Filters : base.keyword"Produção científica" Limpar

Filters



Refine with date range


  • In: Sankhya A. Unidade: IME

    Subjects: Análise Multivariada, Inferência Não Paramétrica, Distribuições (probabilidade)

    Versão AceitaOnline source accessDOIHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
    • ABNT

      BAHRAOUI, Tarik; KOLEV, Nikolai. New measure of the bivariate asymmetry. Sankhya A, Kolkata, Springer, 2020. Disponível em: < http://dx.doi.org/10.1007/s13171-019-00197-w > DOI: 10.1007/s13171-019-00197-w.
    • APA

      Bahraoui, T., & Kolev, N. (2020). New measure of the bivariate asymmetry. Sankhya A. doi:10.1007/s13171-019-00197-w
    • NLM

      Bahraoui T, Kolev N. New measure of the bivariate asymmetry [Internet]. Sankhya A. 2020 ;Available from: http://dx.doi.org/10.1007/s13171-019-00197-w
    • Vancouver

      Bahraoui T, Kolev N. New measure of the bivariate asymmetry [Internet]. Sankhya A. 2020 ;Available from: http://dx.doi.org/10.1007/s13171-019-00197-w
  • In: ASTIN Bulletin. Unidade: IME

    Subjects: Distribuições (probabilidade)

    PrivateOnline source accessDOIHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
    • ABNT

      GOBBI, Fabio; KOLEV, Nikolai; MULINACCI, Sabrina. Joint life insurance pricing using extended Marshall–Olkin models. ASTIN Bulletin, Cambridge, Cambridge University Press, p. 1-24, 2019. Disponível em: < https://doi.org/10.1017/asb.2019.3 > DOI: 10.1017/asb.2019.3.
    • APA

      Gobbi, F., Kolev, N., & Mulinacci, S. (2019). Joint life insurance pricing using extended Marshall–Olkin models. ASTIN Bulletin, 1-24. doi:10.1017/asb.2019.3
    • NLM

      Gobbi F, Kolev N, Mulinacci S. Joint life insurance pricing using extended Marshall–Olkin models [Internet]. ASTIN Bulletin. 2019 ; 1-24.Available from: https://doi.org/10.1017/asb.2019.3
    • Vancouver

      Gobbi F, Kolev N, Mulinacci S. Joint life insurance pricing using extended Marshall–Olkin models [Internet]. ASTIN Bulletin. 2019 ; 1-24.Available from: https://doi.org/10.1017/asb.2019.3
  • In: Brazilian Journal of Probability and Statistics. Unidade: IME

    Subjects: Distribuições (probabilidade), Análise Multivariada

    PrivateOnline source accessDOIHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
    • ABNT

      KOLEV, Nikolai; PINTO, Jayme. A weak version of bivariate lack of memory property. Brazilian Journal of Probability and Statistics, São Paulo, Associação Brasileira de Estatística, v. 32, n. 4, p. 873-906, 2018. Disponível em: < https://doi.org/10.1214/17-BJPS371 > DOI: 10.1214/17-BJPS371.
    • APA

      Kolev, N., & Pinto, J. (2018). A weak version of bivariate lack of memory property. Brazilian Journal of Probability and Statistics, 32( 4), 873-906. doi:10.1214/17-BJPS371
    • NLM

      Kolev N, Pinto J. A weak version of bivariate lack of memory property [Internet]. Brazilian Journal of Probability and Statistics. 2018 ; 32( 4): 873-906.Available from: https://doi.org/10.1214/17-BJPS371
    • Vancouver

      Kolev N, Pinto J. A weak version of bivariate lack of memory property [Internet]. Brazilian Journal of Probability and Statistics. 2018 ; 32( 4): 873-906.Available from: https://doi.org/10.1214/17-BJPS371
  • In: Aequationes mathematicae. Unidade: IME

    Subjects: Processos Estocásticos, Probabilidade

    Versão AceitaOnline source accessDOIHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
    • ABNT

      KOLEV, Nikolai; PINTO, Jayme. Functional equations involving Sibuya’s dependence function. Aequationes mathematicae, Basel, Springer, v. 92, n. 3, p. 441-451, 2018. Disponível em: < http://dx.doi.org/10.1007/s00010-018-0544-9 > DOI: 10.1007/s00010-018-0544-9.
    • APA

