2004年第4期
31.Optimal influence curves for general loss functions

机译：一般损失函数的最佳影响曲线
- 作者：Peter Ruckdeschel;Helmut Rieder
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2004年第3期
32.Necessary conditions for the existence of utility maximizing strategies under transaction costs

机译：交易成本下存在效用最大化策略的必要条件
- 作者：Paolo Guasoni;Walter Schachermayer
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2004年第2期
33.A note on log-optimal portfolios in exponential Levy markets

机译：关于指数征费市场上对数最优投资组合的注释
- 作者：T. R. Hurd
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2004年第3期
34.On asymptotic expansion of pseudovalues in nonparametric median regression

机译：非参数中值回归中伪值的渐近展开
- 作者：Eduard Belitser
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2004年第1期
35.Quantization of probability distributions under norm-based distortion measures

机译：基于规范的失真度量下的概率分布的量化
- 作者：Sylvain Delattre;Siegfried Graf;Harald Luschgy;Gilles Pages
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2004年第4期
36.A remark on the quickest detection problems

机译：关于最快检测问题的评论
- 作者：Albert N. Shiryaev
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2004年第1期
37.Local maximin properties of tests in Gaussian shift experiments

机译：高斯位移实验中测试的局部极大值性质
- 作者：Peter Dencker;Friedrich Liese
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2004年第2期
38.Confidence estimation of the covariance function of stationary and locally stationary processes

机译：平稳过程和局部平稳过程协方差函数的置信度估计
- 作者：Mihai Giurcanu;Vladimir Spokoiny
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2004年第4期
39.On second order minimax estimation of invariant density for ergodic diffusion

机译：关于遍历遍历不变密度的二阶极小极大估计
- 作者：Arnak S. Dalalyan;Yury A. Kutoyants
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2004年第1期
40.On stationary multiplier methods for the rounding of probabilities and the limiting law of the Sainte-Lague divergence

机译：关于概率四舍五入的平稳乘数方法和Sainte-Lague散度的极限定律
- 作者：Lothar Heinrich;Friedrich Pukelsheim;Udo Schwingenschlogl
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2005年第2期
41.The heat equation given a time series of initial data subject to error

机译：给定初始数据时间序列的热方程容易出错
- 作者：C. H. Hesse
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2005年第4期
42.Quantile hedging and its application to life insurance

机译：分位数对冲及其在人寿保险中的应用
- 作者：Alexander Melnikov;Victoria Skornyakova
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2005年第4期
43.Qualitative stability of stochastic programs with applications in asymptotic statistics

机译：随机程序的定性稳定性及其在渐近统计中的应用
- 作者：Silvia Vogel
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2005年第3期
44.On low dimensional case in the fundamental asset pricing theorem with transaction costs

机译：具有交易成本的基本资产定价定理中的低维情形
- 作者：Pavel G. Grigoriev
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2005年第1期
45.Credit risk with infinite dimensional Levy processes

机译：无限维征费流程的信用风险
- 作者：Fehmi Ozkan;Thorsten Schmidt
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2005年第4期
46.Recursive random variables with subgaussian distributions

机译：具有亚高斯分布的递归随机变量
- 作者：Ralph Neininger
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2005年第2期
47.Change in non-parametric regression with long memory errors

机译：具有长时间记忆错误的非参数回归变化
- 作者：Lihong Wang
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2005年第2期
48.Absolutely continuous optimal martingale measures

机译：绝对连续的最佳mar测度
- 作者：Beatrice Acciaio
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2005年第2期
49.Nonlinear wavelet density and hazard rate estimation for censored data under dependent observations

机译：依赖观测下受检数据的非线性小波密度和危险率估计
- 作者：Han-Ying Liang;Volker Mammitzsch;Josef Steinebach
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2005年第3期
50.Empirical Bayes estimation by wavelet series

机译：小波序列的经验贝叶斯估计
- 作者：Marianna Pensky;Mohammed Alotaibi
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2005年第3期
51.Uniform and individual convergence rates for convex density classes

机译：凸密度分类的一致和个体收敛速度
- 作者：Alexander Meister
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2008年第1期
- Deconvolution;
- Density estimation;
- Minimax rates;
- Nonparametric estimation;
- Speed of convergence;
52.Estimation of search tree size and approximate counting: A likelihood approach

机译：搜索树大小的估计和近似计数：似然法
- 作者：Florian Dennert;Rudolf Grubel
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2008年第4期
- Birth process;
- Confidence intervals;
- Digital search tree algorithm;
- Limit distribution;
- Maximum likelihood estimation;
53.A Bayesian approach to incorporate model ambiguity in a dynamic risk measure

