Edit Profile (opens in new tab) Winker, Peter Compute Distance To: Compute Author ID: winker.peter Published as: Winker, Peter; Winker, P. Documents Indexed: 42 Publications since 1995, including 3 Books 3 Contributions as Editor Co-Authors: 27 Co-Authors with 38 Joint Publications 618 Co-Co-Authors all top 5 Co-Authors 7 single-authored 6 Fang, Kai-Tai 6 Maringer, Dietmar G. 5 Paterlini, Sandra 4 Fastrich, Björn 4 Gilli, Manfred 4 Lin, Dennis Kon Jin 3 Chipman, John S. 3 Staszewska-Bystrova, Anna 2 Gatu, Cristian 2 Kontoghiorghes, Erricos John 2 Savin, Ivan 1 Blanco-Fernández, Angela 1 Fitzenberger, Bernd 1 Grabowski, Daniel 1 Li, Jenny X. 1 Lu, Xuan 1 Lütkepohl, Helmut 1 Lyra, Marcelo L. 1 Ma, Changxing 1 Mandes, Alexandru 1 Meyer, Mark J. 1 Paha, J. 1 Rios, Nicholas 1 Rustem, Berc 1 Sharpe, Cameron 1 Specht, Katja 1 Tang, Yu all top 5 Serials 10 Computational Statistics and Data Analysis 3 Computational Economics 3 AStA. Advances in Statistical Analysis 2 Mathematics of Computation 2 Computational Management Science 2 Springer-Lehrbuch 1 Control and Cybernetics 1 SIAM Journal on Numerical Analysis 1 Technometrics 1 Journal of Complexity 1 Journal of Economic Dynamics & Control 1 Computational Statistics 1 Statistical Papers 1 Statistica Sinica 1 Quantitative Finance 1 AStA. Allgemeines Statistisches Archiv 1 Wiley Series in Probability and Statistics all top 5 Fields 34 Statistics (62-XX) 14 Operations research, mathematical programming (90-XX) 14 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Numerical analysis (65-XX) 3 General and overarching topics; collections (00-XX) 3 Computer science (68-XX) 1 Number theory (11-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 30 Publications have been cited 427 times in 295 Documents Cited by ▼ Year ▼ Uniform design: theory and application. Zbl 0996.62073Fang, Kai-Tai; Lin, Dennis K. J.; Winker, Peter; Zhang, Yong 62 2000 Lower bounds for centered and wrap-around \(L_2\)-discrepancies and construction of uniform designs by threshold accepting. Zbl 1059.68046Fang, Kai-Tai; Lu, Xuan; Winker, Peter 56 2003 Application of threshold-accepting to the evaluation of the discrepancy of a set of points. Zbl 0888.65021Winker, Peter; Fang, Kai-Tai 41 1997 A global optimization heuristic for estimating agent based models. Zbl 1429.65123Gilli, M.; Winker, P. 34 2003 Centered \(L_2\)-discrepancy of random sampling and Latin hypercube design, and construction of uniform designs. Zbl 0977.68091Fang, Kai-Tai; Ma, Chang-Xing; Winker, Peter 31 2002 Lower bounds and stochastic optimization algorithms for uniform designs with three or four levels. Zbl 1093.90031Fang, Kai-Tai; Maringer, Dietmar; Tang, Yu; Winker, Peter 28 2006 Applications of optimization heuristics to estimation and modelling problems. Zbl 1429.62034Winker, Peter; Gilli, Manfred 23 2004 Optimization heuristics in econometrics. Applications of threshold accepting. Zbl 1001.62043Winker, Peter 22 2001 Constructing optimal sparse portfolios using regularization methods. Zbl 1355.91077Fastrich, B.; Paterlini, S.; Winker, P. 21 2015 Improving the computation of censored quantile regressions. Zbl 1452.62904Fitzenberger, Bernd; Winker, Peter 16 2007 Cardinality versus \(q\)-norm constraints for index tracking. Zbl 1402.91689Fastrich, Björn; Paterlini, Sandra; Winker, Peter 12 2014 Optimal U-type designs. Zbl 0913.62070Winker, Peter; Fang, Kai-Tai 9 1997 Identification of multivariate AR-models by threshold accepting. Zbl 0875.62411Winker, Peter 9 1995 Optimized multivariate lag structure selection. Zbl 0973.91072Winker, Peter 7 2000 The threshold accepting optimisation algorithm in economics and statistics. Zbl 1121.90132Winker, Peter; Maringer, Dietmar 6 2007 Optimized \(U\)-type designs on flexible regions. Zbl 