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bookmarks

publications

(4)

• Asymptotic equivalence of nonparametric regression and white noise model has its limits
  Sam Efromovich and Alex Samarov Statistics \& Probability Letters 28 143--145 (1996)
  to Quadratic functional by smicha on 2008-04-23 22:05:04
  | URL | BibTeX  
• Regression estimators based on conditional quantiles
  Probal Chaudhuri and Kjell Dorsum and Alex Samarov Journal of Nonparametric Statistics 3 317--321 (1994)
  to imported by smicha on 2008-04-23 13:57:40
  | URL | BibTeX  
• Rate Optimal Semiparametric Estimation of the Memory Parameter of the Gaussian Time Series with Long-Range Dependence
  Liudas Giraitis and Peter M. Robinson and Alexander Samarov Journal of Time Series Analysis 18 49--60 (1997)
  to imported by smicha on 2008-04-22 17:47:36
  | URL | BibTeX  
• Shortfall as a risk measure: properties, optimization and applications
  Dimitris Bertsimas and Geoffrey J. Lauprete and Alexander Samarov Journal of Economic Dynamics and Control 28 1353--1381 (2004)
  to imported by smicha on 2008-04-22 15:17:45
  | URL | BibTeX