      Kolev, N., & Pinto, J. (2018). Functional equations involving Sibuya’s dependence function. Aequationes mathematicae, 92( 3), 441-451. doi:10.1007/s00010-018-0544-9
    • NLM

      Kolev N, Pinto J. Functional equations involving Sibuya’s dependence function [Internet]. Aequationes mathematicae. 2018 ; 92( 3): 441-451.Available from: http://dx.doi.org/10.1007/s00010-018-0544-9
    • Vancouver

      Kolev N, Pinto J. Functional equations involving Sibuya’s dependence function [Internet]. Aequationes mathematicae. 2018 ; 92( 3): 441-451.Available from: http://dx.doi.org/10.1007/s00010-018-0544-9
  • In: Reliability: Theory and Applications. Unidade: IME

    Subjects: Teoria Da Confiabilidade, Transformada De Laplace

    Versão PublicadaOnline source accessDOIHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
    • ABNT

      KOZYREV, Dmitry; RYKOV, Vladimir; KOLEV, Nikolai. Reliability function of renewable system under Marshall-Olkin failure model. Reliability: Theory and Applications, Medford, Gnedenko Forum, v. 13, n. 1 (48), p. 39-46, 2018. Disponível em: < https://cyberleninka.ru/article/v/reliability-function-of-renewable-system-under-marshall-olkin-failure-model > DOI: 10.24411/1932-2321-2018-00004.
    • APA

      Kozyrev, D., Rykov, V., & Kolev, N. (2018). Reliability function of renewable system under Marshall-Olkin failure model. Reliability: Theory and Applications, 13( 1 (48), 39-46. doi:10.24411/1932-2321-2018-00004
    • NLM

      Kozyrev D, Rykov V, Kolev N. Reliability function of renewable system under Marshall-Olkin failure model [Internet]. Reliability: Theory and Applications. 2018 ; 13( 1 (48): 39-46.Available from: https://cyberleninka.ru/article/v/reliability-function-of-renewable-system-under-marshall-olkin-failure-model
    • Vancouver

      Kozyrev D, Rykov V, Kolev N. Reliability function of renewable system under Marshall-Olkin failure model [Internet]. Reliability: Theory and Applications. 2018 ; 13( 1 (48): 39-46.Available from: https://cyberleninka.ru/article/v/reliability-function-of-renewable-system-under-marshall-olkin-failure-model
  • In: International Journal of Statistics and Probability. Unidade: IME

    Subjects: Análise De Séries Temporais

    Versão PublicadaOnline source accessDOIHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
    • ABNT

      KOLEV, Nikolai; PINTO, Jayme. Dependence modeling in energy markets using Sibuya-type copulas. International Journal of Statistics and Probability, Toronto, Canadian Center of Science and Education, v. 6, n. 3, p. 43-50, 2017. Disponível em: < http://dx.doi.org/10.5539/ijsp.v6n3p43 > DOI: 10.5539/ijsp.v6n3p43.
    • APA

      Kolev, N., & Pinto, J. (2017). Dependence modeling in energy markets using Sibuya-type copulas. International Journal of Statistics and Probability, 6( 3), 43-50. doi:10.5539/ijsp.v6n3p43
    • NLM

      Kolev N, Pinto J. Dependence modeling in energy markets using Sibuya-type copulas [Internet]. International Journal of Statistics and Probability. 2017 ; 6( 3): 43-50.Available from: http://dx.doi.org/10.5539/ijsp.v6n3p43
    • Vancouver

      Kolev N, Pinto J. Dependence modeling in energy markets using Sibuya-type copulas [Internet]. International Journal of Statistics and Probability. 2017 ; 6( 3): 43-50.Available from: http://dx.doi.org/10.5539/ijsp.v6n3p43
  • In: Proceedings. Conference title: International Conference on Analytical and Computational Methods in Probability Theory - ACMPT. Unidade: IME

    Subjects: Distribuições (probabilidade)

    PrivateOnline source accessDOIHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
    • ABNT

      KOLEV, Nikolai; NGO, Ngoc; YANG, Ting Ju. Bivariate Teissier Distributions. Anais.. Cham: Springer, 2017.Disponível em: DOI: 10.1007/978-3-319-71504-9_24.
    • APA

