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Filtros : "IME" "KOLEV, NIKOLAI VALTCHEV" Limpar

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  • 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

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      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: 27 set. 2023.

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      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

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      Kolev N, Mulinacci S. New characterizations of bivariate discrete Schur-constant models [Internet]. Statistics and Probability Letters. 2022 ; 180( artigo 109233): 1-4.[citado 2023 set. 27 ] 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 2023 set. 27 ] Available from: https://doi.org/10.1016/j.spl.2021.109233

  • 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

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      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: 27 set. 2023.

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      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

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      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 2023 set. 27 ] 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 2023 set. 27 ] Available from: https://doi.org/10.1214/22-BJPS548

  • 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

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      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: 27 set. 2023.

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      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

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      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 2023 set. 27 ] 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 2023 set. 27 ] 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

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      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: 27 set. 2023.

    • 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

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      Genest C, Kolev N. A law of uniform seniority for dependent lives [Internet]. Scandinavian Actuarial Journal. 2021 ; 2021( 8): 726-743.[citado 2023 set. 27 ] 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 2023 set. 27 ] 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)

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      BAHRAOUI, Tarik e KOLEV, Nikolai. New measure of the bivariate asymmetry. Sankhya A, v. 83, n. 1, p. 421-448, 2021Tradução . . Disponível em: http://dx.doi.org/10.1007/s13171-019-00197-w. Acesso em: 27 set. 2023.

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      Bahraoui, T., & Kolev, N. (2021). New measure of the bivariate asymmetry. Sankhya A, 83( 1), 421-448. doi:10.1007/s13171-019-00197-w

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      Bahraoui T, Kolev N. New measure of the bivariate asymmetry [Internet]. Sankhya A. 2021 ; 83( 1): 421-448.[citado 2023 set. 27 ] 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. 2021 ; 83( 1): 421-448.[citado 2023 set. 27 ] Available from: http://dx.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

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      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: 27 set. 2023.

    • 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

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      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 2023 set. 27 ] 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 2023 set. 27 ] 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)

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      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: 27 set. 2023.

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      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

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      Gobbi F, Kolev N, Mulinacci S. Joint life insurance pricing using extended Marshall–Olkin models [Internet]. ASTIN Bulletin. 2019 ; 49 ( 2 ): 409-432.[citado 2023 set. 27 ] 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 2023 set. 27 ] Available from: https://doi.org/10.1017/asb.2019.3

  • Artigo de periodico

    Functional equations involving Sibuya’s dependence function (2018)

    Kolev, Nikolai ; Pinto, Jayme

    Source: Aequationes mathematicae. Unidade: IME

    Subjects: PROCESSOS ESTOCÁSTICOS, PROBABILIDADE

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      KOLEV, Nikolai e PINTO, Jayme. Functional equations involving Sibuya’s dependence function. Aequationes mathematicae, v. 92, n. 3, p. 441-451, 2018Tradução . . Disponível em: http://dx.doi.org/10.1007/s00010-018-0544-9. Acesso em: 27 set. 2023.

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      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

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      Kolev N, Pinto J. Functional equations involving Sibuya’s dependence function [Internet]. Aequationes mathematicae. 2018 ; 92( 3): 441-451.[citado 2023 set. 27 ] 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.[citado 2023 set. 27 ] Available from: http://dx.doi.org/10.1007/s00010-018-0544-9

  • 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

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      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: 27 set. 2023.

    • 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 2023 set. 27 ] 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 2023 set. 27 ] Available from: https://doi.org/10.1214/17-BJPS371

  • 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

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      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://cyberleninka.ru/article/v/reliability-function-of-renewable-system-under-marshall-olkin-failure-model. Acesso em: 27 set. 2023.

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      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 2023 set. 27 ] 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.[citado 2023 set. 27 ] Available from: https://cyberleninka.ru/article/v/reliability-function-of-renewable-system-under-marshall-olkin-failure-model

  • 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

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      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: http://dx.doi.org/10.5539/ijsp.v6n3p43. Acesso em: 27 set. 2023.

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      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 2023 set. 27 ] 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.[citado 2023 set. 27 ] Available from: http://dx.doi.org/10.5539/ijsp.v6n3p43

  • 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)

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      KOLEV, Nikolai e NGO, Ngoc e YANG, Ting Ju. Bivariate Teissier Distributions. 2017, Anais.. Cham: Springer, 2017. Disponível em: http://dx.doi.org/10.1007/978-3-319-71504-9_24. Acesso em: 27 set. 2023.

