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Found 133 Documents (Results 1–100)

Goodness-of-fit test in the Cox proportional hazards model with measurement errors. (English. Ukrainian original) Zbl 1431.62447

Theory Probab. Math. Stat. 99, 125-135 (2019); translation from Teor. Jmovirn. Mat. Stat. 99, 113-122 (2018).
MSC:  62N03 62N01
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Consistency of the orthogonal regression estimator in an implicit linear model with errors in variables. (English. Ukrainian original) Zbl 1412.62093

Theory Probab. Math. Stat. 97, 45-55 (2018); translation from Teor. Jmovirn. Mat. Stat. 97, 48-57 (2017).
MSC:  62J05 62H12 62F12
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Consistent estimation in Cox proportional hazards model with measurement errors and unbounded parameter set. (English. Ukrainian original) Zbl 1402.62227

Theory Probab. Math. Stat. 96, 101-110 (2018); translation from Teor. Jmovirn. Mat. Stat. 96, 100-109 (2016).
MSC:  62N02 62N01 62G20
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Undergraduate mathematics competitions (1995–2016). Taras Shevchenko National University of Kyiv. 2nd edition. (English) Zbl 1372.00005

Problem Books in Mathematics. Cham: Springer (ISBN 978-3-319-58672-4/hbk; 978-3-319-58673-1/ebook). xiv, 228 p. (2017).
MSC:  00A07 97U40 97B60
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Radiation risk estimation. Based on measurement error models. (English) Zbl 1360.78004

De Gruyter Series in Mathematics and Life Sciences 5. Berlin: De Gruyter (ISBN 978-3-11-044180-2/hbk; 978-3-11-043366-1/ebook). xxx, 240 p. (2017).
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Measurement error regression models and their application to radiation risk estimation. Edited by I. A. Likhtar’ov. (Моделі регресії з похибками вимірювання та їх застосування до оцінювання радіаційних ризиків.) (Ukrainian) Zbl 1368.62005

Kiev: Dia (ISBN 978-1-617-7015-24-5/hbk). 287 p. (2015).
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Asymptotic properties of the corrected score estimator in the autoregressive model with measurement errors. (English) Zbl 1327.62125

Theory Probab. Math. Stat. 89, 169-180 (2014); translation from Teor. Jmovirn. Mat. Stat. 89, 156–166 (2013).
MSC:  62F12 62F10
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The multivariate Black & Scholes market: conditions for completeness and no-arbitrage. (English. Ukrainian original) Zbl 1304.91215

Theory Probab. Math. Stat. 88, 85-98 (2014); translation from Teor. Jmovirn. Mat. Stat. 88, 76-89 (2013).
MSC:  91G20 60H10 60J60 91B24 60J65 91B25
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Theory of stochastic processes. With applications to financial mathematics and risk theory. (English) Zbl 1189.60001

Problem Books in Mathematics. New York, NY: Springer (ISBN 978-0-387-87861-4/hbk; 978-1-4614-2506-9/pbk; 978-0-387-87862-1/ebook). xii, 375 p. (2010).
MSC:  60-01 60G05 60G07 91B30 91G80
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An optimal joint estimator for regression and dispersion parameters in errors-in-variables nonlinear models. (Ukrainian, English) Zbl 1223.62111

Teor. Jmovirn. Mat. Stat. 78, 141-150 (2008); translation in Theory Probab. Math. Stat. 78, 157-166 (2009).
MSC:  62J02 62H12 62F12
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Consistent estimators in multivariate errors-in-variables models in the case of unknown error covariance structure. (Ukrainian. English summary) Zbl 1150.62030

Ukr. Mat. Zh. 59, No. 8, 1026-1033 (2007); translation in Ukr. Math. J. 59, No. 8, 1137-1147 (2007).
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Determination of sample size in a rare event simulation method. (English. Russian original) Zbl 1100.65009

Cybern. Syst. Anal. 42, No. 1, 65-74 (2006); translation from Kibern. Sist. Anal. 2006, No. 1, 76-86 (2006).
MSC:  65C50 60G35
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A generalized stochastic method for estimating the characteristics of potential conflicts of a controlled air traffic. (English. Russian original) Zbl 1101.93072

