×

Applied Stochastic Models in Business and Industry

Short Title: Appl. Stoch. Models Bus. Ind.
Publisher: Wiley (Wiley-Blackwell), Chichester
ISSN: 1524-1904; 1526-4025/e
Online: http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1526-4025/issues
Predecessor: Applied Stochastic Models and Data Analysis
Comments: Journal
Documents Indexed: 683 Publications (since 1999)
References Indexed: 540 Publications with 13,104 References.
all top 5

Latest Issues

35, No. 2 (2019)
35, No. 1 (2019)
34, No. 6 (2018)
34, No. 5 (2018)
34, No. 4 (2018)
34, No. 3 (2018)
34, No. 2 (2018)
34, No. 1 (2018)
33, No. 6 (2017)
33, No. 5 (2017)
33, No. 4 (2017)
33, No. 3 (2017)
33, No. 2 (2017)
33, No. 1 (2017)
32, No. 6 (2016)
32, No. 5 (2016)
32, No. 4 (2016)
32, No. 3 (2016)
32, No. 2 (2016)
32, No. 1 (2016)
31, No. 6 (2015)
29, No. 3 (2013)
29, No. 2 (2013)
29, No. 1 (2013)
28, No. 6 (2012)
28, No. 5 (2012)
28, No. 4 (2012)
28, No. 3 (2012)
28, No. 2 (2012)
28, No. 1 (2012)
27, No. 6 (2011)
27, No. 5 (2011)
27, No. 4 (2011)
27, No. 3 (2011)
27, No. 2 (2011)
27, No. 1 (2011)
26, No. 6 (2010)
26, No. 5 (2010)
26, No. 4 (2010)
26, No. 3 (2010)
26, No. 2 (2010)
26, No. 1 (2010)
25, No. 6 (2009)
25, No. 5 (2009)
25, No. 4 (2009)
25, No. 3 (2009)
25, No. 2 (2009)
25, No. 1 (2009)
24, No. 6 (2008)
24, No. 5 (2008)
24, No. 4 (2008)
24, No. 3 (2008)
24, No. 2 (2008)
24, No. 1 (2008)
23, No. 6 (2007)
23, No. 5 (2007)
23, No. 4 (2007)
23, No. 3 (2007)
23, No. 2 (2007)
23, No. 1 (2007)
22, No. 5-6 (2006)
22, No. 4 (2006)
22, No. 3 (2006)
22, No. 2 (2006)
22, No. 1 (2006)
21, No. 6 (2005)
21, No. 4-5 (2005)
21, No. 3 (2005)
21, No. 2 (2005)
21, No. 1 (2005)
20, No. 4 (2004)
20, No. 3 (2004)
20, No. 2 (2004)
20, No. 1 (2004)
19, No. 4 (2003)
19, No. 3 (2003)
19, No. 2 (2003)
19, No. 1 (2003)
18, No. 4 (2002)
18, No. 3 (2002)
18, No. 2 (2002)
18, No. 1 (2002)
17, No. 4 (2001)
17, No. 3 (2001)
17, No. 2 (2001)
17, No. 1 (2001)
16, No. 4 (2000)
16, No. 3 (2000)
16, No. 2 (2000)
16, No. 1 (2000)
15, No. 4 (1999)
15, No. 3 (1999)
15, No. 2 (1999)
all top 5

Authors

8 Polson, Nicholas G.
7 Balakrishnan, Narayanaswamy
7 Ravishanker, Nalini
6 Ahmed, Syed Ejaz
6 Cha, Ji Hwan
6 Leiva, Víctor
5 Gil-Alana, Luis Alberiko
5 Jeske, Daniel R.
5 Li, Xiaohu
5 Lipovetsky, Stan
5 Soyer, Refik
5 Suarez-Llorens, Alfonso
4 Badía, Francisco German
4 Bloch-Mercier, Sophie
4 Chen, Cathy W. S.
4 Chukova, Stefanka St.
4 Czado, Claudia
4 Di Crescenzo, Antonio
4 Guo, Junyi
4 Lin, Dennis Kon Jin
4 Lopes, Hedibert Freitas
4 Mi, Jie
4 Ruggeri, Fabrizio
4 Wu, Rong
3 Abanto-Valle, Carlos Antonio
3 Barros, Michelli
3 Belzunce, Félix
3 Conklin, Michael W.
3 Denuit, Michel M.
3 Elliott, Robert James
3 Escobar, Marcos
3 Feng, Yang
3 Finkelstein, Max S.
3 Finkelstein, Maxim
3 Frydman, Halina
3 Gargallo, Pilar
3 Gerlach, Richard H.
3 Heaton, James B.
3 Herwartz, Helmut
3 Lillo, Rosa Elvira
3 Mulero, Julio
3 Navarro, Jorge
3 Porzio, Giovanni C.
3 Salvador, Manuel
3 Singpurwalla, Nozer D.
3 So, Mike K. P.
3 Spizzichino, Fabio L.
3 Wang, Xikui
3 Witte, Jan Hendrik
3 Yashchin, Emmanuel
3 Yuen, Kam Chuen
3 Zagst, Rudi
2 Alshamary, Bader
2 Aluja-Banet, Tomàs
2 Alvarez, María Jesus
2 Anderson-Cook, Christine Michaela
2 Banks, David L.
2 Bar-Lev, Shaul K.
2 Bar, Haim Y.
2 Berrade, M. D.
2 Çağlar, Mine
2 Calin, Ovidiu L.
2 Campos, Clemente A.
2 Carraro, Laurent
2 Chen, Wei
2 Chen, Zhiping
2 Chiu, Singa Wang
2 De Soete, Geert
2 Dette, Holger
2 Dewan, Isha
2 Di Lorenzo, Emilia
2 Dohi, Tadashi
2 Doostparast, Mahdi
2 Dupuy, Delphine
2 Esaulova, Veronica
2 Fahrmeir, Ludwig
2 Fang, Longxiang
2 Fang, Rui
2 Fisher, Nicholas I.
2 Fosdick, Bailey K.
2 Frangos, Nikos E.
2 Frostig, Esther
2 Gao, Xiaoli
2 Geelhoed, Bastiaan
2 Gertsbakh, Ilya B.
2 Leal de Carvalho Gomes, Maria Ivette
2 Gürler, Ülkü
2 Gzyl, Henryk
2 Hanssens, Dominique M.
2 Hayakawa, Yu
2 Hong, Hyokyoung Grace
2 Ilzarbe, Laura
2 Jongbloed, Geurt
2 Ko, Kyungduk
2 Kundu, Debasis
2 Ledolter, Johannes
2 Lee Ho, Linda
2 Lee, Sangyeol
2 Lee, Wesley
2 Li, Jun
...and 1,183 more Authors

