| Publication | Date of Publication | Type |
|---|
A class of uniform tests for goodness-of-fit of the multivariate \(L_p\)-norm spherical distributions and the \(l_p\)-norm symmetric distributions
Annals of the Institute of Statistical Mathematics | 2019-03-21 | Paper |
Properties of the zero-and-one inflated Poisson distribution and likelihood-based inference methods
Statistics and Its Interface | 2018-05-08 | Paper |
\(G\) and related distributions with applications in reliability growth analysis
Statistics and Its Interface | 2018-05-08 | Paper |
A stochastic representation for the lp-norm symmetric distribution and its applications
Communications in Statistics. Simulation and Computation | 2018-04-30 | Paper |
Inversion of Bayes formula and measures of Bayesian information gain and pairwise dependence
Statistics and Its Interface | 2018-03-15 | Paper |
ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS
Probability in the Engineering and Informational Sciences | 2017-09-19 | Paper |
Asymptotic distributions of principal components based on robust dispersions
Biometrika | 2016-06-27 | Paper |
Markov branching processes with killing and resurrection
Science China. Mathematics | 2016-06-17 | Paper |
A method for generating uniformly scattered points on the \(L_p\)-norm unit sphere and its applications
Metrika | 2015-10-14 | Paper |
Second-order properties of tail probabilities of sums and randomly weighted sums
Extremes | 2015-09-24 | Paper |
Uniqueness and decay properties of Markov branching processes with disasters
Journal of Applied Probability | 2014-10-15 | Paper |
A unified method for checking compatibility and uniqueness for finite discrete conditional distributions
Communications in Statistics: Theory and Methods | 2014-07-30 | Paper |
Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
Applied Stochastic Models in Business and Industry | 2013-11-15 | Paper |
A note on the binomial model with simplex constraints
Computational Statistics and Data Analysis | 2013-03-14 | Paper |
Precise large deviations of random sums in presence of negative dependence and consistent variation
Methodology and Computing in Applied Probability | 2012-06-20 | Paper |
Ruin probabilities for the perturbed compound Poisson risk process with investment
Communications in Statistics. Theory and Methods | 2012-06-08 | Paper |
The maximum of randomly weighted sums with long tails in insurance and finance
Stochastic Analysis and Applications | 2012-02-19 | Paper |
Pricing Discrete Barrier and Hindsight Options with the Tridiagonal Probability Algorithm
Management Science | 2012-02-19 | Paper |
Dirichlet and Related Distributions
Wiley Series in Probability and Statistics | 2011-10-05 | Paper |
The strong law of large numbers for extended negatively dependent random variables
Journal of Applied Probability | 2011-01-13 | Paper |
Decay properties and quasi-stationary distributions for stopped Markovian bulk-arrival and bulk-service queues
Queueing Systems | 2010-11-22 | Paper |
The probabilities of absolute ruin in the renewal risk model with constant force of interest
Journal of Applied Probability | 2010-07-20 | Paper |
Further properties and new applications of the nested Dirichlet distribution
Computational Statistics and Data Analysis | 2010-04-06 | Paper |
Non-iterative sampling-based Bayesian methods for identifying changepoints in the sequence of cases of haemolytic uraemic syndrome
Computational Statistics and Data Analysis | 2010-04-01 | Paper |
| Bayesian Missing Data Problems | 2009-11-25 | Paper |
EM-type algorithms for computing restricted MLEs in multivariate normal distributions and multivariatet-distributions
Computational Statistics and Data Analysis | 2009-06-16 | Paper |
On improved EM algorithm and confidence interval construction for incomplete \(r\times c\) tables
Computational Statistics and Data Analysis | 2009-05-29 | Paper |
| The nested Dirichlet distribution and incomplete categorical data analysis. | 2009-02-05 | Paper |
Hierarchical models for repeated binary data using the IBF sampler
Computational Statistics and Data Analysis | 2008-12-11 | Paper |
