ÅÑÅÕÍÇÔÉÊÇ ÄÑÁÓÔÇÑÉÏÔÇÔÁ ÊÁÉ ÄÇÌÏÓÉÅÕÓÅÉÓ       

Á.  Âéâëßá áðü Äéåèíåßò Åêäïôéêïýò Ïßêïõò

E. Xekalaki and S. Degiannakis. ARCH Models for Financial Applications (2010), John Wiley & Sons Ltd., New York

E. Xekalaki. The Generalized Waring Distribution and its Applications, World Scientific Publishers (work in progress)

 

 

Â.  Åñãáóßåò óå ÄéåèíÞ ÐåñéïäéêÜ êáé Óõëëïãéêïýò Ôüìïõò

67.    67. “Modeling Spatial Overdispersion with the Generalized Waring Point Process“ (2019).  To appear in the  Scand J Statist. 2019   (with M. Zografi), on line version DOI: 10.1111/sjos.12385

66.   “On the Relationship Between Process Capability Indices and the Proportion of Conformance” (2016). Quality Technology and Quantitative Management, Special Issue on "Process Capability Analysis", 13(2), 207-220 (with M. Perakis) (Abstract (pdf) - Full Text (pdf))

65.   “Under- and Overdispersion” (2015). Wiley StatsRef: Statistics Reference Online, 1-9. Update based on the 2006 original article by E. Xekalaki in the Encyclopedia of Actuarial Science. Available at http://onlinelibrary.wiley.com/doi/10.1002/9781118445112.stat04407.pub2 (Abstract (pdf) - Full Text (pdf))

64.   “On The Distribution Theory of Over-Dispersion” (2014). Journal of Statistical Distributions and Applications, 1(19), on line version DOI: 10.1186/s40488-014-0019-z  (Abstract (pdf) - Full Text (pdf))

63.   Assessing the Proportion of Conformance of a Process from a Bayesian Perspective” (2013). Quality and Reliability Engineering International,  on line version DOI: 10.1002/qre.1597, printed version (2015), 31, 381-387 (with M. Perakis) (Abstract (pdf) - Full Text (pdf))

62.  “On the Implementation of the Principal Component Analysis–Based Approach in Measuring Process Capability” (2012). Quality and Reliability Engineering International, 28(4), 467-480 (with M. Perakis) (Abstract (pdf) - Full Text (pdf))

61.   “The Polygonal Distribution” (2008).  Advances in Mathematical and Statistical Modeling, B.C. Arnold N. Balakrishnan, J.M. Sarabia and R. Minguez (eds), Birkhäuser, 21-34 (with D. Karlis) (Abstract (pdf) - Full Text (pdf))

60.   “The Generalized Waring Process and its Application” (2008). Communications in Statistics, A (Theory and Methods), 37(12), 1835-1854 (with M. Zografi) (Abstract (pdf) - Full Text (pdf))

59.   “SPEC Model Selection Algorithm for ARCH Models: an Options Pricing Evaluation Framework” (2008). Applied Financial Economics Letters, 4(6), 419-423 (with S. Degiannakis) (Abstract (pdf) - Full Text (pdf))

58.   “Assessing the Performance of a Prediction Error Criterion Model Selection Algorithm in the Context of ARCH Models” (2007). Applied Financial  Economics, 17, 149-171 (with S. Degiannakis) (Abstract (pdf) - Full Text (pdf))

57.   “Simulated evidence on the distribution of the Standardized One-Step-Ahead Prediction Errors in ARCH processes” (2007). Applied Financial Economics Letters, 3, 31-37 (with S. Degiannakis) (Abstract (pdf) - Full Text (pdf))

56.   “Under- and Overdispersion” (2006). In Encyclopedia of Actuarial Science, 3, 1700-1705. Available at DOI: 10.1002/9780470012505.tau003 (Full Text (pdf))

55.   “On Certain Indices for Ordinal Data with Unequally Weighted Classes” (2005). Quality and Quantity, 39(5), 515-536 (with M. Perakis, P. Maravelakis, S. Psarakis and J. Panaretos). (Abstract (pdf) - Full Text (pdf))

54.   “Letter to the Editor. Comments on the Paper of Shan et al.: The Multivariate Waring Distribution” (2005). Scientometrics, 62(2), 293-296. (Full Text (pdf))

