M'hamed Mesfioui

Available identifiers

zbMath Open mesfioui.mhamedMaRDI QIDQ1293809

List of research outcomes

Publication	Date of Publication	Type
A multivariate Poisson model based on comonotonic shocks	2023-12-13	Paper
Copula-based link functions in binary regression models	2023-06-19	Paper
Bounds on Spearman's rho when at least one random variable is discrete	2022-07-27	Paper
Best upper and lower bounds on Spearman's rho for zero-inflated continuous variables and their application to insurance	2022-07-27	Paper
Bounds on multivariate Kendall's tau and Spearman's rho for zero-inflated continuous variables and their application to insurance	2022-07-07	Paper
Dependence measure for length-biased survival data using kernel density estimation with a regression procedure	2022-03-24	Paper
Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors	2022-01-03	Paper
A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests	2021-08-09	Paper
On the asymptotic covariance of the multivariate empirical copula process	2020-05-12	Paper
Dependence measure for length-biased survival data using copulas	2020-05-12	Paper
Bounds on concordance-based validation statistics in regression models for binary responses	2019-12-19	Paper
Concordance-based predictive measures in regression models for discrete responses	2019-11-06	Paper
NEW ORDERING PROPERTIES OF ORDER STATISTICS FROM DEPENDENT RANDOM VARIABLES	2019-10-18	Paper
A new bivariate Poisson common shock model covering all possible degrees of dependence	2018-06-21	Paper
Stochastic comparisons of order statistics from heterogeneous random variables with Archimedean copula	2017-12-01	Paper
On a multivariate Lindley distribution	2017-10-12	Paper
Bounds on Kendall's tau for zero-inflated continuous variables	2017-09-28	Paper
Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization	2017-01-31	Paper
Multivariate higher-degree stochastic increasing convexity	2017-01-10	Paper
Vector-valued tail value-at-risk and capital allocation	2016-11-11	Paper
Relative stochastic comparisons of additive frailty models	2016-06-28	Paper
Comonotonicity, orthant convex order and sums of random variables	2015-04-01	Paper
Bivariate lower and upper orthant value-at-risk	2015-01-22	Paper
BIVARIATE EXTENSIONS OF SKELLAM'S DISTRIBUTION	2014-08-14	Paper
Ordering functions of random vectors, with application to partial sums	2013-07-19	Paper
A sufficient condition of crossing type for the bivariate orthant convex order	2013-01-25	Paper
Gamma kernel estimators for density and hazard rate of right-censored data	2011-10-26	Paper
The dispersive effect of cross-aging with archimedean copulas	2011-07-26	Paper
On concordance measures for discrete data and dependence properties of Poisson model	2010-12-01	Paper
Concordance measures for multivariate non-continuous random vectors	2010-11-10	Paper
Generalized Increasing Convex and Directionally Convex Orders	2010-04-08	Paper
On a new goodness-of-fit process for families of copulas	2009-06-30	Paper
Dependence structure of conditional Archimedean copulas	2008-03-11	Paper
\(L_{1}\)-rate of convergence of smoothed histogram	2008-01-21	Paper
https://portal.mardi4nfdi.de/entity/Q5421109	2007-10-22	Paper
https://portal.mardi4nfdi.de/entity/Q5200966	2006-04-12	Paper
Bounds on the value-at-risk for the sum of possibly dependent risks	2005-09-29	Paper
On the properties of some nonparametric concordance measures in the discrete case	2005-07-18	Paper
Compound Poisson approximations for individual models with dependent risks.	2003-11-16	Paper
Upper stop-loss bounds for sums of possibly dependent risks with given means and variances	2002-09-05	Paper
A class of bivariate stochastic orderings, with applications in actuarial sciences	2001-08-06	Paper
On \(s\)-convex stochastic extrema for arithmetic risks	2000-03-30	Paper
Stochastic Orderings of Convex-Type for Discrete Bivariate Risks	1999-09-14	Paper

Research outcomes over time

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