Year |
Citation |
Score |
2020 |
Wang R, Zitikis R. An Axiomatic Foundation for the Expected Shortfall Management Science. DOI: 10.1287/Mnsc.2020.3617 |
0.302 |
|
2019 |
Gribkova N, Zitikis R. Assessing Transfer Functions in Control Systems Journal of Statistical Theory and Practice. 13: 1-33. DOI: 10.1007/S42519-018-0035-2 |
0.307 |
|
2019 |
Gribkova N, Zitikis R. Weighted allocations, their concomitant-based estimators, and asymptotics Annals of the Institute of Statistical Mathematics. 71: 811-835. DOI: 10.1007/S10463-018-0660-2 |
0.4 |
|
2018 |
Greselin F, Zitikis R. From the Classical Gini Index of Income Inequality to a New Zenga-Type Relative Measure of Risk: A Modeller’s Perspective Econometrics. 6: 4. DOI: 10.3390/Econometrics6010004 |
0.367 |
|
2018 |
Chen L, Davydov Y, Gribkova N, Zitikis R. Estimating the index of increase via balancing deterministic and random data Mathematical Methods of Statistics. 27: 83-102. DOI: 10.3103/S1066530718020011 |
0.372 |
|
2018 |
Furman E, Kuznetsov A, Zitikis R. Weighted risk capital allocations in the presence of systematic risk Insurance: Mathematics and Economics. 79: 75-81. DOI: 10.1016/J.Insmatheco.2017.12.010 |
0.336 |
|
2017 |
Chen L, Zitikis R. Measuring and Comparing Student Performance: A New Technique for Assessing Directional Associations Education Sciences. 7: 77. DOI: 10.3390/Educsci7040077 |
0.32 |
|
2017 |
Furman E, Zitikis R. Beyond the Pearson Correlation: Heavy-Tailed Risks, Weighted Gini Correlations, and a Gini-Type Weighted Insurance Pricing Model Astin Bulletin. 47: 919-942. DOI: 10.2139/Ssrn.2807114 |
0.345 |
|
2017 |
Davydov Y, Zitikis R. Quantifying non-monotonicity of functions and the lack of positivity in signed measures Arxiv: Probability. 4: 219-231. DOI: 10.15559/17-Vmsta84 |
0.316 |
|
2017 |
Ren J, Zitikis R. CMPH: a multivariate phase-type aggregate loss distribution Dependence Modeling. 5: 304-315. DOI: 10.1515/Demo-2017-0018 |
0.369 |
|
2017 |
Egozcue M, Wu J, Zitikis R. Optimal two-stage pricing strategies from the seller’s perspective under the uncertainty of buyer’s decisions Journal of Statistical Distributions and Applications. 4. DOI: 10.1186/S40488-017-0067-2 |
0.424 |
|
2017 |
Furman E, Wang R, Zitikis R. Gini-type measures of risk and variability: Gini shortfall, capital allocations, and heavy-tailed risks Journal of Banking & Finance. 83: 70-84. DOI: 10.1016/J.Jbankfin.2017.06.013 |
0.35 |
|
2016 |
Furman E, Kuznetsov A, Su J, Zitikis R. Tail dependence of the Gaussian copula revisited Insurance: Mathematics and Economics. 69: 97-103. DOI: 10.1016/J.Insmatheco.2016.04.009 |
0.355 |
|
2016 |
Bebbington M, Zitikis R. Dynamic Uncertainty in Cost-Benefit Analysis of Evacuation Prior to a Volcanic Eruption Mathematical Geosciences. 48: 123-148. DOI: 10.1007/S11004-015-9615-9 |
0.379 |
|
2015 |
Qoyyimi DT, Zitikis R. Measuring Association via Lack of Co-Monotonicity: The LOC Index and a Problem of Educational Assessment Dependence Modeling. 3. DOI: 10.2139/Ssrn.2569559 |
0.304 |
|
2015 |
Gadrich T, Bashkansky E, Zitikis R. Assessing variation: a unifying approach for all scales of measurement Quality and Quantity. 49: 1145-1167. DOI: 10.1007/S11135-014-0040-9 |