53.   “Predictability and Model Selection in the Context of ARCH Models” (2005). Journal of Applied Stochastic Models in Business and Industry, 21, 55-82 (with S. Degiannakis). (Abstract (pdf) - Full Text (pdf))

52.   “Mixed Poisson Distributions” (2005). International Statistical Review, 73(1), 35-58 (with D. Karlis). (Abstract (pdf) - Full Text (pdf))

51.   “A Process Capability Index for Discrete Processes” (2005). Journal of Statistical Computation and Simulation, 75(3), 175-187 (with M. Perakis) (Abstract (pdf) - Full Text (pdf))

50.   “Identifying the Pareto and Yule Distributions by Properties of Their Reliability Measures” (2005). Journal of Statistical Planning and Inference, 131, 231-252 (with C. Dimaki) (Abstract (pdf) - Full Text (pdf))

49.   “Evaluating Volatility Forecasts in Option Pricing in the Context of a Simulated Options Market  (2005). Computational Statistics and Data Analysis. (Special Issue on Computational Econometrics), 49(2), 611-629 (with S. Degiannakis). (Abstract (pdf) - Full Text (pdf))

48.   “Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review (2004). Quality Technology and Quantitative Management, 1(2), 271-324 (with S. Degiannakis). (Abstract (pdf) - Full Text (pdf))

47.   “Characterizations of Bivariate Pareto and Yule Distributions” (2004). Communications in Statistics, A (Theory and Methods). (Special Issue on Characterizations), 33(12), 3033-3042 (with C. Dimaki) (Abstract (pdf) - Full Text (pdf))

46.   “A Bionomial Distribution with Dependent Trials and its use in Stochastic Model Evaluation” (2004). Communications in Statistics, A (Theory and Methods). (Special Issue on Characterizations), 33(12), 3043-3058 (with J. Panaretos) (Abstract (pdf) - Full Text (pdf))

45.   “A New Method for Constructing Confidence Intervals for the Index Cpm² (2004). Quality and Reliability Engineering International, 20(7), 651-665 (with M. Perakis). (Abstract (pdf) - Full Text (pdf))

44.   “Mixtures Everywhere” (2003).  Stochastic Musings: Perspectives from the Pioneers of the Late 20th Century”. J.Panaretos (ed.). Laurence Erlbaum, USA, 78-95 (with D. Karlis). (Abstract (pdf)Full Text (pdf)).

43.   “A Predictive Model Evaluation and Selection Approach – The Correlated Gamma Ratio Distribution” (2003).  Stochastic Musings: Perspectives from the Pioneers of the Late 20th Century”. J.Panaretos (ed.). Laurence Erlbaum, USA, 188-202 (with J. Panaretos and S. Psarakis). (Abstract (pdf)Full Text (pdf)).

42.   “On an Comparison of the Efficacy of Various Approximations of the Critical Values for Tests on the Process Capability Indices CPL, CPU  and Cpk” (2003). Communications in Statistics – Simulation and Computation, 32(4), 1249-1264 (with M. Perakis). (Abstract (pdf) - Full Text (pdf))

41.   "On a Process Capability Index for Asymmetric Specifications" (2003). Communications in Statistics A – (Theory and Methods), 32(7), 1459-1492 (with M. Perakis). (Abstract (pdf) - Full Text (pdf))

40.   “Choosing Initial Values for the EM Algorithm for Finite Mixtures” (2003). Computational Statistics and Data Analysis (Special Issue on Mixtures), 41, 577-590 (with D. Karlis). (Abstract (pdf) - Full Text (pdf))

39.   “A Zero Frequency Alternative Method to The Moment Method of Estimation in Finite Poisson Mixtures” (2003). Journal of Statistical Computation and Simulation, 73(6), 409-427 (with D. Karlis). (Abstract (pdf) - Full Text (pdf))

38.   “A Process Capability Index That is Based on the Proportion of Conformance” (2002). Journal of Statistical Computation and Simulation, 72(9), 707-718 (with M. Perakis). (Abstract (pdf) - Full Text (pdf))

37.   “Robust Inference for Finite Poisson Mixtures” (2001). Journal of Statistical Planning and Inference, 93, 93-115 (with D. Karlis). (Abstract (pdf) - Full Text (pdf))

36.   “A Simulation Comparison of Several Procedures for Testing the Poisson Assumption” (2000). Journal of the Royal Statistical Society, Series D (The Statistician), 49(3), 355-382 (with D. Karlis). (Abstract (pdf) - Full Text (pdf))

