Dr. Ricardas
Zitikis
Department of Statistical and
Actuarial Sciences
University of
Western Ontario, Canada
Email: zitikis@stats.uwo.ca
Qualifications
1988 Ph.D.,
Vilnius University, Lithuania
1985 M.Sc.,
Vilnius University, Lithuania
Publications
(Selected)
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Qoyyimi,
D.T. and Zitikis, R. (2015) Measuring association via lack of co-monotonicity:
the LOC index and a problem of educational assessment, Dependence Modeling, 3
(1), 83–97.
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Furman,
E., Su, J. and Zitikis, R. (2015) Paths and indices of maximal tail dependence,
ASTIN Bulletin, 45 (3), 661–678.
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Bebbington,
M. and Zitikis, R. (2016) Dynamic uncertainty in cost-benefit analysis of
evacuation prior to a volcanic eruption, Mathematical Geosciences, 48 (2),
123–148.
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Furman,
E., Kuznetsov, A., Su, J. and Zitikis, R. (2016) Tail dependence of the
Gaussian copula revisited, Insurance: Mathematics and Economics, 69 (July),
97–103.
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Asimit,
A.V., Vernic, R. and Zitikis, R. (2016) Background risk models and stepwise
portfolio construction, Methodology and Computing in Applied Probability, 18
(3), 805–827.
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Bennett, C.J.
and Zitikis, R. (2015) Ignorance, lotteries, and measures of economic
inequality, Journal of Economic Inequality, 13 (2), 309–316.
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Qoyyimi, D.T.
and Zitikis, R. (2015) Measuring association via lack of co-monotonicity: the
LOC index and a problem of educational assessment, Dependence Modeling, 3 (1),
83–97.
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Brazauskas,
V., Jones, B.L. and Zitikis, R. (2015) Trends in disguise, Annals of Actuarial
Science, 9 (1), 58–71.
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Gadrich, T.,
Bashkansky, E. and Zitikis, R. (2015) Assessing variation: a unifying approach
for all scales of measurement, Quality & Quantity, 49 (3), 1145–1167.
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Egozcue, M.,
Massoni, S., Wong, W.K. and Zitikis, R. (2014) Integration-segregation
decisions under general value functions: “Create your own bundle–choose 1, 2 or
all 3!”, IMA Journal of Management Mathematics, 25 (1), 57–72.
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Sendov, H. S.
and Zitikis, R. (2014) The shape of the Borwein-Affleck-Girgensohn function
generated by completely monotone and Bernstein functions, Journal of
Optimization Theory and Applications, 160 (1), 67–89.
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Greselin, F.,
Pasquazzi, L. and Zitikis, R. (2014) Heavy tailed capital incomes: Zenga index,
statistical inference, and ECHP data analysis, Extremes, 17 (1), 127–155.
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Bebbington,
M., Green, R., Lai, C.D. and Zitikis, R. (2014) Beyond the Gompertz law:
exploring the late-life mortality deceleration phenomenon, Scandinavian
Actuarial Journal, 2014 (3), 189–207.
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Bennett, C.J.
and Zitikis, R. (2014) Estimation of optimal portfolio weights under parameter
uncertainty and user-specified constraints: a perturbation method, Journal of
Statistical Theory and Practice, 8 (3, Special Issue on “Advances in
Interdisciplinary Statistics and Combinatorics”), 423–438.
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Qoyyimi, D.T.
and Zitikis, R. (2014) Measuring the lack of monotonicity in functions, The
Mathematical Scientist, 39 (2), 107–117.
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Egozcue, M.,
Fuentes Garcıa, L., Wong, W.K. and Zitikis, R. (2013) Convex combinations of
quadrant dependent copulas, Applied Mathematics Letters, 26 (2), 249–251.
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Greselin, F.,
Pasquazzi, L. and Zitikis, R. (2013) Contrasting the Gini and Zenga indices of
economic inequality, Journal of Applied Statistics, 40 (2), 282–297.
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Bennett, C.J.
and Zitikis, R. (2013) Examining the distributional effects of military service
on earnings: a test of initial dominance, Journal of Business & Economic
Statistics, 31 (1), 1–15.
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Egozcue, M.,
Fuentes Garcıa, L. and Zitikis, R. (2013) An optimal strategy for maximizing
the expected real-estate selling price: accept or reject an offer? Journal of
Statistical Theory and Practice, 7 (3), 596–609.
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Asimit, A.V.,
Vernic, R. and Zitikis, R. (2013) Evaluating risk measures and capital
allocations based on multi-losses driven by a heavy-tailed background risk: the
multivariate Pareto-II model, Risks, 1 (1), 14–33.
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Egozcue, M.,
Fuentes Garcıa, L., Wong, W.K. and Zitikis, R. (2012) The smallest upper bound
for the pth absolute central moment of a class of random variables, The
Mathematical Scientist, 37 (2), 125–131.
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Bebbington,
M., Lai, C.D., Wellington, M. and Zitikis, R. (2012) The discrete additive
Weibull distribution: A bathtub-shaped hazard for discontinuous failure data, Reliability
Engineering and System Safety, 106 (October), 37–44.
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Bai, Z., Hui,
Y., Wong, W.K. and Zitikis, R. (2012) Prospect performance evaluation: making a
case for a non-asymptotic UMPU test, Journal of Financial Econometrics, 10 (4),
703–732.
Profile
Details
http://www.stats.uwo.ca/faculty/zitikis/main.htm
https://www.researchgate.net/profile/Ricardas_Zitikis
https://scholar.google.ca/citations?hl=en&user=miIEeRsAAAAJ&view_op=list_works&sortby=pubdate