| Asymptotically efficient product-limit estimators with censoring indicators missing at random | 2008-05-23 | Paper |
| scientific article; zbMATH DE number 5263160 (Why is no real title available?) | 2008-04-14 | Paper |
Grouped Dirichlet distribution: A new tool for incomplete categorical data analysis
Journal of Multivariate Analysis | 2008-03-11 | Paper |
| Continuous-time optimal portfolio selection using mean-CaR models | 2008-02-15 | Paper |
An exact non‐iterative sampling procedure for discrete missing data problems
Statistica Neerlandica | 2007-09-13 | Paper |
The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
Insurance Mathematics & Economics | 2007-05-23 | Paper |
Tail behavior of negatively associated heavy-tailed sums
Journal of Applied Probability | 2006-11-16 | Paper |
OPTIMAL CONSTANT-REBALANCED PORTFOLIO INVESTMENT STRATEGIES FOR DYNAMIC PORTFOLIO SELECTION
International Journal of Theoretical and Applied Finance | 2006-09-12 | Paper |
On the maximum of randomly weighted sums with regularly varying tails
Statistics & Probability Letters | 2006-06-16 | Paper |
| scientific article; zbMATH DE number 5008178 (Why is no real title available?) | 2006-02-21 | Paper |
Ruin probabilities for a~risk process with stochastic return on investments.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
M-estimation for linear models with spatially-correlated errors
Statistics & Probability Letters | 2005-09-29 | Paper |
Weighted sums of subexponential random variables and their maxima
Advances in Applied Probability | 2005-09-29 | Paper |
The role of perturbation in compositional data analysis
Statistical Modelling | 2005-09-01 | Paper |
On Ultimate Ruin in a Delayed-Claims Risk Model
Journal of Applied Probability | 2005-08-25 | Paper |
Maxima of Sums of Heavy-Tailed Random Variables
ASTIN Bulletin | 2005-03-30 | Paper |
Some properties of a lack-of-fit test for a linear errors in variables model
Acta Mathematicae Applicatae Sinica. English Series | 2005-01-25 | Paper |
Estimation in mixed effects model with errors in variables
Journal of Multivariate Analysis | 2004-10-01 | Paper |
Precise large deviations for sums of random variables with consistently varying tails
Journal of Applied Probability | 2004-09-24 | Paper |
Asymptotic behavior of tail and local probabilities for sums of subexponential random variables
Journal of Applied Probability | 2004-09-24 | Paper |
RUIN PROBABILITY UNDER COMPOUND POISSON MODELS WITH RANDOM DISCOUNT FACTOR
Probability in the Engineering and Informational Sciences | 2004-03-29 | Paper |
Characterization of distributional forms for compositional data and associated distributional tests
Mathematical Geology | 2004-01-06 | Paper |
| scientific article; zbMATH DE number 2015215 (Why is no real title available?) | 2003-12-09 | Paper |
| scientific article; zbMATH DE number 2015207 (Why is no real title available?) | 2003-12-09 | Paper |
Precise large deviations for the prospective-loss process
Journal of Applied Probability | 2003-11-17 | Paper |
| scientific article; zbMATH DE number 1894675 (Why is no real title available?) | 2003-09-02 | Paper |
| scientific article; zbMATH DE number 1833045 (Why is no real title available?) | 2003-02-06 | Paper |
Characteristic functions of \({\mathcal L}_1\)-spherical and \({\mathcal L}_1\)-norm symmetric distributions and their applications
Journal of Multivariate Analysis | 2002-03-25 | Paper |
| scientific article; zbMATH DE number 1098873 (Why is no real title available?) | 1998-05-17 | Paper |
M-type estimators of regression function with applications
Statistics & Probability Letters | 1996-06-06 | Paper |
| scientific article; zbMATH DE number 788275 (Why is no real title available?) | 1995-11-12 | Paper |
| scientific article; zbMATH DE number 45785 (Why is no real title available?) | 1992-09-17 | Paper |
| scientific article; zbMATH DE number 3956179 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3671512 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3569653 (Why is no real title available?) | 1977-01-01 | Paper |
Quasi-Invariant Measures in Groups of Second Category
Journal of the London Mathematical Society | 1973-01-01 | Paper |
