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Uncertain data envelopment analysis
Wen, Meilin - 2015
Persistent link: https://www.econbiz.de/10010395910
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Testing the maximal rank of the volatility process for continuous diffusions observed with noise
Fissler, Tobias; Podolskij, Mark - 2014
Persistent link: https://www.econbiz.de/10010442414
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Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank; Paap, Richard - In: Journal of econometrics 133 (2006) 1, pp. 97-126
Persistent link: https://www.econbiz.de/10003354557
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The distribution of continuous time rank processes
Fujita, Takahiko; Miura, Ryozo - In: Advances in mathematical economics 9 (2006), pp. 25-32
Persistent link: https://www.econbiz.de/10003331351
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Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank; Paap, Richard - 2003
statistic of Robin and Smith [Econometric Theory (2000), 16, 151–175] usage of numerical optimization for the objective function … singular values in Ratsimalahelo [2002, Rank test based on matrix perturbation theory. Unpublished working paper, U …
Persistent link: https://www.econbiz.de/10011332818
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Comparison of Kriging-based algorithms for simulation optimization with heterogeneous noise
Jalali, Hamed; Van Nieuwenhuyse, Inneke; Picheny, Victor - In: European journal of operational research : EJOR 261 (2017) 1, pp. 279-301
Persistent link: https://www.econbiz.de/10011765027
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A robust ranking method extending ELECTRE III to hierarchy of interacting criteria, imprecise weights and stochastic analysis
Corrente, Salvatore; Figueira, José Rui; Greco, Salvatore - In: Omega : the international journal of management science 73 (2017), pp. 1-17
Persistent link: https://www.econbiz.de/10011779271
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Stochastic multi-attribute acceptability analysis (SMAA) : an application to the ranking of Italian regions
Greco, Salvatore; Ishizaka, Alessio; Matarazzo, Benedetto; … - In: Regional studies 52 (2018) 4, pp. 585-600
Persistent link: https://www.econbiz.de/10011857208
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Probabilistic transitivity in sports
Tiwisina, Johannes; Külpmann, Philipp - In: Computers & operations research : and their … 112 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012109196
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Uncovering Latent Stochastic Dominance Relations Using Prior Rankings
Post, Thierry - 2019
The discriminatory power of Stochastic Dominance analysis is enhanced using side information about the ranking of … strength from using plausible side information about the ranking of simple prospects …
Persistent link: https://www.econbiz.de/10012864093