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The Greatest of a Finite Set of Random Variables

Citations

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Cited by:

  1. Andrew M. Ross, 2010. "Computing Bounds on the Expected Maximum of Correlated Normal Variables," Methodology and Computing in Applied Probability, Springer, vol. 12(1), pages 111-138, March.
  2. Qian, Hang, 2012. "Essays on statistical inference with imperfectly observed data," ISU General Staff Papers 201201010800003618, Iowa State University, Department of Economics.
  3. M S Daskin & A Haghani, 1984. "Multiple Vehicle Routing and Dispatching to an Emergency Scene," Environment and Planning A, , vol. 16(10), pages 1349-1359, October.
  4. Hajivassiliou, Vassilis A. & Ruud, Paul A., 1986. "Classical estimation methods for LDV models using simulation," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 40, pages 2383-2441, Elsevier.
  5. Juan Raposo & Fabrice Riva & Francisco Sogorb & Jos van Bommel, 2011. "Estimating the Proportion of Informed Trade in Call Auctions," Working Papers halshs-00696342, HAL.
  6. Borsch-Supan, Axel & Hajivassiliou, Vassilis A., 1993. "Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models," Journal of Econometrics, Elsevier, vol. 58(3), pages 347-368, August.
  7. Deng, Wen & Lei, Hao & Zhou, Xuesong, 2013. "Traffic state estimation and uncertainty quantification based on heterogeneous data sources: A three detector approach," Transportation Research Part B: Methodological, Elsevier, vol. 57(C), pages 132-157.
  8. Hajivassiliou, Vassilis & McFadden, Daniel & Ruud, Paul, 1996. "Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 85-134.
  9. Samir Ghazouani & Mohamed Goaïed, 1993. "Analyse micro-économétrique de la demande de transport urbain pour la ville de Tunis," Économie et Prévision, Programme National Persée, vol. 108(2), pages 47-62.
  10. Sanjay Mansabdar & Hussain C Yaganti, 2020. "Valuing the quality option in agricultural commodity futures: a Monte Carlo simulation based approach," Papers 2006.11222, arXiv.org.
  11. Lierop, W.F.J. van & Nijkamp, P., 1981. "Disaggregate models of choice in a spatial context : paper presented at the IIASA-seminar on 'Urban Systems Modelling', Moscow, October 1980," Serie Research Memoranda 0014, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  12. Rebecca M. D'Amato & Richard T. D'Aquila & Lawrence M. Wein, 2000. "Management of Antiretroviral Therapy for HIV Infection: Analyzing When to Change Therapy," Management Science, INFORMS, vol. 46(9), pages 1200-1213, September.
  13. C F Daganzo & Y Sheffi, 1982. "Multinomial Probit with Time-Series Data: Unifying State Dependence and Serial Correlation Models," Environment and Planning A, , vol. 14(10), pages 1377-1388, October.
  14. Qingyun Tian & Yun Hui Lin & David Z. W. Wang, 2021. "Autonomous and conventional bus fleet optimization for fixed-route operations considering demand uncertainty," Transportation, Springer, vol. 48(5), pages 2735-2763, October.
  15. Sajid, Mohammad & Raza, Zahid, 2017. "Energy-aware stochastic scheduler for batch of precedence-constrained jobs on heterogeneous computing system," Energy, Elsevier, vol. 125(C), pages 258-274.
  16. Wada, Kentaro & Usui, Kento & Takigawa, Tsubasa & Kuwahara, Masao, 2018. "An optimization modeling of coordinated traffic signal control based on the variational theory and its stochastic extension," Transportation Research Part B: Methodological, Elsevier, vol. 117(PB), pages 907-925.
  17. F. L. Wolf & L. A. Grzelak & G. Deelstra, 2022. "Cheapest-to-deliver collateral: a common factor approach," Quantitative Finance, Taylor & Francis Journals, vol. 22(4), pages 707-723, April.
  18. Ying Xue Li & Burkhard C. Schipper, 2024. "Raising Bidders' Awareness in Second-Price Auctions," Papers 2412.12676, arXiv.org.