Publications by Year

Citations contained in zbMATH Open

413 Publications have been cited 2,406 times in 2,132 Documents Cited by Year
Stochastic ordering properties for systems with dependent identically distributed components. Zbl 1291.60042
Navarro, Jorge; del Águila, Yolanda; Sordo, Miguel A.; Suárez-Llorens, Alfonso
64
2013
Fitting combinations of exponentials to probability distributions. Zbl 1142.60321
Dufresne, Daniel
60
2007
Comparisons of series and parallel systems with components sharing the same copula. Zbl 1226.90031
Navarro, Jorge; Spizzichino, Fabio
52
2010
Robust statistical modeling using the Birnbaum-Saunders-\(t\) distribution applied to insurance. Zbl 06292429
Paula, Gilberto A.; Leiva, Víctor; Barros, Michelli; Liu, Shuangzhe
47
2012
Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims. Zbl 1275.91075
Chen, Yiqing; Yuen, Kam C.; Ng, Kai W.
44
2011
Optimal reinsurance-investment problem in a constant elasticity of variance stock market for jump-diffusion risk model. Zbl 1286.91068
Liang, Zhibin; Yuen, Kam Chuen; Cheung, Ka Chun
44
2012
Some stochastic comparisons of the conditional coherent systems. Zbl 1198.62147
Li, Xiaohu; Zhang, Zhengcheng
40
2008
The COM-Poisson model for count data: a survey of methods and applications. Zbl 06292434
Sellers, Kimberly F.; Borle, Sharad; Shmueli, Galit
38
2012
Optimal combinational quota-share and excess-of-loss reinsurance policies in a dynamic setting. Zbl 1152.91039
Zhang, Xin; Zhou, Ming; Guo, Junyi
31
2007
Estimation in integer-valued moving average models. Zbl 0979.62066
Brännäs, Kurt; Hall, Andreia
29
2001
On prices’ evolutions based on geometric telegrapher’s process. Zbl 1011.91041
Di Crescenzo, Antonio; Pellerey, Franco
29
2002
Modelling heterogeneity in a manpower system: a review. Zbl 0976.62113
Ugwuowo, F. I.; McClean, S. I.
26
2000
Combinatorial approach to Monte Carlo estimation of network lifetime distribution. Zbl 1051.60089
Gertsbakh, I.; Shpungin, Y.
26
2004
Generalized mixtures in reliability modelling: applications to the construction of bathtub shaped hazard models and the study of systems. Zbl 1224.90060
Navarro, Jorge; Guillamón, Antonio; Ruiz, María del Carmen
26
2009
Managing uncertainty in call centers using Poisson mixtures. Zbl 1071.90012
Jongbloed, Geurt; Koole, Ger
25
2001
On generating multivariate Poisson data in management science applications. Zbl 06292433
Yahav, Inbal; Shmueli, Galit
24
2012
Modelling heterogeneity in manpower planning: dividing the personnel system into more homogeneous subgroups. Zbl 1126.90035
De Feyter, Tim
23
2006
Upper bound for ruin probabilities under optimal investment and proportional reinsurance. Zbl 1199.91088
Liang, Zhibin; Guo, Junyi
23
2008
Modelling a general standby system and evaluation of its performance. Zbl 1199.90009
Cha, Ji Hwan; Yun, Won Young
23
2008
Spatial contagion between financial markets: a copula-based approach. Zbl 1226.91085
Durante, Fabrizio; Jaworski, Piotr
22
2010
Understanding the shape of the mixture failure rate (with engineering and demographic applications). Zbl 1224.62111
Finkelstein, Maxim
21
2009
Birnbaum-Saunders distribution: a review of models, analysis, and applications. Zbl 1428.62072
Balakrishnan, N.; Kundu, Debasis
20
2019
On-line learning for very large data sets. Zbl 1091.68063
Bottou, Léon; Le Cun, Yann
20
2005
Aging properties of the residual life length of \(k\)-out-of-\(n\) systems with independent but non-identical components. Zbl 1060.62115
Li, Xiaohu; Chen, Jing
20
2004
Deep learning for finance: deep portfolios. Zbl 1420.91415
Heaton, J. B.; Polson, N. G.; Witte, J. H.
19
2017
Bayesian inference for Rayleigh distribution under progressive censored sample. Zbl 1114.62028
Wu, Shuo-Jye; Chen, Dar-Hsin; Chen, Shyi-Tien
19
2006
Negative binomial version of the Lee-Carter model for mortality forecasting. Zbl 1150.91426
Delwarde, Antoine; Denuit, Michel; Partrat, Christian
18
2007
A modified vacation model M\(^{[x]}\)/G/1 system. Zbl 1116.60053
Ke, Jan-Chuan; Chu, Yunn-Kuang
18
2006
A risk model driven by Lévy processes. Zbl 1051.60051
Morales, Manuel; Schoutens, Wim
18
2003
Robust stochastic control modeling of dam discharge to suppress overgrowth of downstream harmful algae. Zbl 1408.93152
Yoshioka, Hidekazu; Yaegashi, Yuta
17
2018
Analysis of regression in game theory approach. Zbl 1008.62041
Lipovetsky, Stan; Conklin, Michael
17
2001
Optimal investment and reinsurance policies in insurance markets under the effect of inside information. Zbl 1286.91064
Baltas, I. D.; Frangos, N. E.; Yannacopoulos, A. N.
17
2012
Asymptotic behaviour of the finite-time ruin probability in renewal risk models. Zbl 1224.91070
Leipus, Remigijus; Šiaulys, Jonas
17
2009
Falling and explosive, dormant, and rising markets via multi-regime financial time series models. Zbl 1224.91185
Chen, Cathy W. S.; Gerlach, Richard H.; Lin, Ann M. H.
17
2010
Comparisons in the mean residual life order of coherent systems with identically distributed components. Zbl 1411.90127
Navarro, Jorge; Gomis, M. Carmen
16
2016
Inference and first-passage-times for the lognormal diffusion process with exogenous factors: application to modelling in economics. Zbl 0968.60067
Gutiérrez, R.; Román, P.; Torres, F.
16
1999
A multivariate time series approach to projected life tables. Zbl 1224.91069
Lazar, Dorina; Denuit, Michel M.
16
2009
Allocating active redundancies to \(k\)-out-of-\(n\) reliability systems with permutation monotone component lifetimes. Zbl 1409.90080
You, Yinping; Fang, Rui; Li, Xiaohu
15
2016
Estimation of integrated volatility in stochastic volatility models. Zbl 1092.91034
Woerner, Jeannette H. C.
15
2005
The \(N\)-limit of spectral gap of a class of birth-death Markov chains. Zbl 0972.60033
Granovsky, Boris L.; Zeifman, A. I.
15
2000
Modelling recruitment training in mathematical human resource planning. Zbl 1007.91033
