المؤلفون: Sharma, Akash, Kundu, Chanchal

مصطلحات موضوعية: keyword:ageing classes, keyword:past varentropy order, keyword:stochastic orders, keyword:varentropy, msc:60E15, msc:62B10, msc:94A17

وصف الملف: application/pdf

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الاتاحة: http://hdl.handle.net/10338.dmlcz/152355

المؤلفون: Goodarzi, Faranak, Amini, Mohammad, Mohtashami Borzadaran, Gholam Reza

مصطلحات موضوعية: keyword:variance bound, keyword:Chernoff inequality, keyword:size-biased distribution, keyword:reliability measure, keyword:dynamic cumulative residual entropy, keyword:dynamic cumulative past entropy, msc:60E15

وصف الملف: application/pdf

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الاتاحة: http://hdl.handle.net/10338.dmlcz/149082

المؤلفون: Ghosh, Amit, Kundu, Chanchal

مصطلحات موضوعية: keyword:cumulative past inaccuracy, keyword:marginal and conditional past lifetimes, keyword:conditional proportional reversed hazard rate model, keyword:usual stochastic order, msc:60E15, msc:62B10, msc:62H05, msc:62N05, msc:94A17

وصف الملف: application/pdf

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الاتاحة: http://hdl.handle.net/10338.dmlcz/147188

المؤلفون: Patra, Lakshmi Kanta, Kayal, Suchandan, Nanda, Phalguni

مصطلحات موضوعية: keyword:stochastic order, keyword:parallel system, keyword:series system, keyword:majorization, keyword:multivariate chain majorization, keyword:Pareto type distribution, keyword:$T$-transform matrix, msc:15A45, msc:40D25, msc:60E15, msc:60K10

وصف الملف: application/pdf

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الاتاحة: http://hdl.handle.net/10338.dmlcz/147114

المؤلفون: Di Crescenzo, Antonio, Toomaj, Abdolsaeed

مصطلحات موضوعية: keyword:generalized cumulative entropy, keyword:lower record values, keyword:reversed relevation transform, keyword:stochastic orders, keyword:parallel system, msc:60E15, msc:62B10, msc:62N05

وصف الملف: application/pdf

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الاتاحة: http://hdl.handle.net/10338.dmlcz/147103

المؤلفون: Goodarzi, Faranak, Amini, Mohammad, Mohtashami Borzadaran, Gholam Reza

مصطلحات موضوعية: keyword:characterization, keyword:hazard rate, keyword:mean residual life function, keyword:reversed hazard rate, keyword:expected inactivity time, keyword:log-odds rate, keyword:Glaser's function, msc:60E15, msc:62E10

وصف الملف: application/pdf

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الاتاحة: http://hdl.handle.net/10338.dmlcz/146918

المؤلفون: Harremoës, Peter

مصطلحات موضوعية: keyword:tail probability, keyword:exponential family, keyword:signed log-likelihood, keyword:variance function, keyword:inequalities, msc:60E15, msc:60F10, msc:62E17

وصف الملف: application/pdf

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الاتاحة: http://hdl.handle.net/10338.dmlcz/145999

المؤلفون: Salehi, Ebrahim

مصطلحات موضوعية: keyword:residual lifetime, keyword:inactivity time, keyword:stochastic order, keyword:dependence, keyword:reliability, msc:60E05, msc:60E15, msc:60K10, msc:62N05

وصف الملف: application/pdf

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الاتاحة: http://hdl.handle.net/10338.dmlcz/145891

المؤلفون: Kayid, Mohamed, Izadkhah, Salman, ALmufarrej, Dalal

مصطلحات موضوعية: keyword:stochastic order, keyword:preservation property, keyword:decreasing failure rate (DFR), keyword:increasing mean residual life (IMRL), msc:60E05, msc:60E15, msc:62N05

وصف الملف: application/pdf

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الاتاحة: http://hdl.handle.net/10338.dmlcz/145893

المؤلفون: Izadkhah, Salman, Amini, Mohammad, Mohtashami Borzadaran, Gholam Reza

مصطلحات موضوعية: keyword:weighted distribution, keyword:preservation, keyword:stochastic ordering, keyword:aging classes, msc:60E05, msc:60E15, msc:62N05

