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Artigo de periodico
Representation of certain lifetime models via sequences of special numbers (2023)
Genest, Christian ; Kolev, Nikolai
Source: Reliability: Theory & Applications. Unidade: IME
Subjects: POLINÔMIOS DE BERNOULLI, ANÁLISE FUNCIONAL NÃO LINEAR
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
GENEST, Christian e KOLEV, Nikolai. Representation of certain lifetime models via sequences of special numbers. Reliability: Theory & Applications, v. 18, n. 1, p. 360-367, 2023Tradução . . Disponível em: https://gnedenko.net/Journal/2023/012023/RTA_1_2023-28.pdf. Acesso em: 03 nov. 2024.
APA
Genest, C., & Kolev, N. (2023). Representation of certain lifetime models via sequences of special numbers. Reliability: Theory & Applications, 18( 1), 360-367. Recuperado de https://gnedenko.net/Journal/2023/012023/RTA_1_2023-28.pdf
NLM
Genest C, Kolev N. Representation of certain lifetime models via sequences of special numbers [Internet]. Reliability: Theory & Applications. 2023 ; 18( 1): 360-367.[citado 2024 nov. 03 ] Available from: https://gnedenko.net/Journal/2023/012023/RTA_1_2023-28.pdf
Vancouver
Genest C, Kolev N. Representation of certain lifetime models via sequences of special numbers [Internet]. Reliability: Theory & Applications. 2023 ; 18( 1): 360-367.[citado 2024 nov. 03 ] Available from: https://gnedenko.net/Journal/2023/012023/RTA_1_2023-28.pdf
Trabalho de evento-anais periodico
Probability models generated via line integral and joint life insurance application (2023)
Kolev, Nikolai
Source: Proceeding Series of the Brazilian Society of Computational and Applied Mathematics. Conference titles: Congresso Nacional de Matemática Aplicada e Computacional - CNMAC. Unidade: IME
Subjects: ANÁLISE DE RISCO, ANÁLISE DE SOBREVIVÊNCIA, DADOS CATEGORIZADOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
KOLEV, Nikolai. Probability models generated via line integral and joint life insurance application. Proceeding Series of the Brazilian Society of Computational and Applied Mathematics. São Carlos: SBMAC. Disponível em: https://proceedings.sbmac.org.br/sbmac/article/view/4124/4178. Acesso em: 03 nov. 2024. , 2023
APA
Kolev, N. (2023). Probability models generated via line integral and joint life insurance application. Proceeding Series of the Brazilian Society of Computational and Applied Mathematics. São Carlos: SBMAC. doi:10.5540/03.2023.010.01.0084
NLM
Kolev N. Probability models generated via line integral and joint life insurance application [Internet]. Proceeding Series of the Brazilian Society of Computational and Applied Mathematics. 2023 ; 10( 1): 1-7.[citado 2024 nov. 03 ] Available from: https://proceedings.sbmac.org.br/sbmac/article/view/4124/4178
Vancouver
Kolev N. Probability models generated via line integral and joint life insurance application [Internet]. Proceeding Series of the Brazilian Society of Computational and Applied Mathematics. 2023 ; 10( 1): 1-7.[citado 2024 nov. 03 ] Available from: https://proceedings.sbmac.org.br/sbmac/article/view/4124/4178
Artigo de periodico
Probability solutions of the Sincov’s functional equation on the set of nonnegative integers (2022)
Kolev, Nikolai ; Mulinacci, Sabrina
Source: Brazilian Journal of Probability and Statistics. Unidade: IME
Assunto: PROBABILIDADE
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
KOLEV, Nikolai e MULINACCI, Sabrina. Probability solutions of the Sincov’s functional equation on the set of nonnegative integers. Brazilian Journal of Probability and Statistics, v. 36, n. 4, p. 685-691, 2022Tradução . . Disponível em: https://doi.org/10.1214/22-BJPS548. Acesso em: 03 nov. 2024.