1284.62476Lin, D. K. J.; Sharpe, C.; Winker, P. 6 2010 Optimal lag structure selection in VEC-models. Zbl 1284.91478Winker, Peter; Maringer, Dietmar 5 2004 An efficient branch-and-bound strategy for subset vector autoregressive model selection. Zbl 1181.62131Gatu, Cristian; Kontoghiorghes, Erricos J.; Gilli, Manfred; Winker, Peter 5 2008 Robust portfolio optimization with a hybrid heuristic algorithm. Zbl 1273.91420Fastrich, Björn; Winker, Peter 5 2012 Optimization heuristics for determining internal rating grading scales. Zbl 1284.90102Lyra, M.; Paha, J.; Paterlini, S.; Winker, P. 5 2010 Data generation processes and statistical management of interval data. Zbl 1443.62017Blanco-Fernández, Angela; Winker, Peter 4 2016 Editorial: 2nd special issue on applications of optimization heuristics to estimation and modelling problems. Zbl 1452.00023 4 2007 Robust uniform design with errors in the design variables. Zbl 1223.62138Winker, Peter; Lin, Dennis K. J. 4 2011 Time series simulation with quasi-Monte-Carlo methods. Zbl 1031.91095Li, Jenny X.; Winker, Peter 4 2003 The convergence of estimators based on heuristics: theory and application to a GARCH model. Zbl 1198.62115Winker, Peter; Maringer, Dietmar 2 2009 Optimal industrial classification by threshold accepting. Zbl 0852.90043Chipman, John S.; Winker, Peter 2 1995 Improved bootstrap prediction intervals for SETAR models. Zbl 1332.62109Staszewska-Bystrova, Anna; Winker, Peter 1 2016 Optimal aggregation of linear time series models. Zbl 1429.62656Chipman, J.; Winker, P. 1 2005 Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance. Zbl 1242.91154Savin, Ivan; Winker, Peter 1 2012 Penalized least squares for optimal sparse portfolio selection. Zbl 1436.62492Fastrich, Bjoern; Paterlini, Sandra; Winker, Peter 1 2014 Data generation processes and statistical management of interval data. Zbl 1443.62017Blanco-Fernández, Angela; Winker, Peter 4 2016 Improved bootstrap prediction intervals for SETAR models. Zbl 1332.62109Staszewska-Bystrova, Anna; Winker, Peter 1 2016 Constructing optimal sparse portfolios using regularization methods. Zbl 1355.91077Fastrich, B.; Paterlini, S.; Winker, P. 21 2015 Cardinality versus \(q\)-norm constraints for index tracking. Zbl 1402.91689Fastrich, Björn; Paterlini, Sandra; Winker, Peter 12 2014 Penalized least squares for optimal sparse portfolio selection. Zbl 1436.62492Fastrich, Bjoern; Paterlini, Sandra; Winker, Peter 1 2014 Robust portfolio optimization with a hybrid heuristic algorithm. Zbl 1273.91420Fastrich, Björn; Winker, Peter 5 2012 Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance. Zbl 1242.91154Savin, Ivan; Winker, Peter 1 2012 Robust uniform design with errors in the design variables. Zbl 1223.62138Winker, Peter; Lin, Dennis K. J. 4 2011 Optimized \(U\)-type designs on flexible regions. Zbl 1284.62476Lin, D. K. J.; Sharpe, C.; Winker, P. 6 2010 Optimization heuristics for determining internal rating grading scales. Zbl 1284.90102Lyra, M.; Paha, J.; Paterlini, S.; Winker, P. 5 2010 The convergence of estimators based on heuristics: theory and application to a GARCH model. Zbl 1198.62115Winker, Peter; Maringer, Dietmar 2 2009 An efficient branch-and-bound strategy for subset vector autoregressive model selection. Zbl 1181.62131Gatu, Cristian; Kontoghiorghes, Erricos J.; Gilli, Manfred; Winker, Peter 5 2008 Improving the computation of censored quantile regressions. Zbl 1452.62904Fitzenberger, Bernd; Winker, Peter 16 2007 The threshold accepting optimisation algorithm in economics and statistics. Zbl 1121.90132Winker, Peter; Maringer, Dietmar 6 2007 Editorial: 2nd special issue on applications of optimization heuristics to estimation and modelling problems. Zbl 1452.00023 4 2007 Lower bounds and stochastic optimization algorithms for uniform designs with