0.352 |
|
2015 |
Asimit AV, Vernic R, Zitikis R. Background Risk Models and Stepwise Portfolio Construction Methodology and Computing in Applied Probability. DOI: 10.1007/S11009-015-9458-3 |
0.351 |
|
2015 |
Bennett CJ, Zitikis R. Ignorance, lotteries, and measures of economic inequality Journal of Economic Inequality. 13: 309-316. DOI: 10.1007/S10888-015-9302-6 |
0.339 |
|
2014 |
Bennett CJ, Zitikis R. Estimation of optimal portfolio weights under parameter uncertainty and user-specified constraints: A perturbation method Journal of Statistical Theory and Practice. 8: 423-438. DOI: 10.1080/15598608.2013.795125 |
0.307 |
|
2014 |
Sendov HS, Zitikis R. The Shape of the Borwein-Affleck-Girgensohn Function Generated by Completely Monotone and Bernstein Functions Journal of Optimization Theory and Applications. 160: 67-89. DOI: 10.1007/S10957-013-0345-1 |
0.316 |
|
2014 |
Greselin F, Pasquazzi L, Zitikis R. Heavy tailed capital incomes: Zenga index, statistical inference, and ECHP data analysis Extremes. 17: 127-155. DOI: 10.1007/S10687-013-0177-2 |
0.38 |
|
2013 |
Egozcue M, García LF, Zitikis R. An optimal strategy for maximizing the expected real-estate selling price: Accept or reject an offer? Journal of Statistical Theory and Practice. 7: 596-609. DOI: 10.2139/Ssrn.2130142 |
0.305 |
|
2013 |
Bennett CJ, Zitikis R. Examining the distributional effects of military service on earnings: A test of initial dominance Journal of Business and Economic Statistics. 31: 1-15. DOI: 10.1080/07350015.2012.741053 |
0.321 |
|
2013 |
Greselin F, Pasquazzi L, Zitikis R. Contrasting the Gini and Zenga indices of economic inequality Journal of Applied Statistics. 40: 282-297. DOI: 10.1080/02664763.2012.740627 |
0.336 |
|
2012 |
Bai Z, Hui Y, Wong WK, Zitikis R. Prospect performance evaluation: Making a case for a non-asymptotic UMPU test Journal of Financial Econometrics. 10: 703-732. DOI: 10.1093/Jjfinec/Nbr020 |
0.353 |
|
2012 |
Sendova KP, Zitikis R. The order-statistic claim process with dependent claim frequencies and severities Journal of Statistical Theory and Practice. 6: 597-620. DOI: 10.1080/15598608.2012.719736 |
0.365 |
|
2011 |
Egozcue M, García LF, Wong WK, Zitikis R. Grüss-type bounds for covariances and the notion of quadrant dependence in expectation Central European Journal of Mathematics. 9: 1288-1297. DOI: 10.2478/S11533-011-0088-X |
0.371 |
|
2011 |
Egozcue M, García LF, Wong WK, Zitikis R. The covariance sign of transformed random variables with applications to economics and finance Ima Journal of Management Mathematics. 22: 291-300. DOI: 10.1093/Imaman/Dpq012 |
0.342 |
|
2011 |
Brahimi B, Meraghni D, Necir A, Zitikis R. Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses Insurance: Mathematics and Economics. 49: 325-334. DOI: 10.1016/J.Insmatheco.2011.05.001 |
0.382 |
|
2011 |
Sendov HS, Wang Y, Zitikis R. Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums Insurance: Mathematics and Economics. 48: 257-264. DOI: 10.1016/J.Insmatheco.2010.11.005 |
0.304 |
|
2011 |