Georgiou, A. C.; Tsantas, N.
15
2002
Some properties and applications of cumulative Kullback-Leibler information. Zbl 1408.94906
Di Crescenzo, Antonio; Longobardi, Maria
14
2015
A reliability semi-Markov model involving geometric processes. Zbl 1008.60095
Pérez-Ocón, Rafael; Torres-Castro, Inmaculada
14
2002
American option prices in a Markov chain market model. Zbl 1286.91143
van der Hoek, John; Elliott, Robert J.
14
2012
A tutorial on \(\nu\)-support vector machines. Zbl 1097.93040
Chen, Pai-Hsuen; Lin, Chih-Jen; Schölkopf, Bernhard
13
2005
Analysing data on lengths of stay of hospital patients using phase-type distributions. Zbl 0966.60072
Faddy, M. J.; McClean, S. I.
13
1999
Optimal replenishment policy for imperfect quality EMQ model with rework and backlogging. Zbl 1164.90010
Chiu, Singa Wang
13
2007
Ridge regression in two-parameter solution. Zbl 1125.62072
Lipovetsky, Stan; Conklin, Michael W.
13
2005
Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims. Zbl 1288.91119
Guo, Fenglong; Wang, Dingcheng
13
2013
Controlling jumps in correlated processes of Poisson counts. Zbl 1224.62156
Weiß, Christian H.
13
2009
Copulæ: some mathematical aspects. Zbl 1275.91151
Sempi, Carlo
12
2011
Applications of Hilbert-Huang transform to non-stationary financial time series analysis. Zbl 1063.62144
Huang, Norden E.; Wu, Man-Li; Qu, Wendong; Long, Steven R.; Shen, Samuel S. P.
12
2003
Some new results involving general standby systems. Zbl 1224.90056
Li, Xiaohu; Zhang, Zhengcheng; Wu, Yudan
12
2009
On a class of renewal risk model with random income. Zbl 1224.91097
Yang, Hu; Zhang, Zhimin
12
2009
Shrinkage drift parameter estimation for multi-factor Ornstein-Uhlenbeck processes. Zbl 1224.91173
Nkurunziza, Sévérien; Ahmed, S. Ejaz
12
2010
On a generalization of the expected discounted penalty function in a discrete-time insurance risk model. Zbl 1199.91084
Ladriault, David
12
2008
Reduction of the bilevel stochastic optimization problem with quantile objective function to a mixed-integer problem. Zbl 1407.90243
Dempe, Stephan; Ivanov, Sergey; Naumov, Andrey
11
2017
Analysis of call centre arrival data using singular value decomposition. Zbl 1089.62155
Shen, Haipeng; Huang, Jianhua Z.
11
2005
Design of experiments with unknown parameters in variance. Zbl 1010.62069
Fedorov, Valerii V.; Gagnon, Robert C.; Leonov, Sergei L.
11
2002
Pricing of mountain range derivatives under a principal component stochastic volatility model. Zbl 1286.91134
Escobar, Marcos; Olivares, Pablo
11
2013
Dynamic dependence networks: financial time series forecasting and portfolio decisions. Zbl 1411.62311
Zhao, Zoey Yi; Xie, Meng; West, Mike
10
2016
An examination of HMM-based investment strategies for asset allocation. Zbl 1275.91121
Erlwein, Christina; Mamon, Rogemar; Davison, Matt
10
2011
Copula models of joint last survivor analysis. Zbl 1127.62091
Shemyakin, Arkady E.; Youn, Heekyung
10
2006
Structured additive regression for overdispersed and zero-inflated count data. Zbl 1114.62023
Fahrmeir, Ludwig; Osuna Echavarría, Leyre
10
2006
A sequential condition-based repair/replacement policy with non-periodic inspections for a system subject to continuous wear. Zbl 1076.90018
Castanier, B.; Bérenguer, C.; Grall, A.
10
2003
Constructions and applications of lifetime distributions. Zbl 1285.62118
Lai, C. D.
10
2013
Reduction in mean residual life in the presence of a constant competing risk. Zbl 1164.90007
Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas
10
2008
Mean-variance efficiency with extended CIR interest rates. Zbl 1224.91136
Ferland, René; Watier, François
10
2010
On the use of archetypes as benchmarks. Zbl 1199.90016
Porzio, Giovanni C.; Ragozini, Giancarlo; Vistocco, Domenico
10
2008
On estimating the conditional expected shortfall. Zbl 1199.62051
Peracchi, Franco; Tanase, Andrei V.
10
2008
Reliability, signature, and relative quality functions of systems under time-homogeneous load-sharing models. Zbl 1431.90055
Spizzichino, Fabio L.
9
2019
Post selection shrinkage estimation for high-dimensional data analysis. Zbl 1411.62200
Gao, Xiaoli; Ahmed, S. E.; Feng, Yang
9
2017
Component and system active redundancies for coherent systems with dependent components. Zbl 1409.90082
Zhang, Yiying; Amini-Seresht, Ebrahim; Ding, Weiyong
9
2017
Distribution-free precedence control charts with improved runs-rules. Zbl 1411.62365
Malela-Majika, J.-C.; Chakraborti, S.; Graham, M. A.
9
2016
A methodology for stochastic inventory models based on a zero-adjusted Birnbaum-Saunders distribution. Zbl 1411.90028
Leiva, Víctor; Santos-Neto, Manoel; Cysneiros, Francisco José A.; Barros, Michelli
9
2016
Percentile residual life orders. Zbl 1286.60017
Franco-Pereira, Alba M.; Lillo, Rosa E.; Romo, Juan; Shaked, Moshe
9
2011
Bayesian reliability analysis of complex repairable systems. Zbl 1097.90023
Pievatolo, Antonio; Ruggeri, Fabrizio
9
2004
An analysis of Taguchi’s on-line quality monitoring procedure for attributes with diagnosis error. Zbl 0999.90014
Borges, Wagner; Ho, Linda Lee; Turnes, Osiris
9
2001
Continuous-time stochastic modelling of capital adequacy ratios for banks. Zbl 1126.60053
Fouche, Casper H.; Mukuddem-Petersen, J.; Petersen, M. A.
9
2006
The compound Poisson process perturbed by a diffusion with a threshold dividend strategy. Zbl 1224.91100
Yuen, Kam C.; Lu, Yuhua; Wu, Rong
9
2009
Optimal design for parameter estimation of the Ornstein-Uhlenbeck process. Zbl 1224.62036
Zagoraiou, Maroussa; Baldi Antognini, Alessandro
9
2009
Consistency of kernel-based quantile regression. Zbl 1197.62034
Christmann, Andreas; Steinwart, Ingo
9
2008
REBUS-PLS: A response-based procedure for detecting unit segments in PLS path modelling. Zbl 1199.90018
Vinzi, V. Esposito; Trinchera, L.; Squillacciotti, S.; Tenenhaus, M.
9
2008
Statistical methods for network surveillance. Zbl 1400.62344
