The following pages link to Milan Stehlík (Q262382):
Displaying 50 items.
- Lattice-valued bornological systems (Q277552) (← links)
- Kullback-Leibler life time testing (Q279143) (← links)
- (Q327176) (redirect page) (← links)
- Mixed Poisson process with Pareto mixing variable and its risk applications (Q327177) (← links)
- Weak properties and robustness of t-Hill estimators (Q347146) (← links)
- On the optimal designs for the prediction of Ornstein-Uhlenbeck sheets (Q386301) (← links)
- On the favorable estimation for fitting heavy tailed data (Q650699) (← links)
- (Q723232) (redirect page) (← links)
- On convergence of topological aggregation functions (Q723233) (← links)
- Distributions of exact tests in the exponential family (Q745303) (← links)
- Equidistant and \(D\)-optimal designs for parameters of Ornstein-Uhlenbeck process (Q945769) (← links)
- Optimal allocation of bioassays in the case of parametrized covariance functions: an application to lung's retention of radioactive particles (Q946205) (← links)
- Optimal design for correlated processes with input-dependent noise (Q1621392) (← links)
- D-optimal designs for complex Ornstein-Uhlenbeck processes (Q1643798) (← links)
- Comparison and modelling of pension systems (Q1793915) (← links)
- Priority statement and some properties of t-lgHill estimator (Q2198605) (← links)
- Time evolutions of copulas and foreign exchange markets (Q2200586) (← links)
- On the category of lattice-valued bornological vector spaces (Q2252458) (← links)
- Risk process approximation with mixing (Q2284435) (← links)
- Likelihood testing with censored and missing duration data (Q2320930) (← links)
- Optimal designs for parameters of shifted Ornstein-Uhlenbeck sheets measured on monotonic sets (Q2344875) (← links)
- On a topological universe of \(L\)-bornological spaces (Q2403368) (← links)
- ``Building'' exact confidence nets (Q2405150) (← links)
- The harmonic moment tail index estimator: asymptotic distribution and robustness (Q2434141) (← links)
- Exact likelihood ratio scale and homogeneity testing of some loss processes (Q2489786) (← links)
- Long memory estimation in a non-Gaussian bivariate process (Q2668362) (← links)
- The Latest Advances on the Hill Estimator and Its Modifications (Q2787387) (← links)
- (Q2917558) (← links)
- Generalized interest rate dynamics and its impacts on finance and pensions (Q2968187) (← links)
- Multi-fractal cancer risk assessment (Q2974040) (← links)
- Geometric aspects of robust testing for normality and sphericity (Q2986701) (← links)
- Exact Likelihood Ratio Testing for Homogeneity of the Exponential Distribution (Q3015875) (← links)
- (Q3018196) (← links)
- Issues in the optimal design of computer simulation experiments (Q3077464) (← links)
- (Q3145598) (← links)
- Nonlinear Regression Models with Applications in Insurance (Q3192899) (← links)
- Portfolio Analysis of Investments in Risk Management (Q3192905) (← links)
- On Some Probabilistic Aspects of Diffusion Models for Tissue Growth (Q3192912) (← links)
- Marginally restricted D-optimal designs for correlated observations (Q3532697) (← links)
- Approximation of Information Divergences for Statistical Learning with Applications (Q4558044) (← links)
- On multivariate modifications of Cramer–Lundberg risk model with constant intensities (Q4622811) (← links)
- Statistical testing of availability for mining technological systems with air quality constraints (Q4627123) (← links)
- Generalized Inv-Log-Gamma-G processes (Q4634154) (← links)
- Log-gamma motion as flexible model for generalized interest rates (Q4639175) (← links)
- (Q4680297) (← links)
- Small Sample Robust Testing for Normality against Pareto Tails (Q4905913) (← links)
- On COVID-19 outbreaks predictions: Issues on stability, parameter sensitivity, and precision (Q5005981) (← links)
- On improved volatility modelling by fitting skewness in ARCH models (Q5037037) (← links)
- (Q5119784) (← links)
- IPO estimation of heaviness of the distribution beyond regularly varying tails (Q5206080) (← links)