Egozcue M, García LF, Wong WK, Zitikis R. Do investors like to diversify? A study of Markowitz preferences European Journal of Operational Research. 215: 188-193. DOI: 10.1016/J.Ejor.2011.05.034 |
0.327 |
|
2010 |
Furman E, Zitikis R. General stein-type covariance decompositions with applications to insurance and finance Astin Bulletin. 40: 369-375. DOI: 10.2143/Ast.40.1.2049234 |
0.356 |
|
2010 |
Greselin F, Pasquazzi L, Zitikis R. Zenga's new index of economic inequality, its estimation, and an analysis of incomes in Italy Journal of Probability and Statistics. DOI: 10.1155/2010/718905 |
0.379 |
|
2010 |
Zitikis R, Egozcue M, Fuentes García L, Wong WK. Grüss-type bounds for the covariance of transformed random variables Journal of Inequalities and Applications. 2010. DOI: 10.1155/2010/619423 |
0.374 |
|
2010 |
Necir A, Rassoul A, Zitikis R. Estimating the conditional tail expectation in the case of heavy-tailed losses Journal of Probability and Statistics. DOI: 10.1155/2010/596839 |
0.402 |
|
2009 |
Greselin F, Puri ML, Zitikis R. $L$-functions, processes, and statistics in measuring economic inequality and actuarial risks Statistics and Its Interface. 2: 227-245. DOI: 10.4310/Sii.2009.V2.N2.A13 |
0.34 |
|
2009 |
Furman E, Zitikis R. Weighted Pricing Functionals With Applications to Insurance North American Actuarial Journal. 13: 483-496. DOI: 10.1080/10920277.2009.10597570 |
0.371 |
|
2009 |
Mimoto N, Zitikis R. Czekanowski's Index of Overlap, itsLp-Type Extension, and BIAS Reduction American Journal of Mathematical and Management Sciences. 29: 229-261. DOI: 10.1080/01966324.2009.10737758 |
0.346 |
|
2009 |
Brazauskas V, Jones BL, Zitikis R. Robust fitting of claim severity distributions and the method of trimmed moments Journal of Statistical Planning and Inference. 139: 2028-2043. DOI: 10.1016/J.Jspi.2008.09.012 |
0.4 |
|
2009 |
Helmers R, Wang Q, Zitikis R. Confidence regions for the intensity function of a cyclic Poisson process Statistical Inference For Stochastic Processes. 12: 21-36. DOI: 10.1007/S11203-007-9016-X |
0.375 |
|
2008 |
Furman E, Zitikis R. Weighted premium calculation principles Insurance: Mathematics and Economics. 42: 459-465. DOI: 10.2139/Ssrn.1001126 |
0.355 |
|
2008 |
Mimoto N, Zitikis R. The Atkinson Index, the Moran Statistic, and Testing Exponentiality Journal of the Japan Statistical Society. 38: 187-205. DOI: 10.14490/Jjss.38.187 |
0.307 |
|
2008 |
Bebbington M, Lai CD, Zitikis R. Estimating the turning point of a bathtub-shaped failure distribution Journal of Statistical Planning and Inference. 138: 1157-1166. DOI: 10.1016/J.Jspi.2007.04.031 |
0.377 |
|
2008 |
Horváth L, Kokoszka P, Zitikis R. Distributional analysis of empirical volatility in GARCH processes Journal of Statistical Planning and Inference. 138: 3578-3589. DOI: 10.1016/J.Jspi.2007.02.014 |
0.374 |
|
2008 |
Brazauskas V, Jones BL, Puri ML, Zitikis R. Estimating conditional tail expectation with actuarial applications in view Journal of Statistical Planning and Inference. 138: 3590-3604. DOI: 10.1016/J.Jspi.2005.11.011 |
0.39 |
|
2008 |
Furman E, Zitikis R. A monotonicity property of the composition of regularized and inverted-regularized gamma functions with applications Journal of Mathematical Analysis and Applications. 348: 971-976. DOI: 10.1016/J.Jmaa.2008.07.070 |