Jeske, Daniel R.; Stevens, Nathaniel T.; Tartakovsky, Alexander G.; Wilson, James D.
8
2018
Wilcoxon-type rank-sum precedence tests: large-sample approximation and evaluation. Zbl 1012.62049
Ng, H. K. T.; Balakrishnan, N.
8
2002
Stochastic modelling for evolution of stock prices by means of functional principal component analysis. Zbl 0961.91009
Aguilera, Ana M.; Ocaña, Francisco A.; Valderrama, Mariano J.
8
1999
A unified approach for reliability and performability evaluation of semi-Markov systems. Zbl 0966.60084
Limnios, Nikolaos; Oprişan, Gheorghe
8
1999
Warranty cost analysis: non-renewing warranty with repair time. Zbl 1051.60088
Chukova, Stefanka; Hayakawa, Yu
8
2004
Analysis of the multiple roots of the Lundberg fundamental equation in the PH(\(n\)) risk model. Zbl 1286.91067
Ji, Lanpeng; Zhang, Chunsheng
8
2012
Optimal investment problem with stochastic interest rate and stochastic volatility: maximizing a power utility. Zbl 1224.91140
Li, Jinzhu; Wu, Rong
8
2009
First passage time for multivariate jump-diffusion processes in finance and other areas of applications. Zbl 1224.91176
Zhang, Di; Melnik, Roderick V. N.
8
2009
Total duration of negative surplus for the dual model. Zbl 1199.91099
Song, Min; Wu, Rong; Zhang, Xin
8
2008
Multi-period mean variance portfolio selection under incomplete information. Zbl 1420.91437
Zhang, Ling; Li, Zhongfei; Xu, Yunhui; Li, Yongwu
7
2016
Ordering of series and parallel systems comprising heterogeneous generalized modified Weibull components. Zbl 1414.62154
Balakrishnan, Narayanaswamy; Nanda, Phalguni; Kayal, Suchandan
7
2018
Portfolio selection with imperfect information: a hidden Markov model. Zbl 1276.91091
Çanakoğlu, Ethem; Özekici, Süleyman
7
2011
On the weak IFR ageing of bivariate lifetime distributions. Zbl 1098.62129
Finkelstein, Maxim; Esaulova, Veronica
7
2005
Asymmetric response and interaction of U. S. and local news in financial markets. Zbl 1087.62114
Chen, Cathy W. S.; So, Mike K. P.; Gerlach, Richard H.
7
2005
Monitoring process for attributes with quality deterioration and diagnosis errors. Zbl 1150.62469
Trindade, Anderson Laécio Galindo; Ho, Linda Lee; da Costa Quinino, Roberto
7
2007
Convex upper and lower bounds for present value functions. Zbl 0971.91030
Vyncke, D.; Goovaerts, M.; Dhaene, J.
7
2001
On an inverse problem in mixture failure rates modelling. Zbl 0973.62090
Finkelstein, Max S.; Esaulova, Veronica
7
2001
Birnbaum-Saunders distribution: a review of models, analysis, and applications. Zbl 1428.62072
Balakrishnan, N.; Kundu, Debasis
20
2019
Reliability, signature, and relative quality functions of systems under time-homogeneous load-sharing models. Zbl 1431.90055
Spizzichino, Fabio L.
9
2019
Weak signals in high-dimensional regression: detection, estimation and prediction. Zbl 1436.62341
Li, Yanming; Hong, Hyokyoung G.; Ahmed, S. Ejaz; Li, Yi
3
2019
Discussion of “Birnbaum-Saunders distribution: a review of models, analysis, and applications”. Zbl 1428.62083
Jamalizadeh, Ahad; Hashemi, Farzane; Naderi, Mehrdad
3
2019
Discussion of “Birnbaum-Saunders distribution: a review of models, analysis, and applications” and a novel multivariate data analytics for an economics example in the textile industry. Zbl 1428.62085
Leiva, Víctor; Aykroyd, Robert G.; Marchant, Carolina
3
2019
Authors’ rejoinder on “Birnbaum-Saunders distribution: a review of models, analysis, and applications”. Zbl 1428.62071
Balakrishnan, Narayanaswamy; Kundu, Debasis
3
2019
On the reliability function of a double redundant system with general repair time distribution. Zbl 1431.90054
Rykov, Vladimir; Kozyrev, Dmitry
2
2019
Integrative interaction analysis using threshold gradient directed regularization. Zbl 1436.62710
Li, Yang; Li, Rong; Qin, Yichen; Wu, Mengyun; Ma, Shuangge
2
2019
Bayesian analysis for step-stress accelerated life testing under progressive interval censoring. Zbl 1432.90043
Kohl, Christian; Kateri, Maria
1
2019
Tests for specific nonparametric relations between two distribution functions with applications. Zbl 1436.62109
Deshpande, J. V.; Dewan, Isha; Lam, K. F.; Naik-Nimbalkar, U. V.
1
2019
Change points in heavy-tailed multivariate time series: methods using precision matrices. Zbl 1436.62490
Cribben, Ivor
1
2019
Likelihood adaptively modified penalties. Zbl 1436.62307
Feng, Yang; Li, Tengfei; Ying, Zhiliang
1
2019
Mode hunting through active information. Zbl 1436.62030
Díaz-Pachón, Daniel Andrés; Sáenz, Juan Pablo; Rao, J. Sunil; Dazard, Jean-Eudes
1
2019
Discussion of “Birnbaum-Saunders distribution: a review of models, analysis, and applications”. Zbl 1428.62087
Lemonte, Artur J.; Cordeiro, Gauss M.
1
2019
Discussion of “Birnbaum-Saunders distribution: a review of models, analysis and applications”. Zbl 1428.62080
Fang, Longxiang; Zhu, Xiaojun
1
2019
Discussion of “Birnbaum-Saunders distribution: a review of models, analysis, and applications” and a novel financial extreme value data analytics from natural disasters. Zbl 1428.62086
Leiva, Víctor; Lillo, Camilo; Gomes, M. Ivette; Ferreira, Marta
1
2019
Discussion of “Birnbaum-Saunders distributions: a review of models, analysis, and applications”. Zbl 1428.62073
Barros, Michelli; Paula, Gilberto A.
1
2019
Discussion of “Birnbaum-Saunders distributions: a review of models, analysis, and applications”. Zbl 1428.62092
Vilca, Filidor
1
2019
Discussion of “Birnbaum-Saunders distribution: a review of models, analysis, and applications”. Zbl 1428.62079
Díaz-García, José A.; Caro-Lopera, Francisco J.
1
2019
An interview with Sam C. Saunders. Zbl 1430.01009
Leiva, Víctor
1
2019
Robust stochastic control modeling of dam discharge to suppress overgrowth of downstream harmful algae. Zbl 1408.93152
Yoshioka, Hidekazu; Yaegashi, Yuta
17
2018
Statistical methods for network surveillance. Zbl 1400.62344
Jeske, Daniel R.; Stevens, Nathaniel T.; Tartakovsky, Alexander G.; Wilson, James D.