机译：一种贝叶斯方法将模型模糊度纳入动态风险度量
- 作者：Nicole Bauerle;Andre Mundt
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2008年第3期
- Dynamic risk measure;
- Markov decision process;
- Incomplete information;
- Bayesian approach;
- Average Value-at-Risk;
54.Mean and covariance matrix adaptive estimation for a weakly stationary process. Application in stochastic optimization

机译：弱平稳过程的均值和协方差矩阵自适应估计。在随机优化中的应用
- 作者：Vincent Guigues
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2008年第2期
- Adaptive estimation;
- Weakly stationary process;
- Stochastic optimization;
- Value-at-Risk;
- Portfolio management;
55.Goodness of fit testing using a specific density estimate

机译：使用特定密度估算值进行拟合优度测试
- 作者：Casper J. Albers;Willem Schaafsma
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2008年第1期
- Goodness of fit;
- Neyman smooth tests;
- X{sup}2-test;
- Power analysis;
56.Estimation of optimal portfolio compositions for Gaussian returns

机译：高斯收益的最优投资组合构成的估计
- 作者：Taras Bodnar;Wolfgang Schmid
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2008年第3期
- Asset allocation;
- Portfolio analysis;
- Mean-variance portfolio;
- Parameter uncertainty;
- Portfolio characteristics;
57.Minimaxity of the Stein risk-minimization estimator for a normal mean matrix

机译：正常均值矩阵的Stein风险最小估计量的极小值
- 作者：Tatsuya Kubokawa;Hisayuki Tsukuma
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2008年第4期
- Decision theory;
- Isotonic regression;
- Stein estimator;
- Minimaxity;
- Quadratic loss;
- Simultaneous estimation;
- Unbiased estimate of risk;
58.Improved estimation for elliptically symmetric distributions with unknown block diagonal covariance matrix

机译：具有未知块对角协方差矩阵的椭圆对称分布的改进估计
- 作者：Dominique Fourdrinier;William E. Strawderman;Martin T. Wells
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2008年第3期
- Block diagonal;
- Elliptically symmetric distributions;
- James-Stein estimation;
- Location parameter;
- Minimax;
- Quadratic loss;
- Stein's loss;
- Risk function;
- Robustness;
- Unknown covariance;
59.On nonparametric estimation of the regression function under random censorship model

机译：随机检查模型下回归函数的非参数估计
- 作者：Zohra Guessoum;Elias Ould-Said
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2008年第3期
- Asymptotic normality;
- Censored data;
- Kaplan-Meier estimator;
- Kernel;
- Nonparametric regression;
- Rate of convergence;
- Strong consistency;
60.Comparison results for path-dependent options

机译：路径相关选项的比较结果
- 作者：Jan Bergenthum;Ludger Ruschendorf
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2008年第1期
- Path dependent options;
- Lookback option;
- Convex order;
- Levy process;
- Semimartingale;
61.Optimal portfolios with Haezendonck risk measures

机译：具有Haezendonck风险衡量的最优投资组合
- 作者：Fabio Bellini;Emanuela Rosazza Gianin
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2008年第2期
- Haezendonck measures;
- Orlicz premiums;
- Coherent risk measures;
- Optimal portfolios;
- Efficient frontiers;
- Influence functions;
62.The face-lifting theorem for proportional transaction costs in multiasset models

机译：多资产模型中比例交易成本的整容定理
- 作者：Benedikt Blum
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2009年第4期
- Transaction costs;
- No-arbitrage;
- Consistent price systems;
63.Non-standard behavior of density estimators for sums of squared observations

机译：平方观测值之和的密度估计量的非标准行为
- 作者：Anton Schick;Wolfgang Wefelmeyer
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2009年第1期
- Convolution density estimator;
- Smoothness of convolutions;
- Asymptotically linear estimator;
64.A note on pivotal Value-at-Risk estimates

机译：关于关键风险价值估计的注释
- 作者：Georg Ch. Pflug;Peter Schaller
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2009年第3期
- Value-at-Risk;
- Pivotal statistic;
- Structure model;
65.On the Bayesianity of maximum likelihood estimators of restricted location parameters under absolute value error loss

机译：绝对值误差损失下受限位置参数的最大似然估计的贝叶斯性
- 作者：Dan Kucerovsky;Eric Marchand;Amir T. Payandeh Najafabadi;William E. Strawderman
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2009年第2期
66.On hedging European options in geometric fractional Brownian motion market model

机译：在几何分数布朗运动市场模型中对冲欧洲期权
- 作者：Ehsan Azmoodeh;Yuliya Mishura;Esko Valkella
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2009年第2期
- Arbitrage;
- Pricing by hedging;
- Geometric fractional Brownian motion;
- Stochastic integrals;
67.On the mean residual waiting time of records

