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Daneshyari Statistics, Probability and Uncertainty Journas Latest Articles

Statistics, Probability and Uncertainty Research Articles

The balanced contributions property for symmetric players
Fulltext Access 5 Pages 2017
A single-level reformulation of mixed integer bilevel programming problems
Fulltext Access 5 Pages 2017
Capacitated assortment and price optimization for customers with disjoint consideration sets
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Development on the mean inactivity time order with applications
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A note on the optimal pricing strategy in the discrete-time Geo/Geo/1 queuing system with sojourn time-dependent reward
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Using discrete-time mathematical programming to optimise the extraction rate of a durable non-renewable resource with a single primary supplier
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On optimal allocation of active redundancies to multi-state r-out-of-n systems
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Selling to customers with both Veblen and network effects
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Computing the variance of a conditional expectation via non-nested Monte Carlo
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Generalized assignment problem: Truthful mechanism design without money
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A coradiant based scalarization to characterize approximate solutions of vector optimization problems with variable ordering structures
Fulltext Access 5 Pages 2017
Saddle point optimality criteria for mathematical programming problems with equilibrium constraints
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Higher order kernel density estimation on the circle
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Simultaneous selection of predictors and responses for high dimensional multivariate linear regression
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A note on faithfulness and total positivity
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Weak convergence of h-transforms for one-dimensional diffusions
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Normal approximation for strong demimartingales
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The Tracy-Widom distribution is not infinitely divisible
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Closed-form estimation of a regression model with a mismeasured binary regressor and heteroskedasticity
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The left tail of renewal measure
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On the likelihood of mixture cure models
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On maximal tail probability of sums of nonnegative, independent and identically distributed random variables
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Robust alternative theorem for linear inequalities with applications to robust multiobjective optimization
Fulltext Access 6 Pages 2017
Optimal pricing for selling to a static multi-period newsvendor
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Procedural interpretation and associated consistency for the egalitarian Shapley values
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The Stable Tournament Problem: Matching sports schedules with preferences
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Approximate policy iteration for dynamic resource-constrained project scheduling
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Lifting of probabilistic cover inequalities
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Relationship between least squares Monte Carlo and approximate linear programming
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Subsidizing purchases of public interest products: A duopoly analysis under a subsidy scheme
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Stochastic comparisons on two finite mixture models
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Reservation, a tool to reduce the balking effect and the probability of delay
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Profit maximization in the M/M/1 queue
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An example comparing the standard and safeguarded augmented Lagrangian methods
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A PTAS for a resource scheduling problem with arbitrary number of parallel machines
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Joint dynamic pricing and capacity control for hotels and rentals with advanced demand information
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Convex and concave envelopes: Revisited and new perspectives
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Drift analysis of ant colony optimization of stochastic linear pseudo-boolean functions
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Price competition under linear demand and finite inventories: Contraction and approximate equilibria
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The economic order decision with continuous dynamic pricing and batch supply
Fulltext Access 6 Pages 2017
Time consistent cooperative solutions for multistage games with vector payoffs
Fulltext Access 6 Pages 2017
Diffusion limits for the (MAPt/Pht/∞)N queueing network
Fulltext Access 6 Pages 2017
Computing the probability of union in the n-dimensional Euclidean space for application of the multivariate quantile: p-level efficient points
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Average value of solutions of the bipartite quadratic assignment problem and linkages to domination analysis
Fulltext Access 6 Pages 2017
A note on maximal covering location games
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Designs containing partially clear main effects