  19. Martinetti, Davide & Geniaux, Ghislain, 2017. "Approximate likelihood estimation of spatial probit models," Regional Science and Urban Economics, Elsevier, vol. 64(C), pages 30-45.
  20. Bolduc, Denis & Kaci, Mustapha, 1993. "Estimation des modèles probit polytomiques : un survol des techniques," L'Actualité Economique, Société Canadienne de Science Economique, vol. 69(3), pages 161-191, septembre.
  21. Hajdu M. & Isaac S., 2016. "Sixty years of project planning: history and future," Organization, Technology and Management in Construction, Sciendo, vol. 8(1), pages 1499-1510, December.
  22. Lof, Matthijs & van Bommel, Jos, 2023. "Asymmetric information and the distribution of trading volume," Journal of Corporate Finance, Elsevier, vol. 82(C).
  23. Osman, Hany & Demirli, Kudret, 2012. "Integrated safety stock optimization for multiple sourced stockpoints facing variable demand and lead time," International Journal of Production Economics, Elsevier, vol. 135(1), pages 299-307.
  24. Federica Bomboi & Christoph Buchheim & Jonas Pruente, 2022. "On the stochastic vehicle routing problem with time windows, correlated travel times, and time dependency," 4OR, Springer, vol. 20(2), pages 217-239, June.
  25. Alan L. Montgomery & Kartik Hosanagar & Ramayya Krishnan & Karen B. Clay, 2004. "Designing a Better Shopbot," Management Science, INFORMS, vol. 50(2), pages 189-206, February.
  26. Elmaghraby, Salah E., 2000. "On criticality and sensitivity in activity networks," European Journal of Operational Research, Elsevier, vol. 127(2), pages 220-238, December.
  27. Tristan Guillaume, 2008. "Making the best of best-of," Review of Derivatives Research, Springer, vol. 11(1), pages 1-39, March.
  28. Yousry Abdelkader, 2010. "Adjustment of the moments of the project completion times when activity times are exponentially distributed," Annals of Operations Research, Springer, vol. 181(1), pages 503-514, December.
  29. Shie Mannor & Duncan Simester & Peng Sun & John N. Tsitsiklis, 2007. "Bias and Variance Approximation in Value Function Estimates," Management Science, INFORMS, vol. 53(2), pages 308-322, February.
  30. Barış Ata & Anton Skaro & Sridhar Tayur, 2017. "OrganJet: Overcoming Geographical Disparities in Access to Deceased Donor Kidneys in the United States," Management Science, INFORMS, vol. 63(9), pages 2776-2794, September.
  31. Elmaghraby, S. E. & Fathi, Y. & Taner, M. R., 1999. "On the sensitivity of project variability to activity mean duration," International Journal of Production Economics, Elsevier, vol. 62(3), pages 219-232, September.
  32. Qian, Hang, 2011. "Sampling Variation, Monotone Instrumental Variables and the Bootstrap Bias Correction," MPRA Paper 32634, University Library of Munich, Germany.
  33. Portougal, Victor & Trietsch, Dan, 2006. "Johnson's problem with stochastic processing times and optimal service level," European Journal of Operational Research, Elsevier, vol. 169(3), pages 751-760, March.
  34. Bhat, Chandra R., 2018. "New matrix-based methods for the analytic evaluation of the multivariate cumulative normal distribution function," Transportation Research Part B: Methodological, Elsevier, vol. 109(C), pages 238-256.
  35. Papatla, Purushottam, 1995. "A dynamic model of the advertising-price sensitivity relationship for heterogeneous consumers," Journal of Business Research, Elsevier, vol. 33(3), pages 261-271, July.
  36. repec:zbw:bofrdp:001 is not listed on IDEAS
  37. Vassilis A. Hajivassiliou & Daniel McFadden & Paul A. Ruud, 1994. "Simulation of Multivariate Normal Rectangle Probabilities: Theoretical and Computational Results," Cowles Foundation Discussion Papers 1021R, Cowles Foundation for Research in Economics, Yale University.