APA
Kolev, N., & Mulinacci, S. (2022). Probability solutions of the Sincov’s functional equation on the set of nonnegative integers. Brazilian Journal of Probability and Statistics, 36( 4), 685-691. doi:10.1214/22-BJPS548
NLM
Kolev N, Mulinacci S. Probability solutions of the Sincov’s functional equation on the set of nonnegative integers [Internet]. Brazilian Journal of Probability and Statistics. 2022 ; 36( 4): 685-691.[citado 2024 nov. 03 ] Available from: https://doi.org/10.1214/22-BJPS548
Vancouver
Kolev N, Mulinacci S. Probability solutions of the Sincov’s functional equation on the set of nonnegative integers [Internet]. Brazilian Journal of Probability and Statistics. 2022 ; 36( 4): 685-691.[citado 2024 nov. 03 ] Available from: https://doi.org/10.1214/22-BJPS548
Artigo de periodico
New characterizations of bivariate discrete Schur-constant models (2022)
Kolev, Nikolai ; Mulinacci, Sabrina
Source: Statistics and Probability Letters. Unidade: IME
Assunto: ANÁLISE MULTIVARIADA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
KOLEV, Nikolai e MULINACCI, Sabrina. New characterizations of bivariate discrete Schur-constant models. Statistics and Probability Letters, v. 180, n. artigo 109233, p. 1-4, 2022Tradução . . Disponível em: https://doi.org/10.1016/j.spl.2021.109233. Acesso em: 03 nov. 2024.
APA
Kolev, N., & Mulinacci, S. (2022). New characterizations of bivariate discrete Schur-constant models. Statistics and Probability Letters, 180( artigo 109233), 1-4. doi:10.1016/j.spl.2021.109233
NLM
Kolev N, Mulinacci S. New characterizations of bivariate discrete Schur-constant models [Internet]. Statistics and Probability Letters. 2022 ; 180( artigo 109233): 1-4.[citado 2024 nov. 03 ] Available from: https://doi.org/10.1016/j.spl.2021.109233
Vancouver
Kolev N, Mulinacci S. New characterizations of bivariate discrete Schur-constant models [Internet]. Statistics and Probability Letters. 2022 ; 180( artigo 109233): 1-4.[citado 2024 nov. 03 ] Available from: https://doi.org/10.1016/j.spl.2021.109233
Artigo de periodico
Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications (2021)
Gobbi, Fabio ; Kolev, Nikolai ; Mulinacci, Sabrina
Source: Insurance: Mathematics and Economics. Unidade: IME
Subjects: ESTATÍSTICA, MACROECONOMIA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
GOBBI, Fabio e KOLEV, Nikolai e MULINACCI, Sabrina. Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications. Insurance: Mathematics and Economics, v. 101, p. 342-358, 2021Tradução . . Disponível em: https://doi.org/10.1016/j.insmatheco.2021.08.007. Acesso em: 03 nov. 2024.
APA
Gobbi, F., Kolev, N., & Mulinacci, S. (2021). Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications. Insurance: Mathematics and Economics, 101, 342-358. doi:10.1016/j.insmatheco.2021.08.007
NLM
Gobbi F, Kolev N, Mulinacci S. Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications [Internet]. Insurance: Mathematics and Economics. 2021 ; 101 342-358.[citado 2024 nov. 03 ] Available from: https://doi.org/10.1016/j.insmatheco.2021.08.007
Vancouver
Gobbi F, Kolev N, Mulinacci S. Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications [Internet]. Insurance: Mathematics and Economics. 2021 ; 101 342-358.[citado 2024 nov. 03 ] Available from: https://doi.org/10.1016/j.insmatheco.2021.08.007
Artigo de periodico
A law of uniform seniority for dependent lives (2021)
Genest, Christian ; Kolev, Nikolai
Source: Scandinavian Actuarial Journal. Unidade: IME
Subjects: ANÁLISE DE SOBREVIVÊNCIA, ANÁLISE MULTIVARIADA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
GENEST, Christian e KOLEV, Nikolai. A law of uniform seniority for dependent lives. Scandinavian Actuarial Journal, v. 2021, n. 8, p. 726-743, 2021Tradução . . Disponível em: https://doi.org/10.1080/03461238.2021.1895299. Acesso em: 03 nov. 2024.
APA
Genest, C., & Kolev, N. (2021). A law of uniform seniority for dependent lives. Scandinavian Actuarial Journal, 2021( 8), 726-743. doi:10.1080/03461238.2021.1895299
NLM
Genest C, Kolev N. A law of uniform seniority for dependent lives [Internet]. Scandinavian Actuarial Journal. 2021 ; 2021( 8): 726-743.[citado 2024 nov. 03 ] Available from: https://doi.org/10.1080/03461238.2021.1895299
Vancouver
Genest C, Kolev N. A law of uniform seniority for dependent lives [Internet]. Scandinavian Actuarial Journal. 2021 ; 2021( 8): 726-743.[citado 2024 nov. 03 ] Available from: https://doi.org/10.1080/03461238.2021.1895299
Artigo de periodico
New measure of the bivariate asymmetry (2021)
Bahraoui, Tarik ; Kolev, Nikolai
Source: Sankhya A. Unidade: IME
Subjects: ANÁLISE MULTIVARIADA, INFERÊNCIA NÃO PARAMÉTRICA, DISTRIBUIÇÕES (PROBABILIDADE)
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
BAHRAOUI, Tarik e KOLEV, Nikolai. New measure of the bivariate asymmetry. Sankhya A, v. 83, n. 1, p. 421-448, 2021Tradução . . Disponível em: https://doi.org/10.1007/s13171-019-00197-w. Acesso em: 03 nov. 2024.
