Multivariate normal mean–variance mixture distribution based on Birnbaum–Saunders distribution R Pourmousa, A Jamalizadeh, M Rezapour Journal of Statistical Computation and Simulation 85 (13), 2736-2749, 2015 | 30 | 2015 |
Stochastic volatility models with possible extremal clustering T Mikosch, M Rezapour | 29 | 2013 |
Stochastic comparison of lifetimes of two (n− k+ 1)-out-of-n systems with heterogeneous dependent components M Rezapour, MH Alamatsaz Journal of Multivariate Analysis 130, 240-251, 2014 | 28 | 2014 |
Stochastic comparison of residual and past lifetimes of (n− k+ 1)-out-of-n systems with dependent components M Rezapour, ET Salehi, MH Alamatsaz Communications in Statistics-Theory and Methods 42 (12), 2185-2199, 2013 | 19 | 2013 |
On the construction of nested Archimedean copulas for d-monotone generators M Rezapour Statistics & Probability Letters 101, 21-32, 2015 | 17 | 2015 |
On properties of progressively Type-II censored order statistics arising from dependent and non-identical random variables M Rezapour, MH Alamatsaz, N Balakrishnan, E Cramer Statistical methodology 10 (1), 58-71, 2013 | 15 | 2013 |
The eigenvalues of the sample covariance matrix of a multivariate heavy-tailed stochastic volatility model A Janssen, T Mikosch, M Rezapour, X Xie | 13 | 2018 |
On properties of dependent progressively Type-II censored order statistics M Rezapour, MH Alamatsaz, N Balakrishnan Metrika 76 (7), 909-917, 2013 | 12 | 2013 |
Multivariate tail conditional expectation for scale mixtures of skew-normal distribution SA Mousavi, V Amirzadeh, M Rezapour, A Sheikhy Journal of Statistical Computation and Simulation 89 (17), 3167-3181, 2019 | 11 | 2019 |
Multivariate aging with Archimedean dependence structures in high dimensions M Rezapour, MH Alamatsaz, F Pellerey Communications in Statistics-Theory and Methods 42 (11), 2056-2070, 2013 | 11 | 2013 |
Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims S Ariyafar, M Tata, M Rezapour, M Madadi Journal of Multivariate Analysis 178, 104620, 2020 | 9 | 2020 |
Evaluation of copula performance in groundwater quality Zoning (case study: Kerman and Ravar regions) M Ganjalikhani, M Zounemat-Kermani, M Rezapour, MB Rahnama Iranian Journal of Soil and Water Research 47 (3), 551-560, 2016 | 8 | 2016 |
Estimators based on trimmed Kendall’s tau in multivariate copula models M Rezapour, N Balakrishnan Statistical Methodology 15, 55-72, 2013 | 7 | 2013 |
Heavy tails for an alternative stochastic perpetuity model T Mikosch, M Rezapour, O Wintenberger Stochastic Processes and their Applications 129 (11), 4638-4662, 2019 | 5 | 2019 |
The survey of climate change impact on drought severity-duration-frequency curves using copulas FM AZIZABADI, B BAKHTIARI, K QADERI, M REZAPOUR Iranian Journal of Soil and Water Research 47 (4), 743-754, 2017 | 4 | 2017 |
On properties of progressively Type-II censored conditionally N-ordered statistics arising from a non-identical and dependent random vector V Amirzadeh, M Rezapour Journal of Statistical Computation and Simulation 86 (9), 1818-1828, 2016 | 2 | 2016 |
Goodness-of-fit test based on Shannon entropy of k-record values from the generalized B Afhami, M Madadi, M Rezapour Journal of Statistical Sciences 9 (1), 43-60, 2015 | 2 | 2015 |
Recent COVID-19 infection is associated with increased mortality in the ambulatory surgery population GW Williams, T Mubashir, J Balogh, M Rezapour, J Hu, B Dominique, ... Journal of Clinical Anesthesia 89, 111182, 2023 | 1 | 2023 |
A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk B Afhami, M Rezapour, M Madadi, V Maroufy Applied Mathematics and Computation 444, 127808, 2023 | 1 | 2023 |
Portfolio Selection under Multivariate Merton Model with Correlated Jump Risk B Afhami, M Rezapour, M Madadi, V Maroufy arXiv preprint arXiv:2104.10240, 2021 | 1 | 2021 |