  38. Owen Q. Wu & Derek D. Wang & Zhenwei Qin, 2012. "Seasonal Energy Storage Operations with Limited Flexibility: The Price-Adjusted Rolling Intrinsic Policy," Manufacturing & Service Operations Management, INFORMS, vol. 14(3), pages 455-471, July.
  39. Trietsch, Dan & Mazmanyan, Lilit & Gevorgyan, Lilit & Baker, Kenneth R., 2012. "Modeling activity times by the Parkinson distribution with a lognormal core: Theory and validation," European Journal of Operational Research, Elsevier, vol. 216(2), pages 386-396.
  40. Kenneth Train, "undated". "Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning," Working Papers _009, University of California at Berkeley, Econometrics Laboratory Software Archive.
  41. repec:zbw:bofrdp:2018_001 is not listed on IDEAS
  42. Yao Zhao, 2008. "Evaluation and Optimization of Installation Base-Stock Policies in Supply Chains with Compound Poisson Demand," Operations Research, INFORMS, vol. 56(2), pages 437-452, April.
  43. Lof, Matthijs & Bommel, Jos van, 2018. "Asymmetric information and the distribution of trading volume," Research Discussion Papers 1/2018, Bank of Finland.
  44. D'Amato, Rebecca M. (Rebecca Marie) & D'Aquila, Richard T. & Wein, Lawrence M., 1998. "Management of antiretroviral therapy for HIV infection : analyzing when to change therapy," Working papers WP 4043-98., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  45. Ehmke, Jan Fabian & Campbell, Ann Melissa & Urban, Timothy L., 2015. "Ensuring service levels in routing problems with time windows and stochastic travel times," European Journal of Operational Research, Elsevier, vol. 240(2), pages 539-550.
  46. Zhichao Zheng & Karthik Natarajan & Chung-Piaw Teo, 2016. "Least Squares Approximation to the Distribution of Project Completion Times with Gaussian Uncertainty," Operations Research, INFORMS, vol. 64(6), pages 1406-1421, December.
  47. Vassilis A. Hajivassiliou, 1991. "Simulation Estimation Methods for Limited Dependent Variable Models," Cowles Foundation Discussion Papers 1007, Cowles Foundation for Research in Economics, Yale University.
  48. Tasos Nikoleris & Mark Hansen, 2016. "Effect of Trajectory Prediction and Stochastic Runway Occupancy Times on Aircraft Delays," Transportation Science, INFORMS, vol. 50(1), pages 110-119, February.
  49. Hanemann, W. Michael & Kanninen, Barbara, 1996. "The Statistical Analysis Of Discrete-Response Cv Data," CUDARE Working Papers 25022, University of California, Berkeley, Department of Agricultural and Resource Economics.
  50. David Bergman & Carlos Cardonha & Jason Imbrogno & Leonardo Lozano, 2023. "Optimizing the Expected Maximum of Two Linear Functions Defined on a Multivariate Gaussian Distribution," INFORMS Journal on Computing, INFORMS, vol. 35(2), pages 304-317, March.
  51. Toktay, Latife Beril, 1970- & Wein, Lawrence M., 1999. "Analysis of a forecasting-production-inventory system with stationary demand," Working papers WP 4070-99., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  52. Liu, Yu-Hsin & Mahmassani, Hani S., 2000. "Global maximum likelihood estimation procedure for multinomial probit (MNP) model parameters," Transportation Research Part B: Methodological, Elsevier, vol. 34(5), pages 419-449, June.
  53. Kingsley E. Haynes & Stewart Fotheringham, 1990. "The Impact of Space on the Application Of Discrete Choice Models," The Review of Regional Studies, Southern Regional Science Association, vol. 20(2), pages 39-49, Spring.
  54. Vijverberg, Wim P. M., 1997. "Monte Carlo evaluation of multivariate normal probabilities," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 281-307.