APA
Bahraoui, T., & Kolev, N. (2021). New measure of the bivariate asymmetry. Sankhya A, 83( 1), 421-448. doi:10.1007/s13171-019-00197-w
NLM
Bahraoui T, Kolev N. New measure of the bivariate asymmetry [Internet]. Sankhya A. 2021 ; 83( 1): 421-448.[citado 2024 nov. 03 ] Available from: https://doi.org/10.1007/s13171-019-00197-w
Vancouver
Bahraoui T, Kolev N. New measure of the bivariate asymmetry [Internet]. Sankhya A. 2021 ; 83( 1): 421-448.[citado 2024 nov. 03 ] Available from: https://doi.org/10.1007/s13171-019-00197-w
Artigo de periodico
Discrete line integral on uniform grids: probabilistic interpretation and applications (2020)
Kolev, Nikolai
Source: Brazilian Journal of Probability and Statistics. Unidade: IME
Subjects: DISTRIBUIÇÕES (PROBABILIDADE), EQUAÇÕES DIFERENCIAIS FUNCIONAIS, ANÁLISE DE SOBREVIVÊNCIA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
KOLEV, Nikolai. Discrete line integral on uniform grids: probabilistic interpretation and applications. Brazilian Journal of Probability and Statistics, v. 34, n. 4, p. 821-843, 2020Tradução . . Disponível em: https://doi.org/10.1214/19-BJPS454. Acesso em: 03 nov. 2024.
APA
Kolev, N. (2020). Discrete line integral on uniform grids: probabilistic interpretation and applications. Brazilian Journal of Probability and Statistics, 34( 4), 821-843. doi:10.1214/19-BJPS454
NLM
Kolev N. Discrete line integral on uniform grids: probabilistic interpretation and applications [Internet]. Brazilian Journal of Probability and Statistics. 2020 ; 34( 4): 821-843.[citado 2024 nov. 03 ] Available from: https://doi.org/10.1214/19-BJPS454
Vancouver
Kolev N. Discrete line integral on uniform grids: probabilistic interpretation and applications [Internet]. Brazilian Journal of Probability and Statistics. 2020 ; 34( 4): 821-843.[citado 2024 nov. 03 ] Available from: https://doi.org/10.1214/19-BJPS454
Artigo de periodico
Joint life insurance pricing using extended Marshall–Olkin models (2019)
Gobbi, Fabio; Kolev, Nikolai ; Mulinacci, Sabrina
Source: ASTIN Bulletin. Unidade: IME
Assunto: DISTRIBUIÇÕES (PROBABILIDADE)
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
GOBBI, Fabio e KOLEV, Nikolai e MULINACCI, Sabrina. Joint life insurance pricing using extended Marshall–Olkin models. ASTIN Bulletin, v. 49 , n. 2 , p. 409-432, 2019Tradução . . Disponível em: https://doi.org/10.1017/asb.2019.3. Acesso em: 03 nov. 2024.
APA
Gobbi, F., Kolev, N., & Mulinacci, S. (2019). Joint life insurance pricing using extended Marshall–Olkin models. ASTIN Bulletin, 49 ( 2 ), 409-432. 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 ; 49 ( 2 ): 409-432.[citado 2024 nov. 03 ] 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 ; 49 ( 2 ): 409-432.[citado 2024 nov. 03 ] Available from: https://doi.org/10.1017/asb.2019.3
Artigo de periodico
A weak version of bivariate lack of memory property (2018)
Kolev, Nikolai ; Pinto, Jayme
Source: Brazilian Journal of Probability and Statistics. Unidade: IME
Subjects: DISTRIBUIÇÕES (PROBABILIDADE), ANÁLISE MULTIVARIADA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
KOLEV, Nikolai e PINTO, Jayme. A weak version of bivariate lack of memory property. Brazilian Journal of Probability and Statistics, v. 32, n. 4, p. 873-906, 2018Tradução . . Disponível em: https://doi.org/10.1214/17-BJPS371. Acesso em: 03 nov. 2024.
