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Reversed score and likelihood ratio tests
Dhaene, Geert; Scaillet, Olivier - 2000
Persistent link: https://www.econbiz.de/10001531966
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Confidence level solutions for stochastic programming
Nesterov, Jurij Evgenʹevič; Vial, Jean-Philippe - 2000
Persistent link: https://www.econbiz.de/10001445845
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Slack adjusted efficiency measures and ranking of efficient units
Torgersen, Arne Martin; Førsund, Finn R.; Kittelsen, … - In: Using data envelopment analysis to measure production …, (pp. 379-398). 1998
Persistent link: https://www.econbiz.de/10001396762
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Confidence level solutions for stochastic programming
Nesterov, Jurij Evgenʹevič; Vial, Jean-Philippe - 2000
Persistent link: https://www.econbiz.de/10001470149
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The minimax adjustment principle
Arnold, Bernhard; Stahlecker, Peter - In: Mathematical methods of operations research 51 (2000) 1, pp. 103-113
Persistent link: https://www.econbiz.de/10001488328
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Die Behandlung qualitativer Datenstrukturen in quantitativen Analysemethoden durch das Prinzip der optimalen Skalierung
Hansohm, Jürgen - 1987
Persistent link: https://www.econbiz.de/10000736391
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General equilibrium programming
Talman, Dolf - 1990
Persistent link: https://www.econbiz.de/10000797053
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Zinsmodelle in der stochastischen Optimierung : mit Anwendungen im Asset- & Liability-Management
Schürle, Michael - 1998
Persistent link: https://www.econbiz.de/10000672590
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The covariance matrix of mixture model parameter estimates using the EM algorithm when classes are well separated
Wedel, Michel - 1997
Persistent link: https://www.econbiz.de/10000973058
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A weak derivative approach to optimization of treshold parameters in a multi-component maintenance system
Heidergott, Bernd - 1997
Persistent link: https://www.econbiz.de/10000973968