  55. Yao Zhao & David Simchi-Levi, 2006. "Performance Analysis and Evaluation of Assemble-to-Order Systems with Stochastic Sequential Lead Times," Operations Research, INFORMS, vol. 54(4), pages 706-724, August.
  56. Jain, Shashi & Oosterlee, Cornelis W., 2015. "The Stochastic Grid Bundling Method: Efficient pricing of Bermudan options and their Greeks," Applied Mathematics and Computation, Elsevier, vol. 269(C), pages 412-431.
  57. Lei Liu & Marcello Urgo, 2024. "Robust scheduling in a two-machine re-entrant flow shop to minimise the value-at-risk of the makespan: branch-and-bound and heuristic algorithms based on Markovian activity networks and phase-type dis," Annals of Operations Research, Springer, vol. 338(1), pages 741-764, July.
  58. Hanemann, W. Michael, 1981. "Applied Welfare Analysis with Quantal Choice Models," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt7fm8k59w, Department of Agricultural & Resource Economics, UC Berkeley.
  59. Vassilis Argyrou Hajivassiliou, 1993. "Simulating Normal Rectangle Probabilities and Their Derivatives: The Effects of Vectorization," Working Papers _025, Yale University.
  60. L. Beril Toktay & Lawrence M. Wein, 2001. "Analysis of a Forecasting-Production-Inventory System with Stationary Demand," Management Science, INFORMS, vol. 47(9), pages 1268-1281, September.
  61. Vardar-Acar, Ceren & Bulut, Hatice, 2015. "Bounds on the expected value of maximum loss of fractional Brownian motion," Statistics & Probability Letters, Elsevier, vol. 104(C), pages 117-122.
  62. Subhash C. Sarin & Balaji Nagarajan & Sanjay Jain & Lingrui Liao, 2009. "Analytic evaluation of the expectation and variance of different performance measures of a schedule on a single machine under processing time variability," Journal of Combinatorial Optimization, Springer, vol. 17(4), pages 400-416, May.
  63. Tasos Nikoleris & Mark Hansen, 2012. "Queueing Models for Trajectory-Based Aircraft Operations," Transportation Science, INFORMS, vol. 46(4), pages 501-511, November.
  64. Xun Li & Zhenyu Wu, 2006. "A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets," Annals of Finance, Springer, vol. 2(2), pages 179-205, March.
  65. David Simchi-Levi & Yao Zhao, 2005. "Safety Stock Positioning in Supply Chains with Stochastic Lead Times," Manufacturing & Service Operations Management, INFORMS, vol. 7(4), pages 295-318, December.
  66. Urban, Timothy L. & Chiang, Wen-Chyuan, 2016. "Designing energy-efficient serial production lines: The unpaced synchronous line-balancing problem," European Journal of Operational Research, Elsevier, vol. 248(3), pages 789-801.
  67. Kalir, Adar A. & Sarin, Subhash C., 2009. "A method for reducing inter-departure time variability in serial production lines," International Journal of Production Economics, Elsevier, vol. 120(2), pages 340-347, August.
  68. Selin Damla Ahipaşaoğlu & Uğur Arıkan & Karthik Natarajan, 2019. "Distributionally Robust Markovian Traffic Equilibrium," Transportation Science, INFORMS, vol. 53(6), pages 1546-1562, November.
  69. Zheng, Zuduo & Su, Dongcai, 2016. "Traffic state estimation through compressed sensing and Markov random field," Transportation Research Part B: Methodological, Elsevier, vol. 91(C), pages 525-554.
  70. Wen-Chyuan Chiang & Timothy L. Urban & Chunyong Luo, 2016. "Balancing stochastic two-sided assembly lines," International Journal of Production Research, Taylor & Francis Journals, vol. 54(20), pages 6232-6250, October.
  71. Maher, M. J. & Hughes, P. C., 1997. "A probit-based stochastic user equilibrium assignment model," Transportation Research Part B: Methodological, Elsevier, vol. 31(4), pages 341-355, August.
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