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.[citado 2024 nov. 03 ] 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.[citado 2024 nov. 03 ] Available from: https://doi.org/10.1214/17-BJPS371
Artigo de periodico
Functional equations involving Sibuya’s dependence function (2018)
Kolev, Nikolai ; Pinto, Jayme
Source: Aequationes mathematicae. Unidade: IME
Subjects: PROCESSOS ESTOCÁSTICOS, PROBABILIDADE
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
KOLEV, Nikolai e PINTO, Jayme. Functional equations involving Sibuya’s dependence function. Aequationes mathematicae, v. 92, n. 3, p. 441-451, 2018Tradução . . Disponível em: https://doi.org/10.1007/s00010-018-0544-9. Acesso em: 03 nov. 2024.
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.[citado 2024 nov. 03 ] Available from: https://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.[citado 2024 nov. 03 ] Available from: https://doi.org/10.1007/s00010-018-0544-9
Artigo de periodico
Reliability function of renewable system under Marshall-Olkin failure model (2018)
Kozyrev, Dmitry; Rykov, Vladimir; Kolev, Nikolai
Source: Reliability: Theory and Applications. Unidade: IME
Subjects: TEORIA DA CONFIABILIDADE, TRANSFORMADA DE LAPLACE
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
KOZYREV, Dmitry e RYKOV, Vladimir e KOLEV, Nikolai. Reliability function of renewable system under Marshall-Olkin failure model. Reliability: Theory and Applications, v. 13, n. 1 (48), p. 39-46, 2018Tradução . . Disponível em: https://doi.org/10.24411/1932-2321-2018-00004. Acesso em: 03 nov. 2024.
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.[citado 2024 nov. 03 ] Available from: https://doi.org/10.24411/1932-2321-2018-00004
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.[citado 2024 nov. 03 ] Available from: https://doi.org/10.24411/1932-2321-2018-00004
Trabalho de evento
Bivariate Teissier Distributions (2017)
Kolev, Nikolai ; Ngo, Ngoc; Yang, Ting Ju
Source: Proceedings. Conference titles: International Conference on Analytical and Computational Methods in Probability Theory - ACMPT. Unidade: IME
Assunto: DISTRIBUIÇÕES (PROBABILIDADE)
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
KOLEV, Nikolai e NGO, Ngoc e YANG, Ting Ju. Bivariate Teissier Distributions. 2017, Anais.. Cham: Springer, 2017. Disponível em: https://doi.org/10.1007/978-3-319-71504-9_24. Acesso em: 03 nov. 2024.
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 ;[citado 2024 nov. 03 ] Available from: https://doi.org/10.1007/978-3-319-71504-9_24
Vancouver
Kolev N, Ngo N, Yang TJ. Bivariate Teissier Distributions [Internet]. Proceedings. 2017 ;[citado 2024 nov. 03 ] Available from: https://doi.org/10.1007/978-3-319-71504-9_24
Artigo de periodico
Dependence modeling in energy markets using Sibuya-type copulas (2017)
Kolev, Nikolai ; Pinto, Jayme
Source: International Journal of Statistics and Probability. Unidade: IME
Assunto: ANÁLISE DE SÉRIES TEMPORAIS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
KOLEV, Nikolai e PINTO, Jayme. Dependence modeling in energy markets using Sibuya-type copulas. International Journal of Statistics and Probability, v. 6, n. 3, p. 43-50, 2017Tradução . . Disponível em: https://doi.org/10.5539/ijsp.v6n3p43. Acesso em: 03 nov. 2024.
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.[citado 2024 nov. 03 ] Available from: https://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.[citado 2024 nov. 03 ] Available from: https://doi.org/10.5539/ijsp.v6n3p43
Artigo de periodico
Characterizations of extreme value extended Marshall-Olkin models with exponential marginals (2016)
Kolev, Nikolai ; Pinto, Jayme
Source: International Journal of Statistics and Probability. Unidade: IME
Subjects: DISTRIBUIÇÕES (PROBABILIDADE), PROCESSOS ESTOCÁSTICOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
KOLEV, Nikolai e PINTO, Jayme. Characterizations of extreme value extended Marshall-Olkin models with exponential marginals. International Journal of Statistics and Probability, v. 6, n. 1, p. 87-94, 2016Tradução . . Disponível em: https://doi.org/10.5539/ijsp.v6n1p87. Acesso em: 03 nov. 2024.