机译：关于记录的平均剩余等待时间
- 作者：Omar M. Bdair;Mohammad Z. Raqab
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2009年第3期
- Mean residual lifetime;
- Records;
- Hazard rate;
- Mean residual waiting time of records;
- Generalized Pareto distribution;
68.A renewal theoretic result in portfolio theory under transaction costs with multiple risky assets

机译：具有多种风险资产的交易成本下投资组合理论的更新理论结果
- 作者：Albrecht Irle;Claas Prelle
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2009年第3期
- Portfolio theory;
- Transaction costs;
- Harris recurrence;
- Renewal theory;
69.Estimation of split-points in binary regression

机译：二元回归中分裂点的估计
- 作者：Dietmar Ferger;Jens Klotsche
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2009年第2期
- Compound poisson process;
- M-estimation;
- Regression with jump;
- Rescaled marked empirical process;
- Weak limit theorems;
70.On Brownian motion as a prior for nonparametric regression

机译：关于布朗运动作为非参数回归的先验
- 作者：Harry van Zanten
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2009年第4期
- Nonparametric regression;
- Bayesian inference;
- Brownian motion prior;
- Stochastic differential equations;
71.Cusp estimation in random design regression models

机译：随机设计回归模型中的总体估计
- 作者：Takayuki Fujii
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2009年第3期
- Cusp estimation;
- Likelihood ratio;
- Non-regular estimation;
- Bayes estimator;
- Fractional Brownian motion;
- Asymptotic efficiency;
72.Option pricing in bilateral Gamma stock models

机译：双边Gamma股票模型中的期权定价
- 作者：Uwe Kuchler;Stefan Tappe
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2009年第4期
- Bilateral Gamma stock model;
- Bilateral Esscher transform;
- Minimal martingale measure;
- Option pricing;
73.Robust efficient hedging for American options: The existence of worst case probability measures

机译：美国期权的稳健有效套期保值：最坏情况概率测度的存在
- 作者：Erick Trevino Aguilar
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2009年第1期
- American options;
- Hedging;
- Robust loss functionals;
- Shortfall risk;
- Topological minimax theorem;
74.A maximal inequality for skew Brownian motion

机译：偏布朗运动的最大不等式
- 作者：Mikhail Zhitlukhin
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2009年第3期
- Maximal inequality;
- Skew Brownian motion;
- Optimal stopping;
75.A note on incomplete and boundedly complete families of discrete distributions

机译：关于不完整和有界完整离散分布族的说明
- 作者：Sumitra Purkayastha
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2009年第4期
76.The likelihood ratio test for non-standard hypotheses near the boundary of the null - with application to the assessment of non-inferiority

机译：零位边界附近的非标准假设的似然比检验-用于评估非自卑感
- 作者：Fadoua Balabdaoui;Matthias Mielke;Axel Munk
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2009年第1期
- Likelihood ratio test;
- Optimal allocation of samples;
- Local asymptotic;
- Non-inferiority trials;
- Cone hypotheses;
77.Subgradients of law-invariant convex risk measures on L~1

机译：L〜1上不变法凸风险测度的次梯度
- 作者：Gregor Svindland
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2009年第2期
78.Shrinkage estimation In elliptically contoured distribution with restricted parameter space

机译：参数空间受限的椭圆轮廓分布中的收缩率估计
- 作者：Hisayuki Tsukuma
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2009年第1期
79.Minimum risk equivariant estimator in linear regression model

机译：线性回归模型中的最小风险等变量估计量
- 作者：Jaea Jureckova;Jan Picek
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2009年第1期
80.On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion

机译：在LAN上用于非均匀扩散中参数化的连续周期信号
- 作者：Reinhard Hopfner;Yury A. Kutoyants
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2009年第4期
81.Abstentions in the German Bundesrat and ternary decision rules in weighted voting systems

机译：德国联邦议院的弃权和加权表决系统中的三元决策规则
- 作者：Olga Birkmeier;Andreas Kaufl;Friedrich Pukelsheim
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2011年第1期
- Decision-making efficiency;
- Penrose-Banzhaf index;
- Straight majority rule;
- Unanimity rule;
- Voting power;
- Voting profiles;
82.A note on moment convergence of bootstrap M-estimators

机译：关于自举M估计量矩收敛的一点说明
- 作者：Kengo Kato
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2011年第1期
- Bootstrap;
- M-estimator;
- Moment convergence;
- Quantile regression;
83.Asymptotic utility-based pricing and hedging for exponential utility

