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  1. 2024

  2. Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation

    Грибкова, Н. В., Su, J. & Zitikis, R., 1 Oct 2024, In: Annals of the Institute of Statistical Mathematics. 76, p. 821-850

    Research output: Contribution to journal › Article › peer-review

  3. Assessing Monotonicity: An Approach Based on Transformed Order Statistics

    Chen, A., Грибкова, Н. В. & Zitikis, R., 25 Apr 2024, In: Mathematical Methods of Statistics. 33, 1, p. 79-94 16 p.

    Research output: Contribution to journal › Article › peer-review

  4. 2023

  5. Estimating the VaR-induced Euler allocation rule

    Gribkova, N. V., Su, J. & Zitikis, R., 2 Sep 2023, In: ASTIN Bulletin. 53, 3, p. 619 - 635 17 p.

    Research output: Contribution to journal › Article › peer-review

  6. 2022

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

    Грибкова, Н. В., Su, J. & Zitikis, R., 1 Nov 2022, In: Insurance: Mathematics and Economics. 107, p. 199-222 24 p.

    Research output: Contribution to journal › Article › peer-review

  8. 2021

  9. Empirical tail conditional allocation and its consistency under minimal assumptions

    Gribkova, N. V., Su, J. & Zitikis, R., 26 Nov 2021, (E-pub ahead of print) In: Annals of the Institute of Statistical Mathematics. 23 p.

    Research output: Contribution to journal › Article › peer-review

  10. 2020

  11. Functional Correlations in the Pursuit of Performance Assessment of Classifiers

    Gribkova, N. & Zitikis, R., 15 Dec 2020, In: International Journal of Pattern Recognition and Artificial Intelligence. 34, 13, 2051013.

    Research output: Contribution to journal › Article › peer-review

  12. On the Strong Law of Large Numbers for Linear Combinations of Concomitants

    Dudkina, O. I. & Gribkova, N. V., 1 Jul 2020, In: Vestnik St. Petersburg University: Mathematics. 53, 3, p. 282-286 5 p.

    Research output: Contribution to journal › Article › peer-review

  13. Some recent results on probabilities of large and moderate deviations for L-statistics

    Gribkova, N., 25 May 2020, p. 27-33.

    Research output: Contribution to conference › Abstract › peer-review

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

    Gribkova, N. & Zitikis, R., 2020, In: Journal of Statistics & Management Systems. 23, 8, p. 1285-1304 20 p.

    Research output: Contribution to journal › Article › peer-review

  15. 2019

  16. Weighted allocations, their concomitant-based estimators, and asymptotics

    Gribkova, N. & Zitikis, R., Aug 2019, In: Annals of the Institute of Statistical Mathematics. 71, 4, p. 811–835

    Research output: Contribution to journal › Article › peer-review

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