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Kukush Alexander
Kukush Alexander
Professor at Taras Shevchenko National University of Kyiv, Senior Researcher at NRCRM
Bestätigte E-Mail-Adresse bei knu.ua - Startseite
Titel
Zitiert von
Zitiert von
Jahr
The element-wise weighted total least-squares problem
I Markovsky, ML Rastello, A Premoli, A Kukush, S Van Huffel
Computational Statistics & Data Analysis 50 (1), 181-209, 2006
1492006
Remarks on quantiles and distortion risk measures
J Dhaene, A Kukush, D Linders, Q Tang
European Actuarial Journal 2, 319-328, 2012
1282012
Consistent least squares fitting of ellipsoids
I Markovsky, A Kukush, SV Huffel
Numerische Mathematik 98, 177-194, 2004
1072004
Consistency of elementwise-weighted total least squares estimator in a multivariate errors-in-variables model AX=B
A Kukush, S Van Huffel
Metrika 59 (1), 75-97, 2004
1042004
Consistency of the structured total least squares estimator in a multivariate errors-in-variables model
A Kukush, I Markovsky, S Van Huffel
Journal of Statistical Planning and Inference 133 (2), 315-358, 2005
812005
Impact of uncertainties in exposure assessment on estimates of thyroid cancer risk among Ukrainian children and adolescents exposed from the Chernobyl accident
MP Little, AG Kukush, SV Masiuk, S Shklyar, RJ Carroll, JH Lubin, ...
PLoS one 9 (1), e85723, 2014
562014
Guest editorial: Total least squares and errors-in-variables modeling
S Van Huffel, I Markovsky, R Vaccaro, T Soderstrom
Signal Processing 87, 2281-2282, 2007
562007
Consistent estimation in an implicit quadratic measurement error model
A Kukush, I Markovsky, S Van Huffel
Computational statistics & data analysis 47 (1), 123-147, 2004
552004
On the (in-) dependence between financial and actuarial risks
J Dhaene, A Kukush, E Luciano, W Schoutens, B Stassen
Insurance: Mathematics and Economics 52 (3), 522-531, 2013
542013
Theory of stochastic processes
D Gusak, A Kukush, A Kulik, Y Mishura, A Pilipenko
Problem Books in Math. Springer, New York, 2010
532010
On the computation of the multivariate structured total least squares estimator
I Markovsky, SV Huffel, A Kukush
Numerical linear algebra with applications 11 (5‐6), 591-608, 2004
472004
Threshold structure of optimal stopping strategies for American type option. I
H Jönsson, A Kukush, D Silvestrov
Theory of Probability and Mathematical Statistics 71, 93-103, 2005
432005
Three estimators for the Poisson regression model with measurement errors
A Kukush, H Schneeweis, R Wolf
Statistical Papers 45, 351-368, 2004
412004
Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms
I Fazekas, AG Kukush
Computers & Mathematics with Applications 34 (10), 23-39, 1997
391997
Comparing different estimators in a nonlinear measurement error model
A Kukush, H Schneeweiß, R Wolf
382002
Optimal pricing of American type options with discrete time
AG Kukush, DS Silvestrov
Theory of Stochastic Processes 10 (26), 72-96, 2004
332004
Threshold structure of optimal stopping strategies for American type options. II
H Jönsson, A Kukush, D Silvestrov
Theory of Probability and Mathematical Statistics 72, 42-53, 2005
322005
Statistical inference with fractional Brownian motion
A Kukush, Y Mishura, E Valkeila
Statistical inference for stochastic processes 8, 71-93, 2005
312005
Methods for estimation of radiation risk in epidemiological studies accounting for classical and Berkson errors in doses
A Kukush, S Shklyar, S Masiuk, I Likhtarov, L Kovgan, RJ Carroll, ...
The international journal of biostatistics 7 (1), 0000102202155746791281, 2011
302011
Non-existence of the first moment of the adjusted least squares estimator in multivariate errors-in-variables model
CL Cheng, A Kukush
Metrika 64, 41-46, 2006
302006
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