      Kolev, N., Ngo, N., & Yang, T. J. (2017). Bivariate Teissier Distributions. In Proceedings. Cham: Springer. doi:10.1007/978-3-319-71504-9_24
    • NLM

      Kolev N, Ngo N, Yang TJ. Bivariate Teissier Distributions [Internet]. Proceedings. 2017 ;Available from: http://dx.doi.org/0.1007/978-3-319-71504-9_24
    • Vancouver

      Kolev N, Ngo N, Yang TJ. Bivariate Teissier Distributions [Internet]. Proceedings. 2017 ;Available from: http://dx.doi.org/0.1007/978-3-319-71504-9_24
  • In: Journal of Multivariate Analysis. Unidade: IME

    Subjects: Equações Diferenciais, Equações De Diferença, Distribuições (probabilidade), Análise Multivariada

    Online source accessDOIHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
    • ABNT

      KOLEV, Nikolai. Characterizations of the class of bivariate Gompertz distributions. Journal of Multivariate Analysis, San Diego, v. 148, p. 173-179, 2016. Disponível em: < http://dx.doi.org/10.1016/j.jmva.2016.03.004 > DOI: 10.1016/j.jmva.2016.03.004.
    • APA

      Kolev, N. (2016). Characterizations of the class of bivariate Gompertz distributions. Journal of Multivariate Analysis, 148, 173-179. doi:10.1016/j.jmva.2016.03.004
    • NLM

      Kolev N. Characterizations of the class of bivariate Gompertz distributions [Internet]. Journal of Multivariate Analysis. 2016 ; 148 173-179.Available from: http://dx.doi.org/10.1016/j.jmva.2016.03.004
    • Vancouver

      Kolev N. Characterizations of the class of bivariate Gompertz distributions [Internet]. Journal of Multivariate Analysis. 2016 ; 148 173-179.Available from: http://dx.doi.org/10.1016/j.jmva.2016.03.004
  • In: International Journal of Statistics and Probability. Unidade: IME

    Subjects: Distribuições (probabilidade), Processos Estocásticos

    Online source accessDOIHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
    • ABNT

      KOLEV, Nikolai; PINTO, Jayme. Characterizations of extreme value extended Marshall-Olkin models with exponential marginals. International Journal of Statistics and Probability, Toronto, v. 6, n. 1, p. 87-94, 2016. Disponível em: < https://dx.doi.org/10.5539/ijsp.v6n1p87 > DOI: 10.5539/ijsp.v6n1p87.
    • APA

      Kolev, N., & Pinto, J. (2016). Characterizations of extreme value extended Marshall-Olkin models with exponential marginals. International Journal of Statistics and Probability, 6( 1), 87-94. doi:10.5539/ijsp.v6n1p87
    • NLM

      Kolev N, Pinto J. Characterizations of extreme value extended Marshall-Olkin models with exponential marginals [Internet]. International Journal of Statistics and Probability. 2016 ; 6( 1): 87-94.Available from: https://dx.doi.org/10.5539/ijsp.v6n1p87
    • Vancouver

      Kolev N, Pinto J. Characterizations of extreme value extended Marshall-Olkin models with exponential marginals [Internet]. International Journal of Statistics and Probability. 2016 ; 6( 1): 87-94.Available from: https://dx.doi.org/10.5539/ijsp.v6n1p87
  • In: Book of abstracts. Conference title: Latin American Conference on Statistical Computing - LACSC. Unidade: IME

    Subjects: Análise De Séries Temporais

    Online source accessHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
    • ABNT

      KOLEV, Nikolai. Energy markets modelling via Sibuya-type copulas. Anais.. São Paulo: Associação Brasileira de Estatística - ABE, 2016.Disponível em: .
    • APA

      Kolev, N. (2016). Energy markets modelling via Sibuya-type copulas. In Book of abstracts (p. 21). São Paulo: Associação Brasileira de Estatística - ABE. Recuperado de https://www.ime.usp.br/~lsanchez/lacsc2016/bookabstracts_complete.pdf
    • NLM