8
2018
Ordering of series and parallel systems comprising heterogeneous generalized modified Weibull components. Zbl 1414.62154
Balakrishnan, Narayanaswamy; Nanda, Phalguni; Kayal, Suchandan
7
2018
Time series with Birnbaum-Saunders marginal distributions. Zbl 1400.62195
Rahul, T.; Balakrishnan, N.; Balakrishna, N.
5
2018
Coherent system with standby components. Zbl 1410.90065
Eryilmaz, Serkan; Erkan, T. Erman
4
2018
Stochastic properties of two general versions of the residual lifetime at random times. Zbl 1404.90064
Li, Xiaohu; Fang, Rui
4
2018
Model-free offline change-point detection in multidimensional time series of arbitrary nature via \(\varepsilon\)-complexity: simulations and applications. Zbl 1428.62389
Darkhovsky, Boris; Piryatinska, Alexandra
3
2018
The Hubbert diffusion process: estimation via simulated annealing and variable neighborhood search procedures-application to forecasting peak oil production. Zbl 1419.91545
da Luz Sant’Ana, Istoni; Román-Román, Patricia; Torres-Ruiz, Francisco
3
2018
Bounds for the reliability functions of coherent systems with heterogeneous components. Zbl 1410.90071
Miziuła, Patryk; Navarro, Jorge
3
2018
A new toolkit for robust distributional change detection. Zbl 1411.62060
Kißlinger, Anna-Lena; Stummer, Wolfgang
2
2018
Optimal consumption analysis for a stochastic growth model with technological shocks. Zbl 1420.91311
Yuan, Weipeng; Lai, Shaoyong; Hu, Hanlei
2
2018
Final outcomes and disease insurance for a controlled epidemic model. Zbl 1419.91376
Lefèvre, Claude; Picard, Philippe
2
2018
Prediction for regularized clusterwise multiblock regression. Zbl 1414.62230
Bougeard, S.; Cariou, V.; Saporta, G.; Niang, N.
2
2018
Comparative performance analysis of the cumulative sum chart and the Shiryaev-Roberts procedure for detecting changes in autocorrelated data. Zbl 1414.62513
Polunchenko, Aleksey S.; Raghavan, Vasanthan
2
2018
Statistical testing of availability for mining technological systems with air quality constraints. Zbl 1414.62514
Stehlík, Milan; Economou, Polychronis; Papić, Ljubiša; Aronov, Joseph; Nicolis, Orietta; Antoch, Jaromír; Cézová, Eliška; Kiseľák, Jozef
2
2018
Stochastic intrinsic Kriging for simulation metamodeling. Zbl 1420.60049
Mehdad, Ehsan; Kleijnen, Jack P. C.
2
2018
Availability and maintenance modeling for systems subject to dependent hard and soft failures. Zbl 1401.90066
Qiu, Qingan; Cui, Lirong; Shen, Jingyuan
2
2018
Multi-stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category. Zbl 1411.62328
Serhiyenko, Volodymyr; Ravishanker, Nalini; Venkatesan, Rajkumar
1
2018
Nonlinearity recovery by standard and aggregative orthogonal series algorithms. Zbl 1406.93124
Śliwiński, Przemysław; Wachel, Paweł; Łagosz, Szymon
1
2018
Asymptotic analysis and optimization of some insurance models. Zbl 1419.91351
Bulinskaya, Ekaterina
1
2018
Information-theoretic multistage sampling framework for medical audits. Zbl 1414.62463
Musal, Muzaffer; Ekin, Tahir
1
2018
Bayesian design of experiments for logistic regression to evaluate multiple nuclear forensic algorithms. Zbl 1414.62470
Quinlan, Kevin R.; Anderson-Cook, Christine M.
1
2018
Heuristic policies for stochastic knapsack problem with time-varying random demand. Zbl 1419.91300
Lu, Yingdong
1
2018
A beta partial least squares regression model: diagnostics and application to mining industry data. Zbl 1414.62509
Huerta, Mauricio; Leiva, Víctor; Lillo, Camilo; Rodríguez, Marcelo
1
2018
An index tracking model with stratified sampling and optimal allocation. Zbl 1419.91594
Wang, Meihua; Xu, Fengmin; Dai, Yu-Hong
1
2018
Reliability modelling incorporating load share and frailty. Zbl 1410.90061
Asha, G.; Raja, A. Vincent; Ravishanker, Nalini
1
2018
Discussion of “Statistical methods for network surveillance”. Zbl 1400.62349
Sengupta, Srijan; Woodall, William H.
1
2018
Discussion of “Statistical methods for network surveillance”. Zbl 1400.62347
Marchette, David J.
1
2018
Rejoinder to “Statistical methods for network surveillance”. Zbl 1400.62345
Jeske, Daniel R.; Stevens, Nathaniel T.; Tartakovsky, Alexander G.; Wilson, James D.
1
2018
Sequential Bayesian learning for stochastic volatility with variance-gamma jumps in returns. Zbl 1396.62249
Warty, Samir P.; Lopes, Hedibert F.; Polson, Nicholas G.
1
2018
Warranty cost analysis: increasing warranty repair times. Zbl 1404.90065
Marshall, Sarah; Arnold, Richard; Chukova, Stefanka; Hayakawa, Yu
1
2018
Deep learning for finance: deep portfolios. Zbl 1420.91415
Heaton, J. B.; Polson, N. G.; Witte, J. H.
19
2017
Reduction of the bilevel stochastic optimization problem with quantile objective function to a mixed-integer problem. Zbl 1407.90243
Dempe, Stephan; Ivanov, Sergey; Naumov, Andrey
11
2017
Post selection shrinkage estimation for high-dimensional data analysis. Zbl 1411.62200
Gao, Xiaoli; Ahmed, S. E.; Feng, Yang
9
2017
Component and system active redundancies for coherent systems with dependent components. Zbl 1409.90082
Zhang, Yiying; Amini-Seresht, Ebrahim; Ding, Weiyong
9
2017
Effects of risk aversion and decision preference on equilibriums in supply chain finance incorporating bank credit with credit guarantee. Zbl 1420.91532
Yan, Nina; Liu, Chongqing; Liu, Ye; Sun, Baowen
6
2017
Power and reversal power links for binary regressions: an application for motor insurance policyholders. Zbl 1411.62348
Bazán, J. L.; Torres-Avilés, F.; Suzuki, A. K.; Louzada, F.
5
2017
Unifying pricing formula for several stochastic volatility models with jumps. Zbl 1420.91444
Baustian, Falko; Mrázek, Milan; Pospíšil, Jan; Sobotka, Tomáš
5
2017
Control charts for monitoring correlated counts with a finite range. Zbl 1411.62370
Rakitzis, Athanasios C.; Weiß, Christian H.; Castagliola, Philippe
4
2017
Optimization model to start harvesting in stochastic aquaculture system. Zbl 1420.91376