three or four levels. Zbl 1093.90031Fang, Kai-Tai; Maringer, Dietmar; Tang, Yu; Winker, Peter 28 2006 Optimal aggregation of linear time series models. Zbl 1429.62656Chipman, J.; Winker, P. 1 2005 Applications of optimization heuristics to estimation and modelling problems. Zbl 1429.62034Winker, Peter; Gilli, Manfred 23 2004 Optimal lag structure selection in VEC-models. Zbl 1284.91478Winker, Peter; Maringer, Dietmar 5 2004 Lower bounds for centered and wrap-around \(L_2\)-discrepancies and construction of uniform designs by threshold accepting. Zbl 1059.68046Fang, Kai-Tai; Lu, Xuan; Winker, Peter 56 2003 A global optimization heuristic for estimating agent based models. Zbl 1429.65123Gilli, M.; Winker, P. 34 2003 Time series simulation with quasi-Monte-Carlo methods. Zbl 1031.91095Li, Jenny X.; Winker, Peter 4 2003 Centered \(L_2\)-discrepancy of random sampling and Latin hypercube design, and construction of uniform designs. Zbl 0977.68091Fang, Kai-Tai; Ma, Chang-Xing; Winker, Peter 31 2002 Optimization heuristics in econometrics. Applications of threshold accepting. Zbl 1001.62043Winker, Peter 22 2001 Uniform design: theory and application. Zbl 0996.62073Fang, Kai-Tai; Lin, Dennis K. J.; Winker, Peter; Zhang, Yong 62 2000 Optimized multivariate lag structure selection. Zbl 0973.91072Winker, Peter 7 2000 Application of threshold-accepting to the evaluation of the discrepancy of a set of points. Zbl 0888.65021Winker, Peter; Fang, Kai-Tai 41 1997 Optimal U-type designs. Zbl 0913.62070Winker, Peter; Fang, Kai-Tai 9 1997 Identification of multivariate AR-models by threshold accepting. Zbl 0875.62411Winker, Peter 9 1995 Optimal industrial classification by threshold accepting. Zbl 0852.90043Chipman, John S.; Winker, Peter 2 1995 all cited Publications top 5 cited Publications all top 5 Cited by 481 Authors 23 Winker, Peter 21 Fang, Kai-Tai 21 Qin, Hong 14 Elsawah, A. M. 13 Paterlini, Sandra 10 Zhou, Yongdao 8 Tang, Yu 7 Liu, Min-Qian 6 Ai, Mingyao 6 Gilli, Manfred 6 Li, Hongyi 6 Lin, Dennis Kon Jin 6 Ou, Zujun 5 Chatterjee, Kashinath 5 Chen, Ray-Bing 5 Kontoghiorghes, Erricos John 5 Maringer, Dietmar G. 5 Ning, Jianhui 5 Wang, Weichung 5 Westerhoff, Frank H. 5 Xu, Hongquan 4 Fang, Gensun 4 Gatu, Cristian 4 Giuzio, Margherita 4 Sun, Fasheng 3 Chen, Songnian 3 Choi, Hyejeong 3 Duan, Liqin 3 Fastrich, Björn 3 Gallegati, Mauro 3 Gnewuch, Michael 3 Hung, Ying 3 Jiang, Bochuan 3 Kwak, Minjung 3 Lim, Johan 3 Savin, Ivan 3 Tian, Guoliang 3 Wang, Zhenghong 3 Yang, Feng 3 Zhang, Aijun 2 Alfarano, Simone 2 Androulakis, Emmanouil 2 Baragona, Roberto 2 Barde, Sylvain 2 Belsley, David A. 2 Bilias, Yannis 2 Bonaccolto, Giovanni 2 Cai, Xu 2 Cai, Yuzhi 2 Chen, Guanggui 2 Chen, Xueping 2 Clempner, Julio B. 2 Díaz-García, José Antonio 2 Doerr, Benjamin 2 Fang, Juntao 2 Fitzenberger, Bernd 2 Franke, Reiner 2 Gou, Tingxun 2 He, Ping 2 He, Xuming 2 He, Zhen 2 Hickernell, Fred J. 2 Hung, Ying-Chao 2 Ke, Xiao 2 Khodamoradi, Tahereh 2 Koukouvinos, Christos 2 Kremer, Philipp J. 2 Kukacka, Jiri 2 Li, Yiou 2 Liang, Faming 2 Lux, Thomas C. H. 2 Ma, Changxing 2 Najafi, Ali Reza 2 Ökten, Giray 2 Poznyak, Aleksandr Semënovich 2 Qi, Zong-Feng 2 Qian, Peter Z. G. 2 Salahi, Maziar 2 Schmitt, Noemi 2 Schumann, Enrico 2 Su, Yajuan 2 Sudjianto, Agus 2 Tang, Yanlin 2 van Dijk, Herman K. 2 Wagner, Friedrich G. 2 Wang, Heping 2 Wang, Xiaodi 2 Wang, Yaping 2 Yamamoto, Ryuichi 2 Yang, Guijun 2 Yang, Jianfeng 2 Yang, Xue 2 Ye, Peixin 2 Yin, Jianxing 2 Zhai, Xuebo 2 Zhang, Xueru 2 Zhu, Zhongyi 1 Aggarwal, Manohar L. 1 Akhavan Niaki, Seyed Taghi 1 Alcock, Jamie ...and 381 more Authors all top 5 Cited in 80 Serials 40 Computational Statistics and Data Analysis 21 Journal of Economic Dynamics & Control 15 Journal of Statistical Planning and Inference 13 Journal of Complexity 