5 citations · 12 across the 11 of their papers we have counts for
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Fundamentals of non-parametric statistical inference for integrated quantiles
Nadezhda Gribkova, Mengqi Wang, Ričardas Zitikis
We present a general non-parametric statistical inference theory for integrals of quantiles without assuming any specific sampling design or dependence structure. Technical conside…
Assessing transfer functions in control systems
Nadezhda Gribkova, Ričardas Zitikis
When dealing with control systems, it is useful and even necessary to assess the performance of underlying transfer functions. The functions may or may not be linear, may or may no…
Estimating the index of increase via balancing deterministic and random data
Lingzhi Chen, Youri Davydov, Nadezhda Gribkova +1
We introduce and explore an empirical index of increase that works in both deterministic and random environments, thus allowing to assess monotonicity of functions that are prone t…
Weighted allocations, their concomitant-based estimators, and asymptotics
Nadezhda Gribkova, Ričardas Zitikis
Various members of the class of weighted insurance premiums and risk capital allocation rules have been researched from a number of perspectives. Corresponding formulas in the case…
Statistical foundations for assessing the difference between the classical and weighted-Gini betas
Nadezhda Gribkova, Ričardas Zitikis
The `beta' is one of the key quantities in the capital asset pricing model (CAPM). In statistical language, the beta can be viewed as the slope of the regression line fitted to fin…