Tomasz J. Kozubowski

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Waiting time representation of discrete distributions
Statistics \& Probability Letters
2024-12-09Paper
A computational approach to confidence intervals and testing for generalized Pareto index using the Greenwood statistic
 
2024-01-25Paper
A discrete truncated Zipf distribution
Statistica Neerlandica
2023-12-15Paper
Matrix variate generalized asymmetric Laplace distributions
Theory of Probability and Mathematical Statistics
2023-10-12Paper
A computational approach to estimation of discrete Pareto parameters
Communications in Statistics. Simulation and Computation
2023-09-18Paper
A uniform-Laplace mixture distribution
Journal of Computational and Applied Mathematics
2023-08-31Paper
A triptych on three continuous analogs of the Poisson, binomial, and negative binomial distributions
Journal of Computational and Applied Mathematics
2023-07-21Paper
Slash distributions, generalized convolutions, and extremes
Annals of the Institute of Statistical Mathematics
2023-07-13Paper
The Greenwood statistic, stochastic dominance, clustering and heavy tails
Scandinavian Journal of Statistics
2023-01-05Paper
Gaussian Mixture Representation of the Laplace Distribution Revisited: Bibliographical Connections and Extensions
The American Statistician
2022-09-28Paper
An asymmetric multivariate weibull distribution
Communications in Statistics: Theory and Methods
2022-05-18Paper
A generalized linear model for multivariate events
Journal of Computational and Applied Mathematics
2021-07-29Paper
A flexible multivariate model for high-dimensional correlated count data
Journal of Statistical Distributions and Applications
2021-07-14Paper
A new trivariate model for stochastic episodes
Journal of Statistical Distributions and Applications
2021-07-14Paper
A general stochastic model for bivariate episodes driven by a gamma sequence
Journal of Statistical Distributions and Applications
2021-07-14Paper
Probability of ruin in discrete insurance risk model with dependent Pareto claims
Dependence Modeling
2020-05-12Paper
A discrete truncated Pareto distribution
Statistical Methodology
2019-03-13Paper
A bivariate distribution with Lomax and geometric margins
Journal of the Korean Statistical Society
2018-11-12Paper
The joint distribution of the sum and maximum of dependent Pareto risks
Journal of Multivariate Analysis
2018-08-16Paper
A generalized Sibuya distribution
Annals of the Institute of Statistical Mathematics
2018-08-10Paper
Certain bivariate distributions and random processes connected with maxima and minima
Extremes
2018-08-03Paper
Discrete Pareto distributions
Economic Quality Control
2018-07-04Paper
The joint distribution of the sum and the maximum of heterogeneous exponential random variables
Statistics \& Probability Letters
2018-06-20Paper
A novel weighted likelihood estimation with empirical Bayes flavor
Communications in Statistics. Simulation and Computation
2018-06-01Paper
A general approach for obtaining wrapped circular distributions via mixtures
Sankhyā. Series A
2017-07-17Paper
Esscher-transformed Laplace distribution revisited
Brazilian Journal of Probability and Statistics
2016-10-06Paper
Transmuted distributions and random extrema
Statistics \& Probability Letters
2016-06-24Paper
A folded Laplace distribution
Journal of Statistical Distributions and Applications
2016-04-15Paper
A mixed bivariate distribution connected with geometric maxima of exponential variables
Communications in Statistics: Theory and Methods
2014-07-29Paper
Multivariate generalized Laplace distribution and related random fields
Journal of Multivariate Analysis
2012-11-29Paper
Multitude of Laplace distributions
Statistical Papers
2012-09-23Paper
Mixture representation of Linnik distribution revisited
Statistics \& Probability Letters
2012-09-02Paper
The joint distribution of the sum and the maximum of IID exponential random variables
Communications in Statistics. Theory and Methods
2012-08-02Paper
A note on the joint distribution involving Poissonian sum of exponential variables
 
2011-06-27Paper
A new multivariate model involving geometric sums and maxima of exponentials
Journal of Statistical Planning and Inference
2011-04-15Paper
Geometric infinite divisibility, stability, and self-similarity: an overview
Banach Center Publications
2011-03-21Paper
Random self-decomposability and autoregressive processes
Statistics \& Probability Letters
2010-09-24Paper
Rational characteristic functions and geometric infinite divisibility
Journal of Mathematical Analysis and Applications
2010-03-01Paper
A bivariate infinitely divisible distribution with exponential and Mittag-Leffler marginals
Statistics \& Probability Letters
2009-07-24Paper
Distributional properties of the negative binomial Lévy process
 
2009-06-18Paper
Testing Exponentiality Versus Pareto Distribution via Likelihood Ratio
Communications in Statistics. Simulation and Computation
2009-03-24Paper
Testing Exponentiality Versus Pareto Distribution via Likelihood Ratio
Communications in Statistics. Simulation and Computation
2008-11-21Paper
scientific article; zbMATH DE number 5368634 (Why is no real title available?)
 
2008-11-19Paper
A class of weighted Poisson processes
Statistics \& Probability Letters
2008-10-30Paper
scientific article; zbMATH DE number 5356223 (Why is no real title available?)
 
