5 citations · 12 across the 11 of their papers we have counts for
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math.ST2017
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…
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…