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Author ID: winker.peter Recent zbMATH articles by "Winker, Peter"
Published as: Winker, Peter; Winker, P.

Publications by Year

Citations contained in zbMATH Open

30 Publications have been cited 427 times in 295 Documents Cited by Year
Uniform design: theory and application. Zbl 0996.62073
Fang, 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 1059.68046
Fang, Kai-Tai; Lu, Xuan; Winker, Peter
56
2003
Application of threshold-accepting to the evaluation of the discrepancy of a set of points. Zbl 0888.65021
Winker, Peter; Fang, Kai-Tai
41
1997
A global optimization heuristic for estimating agent based models. Zbl 1429.65123
Gilli, M.; Winker, P.
34
2003
Centered \(L_2\)-discrepancy of random sampling and Latin hypercube design, and construction of uniform designs. Zbl 0977.68091
Fang, Kai-Tai; Ma, Chang-Xing; Winker, Peter
31
2002
Lower bounds and stochastic optimization algorithms for uniform designs with three or four levels. Zbl 1093.90031
Fang, Kai-Tai; Maringer, Dietmar; Tang, Yu; Winker, Peter
28
2006
Applications of optimization heuristics to estimation and modelling problems. Zbl 1429.62034
Winker, Peter; Gilli, Manfred
23
2004
Optimization heuristics in econometrics. Applications of threshold accepting. Zbl 1001.62043
Winker, Peter
22
2001
Constructing optimal sparse portfolios using regularization methods. Zbl 1355.91077
Fastrich, B.; Paterlini, S.; Winker, P.
21
2015
Improving the computation of censored quantile regressions. Zbl 1452.62904
Fitzenberger, Bernd; Winker, Peter
16
2007
Cardinality versus \(q\)-norm constraints for index tracking. Zbl 1402.91689
Fastrich, Björn; Paterlini, Sandra; Winker, Peter
12
2014
Optimal U-type designs. Zbl 0913.62070
Winker, Peter; Fang, Kai-Tai
9
1997
Identification of multivariate AR-models by threshold accepting. Zbl 0875.62411
Winker, Peter
9
1995
Optimized multivariate lag structure selection. Zbl 0973.91072
Winker, Peter
7
2000
The threshold accepting optimisation algorithm in economics and statistics. Zbl 1121.90132
Winker, Peter; Maringer, Dietmar
6
2007
Optimized \(U\)-type designs on flexible regions. Zbl 1284.62476
Lin, D. K. J.; Sharpe, C.; Winker, P.
6
2010
Optimal lag structure selection in VEC-models. Zbl 1284.91478
Winker, Peter; Maringer, Dietmar
5
2004
An efficient branch-and-bound strategy for subset vector autoregressive model selection. Zbl 1181.62131
Gatu, Cristian; Kontoghiorghes, Erricos J.; Gilli, Manfred; Winker, Peter
5
2008
Robust portfolio optimization with a hybrid heuristic algorithm. Zbl 1273.91420
Fastrich, Björn; Winker, Peter
5
2012
Optimization heuristics for determining internal rating grading scales. Zbl 1284.90102
Lyra, M.; Paha, J.; Paterlini, S.; Winker, P.
5
2010
Data generation processes and statistical management of interval data. Zbl 1443.62017
Blanco-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 1223.62138
Winker, Peter; Lin, Dennis K. J.
4
2011
Time series simulation with quasi-Monte-Carlo methods. Zbl 1031.91095
Li, Jenny X.; Winker, Peter
4
2003
The convergence of estimators based on heuristics: theory and application to a GARCH model. Zbl 1198.62115
Winker, Peter; Maringer, Dietmar
2
2009
Optimal industrial classification by threshold accepting. Zbl 0852.90043
Chipman, John S.; Winker, Peter
2
1995
Improved bootstrap prediction intervals for SETAR models. Zbl 1332.62109
Staszewska-Bystrova, Anna; Winker, Peter
1
2016
Optimal aggregation of linear time series models. Zbl 1429.62656
Chipman, J.; Winker, P.
1
2005
Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance. Zbl 1242.91154
Savin, Ivan; Winker, Peter
1
2012
Penalized least squares for optimal sparse portfolio selection. Zbl 1436.62492