وصف الملف: application/pdf

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الاتاحة: http://hdl.handle.net/10338.dmlcz/144317

المؤلفون: Agahi, Hamzeh, Mesiar, Radko

مصطلحات موضوعية: keyword:Choquet expectation, keyword:monotone probability, keyword:exponential inequality, keyword:a strong law of large numbers, msc:28A12, msc:60E15, msc:60F15

وصف الملف: application/pdf

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الاتاحة: http://hdl.handle.net/10338.dmlcz/144108

المؤلفون: Kundu, Chanchal

مصطلحات موضوعية: keyword:characterization, keyword:entropy, keyword:weighted residual (past) inaccuracy, keyword:proportional (reversed) hazard model, msc:20B10, msc:60E15, msc:62E10, msc:62N05

وصف الملف: application/pdf

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الاتاحة: http://hdl.handle.net/10338.dmlcz/143995

المؤلفون: Capotorti, Andrea, Coletti, Giulianella, Vantaggi, Barbara

مصطلحات موضوعية: keyword:comparative probability, keyword:comparative plausibilities, keyword:hyperreal field, keyword:representability by nonstandard measures, msc:06A06, msc:60A05, msc:60E15, msc:62C10, msc:91B08

وصف الملف: application/pdf

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الاتاحة: http://hdl.handle.net/10338.dmlcz/143789

المؤلفون: Foschi, Rachele

مصطلحات موضوعية: keyword:copulas, keyword:semi-copulas, keyword:evolution of ageing and dependence, keyword:action of a semigroup, msc:37L05, msc:60E15, msc:62N05

وصف الملف: application/pdf

Relation: reference:[1] Bassan, B., Spizzichino, F.: Dependence and multivariate aging: the role of level sets of the survival function.In: System and Bayesian Reliability, Series on Quality, Reliability and Engineering Statistics, vol. 5, World Scientific Publishing, River Edge, NJ 2001, pp. 229-242. MR 1896784, 10.1142/9789812799548_0013; reference:[2] Bassan, B., Spizzichino, F.: On some properties of dependence and aging for residual lifetimes in the exchangeable case.In: Mathematical and Statistical Methods in Reliability (Trondheim, 2002), Series on Quality, Reliability and Engineering Statistics, vol. 7, World Scientific Publishing, River Edge, NJ 2003, pp. 235-249. MR 2031077; reference:[3] Bassan, B., Spizzichino, F.: Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes.J. Multivariate Anal. 93 (2005), 2, 313-339. Zbl 1070.60015, MR 2162641, 10.1016/j.jmva.2004.04.002; reference:[4] Durante, F., Foschi, R., Sarkoci, P.: Distorted copulas: constructions and tail dependence.Comm. Statist. 39 (2010), 2288-2301. Zbl 1194.62075, MR 2755652, 10.1080/03610920903039506; reference:[5] Durante, F., Foschi, R., Spizzichino, F.: Threshold copulas and dependence properties.Statist. Probab. Lett. 78 (2008), 2902-2909. MR 2474379, 10.1016/j.spl.2008.04.013; reference:[6] Durante, F., Foschi, R., Spizzichino, F.: Ageing functions and multivariate notions of NBU and IFR.Probab. Engrg. Inform. Sci. 24 (2010), 2, 263-278. MR 2602143, 10.1017/S026996480999026X; reference:[7] Durante, F., Ricci, R. Ghiselli: Supermigrative copulas and positive dependence.Adv. in Statist. Anal. 96 (2012), 327-342. MR 2956371, 10.1007/s10182-011-0165-2; reference:[8] Durante, F., Quesada-Molina, J., Sempi, C.: Semicopulas: characterizations and applicability.Kybernetika 42 (2006), 3, 287-302. Zbl 1249.60016, MR 2253390; reference:[9] Durante, F., Sempi, C.: Copula and semicopula transforms.Internat. J. Math. and Math. Sci. 4 (2005), 645-655. Zbl 1078.62055, MR 2172400, 10.1155/IJMMS.2005.645; reference:[10] Durante, F., Sempi, C.: Semicopulae.Kybernetika 41 (2005), 3, 315-328. Zbl 1249.26021, MR 2181421; reference:[11] Foschi, R.: Evolution of Conditional Dependence of Residual Lifetimes.Ph.D. Thesis, Università degli Studi di Roma La Sapienza - Dipartimento di Matematica G. Castelnuovo, 2010.; reference:[12] Foschi, R., Spizzichino, F.: Semigroups of semicopulas and evolution of dependence at increase of age.Mathware and Soft Computing XV (2008), 1, 95-111. MR 2459040; reference:[13] Jacobson, N.: Basic Algebra. I.W. H. Freeman and Company, New York 1985. Zbl 0557.16001, MR 0780184; reference:[14] Joe, H.: Multivariate Models and Dependence Concepts.Chapman and Hall, London 1997. Zbl 0990.62517, MR 1462613; reference:[15] Joe, H.: An Introduction to Copulas. Second edition.Springer Series in Statistics, Springer, New York 2006. MR 2197664

