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math.ST2018
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…
math.ST2017
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…
math.ST2017
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…