Yoshioka, Hidekazu; Yaegashi, Yuta
4
2017
Bayesian tail-risk forecasting using realized GARCH. Zbl 1420.91525
Contino, Christian; Gerlach, Richard H.
3
2017
Forecasting mortality rate by multivariate singular spectrum analysis. Zbl 1411.62325
Mahmoudvand, Rahim; Konstantinides, Dimitrios; Rodrigues, Paulo Canas
3
2017
Two-tier healthcare service systems and cost of waiting for patients. Zbl 1420.91069
Wan, Guangyu; Wang, Qinan
2
2017
Application of the phase-type mortality law to life contingencies and risk management. Zbl 1420.91134
Kim, Joseph H. T.; Bae, Taehan; Kim, Soyeun
2
2017
Bayesian \(D\)-optimal designs for error-in-variables models. Zbl 1411.62233
Konstantinou, Maria; Dette, Holger
2
2017
A decision-theoretic approach to sample size determination under several priors. Zbl 1411.62228
De Santis, Fulvio; Gubbiotti, Stefania
2
2017
Combining Bayesian experimental designs and frequentist data analyses: motivations and examples. Zbl 1411.62331
Ventz, Steffen; Parmigiani, Giovanni; Trippa, Lorenzo
2
2017
Design for low-temperature microwave-assisted crystallization of ceramic thin films. Zbl 1407.62446
Nakamura, Nathan; Seepaul, Jason; Kadane, Joseph B.; Reeja-Jayan, B.
2
2017
Objective Bayesian modelling of insurance risks with the skewed Student-\(t\) distribution. Zbl 1420.91137
Leisen, Fabrizio; Marin, J. Miguel; Villa, Cristiano
1
2017
Clinical trial design as a decision problem. Zbl 1406.92319
Müller, Peter; Xu, Yanxun; Thall, Peter F.
1
2017
Some closed form robust moment-based estimators for the MEM(1,1). Zbl 1411.62300
Lu, Wanbo; Ke, Rui
1
2017
Two stochastic dominance criteria based on tail comparisons. Zbl 1411.62301
Mulero, Julio; Sordo, Miguel A.; de Souza, Marilia C.; Suárez-Llorens, Alfonso
1
2017
The choice of screening design. Zbl 1411.62373
Tyssedal, John; Chaudhry, Muhammad Azam
1
2017
Why indexing works. Zbl 1420.91416
Heaton, J. B.; Polson, N. G.; Witte, J. H.
1
2017
Variance swaps under the threshold Ornstein-Uhlenbeck model. Zbl 1420.91456
Dong, Fangyuan; Wong, Hoi Ying
1
2017
Comparisons in the mean residual life order of coherent systems with identically distributed components. Zbl 1411.90127
Navarro, Jorge; Gomis, M. Carmen
16
2016
Allocating active redundancies to \(k\)-out-of-\(n\) reliability systems with permutation monotone component lifetimes. Zbl 1409.90080
You, Yinping; Fang, Rui; Li, Xiaohu
15
2016
Dynamic dependence networks: financial time series forecasting and portfolio decisions. Zbl 1411.62311
Zhao, Zoey Yi; Xie, Meng; West, Mike
10
2016
Distribution-free precedence control charts with improved runs-rules. Zbl 1411.62365
Malela-Majika, J.-C.; Chakraborti, S.; Graham, M. A.
9
2016
A methodology for stochastic inventory models based on a zero-adjusted Birnbaum-Saunders distribution. Zbl 1411.90028
Leiva, Víctor; Santos-Neto, Manoel; Cysneiros, Francisco José A.; Barros, Michelli
9
2016
Multi-period mean variance portfolio selection under incomplete information. Zbl 1420.91437
Zhang, Ling; Li, Zhongfei; Xu, Yunhui; Li, Yongwu
7
2016
Modeling high-dimensional time-varying dependence using dynamic D-vine models. Zbl 1411.62290
Almeida, Carlos; Czado, Claudia; Manner, Hans
5
2016
Nonparametric conditional autoregressive expectile model via neural network with applications to estimating financial risk. Zbl 1420.91531
Xu, Qifa; Liu, Xi; Jiang, Cuixia; Yu, Keming
5
2016
Construction of efficient experimental designs under multiple resource constraints. Zbl 1414.62334
Harman, Radoslav; Bachratá, Alena; Filová, Lenka
5
2016
Usual and stochastic tail orders between hitting times for two Markov chains. Zbl 1406.60103
De Santis, Emilio; Spizzichino, Fabio
4
2016
Uniform sliced Latin hypercube designs. Zbl 1411.62236
Chen, Hao; Huang, Hengzhen; Lin, Dennis K. J.; Liu, Min-Qian
3
2016
On data depth and the application of nonparametric multivariate statistical process control charts. Zbl 1411.62360
Bae, Suk Joo; Do, Giang; Kvam, Paul
3
2016
The progressive censoring signature of coherent systems. Zbl 1411.62363
Cramer, Erhard; Navarro, Jorge
3
2016
A novel approach to safety stock management in a coordinated supply chain with controllable lead time using present value. Zbl 1411.90014
Braglia, Marcello; Castellano, Davide; Frosolini, Marco
3
2016
Nonlinear general path models for degradation data with dynamic covariates. Zbl 1411.62374
Xu, Zhibing; Hong, Yili; Jin, Ran
2
2016
Optimal replacement and allocation of multi-state elements in \(k\)-within-\(m\)-from-\(r/n\) sliding window systems. Zbl 1409.90079
Xiao, Hui; Peng, Rui; Levitin, Gregory
2
2016
On a new multivariate IFR ageing notion based on the standard construction. Zbl 1411.62129
Arriaza, A.; Belzunce, F.; Mulero, J.; Suárez-Llorens, A.
2
2016
Model selection of a switching mechanism for financial time series. Zbl 1411.62309
Truong, Buu-Chau; Chen, Cathy W. S.; So, Mike K. P.
2
2016
Simple outlier labeling based on quantile regression, with application to the steelmaking process. Zbl 1411.62361
Bellio, Ruggero; Coletto, Mauro
1
2016
Minimization of risks in defined benefit pension plan with time-inconsistent preferences. Zbl 1420.91150
Zhao, Qian; Wang, Rongming; Wei, Jiaqin
1
2016
Pairwise likelihood inference for multivariate ordinal responses with applications to customer satisfaction. Zbl 1411.62351
Kenne Pagui, Euloge Clovis; Canale, Antonio
1
2016
Preventive maintenance of multistate systems subject to shocks. Zbl 1409.90078
Finkelstein, Maxim; Gertsbakh, Ilya
1
2016
Special issue on statistics in quality control. Zbl 1475.00119
1
2016
Partially observed competing degradation processes: modeling and inference. Zbl 1409.90073
Bordes, Laurent; Mercier, Sophie; Remy, Emmanuel; Dautrême, Emilie
1
2016
The Heston model with stochastic elasticity of variance. Zbl 1420.91454
Choi, Sun-Yong; Kim, Jeong-Hoon; Yoon, Ji-Hun
1
2016
...and 313 more Documents
all top 5