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

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      Kolev N, Ngo N, Yang TJ. Bivariate Teissier Distributions [Internet]. Proceedings. 2017 ;[citado 2023 set. 27 ] Available from: http://dx.doi.org/10.1007/978-3-319-71504-9_24

    • Vancouver

      Kolev N, Ngo N, Yang TJ. Bivariate Teissier Distributions [Internet]. Proceedings. 2017 ;[citado 2023 set. 27 ] Available from: http://dx.doi.org/10.1007/978-3-319-71504-9_24

  • Artigo de periodico

    Characterizations of the class of bivariate Gompertz distributions (2016)

    Kolev, Nikolai

    Source: Journal of Multivariate Analysis. Unidade: IME

    Subjects: EQUAÇÕES DIFERENCIAIS, EQUAÇÕES DE DIFERENÇA, DISTRIBUIÇÕES (PROBABILIDADE), ANÁLISE MULTIVARIADA

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      KOLEV, Nikolai. Characterizations of the class of bivariate Gompertz distributions. Journal of Multivariate Analysis, v. 148, p. 173-179, 2016Tradução . . Disponível em: http://dx.doi.org/10.1016/j.jmva.2016.03.004. Acesso em: 27 set. 2023.

    • 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

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      Kolev N. Characterizations of the class of bivariate Gompertz distributions [Internet]. Journal of Multivariate Analysis. 2016 ; 148 173-179.[citado 2023 set. 27 ] 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.[citado 2023 set. 27 ] Available from: http://dx.doi.org/10.1016/j.jmva.2016.03.004

  • 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

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      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://dx.doi.org/10.5539/ijsp.v6n1p87. Acesso em: 27 set. 2023.

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      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 2023 set. 27 ] 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.[citado 2023 set. 27 ] Available from: https://dx.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

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      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: 27 set. 2023.

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      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 2023 set. 27 ] 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 2023 set. 27 ] 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)

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      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://dx.doi.org/10.1186/s40488-016-0048-x. Acesso em: 27 set. 2023.

    • 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 2023 set. 27 ] 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.[citado 2023 set. 27 ] Available from: https://dx.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

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      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: 27 set. 2023.

    • 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 2023 set. 27 ] 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 2023 set. 27 ] Available from: http://www.ime.usp.br/~lsanchez/SINAPE2016/anais_sinape.pdf

  • Parte de monografia/livro

    Extended Marshall–Olkin model and its dual version (2015)

    Pinto, Jayme; Kolev, Nikolai

    Source: Marshall-Olkin Distributions - Advances in Theory and Applications: Bologna, Italy, October 2013. Unidade: IME

    Subjects: PROCESSOS ESTOCÁSTICOS, DISTRIBUIÇÕES (PROBABILIDADE)

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    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas

    • ABNT

      PINTO, Jayme e KOLEV, Nikolai. Extended Marshall–Olkin model and its dual version. Marshall-Olkin Distributions - Advances in Theory and Applications: Bologna, Italy, October 2013. Tradução . Cham: Springer, 2015. . Disponível em: http://dx.doi.org/10.1007/978-3-319-19039-6_6. Acesso em: 27 set. 2023.

    • 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. [citado 2023 set. 27 ] 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. [citado 2023 set. 27 ] Available from: http://dx.doi.org/10.1007/978-3-319-19039-6_6

  • Trabalho de evento

    Copula representations for invariant dependence functions (2015)

    Pinto, Jayme; Kolev, Nikolai

    Source: Innovations in quantitative risk management. Conference titles: Conference Risk Management Reloaded. Unidade: IME

    Assunto: PROBABILIDADE APLICADA

    Acesso à fonteDOIHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas

    • ABNT

      PINTO, Jayme e KOLEV, Nikolai. Copula representations for invariant dependence functions. 2015, Anais.. Cham: Springer, 2015. Disponível em: http://dx.doi.org/10.1007/978-3-319-09114-3_24. Acesso em: 27 set. 2023.

    • 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 ;[citado 2023 set. 27 ] 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 ;[citado 2023 set. 27 ] Available from: http://dx.doi.org/10.1007/978-3-319-09114-3_24

  • Artigo de periodico

    Sibuya-type bivariate lack of memory property (2015)

    Pinto, Jayme; Kolev, Nikolai

    Source: Journal of Multivariate Analysis. Unidade: IME

    Subjects: DISTRIBUIÇÕES (PROBABILIDADE), ANÁLISE MULTIVARIADA

    Acesso à fonteDOIHow to cite
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    • ABNT

      PINTO, Jayme e KOLEV, Nikolai. Sibuya-type bivariate lack of memory property. Journal of Multivariate Analysis, v. 134, p. 119-128, 2015Tradução . . Disponível em: http://dx.doi.org/10.1016/j.jmva.2014.11.001. Acesso em: 27 set. 2023.

    • 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.[citado 2023 set. 27 ] 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.[citado 2023 set. 27 ] Available from: http://dx.doi.org/10.1016/j.jmva.2014.11.001

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