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Multivariate tail conditional expectation for elliptical distributionsLandsman, Zinoviy; Makov, Udi; Shushi, Tomer · Insurance: Mathematics and Economics · 2016
Stein’s lemma for truncated elliptical random vectorsShushi, Tomer · Statistics & Probability Letters · 2018
Towards a Topological Representation of Risks and Their MeasuresShushi, Tomer · Risks · 2018
A Multivariate Tail Covariance Measure for Elliptical DistributionsLandsman, Zinoviy; Makov, Udi; Shushi, Tomer · SSRN Electronic Journal · 2017
Tail Conditional Expectations for Generalized Skew — Elliptical DistributionsLandsman, Zinoviy; Makov, Udi; Shushi, Tomer · SSRN Electronic Journal · 2013
Risk management with Tail Quasi-Linear MeansBäuerle, Nicole; Shushi, Tomer · Annals of Actuarial Science · 2019
Skew-elliptical distributions with applications in risk theoryShushi, Tomer · European Actuarial Journal · 2017
A multivariate tail covariance measure for elliptical distributionsLandsman, Zinoviy; Makov, Udi; Shushi, Tomer · Insurance: Mathematics and Economics · 2018
Cointegration: Bayesian Significance TestDiniz, M.; Pereira, C. A. B.; Stern, J. M. · Communications in Statistics - Theory and Methods · 2012
Order statistics from discrete distributionsBalakrishnan, N · Communications in Statistics - Theory and Methods · 1986
Cumulants of random sum distributionsNiki, Naota; Shigekazu, Nakagawa; Inoue, Hiieyukl · Communications in Statistics - Theory and Methods · 1990
Characterizations of the Beta DistributionNadarajah, Saralees; Gupta, Arjun K. · Communications in Statistics - Theory and Methods · 2004
Generalized poisson regression modelConsul, P.C.; Famoye, Felix · Communications in Statistics - Theory and Methods · 1992
Bayesian analysis of threshold autoregressionsBroemeling, Lyle D.; Cook, Peyton · Communications in Statistics - Theory and Methods · 1992
Directional statistics in geosciencesMardia, K.V. · Communications in Statistics - Theory and Methods · 1981
A ridge logistic estimatorSchaefer, R.L.; Roi, L.D.; Wolfe, R.A. · Communications in Statistics - Theory and Methods · 1984