      Kolev N. Energy markets modelling via Sibuya-type copulas [Internet]. Book of abstracts. 2016 ; 21.Available from: https://www.ime.usp.br/~lsanchez/lacsc2016/bookabstracts_complete.pdf
    • Vancouver

      Kolev N. Energy markets modelling via Sibuya-type copulas [Internet]. Book of abstracts. 2016 ; 21.Available from: https://www.ime.usp.br/~lsanchez/lacsc2016/bookabstracts_complete.pdf
  • In: Anais. Conference title: Simpósio Brasileiro de Probabilidade e Estatística - SINAPE 2016. Unidade: IME

    Subjects: Inferência Estatística

    Online source accessHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
    • ABNT

      KOLEV, Nikolai; BRANCO, Hugo; PINTO, Jayme. A modified Marshall-Olkin bivariate exponential distribution. Anais.. São Paulo, SP: Associação Brasileira de Estatística - ABE, 2016.Disponível em: .
    • APA

      Kolev, N., Branco, H., & Pinto, J. (2016). A modified Marshall-Olkin bivariate exponential distribution. In Anais. São Paulo, SP: Associação Brasileira de Estatística - ABE. Recuperado de http://www.ime.usp.br/~lsanchez/SINAPE2016/anais_sinape.pdf
    • NLM

      Kolev N, Branco H, Pinto J. A modified Marshall-Olkin bivariate exponential distribution [Internet]. Anais. 2016 ;Available from: http://www.ime.usp.br/~lsanchez/SINAPE2016/anais_sinape.pdf
    • Vancouver

      Kolev N, Branco H, Pinto J. A modified Marshall-Olkin bivariate exponential distribution [Internet]. Anais. 2016 ;Available from: http://www.ime.usp.br/~lsanchez/SINAPE2016/anais_sinape.pdf
  • In: Journal of Statistical Distributions and Applications. Unidade: IME

    Subjects: Análise Multivariada, Distribuições (probabilidade)

    Online source accessDOIHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
    • ABNT

      PINTO, Jayme; KOLEV, Nikolai. A class of continuous bivariate distributions with linear sum of hazard gradient components. Journal of Statistical Distributions and Applications, Heidelberg, v. 3, n. 1, p. 1-17, 2016. Disponível em: < https://dx.doi.org/10.1186/s40488-016-0048-x > DOI: 10.1186/s40488-016-0048-x.
    • APA

      Pinto, J., & Kolev, N. (2016). A class of continuous bivariate distributions with linear sum of hazard gradient components. Journal of Statistical Distributions and Applications, 3( 1), 1-17. doi:10.1186/s40488-016-0048-x
    • NLM

      Pinto J, Kolev N. A class of continuous bivariate distributions with linear sum of hazard gradient components [Internet]. Journal of Statistical Distributions and Applications. 2016 ; 3( 1): 1-17.Available from: https://dx.doi.org/10.1186/s40488-016-0048-x
    • Vancouver

      Pinto J, Kolev N. A class of continuous bivariate distributions with linear sum of hazard gradient components [Internet]. Journal of Statistical Distributions and Applications. 2016 ; 3( 1): 1-17.Available from: https://dx.doi.org/10.1186/s40488-016-0048-x
  • In: Marshall-Olkin Distributions - Advances in Theory and Applications: Bologna, Italy, October 2013. Unidade: IME

    Subjects: Processos Estocásticos, Distribuições (probabilidade)

    Online source accessDOIHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
    • ABNT

      PINTO, Jayme; KOLEV, Nikolai. Extended Marshall–Olkin model and its dual version. In: Marshall-Olkin Distributions - Advances in Theory and Applications: Bologna, Italy, October 2013[S.l: s.n.], 2015.Disponível em: DOI: 10.1007/978-3-319-19039-6_6.
    • APA

      Pinto, J., & Kolev, N. (2015). Extended Marshall–Olkin model and its dual version. In Marshall-Olkin Distributions - Advances in Theory and Applications: Bologna, Italy, October 2013. Cham: Springer. doi:10.1007/978-3-319-19039-6_6
    • NLM

      Pinto J, Kolev N. Extended Marshall–Olkin model and its dual version [Internet]. In: Marshall-Olkin Distributions - Advances in Theory and Applications: Bologna, Italy, October 2013. Cham: Springer; 2015. Available from: http://dx.doi.org/10.1007/978-3-319-19039-6_6
    • Vancouver