35.   “Improving the EM Algorithm  for Mixtures” (1999). Statistics and Computing, 9, 303-307 (with D. Karlis). (Abstract (pdf) - Full Text (pdf))

34.   “On Testing for the Number of Components in a Mixed Poisson Model” (1999). Annals of the Institute of Statistical Mathematics, 51 (1), 149-162 (with D. Karlis). (Abstract (pdf) - Full Text (pdf))

33.   “Minimum Hellinger Distance Estimation for Poisson Mixtures” (1998). Computational Statistics and Data Analysis, 29, 81-103 (with D. Karlis). (Abstract (pdf) - Full Text (pdf))

32.   “Additive and Multiplicative Distrortion of Observations: Some Characteristic Properties” (1996). Journal of Applied Statistical Science, 5(2), 113-127 (with C. Dimaki). 

31.   “Towards a Unification of Certain Characterizations by Conditional Expectations” (1996). Annals of the Institute of Statistical Mathematics, 48, 157-168 (with C. Dimaki). (Abstract (pdf) - Full Text (pdf))

30.   “Characterizations of the Pareto Distribution Based on Order Statistics” (1991). Lecture Notes in Mathematics, 1546 (Stability Problems for Stochastic Models), V.V. Kalashnikov and V.M. Zolotarev (eds.), 1-16 (with C. Dimaki)

29.   “Identifiability of Income Distributions in the Context of Damage and Generating Models” (1990). Communications in Statistics, Part A, (Theory and Methods). 19 (8), 2757-2766 (with C. Dimaki). (Abstract (pdf) - Full Text (pdf))

28.   “P-values as Measures of Predictive Validity” (1990). Biometrical Journal, 32 (8), 977-983 (with G.A. Whitmore). (Abstract (pdf) - Full Text (pdf))

27.   “A Probability Distribution Associated with Events with Multiple Occurences” (1989). Statistics and Probability Letters, 8 (4), 389-396 (with J. Panaretos). (Abstract (pdf) - Full Text (pdf))

26.   “On Some Distributions Arising in Inverse Cluster Sampling” (1989). Communications in Statistics, Part A, (Theory and Methods). 18 (1), 355-366 (with J. Panaretos). (Abstract (pdf) - Full Text (pdf))

25.   “Buying and Stocking under Uncertainty” (1988). Scientific Annals, Athens University of Economics and Business, 365-375. (Abstract (pdf) - Full Text (pdf))

24.   “On the Association of the Pareto and the Yule Distributions” (1988). Teoriya Veroyatnostei i ee Primeneniya, 33 (1), 206-210 and Theory of Probability and Its Applications, 33(1), 191-195 (with J. Panaretos). (Full Text (pdf))

23.   “A Method of Obtaining the Probability Distribution of m Components Conditional on 1 Components of a Random Vector” (1987). Revue Roumaine des Mathematiques Pures et Appliquees, 32 (6), 581-583. (Full Text (pdf))

22.   “On Some Mixtures of Distributions of order k” (1987). The Fibonacci Quarterly, 25, 151-160 (with J. Panaretos and A. Philippou). (Full Text (pdf))

21.   “On Some Distributions Arising from Certain Generalized Sampling Schemes” (1986). Communications in Statistics A (Theory and Methods), 15, 873-891 (with J. Panaretos). (Abstract (pdf) - Full Text (pdf))

20.   “The Multivariate Generalized Waring Distribution” (1986). Communications in Statistics A (Theory and Methods), 15, 1047-1064. (Invited Paper). (Abstract (pdf) - Full Text (pdf))

19.   “The Bivariate Yule Distribution and Some of its Properties” (1986). Mathematische Operationforschung und Statistik, Series Statistics, 17, (2), 311-317. (Abstract (pdf) - Full Text (pdf))

18.   “The Stuttering-Generalized Waring Distribution” (1986). Statistics and Probability Letters, 4 (6), 313-318 (with J. Panaretos). (Abstract (pdf) - Full Text (pdf))

17.   “On Generalized Binomial and Multinomial Distributions and their Relation to Generalized Poisson Distributions” (1986). Annals of the Institute of Statistical Mathematics, 38, 223-231 (with J. Panaretos). (Abstract (pdf) - Full Text (pdf))

