The following pages link to Ričardas Zitikis (Q203230):
Displaying 50 items.
- Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise (Q1871291) (← links)
- Lower estimates of the convergence rate for \(U\)-statistics (Q1904476) (← links)
- On the Vervaat and Vervaat-error processes (Q1969258) (← links)
- Testing for the order of risk measures: an application of \(L\)-statistics in actuarial science (Q2002944) (← links)
- An index of monotonicity and its estimation: a step beyond econometric applications of the Gini index (Q2002952) (← links)
- Gini indices as areas and covariances: what is the difference between the two representations? (Q2002989) (← links)
- Robustification and performance evaluation of empirical risk measures and other vector-valued estimators (Q2002995) (← links)
- Empirical tail conditional allocation and its consistency under minimal assumptions (Q2086280) (← links)
- Modeling human mortality using mixtures of bathtub shaped failure distributions (Q2209975) (← links)
- Addendum to ``Modeling human mortality using mixtures of bathtub shaped failure distributions''. Journal of theoretical biology 245 (2007) 528-538 (Q2216324) (← links)
- The shape of the Borwein-Affleck-Girgensohn function generated by completely monotone and Bernstein functions (Q2250061) (← links)
- Statistical detection and classification of background risks affecting inputs and outputs (Q2272453) (← links)
- Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums (Q2276227) (← links)
- Probabilities of large deviations for L-statistics (Q2277699) (← links)
- Weak comonotonicity (Q2282525) (← links)
- Searching for and quantifying nonconvexity regions of functions (Q2304429) (← links)
- Weighted allocations, their concomitant-based estimators, and asymptotics (Q2317882) (← links)
- The order-statistic claim process with dependent claim frequencies and severities (Q2320793) (← links)
- An optimal strategy for maximizing the expected real-estate selling price: accept or reject an offer? (Q2320867) (← links)
- Estimation of optimal portfolio weights under parameter uncertainty and user-specified constraints: a perturbation method (Q2320916) (← links)
- Assessing transfer functions in control systems (Q2322054) (← links)
- Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment (Q2351204) (← links)
- Risk measures, distortion parameters, and their empirical estimation (Q2384453) (← links)
- Estimating the turning point of a bathtub-shaped failure distribution (Q2474396) (← links)
- Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process (Q2486169) (← links)
- Testing hypotheses about the equality of several risk measure values with applications in insurance (Q2492171) (← links)
- Optimum burn-in time for a bathtub shaped failure distribution (Q2642478) (← links)
- Risk measures induced by efficient insurance contracts (Q2670123) (← links)
- Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants (Q2682987) (← links)
- Tail maximal dependence in bivariate models: estimation and applications (Q2693224) (← links)
- Modelling Deceleration in Senescent Mortality (Q2994830) (← links)
- The covariance sign of transformed random variables with applications to economics and finance (Q3019519) (← links)
- Modeling lactation curves: classical parametric models re-examined and modified (Q3183875) (← links)
- (Q3363448) (← links)
- TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS (Q3409062) (← links)
- Estimating the Renewal Function When the Second Moment Is Infinite (Q3444700) (← links)
- (Q3486652) (← links)
- Nested<i>L</i>-statistics and their use in comparing the riskiness of portfolios (Q3505340) (← links)
- (Q3533387) (← links)
- Czekanowski's Index of Overlap, its<i>L</i><sub><i>p</i></sub>-Type Extension, and BIAS Reduction (Q3560817) (← links)
- General Stein-Type Covariance Decompositions with Applications to Insurance and Finance (Q3569721) (← links)
- Reduction in mean residual life in the presence of a constant competing risk (Q3607877) (← links)
- Grüss's inequality, its probabilistic interpretation, and a sharper bound (Q3618510) (← links)
- (Q3622903) (← links)
- TESTING HYPOTHESES ABOUT ABSOLUTE CONCENTRATION CURVES AND MARGINAL CONDITIONAL STOCHASTIC DOMINANCE (Q3632409) (← links)
- (Q3792064) (← links)
- (Q3811526) (← links)
- (Q4246928) (← links)
- (Q4275994) (← links)
- (Q4369024) (← links)