机译：基于渐近效用的定价和指数效用对冲
- 作者：Jan Kallsen;Thorsten Rheinlander
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2011年第1期
- Utility indifference pricing;
- Incomplete markets;
- Quadratic hedging;
- Minimal entropy martingale measure;
84.Robust replication in H-self-similar Gaussian market models under uncertainty

机译：不确定性下H自我相似高斯市场模型的鲁棒复制
- 作者：Pavel V. Gapeev;Tommi Sottinen;Esko Valkeila
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2011年第1期
- Robust replication;
- Fractional Brownian motion;
- Model uncertainty;
- Arbitrage;
85.Expansions for the risk of Stein type estimates for non-normal data

机译：非常规数据的斯坦因类型估计风险的扩展
- 作者：Christopher S. Withers;Saralees Nadarajah
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2011年第2期
- Confidence regions;
- James-Stein estimate;
- Multiple shrinkage estimates;
- One-way ANOVA;
- Risk;
86.On the maximization of financial performance measures within mixture models

机译：关于混合模型中财务绩效指标的最大化
- 作者：Rania Hentati;Jean-Luc Prigent
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2011年第1期
- Mixture of probability distributions;
- Performance measures;
- Kappa measures;
- Omega ratio;
87.Mean-risk tests of stochastic dominance

机译：随机优势度的均值检验
- 作者：Darinka Dentcheva;Gregory J. Stock;Ludmyla Rekeda
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2011年第2期
- Stochastic orders;
- Mean-risk models;
- Coherent measures of risk;
- Stochastic dominance efficiency;
88.Method of moment estimation in time-changed Levy models

机译：时变征税模型中矩估计方法
- 作者：Jan Kallsen;Johannes Muhle-Karbe
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2011年第2期
- Time-changed Levy models;
- Moment estimator;
- Mixing property;
- Volatility estimation;
89.Non-parametric drift estimation for diffusions from noisy data

机译：非参数漂移估计从噪声数据的扩散
- 作者：Emeline Schmisser
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2011年第2期
- Drift;
- Model selection;
- Noisy data;
- Non-parametric estimation;
- Stationary distribution;
90.Comparison of Markov processes via infinitesimal generators

机译：通过无穷小生成器比较马尔可夫过程
- 作者：Ludger Ruschendorf;Viktor Wolf
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2011年第2期
- Stochastic ordering;
- Stochastic monotonicity;
- Markov processes;
- Infinitesimal generators;
91.Input-dependent estimation of generalization error under covariate shift

机译：协变量平移下广义误差的输入依赖估计
- 作者：Masashi Sugiyama;Klaus-Robert Muller
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2005年第4期
92.Duality theory for optimal investments under model uncertainty

机译：模型不确定性下最优投资的对偶理论
- 作者：Alexander Schied;Ching-Tang Wu
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2005年第3期
93.Optimal consumption strategies under model uncertainty

机译：模型不确定性下的最优消费策略
- 作者：Christian Burgert;Ludger Ruschendorf
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2005年第1期
94.Optimal portfolios with expected loss constraints and shortfall risk optimal martingale measures

机译：具有预期损失约束和短缺风险的最佳投资组合
- 作者：Johannes Leitner
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2005年第1期
95.Optimal choice of k{sub}n-records in the extreme value index estimation

机译：极值指数估计中k {sub} n条记录的最优选择
- 作者：Mohamed El Arrouchi;Abdelouahid Imlahi
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2005年第2期
96.Approximations of empirical probability generating processes

机译：经验概率生成过程的近似
- 作者：Gabor Szucs
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2005年第1期
97.Perpetual convertible bonds in jump-diffusion models

机译：跳扩散模型中的永久可转换债券
- 作者：Pavel V. Gapeev;Christoph Kuhn
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2005年第1期
98.On the optimal risk allocation problem

机译：关于最优风险分配问题
- 作者：Christian Burgert;Ludger Ruschendorf
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2006年第1期
99.Oracle inequalities for multi-fold cross validation

机译：多重交叉验证的Oracle不等式
- 作者：Aad W. van der Vaart;Sandrine Dudoit;Mark J. van der Laan
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2006年第3期
100.On the stochastic behaviour of the run length of EWMA control schemes for the mean of correlated output in the presence of shifts in σ

机译：在存在σ偏移的情况下，相关输出平均值的EWMA控制方案的运行长度的随机行为
- 作者：Manuel Cabral Morais;Yarema Okhrin;Antonio Pacheco;Wolfgang Schmid
- 期刊名称：《Statistics & Decisions: Journal for statistical theory and related fields》 | 2006年第4期

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