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A robust optimization model for a decision-making problem: An application for stock market
Fulltext Access 6 Pages 2017
Highly unique network descriptors based on the roots of the permanental polynomial
Fulltext Access 6 Pages 2017
On the impact of suboptimal decisions in the newsvendor model
Fulltext Access 6 Pages 2017
Lowest priority waiting time distribution in an accumulating priority Lévy queue
Fulltext Access 6 Pages 2017
Small-noise limit of the quasi-Gaussian log-normal HJM model
Fulltext Access 6 Pages 2017
On the probability of union in the n-space
Fulltext Access 6 Pages 2017
BBPH: Using progressive hedging within branch and bound to solve multi-stage stochastic mixed integer programs
Fulltext Access 6 Pages 2017
Some comparison results for finite-time ruin probabilities in the classical risk model
Fulltext Access 7 Pages 2017
Isotonicity properties of generalized quantiles
Fulltext Access 8 Pages 2017
Optimal insurance design with a bonus
Fulltext Access 8 Pages 2017
A class of random deviation theorems for sums of nonnegative stochastic sequence and strong law of large numbers
Fulltext Access 10 Pages 2017
Purchasing casualty insurance to avoid lifetime ruin
Fulltext Access 10 Pages 2017
Model-based simultaneous clustering and ordination of multivariate abundance data in ecology
Fulltext Access 10 Pages 2017
Remarks on composite Bernstein copula and its application to credit risk analysis
Fulltext Access 11 Pages 2017
Semiparametric regression models with additive nonparametric components and high dimensional parametric components
Fulltext Access 12 Pages 2017
Quasi-systematic sampling from a continuous population
Fulltext Access 13 Pages 2017
On the optimality of periodic barrier strategies for a spectrally positive Lévy process
Fulltext Access 13 Pages 2017
Time-consistent mean-variance asset-liability management with random coefficients
Fulltext Access 13 Pages 2017
A class of random field memory models for mortality forecasting
Fulltext Access 14 Pages 2017
Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process
Fulltext Access 14 Pages 2017
On parameter estimation for doubly inhomogeneous cluster point processes
Fulltext Access 15 Pages 2017
The dominance relation in some families of continuous Archimedean t-norms and copulas
Fulltext Access 15 Pages 2017
Multiple change-point estimation with U-statistics
Fulltext Access 15 Pages 2017
Estimation of parameters in a generalized GMANOVA model based on an outer product analogy and least squares
Fulltext Access 15 Pages 2017
A spatial analysis of new business formation: Replicative vs innovative behaviour
Fulltext Access 16 Pages 2017
A general approach to full-range tail dependence copulas
Fulltext Access 16 Pages 2017
Influence diagnostics and outlier tests for varying coefficient mixed models
Fulltext Access 16 Pages 2017
Estimating individual effects and their spatial spillovers in linear panel data models: Public capital spillovers after all?
Fulltext Access 17 Pages 2017
Brazil's rail freight transport: Efficiency analysis using two-stage DEA and cluster-driven public policies
Fulltext Access 17 Pages 2017
A novel Chow–Liu algorithm and its application to gene differential analysis
Fulltext Access 18 Pages 2017
A comparison of estimation methods for multilevel models of spatially structured data
Fulltext Access 20 Pages 2017
Depth-based nonparametric description of functional data, with emphasis on use of spatial depth
Fulltext Access 22 Pages 2017
A note on a fuzzy rough set model for set-valued data
Fulltext Access 4 Pages 2016
Comment on “An algorithm for solving optimization problems with fuzzy relational inequality constraints”
Fulltext Access 4 Pages 2016
Global supply chain: The consolidators’ role
Fulltext Access 4 Pages 2016
Generalized uniform fuzzy partition: The solution to Holčapek's open problem
Fulltext Access 4 Pages 2016
A new basis and the Shapley value
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Asymptotic existence of proportionally fair allocations
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Folk solution for simple minimum cost spanning tree problems
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On the conjoint estimation of inconsistency and intransitivity of pairwise comparisons
Fulltext Access 4 Pages 2016
Exact time-dependent solutions for the M/D/1M/D/1 queue
Fulltext Access 4 Pages 2016
A dynamic process to the core for multi-choice games
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On strong KKT type sufficient optimality conditions for nonsmooth multiobjective semi-infinite mathematical programming problems with equilibrium constraints
Fulltext Access 4 Pages 2016
What is the best greedy-like heuristic for the weighted set covering problem?
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A note on computing the center of uncertain data on the real line
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The Douglas–Rachford algorithm in the affine-convex case
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On the product portfolio planning problem with customer–engineering interaction
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On a modification of the VCG mechanism and its optimality
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On a cardinality-constrained transportation problem with market choice
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On the uniform consistency of the zonoid depth
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Bias-correction and endogenous lag order algorithm for bootstrap prediction intervals
Fulltext Access 4 Pages 2016
Convergence of moments for strictly stationary sequences
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A note on tests for high-dimensional covariance matrices
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Conditional independence and conditioned limit laws
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