0.352 |
|
2008 |
Furman E, Zitikis R. Weighted risk capital allocations Insurance: Mathematics and Economics. 43: 263-269. DOI: 10.1016/J.Insmatheco.2008.07.003 |
0.313 |
|
2008 |
Davydov Y, Zitikis R. On weak convergence of random fields Annals of the Institute of Statistical Mathematics. 60: 345-365. DOI: 10.1007/S10463-006-0090-4 |
0.338 |
|
2008 |
Bebbington M, Lai CD, Zitikis R. Reduction in mean residual life in the presence of a constant competing risk Applied Stochastic Models in Business and Industry. 24: 51-63. DOI: 10.1002/Asmb.V24:1 |
0.363 |
|
2007 |
Bebbington M, Lai CD, Zitikis R. Bathtub-type curves in reliability and beyond Australian and New Zealand Journal of Statistics. 49: 251-265. DOI: 10.1111/J.1467-842X.2007.00479.X |
0.323 |
|
2007 |
Bebbington M, Davydov Y, Zitikis R. Estimating the renewal function when the second moment is infinite Stochastic Models. 23: 27-48. DOI: 10.1080/15326340601141851 |
0.368 |
|
2007 |
Brazauskas V, Jones BL, Puri ML, Zitikis R. NestedL-statistics and their use in comparing the riskiness of portfolios Scandinavian Actuarial Journal. 2007: 162-179. DOI: 10.1080/03461230701390287 |
0.359 |
|
2007 |
Helmers R, Mangku IW, Zitikis R. A non-parametric estimator for the doubly periodic Poisson intensity function Statistical Methodology. 4: 481-492. DOI: 10.1016/J.Stamet.2007.02.002 |
0.399 |
|
2007 |
Davydov Y, Khoshnevisan D, Shi Z, Zitikis R. Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data Journal of Statistical Planning and Inference. 137: 915-934. DOI: 10.1016/J.Jspi.2006.06.032 |
0.325 |
|
2007 |
Jones BL, Zitikis R. Risk measures, distortion parameters, and their empirical estimation Insurance: Mathematics and Economics. 41: 279-297. DOI: 10.1016/J.Insmatheco.2006.11.001 |
0.389 |
|
2007 |
Davydov Y, Zitikis R. Deterministic noises that can be statistically distinguished from the random ones Statistical Inference For Stochastic Processes. 10: 165-179. DOI: 10.1007/S11203-006-0001-6 |
0.332 |
|
2007 |
Bebbington M, Lai CD, Zitikis R. Optimum burn-in time for a bathtub shaped failure distribution Methodology and Computing in Applied Probability. 9: 1-20. DOI: 10.1007/S11009-006-9001-7 |
0.374 |
|
2006 |
Bebbington M, Lai CD, Zitikis R. Useful periods for lifetime distributions with bathtub shaped hazardrate functions Ieee Transactions On Reliability. 55: 245-251. DOI: 10.1109/Tr.2001.874943 |
0.356 |
|
2006 |
Horváth L, Kokoszka P, Zitikis R. Sample and implied volatility in GARCH models Journal of Financial Econometrics. 4: 617-635. DOI: 10.1093/Jjfinec/Nbl002 |
0.344 |
|
2006 |
Horváth L, Zitikis R. Testing goodness of fit based on densities of garch innovations Econometric Theory. 22: 457-482. DOI: 10.1017/S0266466606060221 |
0.364 |
|
2006 |
Horváth L, Kokoszka P, Zitikis R. Testing for stochastic dominance using the weighted McFadden-type statistic Journal of Econometrics. 133: 191-205. DOI: 10.1016/J.Jeconom.2005.03.013 |
0.359 |
|
2006 |