Cited by 3,175 Authors

43 Balakrishnan, Narayanaswamy
34 Navarro, Jorge
29 Li, Xiaohu
25 Leiva, Víctor
24 Asadi, Majid
23 Cheung, Eric C. K.
22 Finkelstein, Maxim
19 Cha, Ji Hwan
18 Yoshioka, Hidekazu
17 Zhao, Hui
16 Liang, Zhibin
16 Saulo, Helton
15 Di Crescenzo, Antonio
15 Yuen, Kam Chuen
14 Chen, Cathy W. S.
14 Rong, Ximin
13 Fernández-Sánchez, Juan
13 Ke, Jauchuan
13 Zeifman, Alexander Izrailevich
13 Zhang, Zhengcheng
12 Zhang, Zhimin
11 Durante, Fabrizio
11 Escobar, Marcos
11 Jowaheer, Vandna
11 Lipovetsky, Stan
11 Nkurunziza, Sévérien
11 Spizzichino, Fabio L.
11 Sunecher, Yuvraj
10 Gutierrez-Sanchez, Ramon
10 Hazra, Nil Kamal
10 Li, Jinzhu
10 Nafidi, Ahmed
10 Nair, N. Unnikrishnan
10 Yang, Hailiang
9 Ahmed, Syed Ejaz
9 D’Amico, Guglielmo
9 Gerlach, Richard H.
9 Guerry, Marie-Anne
9 Leão, Jeremias
9 Li, Danping
9 Li, Zhongfei
9 Louzada, Francisco
9 Paula, Gilberto Alvarenga
9 Ratanov, Nikita
9 Sankaran, Paduthol Godan
9 Sellers, Kimberly Flagg
9 Siu, Tak Kuen
9 Vilca, Filidor
9 Wang, Dingcheng
9 Weiß, Christian H.
8 Albrecher, Hansjörg
8 Bar-Lev, Shaul K.
8 Belzunce, Félix
8 Elliott, Robert James
8 Eryılmaz, Serkan N.
8 Fu, Ke’ang
8 Jaworski, Piotr
8 Li, Chen
8 Mamon, Rogemar S.
8 Pérez-Ocón, Rafael
8 Ruggeri, Fabrizio
8 Sordo, Miguel Ángel
8 Soyer, Refik
8 Trutschnig, Wolfgang
8 Vassiliou, Panagiotis C. G.
8 Yaegashi, Yuta
8 Yan, Rongfang
8 Yang, Yang
8 Yoshioka, Yumi
8 Zagst, Rudi
8 Zhang, Yiying
8 Zhou, Ming
7 Cysneiros, Francisco José A.
7 Dhaene, Jan
7 Ding, Weiyong
7 Fang, Rui
7 Guo, Junyi
7 Kayal, Suchandan
7 Khan, Naushad Mamode
7 Martinucci, Barbara
7 Montoro-Cazorla, Delia
7 Santos-Neto, Manoel
7 Scotto, Manuel González
7 Suarez-Llorens, Alfonso
7 Zhang, Xin
7 Zhao, Peng
6 Boxma, Onno Johan
6 Cheng, Dongya
6 Cordeiro, Gauss Moutinho
6 Das, Rabindra Nath
6 Denuit, Michel M.
6 Dimitriou, V. A.
6 Egídio dos Reis, Alfredo D.
6 Epifanio, Irene
6 Feng, Runhuan
6 Gerber, Hans U.
6 Guan, Guohui
6 Guo, Fenglong
6 Gupta, Ramesh Chandra
6 Haberman, Steven
...and 3,075 more Authors
all top 5