2008-10-23Paper
scientific article; zbMATH DE number 5356222 (Why is no real title available?)
 
2008-10-23Paper
A bivariate Lévy process with negative binomial and gamma marginals
Journal of Multivariate Analysis
2008-08-06Paper
Invariance properties of the negative binomial Levy process and stochastic self-similarity
International Mathematical Forum
2008-06-18Paper
Infinite divisibility of skew Gaussian and Laplace laws
Statistics \& Probability Letters
2008-04-28Paper
Ill-posed problems in probability and stability of random sums
 
2008-03-20Paper
The beta-Laplace distribution
 
2008-03-06Paper
A note on certain stability and limiting properties of nu-infinitely divisible distributions
International Journal of Contemporary Mathematical Sciences
2007-06-25Paper
A skew Laplace distribution on integers
Annals of the Institute of Statistical Mathematics
2006-11-17Paper
Fractional Laplace motion
Advances in Applied Probability
2006-07-25Paper
A discrete analogue of the Laplace distribution
Journal of Statistical Planning and Inference
2006-01-10Paper
A note on self-decomposability of stable process subordinated to self-decomposable subordina\-tor
Statistics \& Probability Letters
2005-09-02Paper
A mixed bivariate distribution with exponential and geometric marginals
Journal of Statistical Planning and Inference
2005-08-22Paper
A note on self-decomposability of stable process subordinated to self-decomposable subordinator
Statistics \& Probability Letters
2005-08-05Paper
Operator geometric stable laws
Journal of Multivariate Analysis
2005-02-23Paper
scientific article; zbMATH DE number 2133883 (Why is no real title available?)
 
2005-02-14Paper
New Families of Wrapped Distributions for Modeling Skew Circular Data
Communications in Statistics: Theory and Methods
2005-01-14Paper
scientific article; zbMATH DE number 2079171 (Why is no real title available?)
 
2004-07-22Paper
scientific article; zbMATH DE number 2075212 (Why is no real title available?)
 
2004-06-15Paper
A multivariate and asymmetric generalization of Laplace distribution
Computational Statistics
2004-03-16Paper
A new measure of linear local dependence
Statistics
2004-03-08Paper
Testing symmetry under a skew Laplace model.
Journal of Statistical Planning and Inference
2004-02-03Paper
ON THE VERTICAL DENSITY OF THE MULTIVARIATE EXPONENTIAL POWER DISTRIBUTION
Statistics
2003-07-03Paper
Maximum likelihood estimation of asymmetric Laplace parameters
Annals of the Institute of Statistical Mathematics
2003-05-11Paper
scientific article; zbMATH DE number 1843523 (Why is no real title available?)
 
2002-12-10Paper
Simulation of geometric stable and other limiting multivariate distributions arising in random summation scheme
Mathematical and Computer Modelling
2002-10-06Paper
Fractional moment estimation of Linnik and Mittag-Leffler parameters
Mathematical and Computer Modelling
2002-06-13Paper
Asymmetric Laplace laws and modeling financial data
Mathematical and Computer Modelling
2002-06-13Paper
Multivariate geometric stable distributions in financial applications.
Mathematical and Computer Modelling
2002-05-05Paper
Geometric stable laws: Estimation and applications
Mathematical and Computer Modelling
2002-05-05Paper
Characterization of distributions symmetric with respect to a group of transformations and testing of corresponding statistical hypothesis
Statistics \& Probability Letters
2002-04-07Paper
Exponential mixture representation of geometric stable distributions
Annals of the Institute of Statistical Mathematics
2002-02-13Paper
Maximum entropy characterization of asymmetric Laplace distribution
International Mathematical Journal
2002-02-04Paper
scientific article; zbMATH DE number 1388959 (Why is no real title available?)
Journal of Computational Analysis and Applications
2001-07-19Paper
scientific article; zbMATH DE number 1614382 (Why is no real title available?)
 
2001-07-04Paper
scientific article; zbMATH DE number 1553355 (Why is no real title available?)
Journal of Computational Analysis and Applications
2001-06-21Paper
Exponential mixture representation of geometric stable densities
Journal of Mathematical Analysis and Applications
2001-06-21Paper
scientific article; zbMATH DE number 1525329 (Why is no real title available?)
 
2001-05-28Paper
Computer simulation of geometric stable distributions
Journal of Computational and Applied Mathematics
2000-06-05Paper
scientific article; zbMATH DE number 1405255 (Why is no real title available?)
 
2000-02-23Paper
scientific article; zbMATH DE number 679519 (Why is no real title available?)
 
1999-10-25Paper
Tails of Lévy measure of geometric stable random variables
Extremes
1999-08-10Paper
Weak limits for multivariate random sums
Journal of Multivariate Analysis
1999-03-10Paper
On moments and tail behavior of \(\nu\)-stable random variables
Statistics \& Probability Letters
1999-02-02Paper
scientific article; zbMATH DE number 1112659 (Why is no real title available?)
 
1998-07-19Paper
scientific article; zbMATH DE number 903870 (Why is no real title available?)
 
1996-12-16Paper
The theory of geometric stable distributions and its use in modeling financial data
European Journal of Operational Research
1994-08-18Paper


Research outcomes over time


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