Jones BL, Puri ML, Zitikis R. Testing hypotheses about the equality of several risk measure values with applications in insurance Insurance: Mathematics and Economics. 38: 253-270. DOI: 10.1016/J.Insmatheco.2005.08.004 |
0.383 |
|
2005 |
Helmers R, Mangku IW, Zitikis R. Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process Journal of Multivariate Analysis. 92: 1-23. DOI: 10.1016/S0047-259X(03)00082-4 |
0.385 |
|
2004 |
Bebbington M, Zitikis R. A Robust Heuristic Estimator for the Period of a Poisson Intensity Function Methodology and Computing in Applied Probability. 6: 441-462. DOI: 10.1023/B:Mcap.0000045090.84875.22 |
0.354 |
|
2003 |
Davydov Y, Zitikis R. Generalized Lorenz curves and convexifications of stochastic processes Journal of Applied Probability. 40: 906-925. DOI: 10.1239/Jap/1067436090 |
0.348 |
|
2003 |
Jones BL, Zitikis R. Empirical Estimation of Risk Measures and Related Quantities The North American Actuarial Journal. 7: 44-54. DOI: 10.1080/10920277.2003.10596117 |
0.382 |
|
2003 |
Helmers R, Wayan Mangku I, Zitikis R. Consistent estimation of the intensity function of a cyclic Poisson process Journal of Multivariate Analysis. 84: 19-39. DOI: 10.1016/S0047-259X(02)00008-8 |
0.391 |
|
2003 |
Horváth L, Zitikis R. Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models Statistics and Probability Letters. 65: 331-342. DOI: 10.1016/J.Spl.2003.06.006 |
0.308 |
|
2002 |
Zitikis R, Gastwirth JL. The asymptotic distribution of the S-Gini index Australian and New Zealand Journal of Statistics. 44: 439-446. DOI: 10.1111/1467-842X.00245 |
0.399 |
|
2002 |
Csáki E, Csörgo M, Földes A, Shi Z, Zitikis R. Pointwise and uniform asymptotics of the Vervaat error process Journal of Theoretical Probability. 15: 845-875. DOI: 10.1023/A:1020650502619 |
0.306 |
|
2002 |
Davydov Y, Zitikis R. Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise Statistics and Probability Letters. 59: 329-340. DOI: 10.1016/S0167-7152(02)00202-X |
0.329 |
|
1999 |
Helmers R, Zitikis R. On estimation of poisson intensity functions Annals of the Institute of Statistical Mathematics. 51: 265-280. DOI: 10.1023/A:1003806107972 |
0.328 |
|
1998 |
Csörgo M, Gastwirth JL, Zitikis R. Asymptotic confidence bands for the Lorenz and Bonferroni curves based on the empirical Lorenz curve Journal of Statistical Planning and Inference. 74: 65-91. DOI: 10.1016/S0378-3758(98)00103-7 |
0.357 |
|
1998 |
Csörgo M, Zitikis R. On the Rate of Strong Consistency of the Total Time on Test Statistic Journal of Multivariate Analysis. 66: 99-117. DOI: 10.1006/Jmva.1997.1730 |
0.306 |
|
1997 |
Csörgö M, Zitikis R. On the rate of strong consistency of Lorenz curves Statistics & Probability Letters. 34: 113-121. DOI: 10.1016/S0167-7152(97)82789-7 |
0.372 |
|
1993 |
Bentkus V, Götze F, Zitikis R. Asymptotic expansions in the integral and local limit theorems in banach spaces with applications to ω-statistics Journal of Theoretical Probability. 6: 727-780. DOI: 10.1007/Bf01049174 |
0.362 |
|
1991 |
Norvaiša R, Zitikis R. Asymptotic behaviour of linear combinations of functions of order statistics Journal of Statistical Planning and Inference. 28: 305-317. DOI: 10.1016/0378-3758(91)90069-Q |
0.354 |
|
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