الاتاحة: http://hdl.handle.net/10338.dmlcz/143242

المؤلفون: Huan, Nguyen Van, Quang, Nguyen Van

مصطلحات موضوعية: keyword:the Doob inequality, keyword:strong law of large numbers, keyword:martingale difference array, keyword:Banach space, msc:60B12, msc:60E15, msc:60F15, msc:60G42

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الاتاحة: http://hdl.handle.net/10338.dmlcz/142812

المؤلفون: Rastegin, Alexey

مصطلحات موضوعية: keyword:Rènyi $\alpha $-entropy, keyword:non-extensive entropy of degree $\alpha $, keyword:error probability, keyword:Bayesian problems, keyword:functional convexity, msc:39B62, msc:60E15, msc:62C10, msc:94E17

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الاتاحة: http://hdl.handle.net/10338.dmlcz/142811

المؤلفون: Kopa, Miloš

مصطلحات موضوعية: keyword:stochastic dominance, keyword:stability, keyword:SSD portfolio efficiency measure, msc:60E15, msc:91B28, msc:91B30, msc:91G10

وصف الملف: application/pdf

Relation: mr:MR2676085; zbl:Zbl 1193.91140; reference:[1] Dentcheva, D., Henrion, R., Ruszczyński, A.: Stability and sensitivity of optimization problems with first order stochastic dominance constraints.SIAM J. Optim. 18 (2007), 322–333. MR 2299687, 10.1137/060650118; reference:[2] Dentcheva, D., Ruszczyński, A.: Optimization with stochastic dominance constraints.SIAM J. Optim. 14 (2003), 548–566. MR 2048155, 10.1137/S1052623402420528; reference:[3] Dentcheva, D., Ruszczyński, A.: Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints.Math. Programming 99 (2004), 329–350. MR 2039044, 10.1007/s10107-003-0453-z; reference:[4] Dentcheva, D., Ruszczyński, A.: Portfolio optimization with stochastic dominance constraints.J. Banking and Finance 30 (2006), 2, 433–451. 10.1016/j.jbankfin.2005.04.024; reference:[5] Rudolf, G., Ruszczyński, A.: Optimization problems with second order stochastic dominance constraints: duality, compact formulations, and cut generation methods.SIAM J. Optim. 19 (2008), 3, 1326–1343. MR 2460744, 10.1137/070702473; reference:[6] Hadar, J., Russell, W. R.: Rules for ordering uncertain prospects.Amer. Econom. Rev. 59 (1969), 1, 25–34.; reference:[7] Hanoch, G., Levy, H.: The efficiency analysis of choices involving risk.Rev. Econom. Stud. 36 (1969), 335–346. Zbl 0184.45202, 10.2307/2296431; reference:[8] Hardy, G. H., Littlewood, J. E., Polya, G.: Inequalities.Cambridge University Press, Cambridge 1934. Zbl 0634.26008; reference:[9] Kopa, M., Chovanec, P.: A second-order stochastic dominance portfolio efficiency measure.Kybernetika 44 (2008), 2, 243–258. Zbl 1154.91456, MR 2428222; reference:[10] Kopa, M., Post, T.: A portfolio optimality test based on the first-order stochastic dominance criterion.J. Financial and Quantitative Analysis 44 (2009), 5, 1103–1124. 10.1017/S0022109009990251; reference:[11] Kopa, M.: An efficient LP test for SSD portfolio efficiency.Working paper, available at: http://ssrn.com/abstract=1340863.; reference:[12] Kuosmanen, T.: Efficient diversification according to stochastic dominance criteria.Management Sci. 50 (2004), 10, 1390–1406. 