16.   “Factorial Moment Estimation for the Bivariate Generalized Waring Distribution” (1985). Statistische Hefte (Statistical Papers), 26, 115-129. (Abstract (pdf) - Full Text (pdf))

15.   “Some Identifiability Problems Involving Generalized Waring Distributions” (1985). Publicationes Mathematicae, 32, 1985, 75-84. (Abstract (pdf) - Full Text (pdf))

14.   “Some Bivariate Extensions of the Generalized Waring Distribution” (1985). Studia Scientiarum Mathematicarum Hungarica, 20, 173-181. (Abstract (pdf) - Full Text (pdf))

13.   “Models Leading to the Bivariate Generalized Waring Distribution” (1984). Utilitas Mathematica, 25, 263-290. (Abstract (pdf) - Full Text (pdf))

12.   “A Technique for Evaluating Forecasting Models” (1984). Biometrical Journal, 26(2), 173-184 (with S.K. Katti). (Abstract (pdf) - Full Text (pdf))

11.   “Linear Regression and the Yule Distribution” (1984). Journal of Econometrics, 24 (3), 397-403. (Abstract (pdf) - Full Text (pdf))

10.   “The Bivariate, Generalized Waring Distribution and its Application to Accident Theory” (1984). Journal of the Royal Statistical Society, Series A (General), 147(3), 488-498. (Abstract (pdf) - Full Text (pdf))

  9.   “Identifiability of Compound Poisson Distributions” (1983). Scandinavian Actuarial Journal, 1983 (1), 39-45 (with J. Panaretos). (Abstract (pdf) - Full Text (pdf))

  8.   “Hazard Functions and Life Distributions in Discrete Time” (1983). Communications in Statistics, Part A, (Theory and Methods), 12 (21), 2503-2509. (Abstract (pdf) - Full Text (pdf))

  7.   “A Property of the Yule Distribution and its Applications” (1983). Communications in Statistics, Part A (Theory and Methods). A12, No. 10, 1181-1189. (Abstract (pdf) - Full Text (pdf))

  6.   “The Univariate Generalized Waring Distribution in Relation to Accident Theory. Proneness, Spells or Contagion?” (1983). Biometrics, 39 (3), 887-895. (Abstract (pdf) - Full Text (pdf))

  5.   “Expressions for the Probabilitites of the Bivariate Hermite Distribution and Related Properties” (1983). Applicationes Matematyki, 18 (1), 35-41. (Full Text (pdf))

  4.   “Infinite Divisibility, Completeness and Regression Properties of the Univariate Generalized Waring Distribution” (1983). Annals of the Institute of Statistical Mathematics, 35 (A), 279-289. (Abstract (pdf) - Full Text (pdf))

  3.   “Chance Mechanisms for the Univariate Generalized Waring Distribution and Related Characterizations” (1981). Statistical Distributions in Scientific Work, 4, 157-171. (Abstract (pdf) - Full Text (pdf))

  2.   “A Characteristic Property of Certain Discrete Distributions” (1977). Analytic Function Methods in Probability Theory, 21, 253-267 (with J. Panaretos). (Full Text (pdf))

  1.   “On Characterizing the Bivariate Poisson, Binomial and Negative Binomial Distributions” (1977). Analytic Function Methods in Probability Theory, 21, 369-379. (Full Text (pdf))

 

 

Ã.  Åñãáóßåò óå ÐñáêôéêÜ Äéåèíþí Óõíåäñßùí

21.   “On the Independence of the Standardized One-Step-Ahead Prediction Errors in Arch Models” (2005), Proceedings of the 7th Hellenic-European Conference on Computer Mathematics and its Applications, Athens, Greece, E.A. Lypitakis (ed.) (with S. Degiannakis) (Abstract (pdf) - Full Text (pdf))

20.   “Using Sampling Techniques To Estimate The De Jure Population of Greece and Apportion Parliament Seats Among Electoral Districts” (2001), Proceedings of the 5th Hellenic-European Conference on Computer Mathematics and its Applications, Athens, Greece, E.A. Lypitakis (ed.), 812-818 (with V. Michalacopoulos). (Abstract (pdf) - Full Text (pdf))

19.   “Measuring the Predictive Accuracy of the Correlated Gamma Ratio Method for Model Selection” (2001), Proceedings of the 5th Hellenic-European Conference on Computer Mathematics and its Applications, Athens, Greece, E.A. Lypitakis (ed.), 732-739 (with S. Degiannakis). (Abstract (pdf) - Full Text (pdf))

