The following pages link to Ričardas Zitikis (Q203230):
Displaying 50 items.
- Testing for stochastic dominance using the weighted McFadden-type statistic (Q274913) (← links)
- Background risk models and stepwise portfolio construction (Q340127) (← links)
- Tail dependence of the Gaussian copula revisited (Q343977) (← links)
- Do investors like to diversify? A study of Markowitz preferences (Q421640) (← links)
- \(L\)-functions, processes, and statistics in measuring economic inequality and actuarial risks (Q440092) (← links)
- Life expectancy of a bathtub shaped failure distribution (Q451440) (← links)
- Heavy tailed capital incomes: Zenga index, statistical inference, and ECHP data analysis (Q483520) (← links)
- When inflation causes no increase in claim amounts (Q609693) (← links)
- Estimating the conditional tail expectation in the case of heavy-tailed losses (Q609705) (← links)
- Zenga's new index of economic inequality, its estimation, and an analysis of incomes in Italy (Q609712) (← links)
- Confidence regions for the intensity function of a cyclic Poisson process (Q625308) (← links)
- Grüss-type bounds for covariances and the notion of quadrant dependence in expectation (Q651280) (← links)
- Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses (Q654807) (← links)
- Convex combinations of quadrant dependent copulas (Q691749) (← links)
- A non-parametric estimator for the doubly periodic Poisson intensity function (Q713798) (← links)
- Smoothness of distribution function of \({\mathcal F}{\mathcal L}\)-statistic. I (Q753333) (← links)
- Smoothness of distribution function of \({\mathcal F}{\mathcal L}\)-statistic. II (Q753334) (← links)
- Asymptotic behaviour of linear combinations of functions of order statistics (Q808579) (← links)
- Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data (Q866638) (← links)
- Deterministic noises that can be statistically distinguished from the random ones (Q882914) (← links)
- Reliability of modules with load-sharing components (Q933892) (← links)
- Weighted premium calculation principles (Q939390) (← links)
- Distributional analysis of empirical volatility in GARCH processes (Q947260) (← links)
- Estimating conditional tail expectation with actuarial applications in view (Q947261) (← links)
- A monotonicity property of the composition of regularized and inverted-regularized gamma functions with applications (Q950486) (← links)
- Grüss-type bounds for the covariance of transformed random variables (Q962508) (← links)
- Weighted risk capital allocations (Q974815) (← links)
- Robust fitting of claim severity distributions and the method of trimmed moments (Q1011542) (← links)
- (Q1116219) (redirect page) (← links)
- Remark on the Cramer-von Mises-Smirnov criterion (Q1116220) (← links)
- (Q1174049) (redirect page) (← links)
- Uniform limit theorem for densities of \(L\)-statistics (Q1174050) (← links)
- Cramér type large deviations for a class of statistics (Q1175834) (← links)
- On the rate of strong consistency of the total time on test statistic (Q1268011) (← links)
- Asymptotic confidence bands for the Lorenz and Bonferroni curves based on the empirical Lorenz curve (Q1298914) (← links)
- Asymptotic expansions in the integral and local limit theorems in Banach spaces with applications to \(\omega\)-statistics (Q1322502) (← links)
- Mean residual life processes (Q1354407) (← links)
- On the rate of strong consistency of Lorenz curves (Q1380637) (← links)
- Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. (Q1423022) (← links)
- CMPH: a multivariate phase-type aggregate loss distribution (Q1648668) (← links)
- Quantifying non-monotonicity of functions and the lack of positivity in signed measures (Q1686351) (← links)
- Optimal two-stage pricing strategies from the seller's perspective under the uncertainty of buyer's decisions (Q1690076) (← links)
- Statistical foundations for assessing the difference between the classical and weighted-Gini betas (Q1702429) (← links)
- Weighted risk capital allocations in the presence of systematic risk (Q1742709) (← links)
- A robust heuristic estimator for the period of a Poisson intensity function (Q1762884) (← links)
- Dynamic uncertainty in cost-benefit analysis of evacuation prior to a volcanic eruption (Q1788884) (← links)
- On estimation of Poisson intensity functions (Q1807958) (← links)
- Strassen's LIL for the Lorenz curve (Q1817485) (← links)
- Pointwise and uniform asymptotics of the Vervaat error process (Q1866068) (← links)
- Consistent estimation of the intensity function of a cyclic Poisson process. (Q1867191) (← links)