Similar Search Results - EconBiz

Optimal sequential checkpoint intervals for error detection

Naruse, Kenichiro; Nakagawa, Toshio; Maeji, Sayori - In: Recent advances in stochastic operations research II, (pp. 213-224). 2009

Persistent link: https://www.econbiz.de/10003847874

A variable selection method based on Tabu search for logistic regression models

Pacheco, Joaquín; Casado, Silvia; Núñez, Laura - In: European journal of operational research : EJOR 199 (2009) 2, pp. 506-511

Persistent link: https://www.econbiz.de/10003867317

Intersection bounds : estimation and inference

Chernozhukov, Victor; Lee, Sokbae; Rosen, Adam M. - 2009

We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with a potentially infinite constraint set. Our approach is...

Persistent link: https://www.econbiz.de/10003869258

On safe tractable approximations of chance-constrained linear matrix inequalities

Ben-Tal, Aharon; Nemirovski, Arkadi - In: Mathematics of operations research 34 (2009) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10003869885

Can robust portfolio optimisation help to build better portfolios?

Scherer, Bernd - In: The journal of asset management 7 (2007) 6, pp. 373-387

Persistent link: https://www.econbiz.de/10003439376

On the asymptotic optimality of the LIML estimator with possibly many instruments

Anderson, Theodore W.; Kunitomo, Naoto; Matsushita, … - In: Journal of econometrics 157 (2010) 2, pp. 191-204

Persistent link: https://www.econbiz.de/10008663060

The integrated instrumental variables estimator : exploiting nonlinearities for identification of linear models

Escanciano, Juan Carlos - 2010

Persistent link: https://www.econbiz.de/10008857850

Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming

Hirschberger, Markus; Qi, Yue; Steuer, Ralph E. - In: European journal of operational research : EJOR 204 (2010) 3, pp. 581-588

Persistent link: https://www.econbiz.de/10003955972

Sensitivity analysis and optimal ultimately stationary deterministic policies in some constrained discounted cost models

Iyer, Krishnamurthy; Hemachandra, Nandyala - In: Mathematical methods of operations research 71 (2010) 3, pp. 401-425

Persistent link: https://www.econbiz.de/10003990385

A new linearization method for generalized linear multiplicative programming

Wang, Chun-feng; Liu, San-yang - In: Computers & operations research : and their … 38 (2011) 7, pp. 1008-1013

Persistent link: https://www.econbiz.de/10008806941

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