Fastrich, Bjoern; Paterlini, Sandra; Winker, Peter
1
2014
Data generation processes and statistical management of interval data. Zbl 1443.62017
Blanco-Fernández, Angela; Winker, Peter
4
2016
Improved bootstrap prediction intervals for SETAR models. Zbl 1332.62109
Staszewska-Bystrova, Anna; Winker, Peter
1
2016
Constructing optimal sparse portfolios using regularization methods. Zbl 1355.91077
Fastrich, B.; Paterlini, S.; Winker, P.
21
2015
Cardinality versus \(q\)-norm constraints for index tracking. Zbl 1402.91689
Fastrich, Björn; Paterlini, Sandra; Winker, Peter
12
2014
Penalized least squares for optimal sparse portfolio selection. Zbl 1436.62492
Fastrich, Bjoern; Paterlini, Sandra; Winker, Peter
1
2014
Robust portfolio optimization with a hybrid heuristic algorithm. Zbl 1273.91420
Fastrich, Björn; Winker, Peter
5
2012
Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance. Zbl 1242.91154
Savin, Ivan; Winker, Peter
1
2012
Robust uniform design with errors in the design variables. Zbl 1223.62138
Winker, Peter; Lin, Dennis K. J.
4
2011
Optimized \(U\)-type designs on flexible regions. Zbl 1284.62476
Lin, D. K. J.; Sharpe, C.; Winker, P.
6
2010
Optimization heuristics for determining internal rating grading scales. Zbl 1284.90102
Lyra, M.; Paha, J.; Paterlini, S.; Winker, P.
5
2010
The convergence of estimators based on heuristics: theory and application to a GARCH model. Zbl 1198.62115
Winker, Peter; Maringer, Dietmar
2
2009
An efficient branch-and-bound strategy for subset vector autoregressive model selection. Zbl 1181.62131
Gatu, Cristian; Kontoghiorghes, Erricos J.; Gilli, Manfred; Winker, Peter
5
2008
Improving the computation of censored quantile regressions. Zbl 1452.62904
Fitzenberger, Bernd; Winker, Peter
16
2007
The threshold accepting optimisation algorithm in economics and statistics. Zbl 1121.90132
Winker, 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 1093.90031
Fang, Kai-Tai; Maringer, Dietmar; Tang, Yu; Winker, Peter
28
2006
Optimal aggregation of linear time series models. Zbl 1429.62656
Chipman, J.; Winker, P.
1
2005
Applications of optimization heuristics to estimation and modelling problems. Zbl 1429.62034
Winker, Peter; Gilli, Manfred
23
2004
Optimal lag structure selection in VEC-models. Zbl 1284.91478
Winker, Peter; Maringer, Dietmar
5
2004
Lower bounds for centered and wrap-around \(L_2\)-discrepancies and construction of uniform designs by threshold accepting. Zbl 1059.68046
Fang, Kai-Tai; Lu, Xuan; Winker, Peter
56
2003
A global optimization heuristic for estimating agent based models. Zbl 1429.65123
Gilli, M.; Winker, P.
34
2003
Time series simulation with quasi-Monte-Carlo methods. Zbl 1031.91095
Li, Jenny X.; Winker, Peter
4
2003
Centered \(L_2\)-discrepancy of random sampling and Latin hypercube design, and construction of uniform designs. Zbl 0977.68091
Fang, Kai-Tai; Ma, Chang-Xing; Winker, Peter
31
2002
Optimization heuristics in econometrics. Applications of threshold accepting. Zbl 1001.62043
Winker, Peter
22
2001
Uniform design: theory and application. Zbl 0996.62073
Fang, Kai-Tai; Lin, Dennis K. J.; Winker, Peter; Zhang, Yong
62
2000
Optimized multivariate lag structure selection. Zbl 0973.91072
Winker, Peter
7
2000
Application of threshold-accepting to the evaluation of the discrepancy of a set of points. Zbl 0888.65021
Winker, Peter; Fang, Kai-Tai
41
1997
Optimal U-type designs. Zbl 0913.62070
Winker, Peter; Fang, Kai-Tai
9
1997
Identification of multivariate AR-models by threshold accepting. Zbl 0875.62411
Winker, Peter
9
1995
Optimal industrial classification by threshold accepting. Zbl 0852.90043
Chipman, John S.; Winker, Peter
2
1995
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

Citations by Year