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Stochastic optimization of sailing trajectories in an upwind regatta

Dalang, Robert C.; Dumas, Frédéric; Sardy, Sylvain; … - In: Journal of the Operational Research Society : OR 66 (2015) 5, pp. 807-821

Persistent link: https://www.econbiz.de/10011302287

Ratio de solvabilité: une incitation à accroître le risque de crédit? - Des effets pervers de la réglementation.

Dumas, Frédéric - In: Banque : revue mensuelle du banquier, de son personnel … (1996) 576, pp. 30-32

Persistent link: https://www.econbiz.de/10006480611

Vers une gestion globale des risques - La banque NSM s'est dotée d'un dispositif lui permettant d'évaluer sur une base homogène les pertes potentielles liées aux différents risques encourus.

Dumas, Frédéric - In: Banque : revue mensuelle du banquier, de son personnel … (1995) 560, pp. 48-51

Persistent link: https://www.econbiz.de/10006486469

An information-theoretic framework for robustness

Morgenthaler, Stephan; Hurvich, Clifford - In: Annals of the Institute of Statistical Mathematics 43 (1991) 1, pp. 131-146

Persistent link: https://www.econbiz.de/10005616170

A survey of robust statistics

Morgenthaler, Stephan - In: Statistical Methods and Applications 15 (2007) 3, pp. 271-293

Persistent link: https://www.econbiz.de/10005369218

A survey of robust statistics

Morgenthaler, Stephan - In: Statistical Methods and Applications 16 (2007) 1, pp. 171-172

Persistent link: https://www.econbiz.de/10005369226

High-dimensional intergration for robustness

Field, Chris; Morgenthaler, Stephan; Tukey, John W. - In: Metron - International Journal of Statistics LXIV (2006) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10005126766

Variance Stabilizing the Difference of Two Binomial Proportions

Kulinskaya, Elena; Morgenthaler, Stephan; Staudte, Robert G. - In: The American Statistician 64 (2010) 4, pp. 350-356

Persistent link: https://www.econbiz.de/10009358006

Advantages of Variance Stabilization

MORGENTHALER, STEPHAN; STAUDTE, ROBERT G. - In: Scandinavian Journal of Statistics 39 (2012) 4, pp. 714-728

Persistent link: https://www.econbiz.de/10010596797

Sliced inverse regression for survival data

Shevlyakova, Maya; Morgenthaler, Stephan - In: Statistical Papers 55 (2014) 1, pp. 209-220

We apply the univariate sliced inverse regression to survival data. Our approach is different from the other papers on this subject. The right-censored observations are taken into account during the slicing of the survival times by assigning each of them with equal weight to all of the slices...

Persistent link: https://www.econbiz.de/10010848070