10.1287/mnsc.1040.0284; reference:[13] Levy, H.: Stochastic Dominance: Investment Decision Making Under Uncertainty.Second edition. Springer Science, New York 2006. Zbl 1109.91037, MR 2239375; reference:[14] Luedtke, J.: New formulations for optimization under stochastic dominance constraints.SIAM J. Optim. 19 (2008), 3, 1433–1450. Zbl 1180.90215, MR 2466178, 10.1137/070707956; reference:[15] Ogryczak, W., Ruszczyński, A.: Dual stochastic dominance and related mean-risk models.SIAM J. Optim. 13 (2002), 60–78. MR 1922754, 10.1137/S1052623400375075; reference:[16] Pflug, G. Ch.: Some remarks on the value-at-risk and the conditional value-at-risk.In: Probabilistic Constrained Optimization: Methodology and Applications (S. Uryasev, ed.), Kluwer Academic Publishers, Norwell MA 2000, pp. 278–287. Zbl 0994.91031, MR 1819417; reference:[17] Post, T.: Empirical tests for stochastic dominance efficiency.J. Finance 58 (2003), 1905–1932. 10.1111/1540-6261.00592; reference:[18] Roman, D., Darby-Dowman, K., Mitra, G.: Portfolio construction based on stochastic dominance and target return distributions.Math. Programming, Series B 108 (2006), 541–569. Zbl 1138.91476, MR 2238714, 10.1007/s10107-006-0722-8; reference:[19] Römisch, W.: Stability of stochastic programming problems.In: Stochastic Programming. Handbooks in Operations Research and Management Science 10 (A. Ruszczyński and A. Shapiro, eds.), Elsevier, Amsterdam 2003, pp. 483–554. MR 2052760; reference:[20] Rothschild, M., Stiglitz, J. E.: Rules for ordering uncertain prospects.J. Economic Theory 2 (1969), 225–243.; reference:[21] Ruszczyński, A., Vanderbei, R. J.: Frontiers of stochastically nondominated portfolios.Econometrica 71 (2003), 4, 1287–1297. MR 1995832, 10.1111/1468-0262.t01-1-00448; reference:[22] Uryasev, S., Rockafellar, R. T.: Conditional value-at-risk for general loss distributions.J. Banking and Finance 26 (2002), 1443–1471. 10.1016/S0378-4266(02)00271-6; reference:[23] Whitmore, G. A.: Third degree stochastic dominance.Amer. Econom. Rev. 60 (1970), 457–459.

الاتاحة: http://hdl.handle.net/10338.dmlcz/140763

المؤلفون: Kagan, Abram, Yu, Tinghui

مصطلحات موضوعية: keyword:Fisher information, keyword:location parameter, keyword:Pitman estimators, msc:60E15, msc:62B10, msc:62F11

وصف الملف: application/pdf

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الاتاحة: http://hdl.handle.net/10338.dmlcz/140315

المؤلفون: Charpentier, Arthur

مصطلحات موضوعية: keyword:Archimedean copulas, keyword:Cox model, keyword:dependence, keyword:distorted copulas, keyword:ordering, msc:60A05, msc:60E15, msc:62H05, msc:62N01, msc:62N99, msc:91B30

وصف الملف: application/pdf

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الاتاحة: http://hdl.handle.net/10338.dmlcz/135890

المؤلفون: Úbeda-Flores, Manuel

مصطلحات موضوعية: keyword:copula, keyword:diagonal section, keyword:distribution function, keyword:Lipschitz condition, keyword:opposite diagonal section, keyword:ordering, keyword:Spearman’s footrule, msc:60E05, msc:60E15, msc:60G70, msc:62E10, msc:62H05, msc:62H10

وصف الملف: application/pdf

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الاتاحة: http://hdl.handle.net/10338.dmlcz/135893