11 Communications in Statistics. Theory and Methods 9 Statistics & Probability Letters 9 Statistical Papers 7 Metrika 7 Quantitative Finance 7 Computational Management Science 6 Acta Mathematicae Applicatae Sinica. English Series 6 Annals of Operations Research 6 Journal of Applied Statistics 5 The Annals of Statistics 5 Journal of Computational and Applied Mathematics 5 Computational Economics 5 Journal of the Korean Statistical Society 5 Science China. Mathematics 4 Applied Mathematics and Computation 4 Journal of Econometrics 4 Statistics 4 Journal of Global Optimization 4 Computational Statistics 4 Applied Mathematical Modelling 4 European Journal of Operational Research 4 Journal of Statistical Computation and Simulation 4 Mathematical Problems in Engineering 4 Statistics and Computing 3 Mathematics of Computation 3 Acta Mathematica Sinica. English Series 2 Journal of Multivariate Analysis 2 Journal of Time Series Analysis 2 Science in China. Series A 2 Communications in Statistics. Simulation and Computation 2 Computational Optimization and Applications 2 Top 2 Monte Carlo Methods and Applications 2 AStA. Allgemeines Statistisches Archiv 2 Journal of Statistical Theory and Practice 2 AStA. Advances in Statistical Analysis 2 Journal of Computational and Graphical Statistics 1 Computer Methods in Applied Mechanics and Engineering 1 Physica A 1 Annals of the Institute of Statistical Mathematics 1 Information Sciences 1 International Journal for Numerical Methods in Engineering 1 Journal of the American Statistical Association 1 Journal of Optimization Theory and Applications 1 Mathematics and Computers in Simulation 1 Metron 1 Naval Research Logistics 1 Acta Applicandae Mathematicae 1 Parallel Computing 1 Statistical Science 1 Econometric Reviews 1 Computers & Operations Research 1 Asia-Pacific Journal of Operational Research 1 Signal Processing 1 Machine Learning 1 Mathematical Programming. Series A. Series B 1 SIAM Journal on Optimization 1 Test 1 Bernoulli 1 International Transactions in Operational Research 1 Journal of Inequalities and Applications 1 Communications in Nonlinear Science and Numerical Simulation 1 CEJOR. Central European Journal of Operations Research 1 Optimization and Engineering 1 Discrete and Continuous Dynamical Systems. Series B 1 Decisions in Economics and Finance 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 Journal of Machine Learning Research (JMLR) 1 Analysis in Theory and Applications 1 International Journal of Wavelets, Multiresolution and Information Processing 1 The European Physical Journal B. Condensed Matter and Complex Systems 1 The Annals of Applied Statistics 1 SIAM Journal on Financial Mathematics 1 Statistics Surveys 1 Science China. Technological Sciences 1 SIAM/ASA Journal on Uncertainty Quantification all top 5 Cited in 26 Fields 201 Statistics (62-XX) 66 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 61 Operations research, mathematical programming (90-XX) 59 Numerical analysis (65-XX) 21 Computer science (68-XX) 13 Combinatorics (05-XX) 10 Approximations and expansions (41-XX) 9 Probability theory and stochastic processes (60-XX) 8 Number theory (11-XX) 6 Information and communication theory, circuits (94-XX) 5 Harmonic analysis on Euclidean spaces (42-XX) 4 General and overarching topics; collections (00-XX) 4 Functional analysis (46-XX) 3 Operator theory (47-XX) 3 Mechanics of deformable solids (74-XX) 2 History and biography (01-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Quantum theory (81-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Geophysics (86-XX) 2 Systems theory; control (93-XX) 1 Real functions (26-XX) 1 Partial differential equations (35-XX) 1 Fluid mechanics (76-XX) 1 Biology and other natural sciences (92-XX) Citations by Year