Research output per year
Research output per year
Research output
- 12 Article
- 12 results
Search results
-
2022
Probabilistic Peak Demand Estimation Using Members of the Clayton Generalized Gamma Copula Family
Kelner, M., Landsman, Z. & Makov, U. E., Aug 2022, In: Energies. 15, 16, 6081.Research output: Contribution to journal › Article › peer-review
Open Access -
2021
Compound Archimedean Copulas
Kelner, M., Landsman, Z. & Makov, E., May 2021, In: International Journal of Statistics and Probability. 10, 3, p. 125-134 9 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Fitting Compound Archimedean Copulas to Data for Modeling Electricity Demand
Kelner, M., Landsman, Z. & Makov, E., Sep 2021, In: International Journal of Statistics and Probability. 10, 5, p. 20-26 7 p.Research output: Contribution to journal › Article › peer-review
Open Access -
2020
Analytic solution to the portfolio optimization problem in a mean-variance-skewness model
Landsman, Z., Makov, U. & Shushi, T., 11 Feb 2020, In: European Journal of Finance. 26, 2-3, p. 165-178 14 p.Research output: Contribution to journal › Article › peer-review
-
2019
Explicit formulas for the cumulants and the vector-valued odd moments of the multivariate linearly skewed elliptical distributions
Shushi, T., 18 Jun 2019, In: Communications in Statistics - Theory and Methods. 48, 12, p. 3085-3091 7 p.Research output: Contribution to journal › Article › peer-review
-
2018
A generalized measure for the optimal portfolio selection problem and its explicit solution
Landsman, Z., Makov, U. & Shushi, T., Mar 2018, In: Risks. 6, 1, 19.Research output: Contribution to journal › Article › peer-review
Open Access -
A proof for the existence of multivariate singular generalized skew-elliptical density functions
Shushi, T., Oct 2018, In: Statistics and Probability Letters. 141, p. 50-55 6 p.Research output: Contribution to journal › Article › peer-review
-
Generalized skew-elliptical distributions are closed under affine transformations
Shushi, T., Mar 2018, In: Statistics and Probability Letters. 134, p. 1-4 4 p.Research output: Contribution to journal › Article › peer-review
-
Stein's lemma for truncated elliptical random vectors
Shushi, T., Jun 2018, In: Statistics and Probability Letters. 137, p. 297-303 7 p.Research output: Contribution to journal › Article › peer-review
-
The generalized exponential family of distributions and its characteristics
Shushi, T., 19 May 2018, In: Communications in Statistics - Theory and Methods. 47, 10, p. 2520-2526 7 p.Research output: Contribution to journal › Article › peer-review
-
2017
Extended Generalized Skew-Elliptical Distributions and their Moments
Landsman, Z., Makov, U. & Shushi, T., 1 Feb 2017, In: Sankhya A. 79, 1, p. 76-100 25 p.Research output: Contribution to journal › Article › peer-review
-
2016
Accommodating retrocausality with free will
Aharonov, Y., Cohen, E. & Shushi, T., 2016, In: Quanta. 5, 1, p. 53-60 8 p.Research output: Contribution to journal › Article › peer-review
Open Access