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Publications in Statistics

Efficient Estimation of Analytic Density Under Random Censorship

English

Asymptotic Normality of Posterior Distributions in High-Dimensional Linear Models

English

The Asymptotic Minimax Constant for Sup-Norm Loss in Nonparametric Density Estimation

English

Optimal Capital and Risk Allocations for Law- And Cash-Invariant Convex Functions

Finance and Stochastics

English

The Cumulant Process and Esscher's Change of Measure

Finance and Stochastics

English

A Correction Note on the First Passage Time of an Ornstein-Uhlenbeck Process to a Boundary

Finance and Stochastics

English

MDP Algorithms for Portfolio Optimization Problems in Pure Jump Markets

Finance and Stochastics

English

Path Dependent Options on Yields in the Affine Term Structure Model

Finance and Stochastics

English

Utility-Based Optimization of Combination Therapy Using Ordinal Toxicity and Efficacy in Phase I/Ii Trials

Molecular Biology

Applied Mathematics

Biological Sciences

English

Fitting Stratified Proportional Odds Models by Amalgamating Conditional Likelihoods

Statistics in Medicine

English