18.   “On Analysing Demand and Making Inventory Decisions” (2001), Proceedings of the 5th Hellenic-European Conference on Computer Mathematics and its Applications, Athens, Greece, E.A. Lypitakis (ed.), 747-754 (with D. Demetrakopoulou). (Abstract (pdf) - Full Text (pdf))

17.   “A Classification of Statistical Approaches to Experimental Carcinogenesis” (2001), Proceedings of the 5th Hellenic-European Conference on Computer Mathematics and its Applications, September 2001, Athens, Greece, E.A. Lypitakis (ed.), 790-795 (with A. Limakopoulou). (Abstract (pdf) - Full Text (pdf))

16.   “On Some Discrete-Valued Time Series Models Based on Mixtures and Thinning” (2001), Proceedings of the 5th Hellenic-European Conference on Computer Mathematics and its Applications, Athens, Greece, E.A. Lypitakis (ed.), 872-877, (with N. Yiokari and D. Karlis). (Abstract (pdf) - Full Text (pdf))

15.   “A New Method for Constructing Confidence Intervals for The Index Cpm” (2001), Proceedings of the 5th Hellenic-European Conference on Computer Mathematics and its Applications, Athens, Greece, E.A. Lypitakis (ed.), 832-838 (with M. Perakis). (Abstract (pdf) - Full Text (pdf))

14.   “ML Estimation For Integer Valued Time Series Models” (2001), Proceedings of the 5th Hellenic-European Conference on Computer Mathematics and its Applications, Athens, Greece, E.A. Lypitakis (ed.), 778-783 (with D. Karlis). (Abstract (pdf) - Full Text (pdf))

13.   “The Generalized Waring Process” (2001), Proceedings of the 5th Hellenic-European Conference on Computer Mathematics and its Applications, Athens, Greece, E.A. Lypitakis (ed.), 886-893 (with M. Zografi). (Abstract (pdf) - Full Text (pdf))

12.   “Statistical Inference on Process Capability Indices” (1998), Proceedings of the 4th Hellenic European Conference on Computer Mathematics and its Applications, Athens, Greece, E.A. Lypitakis (ed.), 549-556 (with M. Perakis). (Abstract (pdf) - Full Text (pdf))

11.   “Diagnostic Techniques  for Regression Models” (1998). Technical Report no 55, Department of Statistics, Athens University of Economics and Business. Also, Proceedings of the 4th Hellenic European Conference on Computer Mathematics and its Applications, Athens, Greece, E.A. Lypitakis (ed.), 612-619 (with M. Perakis). (Abstract (pdf) - Full Text (pdf))

10.   “An Improvement of the EM Algorithm for Finite Poisson Mixtures” (1998). Proceedings of the 4th Hellenic European Conference on Computer Mathematics and its Applications, Athens, Greece, E.A. Lypitakis (ed.), 596-603 (with D. Karlis). (Abstract (pdf) - Full Text (pdf))

  9.   “Conditions for Zero Values of the Likelihood Ratio Test When Testing for a Poisson Mixture” (1998). Proceedings of the 13th International Workshop on Statistical Modelling, New Orleans, Louisiana, USA, B. Marx & H. Friedl (eds.) 396-403 (with D. Karlis)

  8.   “On a Distribution Arising in the Context of Comparative Model Performance Evaluation Problems” (1998). Proceedings of the 13th International Workshop on Statistical Modelling, New Orleans, Louisiana, USA, B. Marx & H. Friedl (eds.) 470-473 (with J. Panaretos and S. Psarakis) (Abstract (pdf) - Full Text (pdf))

  7.   “Testing Hypotheses in Poisson Family Distributions” (1995). Proceedings of the 51th World Conference of the International Statistical Institute, Beijing, China (with D. Karlis)

  6.   “On an Inventory Decision Model with Pareto Distributed Demands” (1990). Proceedings of the First International Symposium on Uncertainty Modeling and Analysis, College Park, Maryland, IEEE Computer Society Press, 474-476

  5.   “The Random Component in Inventory Control Models” (1988). (In Greek). Proceedings of the 2nd National Meeting of the Greek Statistical Institute, Athens, 76-82

  4.   “On Some Estimation Procedure for Long-Tailed Generalized Waring Distribution” (1987). Proceedings of the First World Conference on Computational Statistics and Data Analysis, Shizuoka, Japan, International Association of Statistical Computing, 89-96

