Ričardas Zitikis

发表

Testing for the order of risk measures: an application of L-statistics in actuarial science

Bruce L. Jones, Ričardas Zitikis, 2005 .

Robust Estimation of Vector-Parameters

Vytaras Brazauskas, Bruce L. Jones, Ričardas Zitikis, 2006 .

Detecting intrusions in control systems : A rule of thumb, its justification and illustrations

Ričardas Zitikis, Nadezhda Gribkova, 2018 .

Dynamic Uncertainty in Cost-Benefit Analysis of Evacuation Prior to a Volcanic Eruption

Ričardas Zitikis, Mark Bebbington, M. Bebbington, 2016, Mathematical Geosciences.

Integration-segregation decisions under general value functions: "create your own bundle - choose 1, 2, or all 3!",

Sébastien Massoni, Wing-Keung Wong, Ričardas Zitikis, 2012 .

Estimating the turning point of a bathtub-shaped failure distribution

Chin-Diew Lai, Ričardas Zitikis, Mark Bebbington, 2008 .

Measuring and Comparing Student Performance: A New Technique for Assessing Directional Associations

Ričardas Zitikis, Lingzhi Chen, R. Zitikis, 2017 .

A User-Friendly Algorithm for Detecting the Influence of Background Risks on a Model

Ričardas Zitikis, Nadezhda Gribkova, R. Zitikis, 2018, Risks.

Assessing variation: a unifying approach for all scales of measurement

Tamar Gadrich, Ričardas Zitikis, Emil Bashkansky, 2015 .

LIFETIME ANALYSIS OF INCANDESCENT LAMPS: THE MENON-AGRAWAL MODEL REVISITED

Chin-Diew Lai, Ričardas Zitikis, Mark Bebbington, 2008 .

Statistical detection and classification of background risks affecting inputs and outputs

Ričardas Zitikis, Nadezhda Gribkova, R. Zitikis, 2019, METRON.

Modelling N- and W-shaped hazard rate functions without mixing distributions

Chin-Diew Lai, D. N. P. Murthy, Ričardas Zitikis, 2009 .

Gini-Type Measures of Risk and Variability: Gini Shortfall, Capital Allocations, and Heavy-Tailed Risks

Ruodu Wang, Ričardas Zitikis, Edward Furman, 2016 .

Empirical Estimation of Risk Measures and Related Quantities

Bruce L. Jones, Ričardas Zitikis, R. Zitikis, 2003 .

The Vervaat process

Ričardas Zitikis, R. Zitikis, 1998 .

Prospect Performance Evaluation: Making a Case for a Non-Asymptotic UMPU Test

Wing-Keung Wong, Zhidong Bai, Ričardas Zitikis, 2011 .

The Vervaat Process in Lp Spaces

Ričardas Zitikis, R. Zitikis, Miklós Csörgoő, 2001 .

On the Vervaat and Vervaat-Error Processes

Ričardas Zitikis, Miklós Csörgő, M. Csörgo, 1999 .

Identifying health inequalities between Māori and non‐Māori using mortality tables

Ričardas Zitikis, Mark Bebbington, M. Bebbington, 2009 .

Estimating the Renewal Function When the Second Moment Is Infinite

Ričardas Zitikis, Youri Davydov, Mark Bebbington, 2007 .

Reduction in mean residual life in the presence of a constant competing risk

Chin-Diew Lai, Ričardas Zitikis, Mark Bebbington, 2008 .

Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model

Raluca Vernic, Ričardas Zitikis, Alexandru V. Asimit, 2013 .

Testing for stochastic dominance using the weighted McFadden-type statistic

Piotr Kokoszka, Ričardas Zitikis, Lajos Horváth, 2006 .

Optimum Burn-in Time for a Bathtub Shaped Failure Distribution

Chin-Diew Lai, Ričardas Zitikis, Mark Bebbington, 2007 .

Gini-Type Measures of Risk and Variability: Gini Shortfall, Capital Allocations, and Heavy-Tailed Risks

Ruodu Wang, Ričardas Zitikis, Edward Furman, 2016 .

Risk measures, distortion parameters, and their empirical estimation

Bruce L. Jones, Ričardas Zitikis, R. Zitikis, 2007 .

The Asymptotic Distribution of the S–Gini Index

Joseph L. Gastwirth, Ričardas Zitikis, J. Gastwirth, 2002 .

Pointwise and Uniform Asymptotics of the Vervaat Error Process

Endre Csáki, Ričardas Zitikis, Antónia Földes, 2002 .

Estimating conditional tail expectation with actuarial applications in view

Vytaras Brazauskas, Bruce L. Jones, Ričardas Zitikis, 2008 .

An index of monotonicity and its estimation: a step beyond econometric applications of the Gini index

Ričardas Zitikis, Youri Davydov, 2005 .

Dynamics and phases of kiwifruit (Actinidia deliciosa) growth curves

Chin-Diew Lai, Ričardas Zitikis, Mark Bebbington, 2009 .

Modelling Deceleration in Senescent Mortality

Chin-Diew Lai, Ričardas Zitikis, Mark Bebbington, 2011 .

A monotonicity property of the composition of regularized and inverted-regularized gamma functions with applications

Ričardas Zitikis, Edward Furman, R. Zitikis, 2008 .

From the Classical Gini Index of Income Inequality to a New Zenga-Type Relative Measure of Risk: A Modeller’s Perspective

Francesca Greselin, Ričardas Zitikis, R. Zitikis, 2018 .

BATHTUB‐TYPE CURVES IN RELIABILITY AND BEYOND

Chin-Diew Lai, Ričardas Zitikis, Mark Bebbington, 2007 .

Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process

Ričardas Zitikis, I Wayan Mangku, R. Helmers, 2001 .

Assessing monotonicity of transfer functions in nonlinear dynamical control systems

Ričardas Zitikis, Nadezhda Gribkova, 2018 .

Deterministic Noises that can be Statistically Distinguished from the Random Ones

Ričardas Zitikis, Youri Davydov, R. Zitikis, 2007 .

Trends in disguise

Vytaras Brazauskas, Bruce L. Jones, Ričardas Zitikis, 2015 .

Weighted risk capital allocations in the presence of systematic risk

Ričardas Zitikis, Edward Furman, Alexey Kuznetsov, 2017 .

Grüss-Type Bounds for the Covariance of Transformed Random Variables

Wing-Keung Wong, Ričardas Zitikis, Martín Egozcue, 2010 .

Weighted Pricing Functionals With Applications to Insurance

Ričardas Zitikis, Edward Furman, R. Zitikis, 2009 .

Grüss-type bounds for covariances and the notion of quadrant dependence in expectation

Wing-Keung Wong, Ričardas Zitikis, Martin Egozcue, 2011 .