Cited in 307 Journals

157 Communications in Statistics. Theory and Methods
118 Insurance Mathematics & Economics
89 European Journal of Operational Research
66 Statistics & Probability Letters
58 Journal of Statistical Computation and Simulation
56 Journal of Applied Statistics
55 Journal of Applied Probability
53 Computational Statistics and Data Analysis
47 Methodology and Computing in Applied Probability
45 Applied Stochastic Models in Business and Industry
44 Journal of Computational and Applied Mathematics
42 Communications in Statistics. Simulation and Computation
38 Journal of Statistical Planning and Inference
35 Probability in the Engineering and Informational Sciences
33 Applied Mathematical Modelling
31 Journal of Industrial and Management Optimization
28 Statistical Papers
27 Annals of Operations Research
27 Scandinavian Actuarial Journal
26 Metrika
26 Applied Mathematics and Computation
26 Quantitative Finance
20 Mathematical Problems in Engineering
19 Advances in Applied Probability
19 Computational Statistics
19 Test
17 North American Actuarial Journal
15 Journal of Mathematical Analysis and Applications
15 Naval Research Logistics
15 Operations Research Letters
15 Statistics
14 ASTIN Bulletin
13 Statistical Methods and Applications
12 Journal of Econometrics
12 Stochastic Models
12 Statistical Modelling
11 Journal of Multivariate Analysis
11 Brazilian Journal of Probability and Statistics
11 Journal of Systems Science and Complexity
10 Mathematical and Computer Modelling
10 Stochastics
10 Journal of Statistical Theory and Practice
9 Mathematics and Computers in Simulation
9 Discrete Dynamics in Nature and Society
9 AStA. Advances in Statistical Analysis
9 European Actuarial Journal
9 Statistics and Computing
8 Computers & Mathematics with Applications
8 Computers & Operations Research
8 Machine Learning
8 SIAM Journal on Optimization
8 International Transactions in Operational Research
7 Physica A
7 Fuzzy Sets and Systems
7 Metron
7 Stochastic Analysis and Applications
7 Asia-Pacific Journal of Operational Research
7 Queueing Systems
7 Journal of Nonparametric Statistics
7 International Journal of Theoretical and Applied Finance
7 Advances in Data Analysis and Classification. ADAC
7 Dependence Modeling
6 The American Statistician
6 International Journal of Control
6 International Journal of Systems Science
6 Biometrics
6 Acta Mathematicae Applicatae Sinica. English Series
6 Automation and Remote Control
6 International Journal of Computer Mathematics
6 Applied Mathematical Finance
6 CEJOR. Central European Journal of Operations Research
6 Journal of Machine Learning Research (JMLR)
6 The Annals of Applied Statistics
6 Annals of Finance
5 Annals of the Institute of Statistical Mathematics
5 Opsearch
5 Statistica
5 Econometric Reviews
5 Pattern Recognition
5 Stochastic Processes and their Applications
5 Journal of Inequalities and Applications
5 Statistical Inference for Stochastic Processes
5 Journal of Applied Mathematics
5 Journal of Applied Mathematics and Computing
5 Statistical Methodology
5 Journal of the Korean Statistical Society
5 Journal of Biological Dynamics
5 Journal of Agricultural, Biological, and Environmental Statistics
5 Journal of Probability and Statistics
5 Journal of Statistical Distributions and Applications
4 Journal of Statistical Physics
4 Mathematical Biosciences
4 Scandinavian Journal of Statistics
4 Biometrical Journal
4 Journal of the American Statistical Association
4 Journal of Optimization Theory and Applications
4 International Journal of Production Research
4 Optimization
4 Statistical Science
4 Applications of Mathematics
...and 207 more Journals
all top 5

Cited in 40 Fields

1,229 Statistics (62-XX)
748 Probability theory and stochastic processes (60-XX)
674 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
446 Operations research, mathematical programming (90-XX)
139 Numerical analysis (65-XX)
132 Systems theory; control (93-XX)
79 Computer science (68-XX)
47 Biology and other natural sciences (92-XX)
37 Calculus of variations and optimal control; optimization (49-XX)
28 Information and communication theory, circuits (94-XX)
15 Integral equations (45-XX)
14 Partial differential equations (35-XX)
14 Dynamical systems and ergodic theory (37-XX)
14 Statistical mechanics, structure of matter (82-XX)
11 Ordinary differential equations (34-XX)
9 Combinatorics (05-XX)
9 Linear and multilinear algebra; matrix theory (15-XX)
9 Functional analysis (46-XX)
8 Harmonic analysis on Euclidean spaces (42-XX)
8 Integral transforms, operational calculus (44-XX)
7 Geophysics (86-XX)
6 Measure and integration (28-XX)
5 Mechanics of deformable solids (74-XX)
3 Special functions (33-XX)
3 Approximations and expansions (41-XX)
3 Mechanics of particles and systems (70-XX)
3 Fluid mechanics (76-XX)
3 Mathematics education (97-XX)
2 Real functions (26-XX)
2 Differential geometry (53-XX)
2 Astronomy and astrophysics (85-XX)
1 General and overarching topics; collections (00-XX)
1 History and biography (01-XX)
1 Mathematical logic and foundations (03-XX)
1 Field theory and polynomials (12-XX)
1 Functions of a complex variable (30-XX)
1 Difference and functional equations (39-XX)
1 Operator theory (47-XX)
1 Global analysis, analysis on manifolds (58-XX)
1 Quantum theory (81-XX)

Citations by Year