      Pinto J, Kolev N. Extended Marshall–Olkin model and its dual version [Internet]. In: Marshall-Olkin Distributions - Advances in Theory and Applications: Bologna, Italy, October 2013. Cham: Springer; 2015. Available from: http://dx.doi.org/10.1007/978-3-319-19039-6_6
  • In: Proceedings. Conference title: Conference of the Applied Stochastic Models and Data Analysis International Society and Demographics 2015 Workshop - ASMDA. Unidade: IME

    Subjects: Distribuições (probabilidade), Análise Multivariada

    Online source accessHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
    • ABNT

      KOLEV, Nikolai; PINTO, Jayme. A new notion of bivariate lack of memory property. Anais.. Athens: ISAST, 2015.Disponível em: .
    • APA

      Kolev, N., & Pinto, J. (2015). A new notion of bivariate lack of memory property. In Proceedings. Athens: ISAST. Recuperado de http://www.asmda.es/images/1_H-KO_ASMDA2015_Proceedings.pdf
    • NLM

      Kolev N, Pinto J. A new notion of bivariate lack of memory property [Internet]. Proceedings. 2015 ;Available from: http://www.asmda.es/images/1_H-KO_ASMDA2015_Proceedings.pdf
    • Vancouver

      Kolev N, Pinto J. A new notion of bivariate lack of memory property [Internet]. Proceedings. 2015 ;Available from: http://www.asmda.es/images/1_H-KO_ASMDA2015_Proceedings.pdf
  • In: Book of abstracts. Conference title: Workshop on Probabilistic and Statistical Methods - WPSM. Unidade: IME

    Subjects: Estatística E Probabilidade

    Online source accessHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
    • ABNT

      KOLEV, Nikolai; AGUILERA, Rafael. Dependence analysis via copulas. Anais.. São Carlos, SP: ICMC-USP, 2015.Disponível em: .
    • APA

      Kolev, N., & Aguilera, R. (2015). Dependence analysis via copulas. In Book of abstracts. São Carlos, SP: ICMC-USP. Recuperado de http://wpsm.icmc.usp.br/3WPSM/Program_3WPSM.pdf
    • NLM

      Kolev N, Aguilera R. Dependence analysis via copulas [Internet]. Book of abstracts. 2015 ;Available from: http://wpsm.icmc.usp.br/3WPSM/Program_3WPSM.pdf
    • Vancouver

      Kolev N, Aguilera R. Dependence analysis via copulas [Internet]. Book of abstracts. 2015 ;Available from: http://wpsm.icmc.usp.br/3WPSM/Program_3WPSM.pdf
  • In: Innovations in quantitative risk management. Conference title: Conference Risk Management Reloaded. Unidade: IME

    Subjects: Probabilidade Aplicada

    Online source accessDOIHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
    • ABNT

      PINTO, Jayme; KOLEV, Nikolai. Copula representations for invariant dependence functions. Anais.. Cham: Springer, 2015.Disponível em: DOI: 10.1007/978-3-319-09114-3_24.
    • APA

      Pinto, J., & Kolev, N. (2015). Copula representations for invariant dependence functions. In Innovations in quantitative risk management. Cham: Springer. doi:10.1007/978-3-319-09114-3_24
    • NLM

      Pinto J, Kolev N. Copula representations for invariant dependence functions [Internet]. Innovations in quantitative risk management. 2015 ;Available from: http://dx.doi.org/10.1007/978-3-319-09114-3_24
    • Vancouver

      Pinto J, Kolev N. Copula representations for invariant dependence functions [Internet]. Innovations in quantitative risk management. 2015 ;Available from: http://dx.doi.org/10.1007/978-3-319-09114-3_24
  • In: Journal of Multivariate Analysis. Unidade: IME

    Subjects: Distribuições (probabilidade), Análise Multivariada

    Online source accessDOIHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
    • ABNT

      PINTO, Jayme; KOLEV, Nikolai. Sibuya-type bivariate lack of memory property. Journal of Multivariate Analysis, San Diego, v. 134, p. 119-128, 2015. Disponível em: < http://dx.doi.org/10.1016/j.jmva.2014.11.001 > DOI: 10.1016/j.jmva.2014.11.001.
    • APA

