Empirical tail conditional allocation and its consistency under minimal assumptions
Gribkova, N. V., Su, J., Zitikis, R.
Published in Annals of the Institute of Statistical Mathematics (01.08.2022)
Published in Annals of the Institute of Statistical Mathematics (01.08.2022)
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Journal Article
Estimating the VaR-induced Euler allocation rule
Gribkova, N.V., Su, J., Zitikis, R.
Published in ASTIN Bulletin : The Journal of the IAA (01.09.2023)
Published in ASTIN Bulletin : The Journal of the IAA (01.09.2023)
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Journal Article
Estimating the Index of Increase via Balancing Deterministic and Random Data
Chen, L., Davydov, Y., Gribkova, N., Zitikis, R.
Published in Mathematical methods of statistics (01.04.2018)
Published in Mathematical methods of statistics (01.04.2018)
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Journal Article
Useful periods for lifetime distributions with bathtub shaped hazard rate functions
Bebbington, M., Chin-Diew Lai, Zitikis, R.
Published in IEEE transactions on reliability (01.06.2006)
Published in IEEE transactions on reliability (01.06.2006)
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Journal Article
Modeling human mortality using mixtures of bathtub shaped failure distributions
Bebbington, Mark, Lai, Chin-Diew, Zitikis, Ričardas
Published in Journal of theoretical biology (07.04.2007)
Published in Journal of theoretical biology (07.04.2007)
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Journal Article
Prospect Theory, Indifference Curves, and Hedging Risks
Broll, U., Egozcue, M., Wong, W.-K., Zitikis, R.
Published in Applied mathematics research express (26.08.2010)
Published in Applied mathematics research express (26.08.2010)
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Journal Article
Dynamics and phases of kiwifruit (Actinidia deliciosa) growth curves
Bebbington, M., Hall, A. J., Lai, C. D., Zitikis, R.
Published in New Zealand journal of crop and horticultural science (01.09.2009)
Published in New Zealand journal of crop and horticultural science (01.09.2009)
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Journal Article
Testing for stochastic dominance using the weighted McFadden-type statistic
Horváth, Lajos, Kokoszka, Piotr, Zitikis, Ričardas
Published in Journal of econometrics (01.07.2006)
Published in Journal of econometrics (01.07.2006)
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Journal Article
Addendum to “Modeling human mortality using mixtures of bathtub shaped failure distributions”
Bebbington, Mark, Lai, Chin-Diew, Zitikis, Ričardas
Published in Journal of theoretical biology (21.11.2007)
Published in Journal of theoretical biology (21.11.2007)
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Journal Article
Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data
Davydov, Youri, Khoshnevisan, Davar, Shi, Zhan, Zitikis, Ričardas
Published in Journal of statistical planning and inference (01.03.2007)
Published in Journal of statistical planning and inference (01.03.2007)
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Journal Article