Cybern. Syst. Anal. 41, No. 3, 385-396 (2005); translation from Kibern. Sist. Anal. 2005, No. 3, 81-93 (2005).
MSC:  93E03 93C95
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Asymptotic effiency of statistical estimates in compound Poisson model. (Ukrainian, English) Zbl 1053.62094

Teor. Jmovirn. Mat. Stat. 68, 61-73 (2003); translation in Theory Probab. Math. Stat. 68, 67-80 (2004).
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Efficiency of maximum likelihood estimators in Nevzorov’s record model. (English) Zbl 1100.62614

Ukrainian mathematical congress – 2001, Kiev, Ukraine, August 21–23, 2001. Proceedings. Section 9. Probability theory and mathematical statistics. Kyïv: Instytut Matematyky NAN Ukraïny (ISBN 966-02-2616-0). 85-93 (2002).
MSC:  62P05 62G32 62F12
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A central limit theorem for mixing random fields and its statistical applications. (English) Zbl 1023.60030

Berkes, I. (ed.) et al., Limit theorems in probability and statistics. Fourth Hungarian colloquium on limit theorems in probability and statistics, Balatonlelle, Hungary, June 28-July 2, 1999. Vol. II. Budapest: János Bolyai Mathematical Society. 59-75 (2002).
MSC:  60F05 60G60
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On consistent estimators in linear and bilinear multivariate errors-in-variables models. (English) Zbl 0995.65015

Van Huffel, Sabine (ed.) et al., Total least squares and errors-in-variables modeling. Analysis, algorithms and applications. Dordrecht: Kluwer Academic Publishers. 155-164 (2002).
MSC:  65C60 62J12 62H12
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On consistent estimators in nonlinear functional errors-in-variables models. (English) Zbl 0995.65014

Van Huffel, Sabine (ed.) et al., Total least squares and errors-in-variables modeling. Analysis, algorithms and applications. Dordrecht: Kluwer Academic Publishers. 145-154 (2002).
MSC:  65C60 62H12 62J02
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Asymptotic properties of nonparametric estimates of intensity of nonhomogeneous Poisson fields. (Ukrainian, English) Zbl 1023.62052

Teor. Jmovirn. Mat. Stat. 65, 91-103 (2001); translation in Theory Probab. Math. Stat. 65, 101-114 (2002).
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Errors-in-variables and kriging. (English) Zbl 1003.62083

Kovács, Emöd (ed.) et al., Proceedings of the 4th international conference on applied informatics. Education and other fields of applied informatics, computer graphics, computer statistics and modeling. Eger-Noszvaj, Hungary, August 30-September 3, 1999. Eger: Molnár és Társa, 261-273 (2001).
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Structure of optimal stopping strategies for American type options. (English) Zbl 0989.91034

Uryasev, Stanislav P. (ed.), Probabilistic constrained optimization. Methodology and applications. Dordrecht: Kluwer Academic Publishers. Nonconvex Optim. Appl. 49, 173-185 (2000).
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Asymptotic properties of an intensity estimator of an inhomogeneous Poisson process in a combined model. (English. Russian original) Zbl 1045.62079

Theory Probab. Appl. 44, No. 2, 273-292 (1999); translation from Teor. Veroyatn. Primen. 44, No. 2, 351-372 (1999).
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A criterion for the consistency of the least squares estimator for a functional linear model with errors in variables. (English. Ukrainian original) Zbl 0947.62044

Theory Probab. Math. Stat. 60, 105-112 (2000); translation from Teor. Jmovirn. Mat. Stat. 60, 95-101 (1999).
MSC:  62J05 62F12
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The consistency of \(M\)-estimates constructed from a concave weight function. (English. Ukrainian original) Zbl 0933.62057

Theory Probab. Math. Stat. 57, 11-18 (1998); translation from Teor. Jmovirn. Mat. Stat. 57, 10-17 (1997).
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Asymptotic properties of a nonparametric intensity estimator of a nonhomogeneous Poisson process. (English. Russian original) Zbl 0882.62079

Cybern. Syst. Anal. 32, No. 1, 74-85 (1996); translation from Kibern. Sist. Anal. 1996, No. 1, 91-104 (1996).
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