      Pinto, J., & Kolev, N. (2015). Sibuya-type bivariate lack of memory property. Journal of Multivariate Analysis, 134, 119-128. doi:10.1016/j.jmva.2014.11.001
    • NLM

      Pinto J, Kolev N. Sibuya-type bivariate lack of memory property [Internet]. Journal of Multivariate Analysis. 2015 ; 134 119-128.Available from: http://dx.doi.org/10.1016/j.jmva.2014.11.001
    • Vancouver

      Pinto J, Kolev N. Sibuya-type bivariate lack of memory property [Internet]. Journal of Multivariate Analysis. 2015 ; 134 119-128.Available from: http://dx.doi.org/10.1016/j.jmva.2014.11.001
  • In: Applied Mathematics. Unidade: IME

    Subjects: Análise Multivariada, Análise De Variância

    Online source accessDOIHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
    • ABNT

      DIMITROV, Boyan; ESA, Sahib; KOLEV, Nikolai; PITSELIS, Georgios. Transfer of global measures of dependence into cumulative local. Applied Mathematics, Irvine, v. 5, n. 4, p. 615-627, 2014. Disponível em: < http://dx.doi.org/10.4236/am.2014.54058 > DOI: 10.4236/am.2014.54058.
    • APA

      Dimitrov, B., Esa, S., Kolev, N., & Pitselis, G. (2014). Transfer of global measures of dependence into cumulative local. Applied Mathematics, 5( 4), 615-627. doi:10.4236/am.2014.54058
    • NLM

      Dimitrov B, Esa S, Kolev N, Pitselis G. Transfer of global measures of dependence into cumulative local [Internet]. Applied Mathematics. 2014 ; 5( 4): 615-627.Available from: http://dx.doi.org/10.4236/am.2014.54058
    • Vancouver

      Dimitrov B, Esa S, Kolev N, Pitselis G. Transfer of global measures of dependence into cumulative local [Internet]. Applied Mathematics. 2014 ; 5( 4): 615-627.Available from: http://dx.doi.org/10.4236/am.2014.54058
  • In: Program and abstract. Conference title: Brazilian Meeting on Bayesian Statistics - EBEB 2014. Unidade: IME

    Subjects: Inferência Bayesiana

    Online source accessHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
    • ABNT

      KOLEV, Nikolai; FERREIRA, Leandro; AUGUSTO, jayme. Bayesian analysis of the extended Marshall-Olkin model. Anais.. [s.l.]: ISBrA, 2014.Disponível em: .
    • APA

      Kolev, N., Ferreira, L., & Augusto, jayme. (2014). Bayesian analysis of the extended Marshall-Olkin model. In Program and abstract. [s.l.]: ISBrA. Recuperado de https://www.ime.usp.br/~isbra/ebeb/ebeb2014/abstract_book-ebeb2014.pdf
    • NLM

      Kolev N, Ferreira L, Augusto jayme. Bayesian analysis of the extended Marshall-Olkin model [Internet]. Program and abstract. 2014 ;Available from: https://www.ime.usp.br/~isbra/ebeb/ebeb2014/abstract_book-ebeb2014.pdf
    • Vancouver

      Kolev N, Ferreira L, Augusto jayme. Bayesian analysis of the extended Marshall-Olkin model [Internet]. Program and abstract. 2014 ;Available from: https://www.ime.usp.br/~isbra/ebeb/ebeb2014/abstract_book-ebeb2014.pdf
  • Unidade: IME

    Subjects: Processos Estocásticos

    How to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
    • ABNT

      PINTO, Jayme; KOLEV, Nikolai. Extreme value properties of the extended Marshall-Olkin model. [S.l: s.n.], 2014.
    • APA

      Pinto, J., & Kolev, N. (2014). Extreme value properties of the extended Marshall-Olkin model. São Paulo: IME-USP.
    • NLM

      Pinto J, Kolev N. Extreme value properties of the extended Marshall-Olkin model. 2014 ;
    • Vancouver

      Pinto J, Kolev N. Extreme value properties of the extended Marshall-Olkin model. 2014 ;


Digital Library of Intellectual Production of Universidade de São Paulo     2012 - 2020