Portfolio Optimization by a Bivariate Functional of the Mean and Variance.

Minimization of a Function of a Quadratic Functional with Application to Optimal Portfolio Selection.

Additive noise and multiplicative bias as disclosure limitation techniques for continuous microdata: A simulation study.

Robustness via a mixture of exponential power distributions.

Unsupervised learning for signal versus noise.

On the choice of gain functions in recursive estimation of prior probabilities (Corresp.).

A quasi-Bayes unsupervised learning procedure for priors (Corresp.).