On moment inequalities and stochastic ordering for weighted reliability measures.
On monotone dependence functions of the quantile type
We introduce the concept of monotone dependence function of bivariate distributions without moment conditions. Our concept gives, among other things, a characterization of independent and positively (negatively) quadrant dependent random variables.
On monotonic behaviour of relative increments of unimodal distributions.
On multiple normal probabilities of rectangles
On multiple periodic autoregression
The model of periodic autoregression is generalized to the multivariate case. The autoregressive matrices are periodic functions of time. The mean value of the process can be a non-vanishing periodic sequence of vectors. Estimators of parameters and tests of statistical hypotheses are based on the Bayes approach. Two main versions of the model are investigated, one with constant variance matrices and the other with periodic variance matrices of the innovation process.
On multiple test procedures
On negatively skewed extended generalized logistic distribution
On non-additive measures of inaccuracy
On Non-Negative Variance-Estimation.
On non-nested regression models
A generalization of a test for non-nested models in linear regression is derived for the case when there are several regression models with more regressors.
On non-normal asymptotic behavior of optimal solutions for stochastic programming problems and on related problems of mathematical statistics
On nonparametric estimators of location of maximum
On normal approximation of large products of functions: A refinement of Blackwell's result.
On numerical evaluation of maximum-likelihood estimates for finite mixtures of distributions
On one approach to local surface smoothing
A bicubic model for local smoothing of surfaces is constructed on the base of pivot points. Such an approach allows reducing the dimension of matrix of normal equations more than twice. The model enables to increase essentially the speed and stability of calculations. The algorithms, constructed by the aid of the offered model, can be used both in applications and the development of global methods for smoothing and approximation of surfaces.
On one multivariate linear model with nuisance parameters
On Optimal Allocations for Estimating the Surface of a Random Field.
On optimal credibility premiums in multiperiod insurance
This paper focuses on the problem of optimal arrangement of a stream of premiums in a multiperiod credibility model. On the basis of a given claim history (screening) and some individual information unknown to the insurance company (signaling), we derive the optimal streams in the case when the coverage period is not necessarily fixed, e.g., because of lapses, renewals, deaths, total losses, etc.
On Optimal Spectral Estimator for Multi-Dimensional Time Series with an Infinite Number of Sample Points.
On optimal stopping of inhomogeneous standard Markov processes.