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.[citado 2024 nov. 03 ] Available from: https://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.[citado 2024 nov. 03 ] Available from: https://doi.org/10.5539/ijsp.v6n1p87
Trabalho de evento-resumo
Energy markets modelling via Sibuya-type copulas (2016)
Kolev, Nikolai
Source: Book of abstracts. Conference titles: Latin American Conference on Statistical Computing - LACSC. Unidade: IME
Assunto: ANÁLISE DE SÉRIES TEMPORAIS
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. 2016, Anais.. São Paulo: Associação Brasileira de Estatística - ABE, 2016. p. 21. Disponível em: https://www.ime.usp.br/~lsanchez/lacsc2016/bookabstracts_complete.pdf. Acesso em: 03 nov. 2024.
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.[citado 2024 nov. 03 ] 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.[citado 2024 nov. 03 ] Available from: https://www.ime.usp.br/~lsanchez/lacsc2016/bookabstracts_complete.pdf
Artigo de periodico
A class of continuous bivariate distributions with linear sum of hazard gradient components (2016)
Pinto, Jayme; Kolev, Nikolai
Source: Journal of Statistical Distributions and Applications. Unidade: IME
Subjects: ANÁLISE MULTIVARIADA, DISTRIBUIÇÕES (PROBABILIDADE)
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
PINTO, Jayme e KOLEV, Nikolai. A class of continuous bivariate distributions with linear sum of hazard gradient components. Journal of Statistical Distributions and Applications, v. 3, n. 1, p. 1-17, 2016Tradução . . Disponível em: https://doi.org/10.1186/s40488-016-0048-x. Acesso em: 03 nov. 2024.
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.[citado 2024 nov. 03 ] Available from: https://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.[citado 2024 nov. 03 ] Available from: https://doi.org/10.1186/s40488-016-0048-x
Trabalho de evento-resumo
A modified Marshall-Olkin bivariate exponential distribution (2016)
Kolev, Nikolai ; Branco, Hugo; Pinto, Jayme
Source: Anais. Conference titles: Simpósio Brasileiro de Probabilidade e Estatística - SINAPE 2016. Unidade: IME
Assunto: INFERÊNCIA ESTATÍSTICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
KOLEV, Nikolai e BRANCO, Hugo e PINTO, Jayme. A modified Marshall-Olkin bivariate exponential distribution. 2016, Anais.. São Paulo, SP: Associação Brasileira de Estatística - ABE, 2016. Disponível em: http://www.ime.usp.br/~lsanchez/SINAPE2016/anais_sinape.pdf. Acesso em: 03 nov. 2024.
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 ;[citado 2024 nov. 03 ] 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 ;[citado 2024 nov. 03 ] Available from: http://www.ime.usp.br/~lsanchez/SINAPE2016/anais_sinape.pdf
Trabalho de evento-resumo
Dependence analysis via copulas (2015)
Kolev, Nikolai ; Aguilera, Rafael
Source: Book of abstracts. Conference titles: Workshop on Probabilistic and Statistical Methods - WPSM. Unidade: IME
Assunto: ESTATÍSTICA E PROBABILIDADE
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
KOLEV, Nikolai e AGUILERA, Rafael. Dependence analysis via copulas. 2015, Anais.. São Carlos, SP: ICMC-USP, 2015. Disponível em: http://wpsm.icmc.usp.br/3WPSM/Program_3WPSM.pdf. Acesso em: 03 nov. 2024.
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 ;[citado 2024 nov. 03 ] 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 ;[citado 2024 nov. 03 ] Available from: http://wpsm.icmc.usp.br/3WPSM/Program_3WPSM.pdf
Trabalho de evento
A new notion of bivariate lack of memory property (2015)
Kolev, Nikolai ; Pinto, Jayme
Source: Proceedings. Conference titles: Conference of the Applied Stochastic Models and Data Analysis International Society and Demographics 2015 Workshop - ASMDA. Unidade: IME
Subjects: DISTRIBUIÇÕES (PROBABILIDADE), ANÁLISE MULTIVARIADA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
KOLEV, Nikolai e PINTO, Jayme. A new notion of bivariate lack of memory property. 2015, Anais.. Athens: ISAST, 2015. Disponível em: http://www.asmda.es/images/1_H-KO_ASMDA2015_Proceedings.pdf. Acesso em: 03 nov. 2024.
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 ;[citado 2024 nov. 03 ] 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 ;[citado 2024 nov. 03 ] Available from: http://www.asmda.es/images/1_H-KO_ASMDA2015_Proceedings.pdf

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