Search Results - subject:"Concomitants"

On the relation between extremal dependence and concomitants

Khorrami Chokami, Amir; Kratz, Marie - 2023

Persistent link: https://www.econbiz.de/10014327421

Dynamic importance allocated nested simulation for variable annuity risk measurement

Dang, Ou; Feng, Mingbin; Hardy, Mary Rosalyn - In: Annals of actuarial science 16 (2022) 2, pp. 319-348

Persistent link: https://www.econbiz.de/10013342141

Estimating the VaR-induced Euler allocation rule

Gribkova, N. V.; Su, Jianxi; Zitikis, R. - In: ASTIN bulletin : the journal of the International … 53 (2023) 3, pp. 619-635

Persistent link: https://www.econbiz.de/10014342969

Nonparametric estimation of systemic risk via conditional value-at-risk

Belhad, Ahmed; Lauria, Davide; Trindade, A. Alexandre - In: Journal of risk 25 (2022) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10013549675

Inference for the tail conditional allocation : large sample properties, insurance risk assessment, and compound sums of concomitants

Gribkova, N. V.; Su, J.; Zitikis, R. - In: Insurance 107 (2022), pp. 199-222

Persistent link: https://www.econbiz.de/10013471211

Testing constancy in varying coefficient models

Delgado, Miguel A.; Arteaga-Molina, Luis A. - In: Journal of econometrics 222 (2021) 1,3, pp. 625-644

Persistent link: https://www.econbiz.de/10012619767

Asymptotic properties of the number of near minimum-concomitant observations in the case of progressive type-II censoring

Berred, Alexandre; Stepanov, Alexei - In: Metrika 78 (2015) 3, pp. 283-294

Statistics (PCOS). We first define the concomitants of PCOS and the number of near minimum-concomitant observations. We then … generating the concomitants of PCOS. Copyright Springer-Verlag Berlin Heidelberg 2015 …

Persistent link: https://www.econbiz.de/10011241008

Numbers of near bivariate record-concomitant observations

Bairamov, I.; Stepanov, A. - In: Journal of Multivariate Analysis 102 (2011) 5, pp. 908-917

bivariate record-concomitants, the numbers of near record observations and the numbers of near bivariate record …

Persistent link: https://www.econbiz.de/10008861623

Limit results for concomitants of order statistics

Balakrishnan, N.; Stepanov, Alexei - In: Metrika 78 (2015) 4, pp. 385-397

<Para ID="Par1">In this paper, we discuss the concomitants of order statistics. We study asymptotic properties of the … concomitants of largest order statistics and we pay special attention to strong limit results. The strong limit results of this …

Persistent link: https://www.econbiz.de/10011241004

Characterizations of bivariate distributions using concomitants of record values

Thomas, P.; Veena, T. - In: Metrika 77 (2014) 7, pp. 947-963

bivariate distributions. We have derived some properties of concomitants of record values which characterize this generalized … class of distributions. The role of concomitants of record values in the unique determination of the parent bivariate … distribution has been established. We have also derived properties of concomitants of record values which characterize each of the …

Persistent link: https://www.econbiz.de/10010938247