  3.   “Some Estimation Aspects in Connection with Underreporting of Accident or Income Data” (1987). International Statistical Institute, Bulletin. (Proceedings of the 47th session of the ISI, Tokyo, Japan), 479-480

  2.   “A Characterization of the Negative Hypergeometric Distribution Based on Conditional Expectation” (1979). Proceedings of the 6th Conference on Probability Theory, Brasov, Romania. B. Bereanu et al. (eds.), Editure Academii Republicci Socialiste Romania, 379-384

  1.   “Characterization of the Compound Poisson Distribution” (1979). International Statistical Institute Bulletin, 48, 577-580 (with J. Panaretos). (Abstract (pdf) - Full Text (pdf))

 

 

Ä.  Technical Reports & Preprints

68.   “Modeling Spatial Overdispersion with the Generalized Waring Process” (2017). arXiv:1712.08669 (with M. Zografi)

67.   “On a Distribution Arising in the Context of Model Evaluation and Selection” (2013). Technical Report no 270, Department of Statistics, Athens University of Economics and Business (with S. Degiannakis)

66.   “Modeling Spatial Overpersion via the Generalized Waring Process” (2013). Technical Report no 269, Department of Statistics, Athens University of Economics and Business (with M. Zografi)

65.   “A Predictive Ability Based Model Selection Method” (2013). Technical Report no 268, Department of Statistics, Athens University of Economics and Business (with S. Degiannakis)

64.   “An Extension of the  Generalized Waring Process on a Metric Space” (2010). Technical Report no 253, Department of Statistics, Athens University of Economics and Business (with M. Zografi)

63.   “Evaluating the Impact of the ECC09 on the People Involved through a Statistical Modeling Approach” (2009). Technical Report no 252, Department of Statistics, Athens University of Economics and Business (with C. Malesios)

62.   “Conditional intensity and Janossy density of the Generalized Waring Process” (2009). Technical Report no 251, Department of Statistics, Athens University of Economics and Business (with M. Zografi)

61.   “A Good Fit of Pearson Type VI Distributions; But Why?” (2009). Technical Report no 250, Department of Statistics, Athens University of Economics and Business

60.   “Simulating data from the Generalized Waring point process in R²” (2009). Technical Report no 249, Department of Statistics, Athens University of Economics and Business (with M. Zografi)

59.   “On the interplay between partially unobserved branching processes and their observable parts” (2009). Technical Report no 248, Department of Statistics, Athens University of Economics and Business

58.   “The Distribution of the Minimum of the Components of a Vector Having a Multivariate Gamma Distribution” (2004). Technical Report no 214, Department of Statistics, Athens University of Economics and Business (with S. Degiannakis)

57.   A Comparison of the Standardized Prediction Error Criterion with other ARCH Model Selection Criteria (2004). Technical Report no 205, Department of Statistics, Athens University of Economics and Business (with S. Degiannakis) (Abstract (pdf) - Full Text (pdf))

56.   “Over and Under Dispersion (2003). Technical Report no 200, Department of Statistics, Athens University of Economics and Business

55.   “Mixed Poisson Distributions (2003). Technical Report no 199, Department of Statistics, Athens University of Economics and Business (with D. Karlis)

54.   “A Conjecture on the Independence of the Standardized One-Step Ahead Prediction Errors of the ARCH Model (2003). Technical Report no 198, Department of Statistics, Athens University of Economics and Business (with S. Degiannakis)

53.   “Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review (2003). Technical Report no 197, Department of Statistics, Athens University of Economics and Business (with S. Degiannakis)

52.   “Using the Prediction Error Criterion as a Selection Method in Forecasting Option Prices: A Simulation Approach (2002). Technical Report no 191, Department of Statistics, Athens University of Economics and Business (with S. Degiannakis)  (Abstract (pdf) - Full Text (pdf))

51.   “Ç ìç áðÜíôçóç óôçí ¸ñåõíá Åñãáôéêïý Äõíáìéêïý. Åðéðôþóåéò óôçí åêôßìçóç ôïõ ðëÞèïõò ôùí Ïéêïíïìéêþí Ìåôáíáóôþí êáé ìÝèïäïé áíôéìåôþðéóçò ôïõ ðñïâëÞìáôïò” (2002). Technical Report no 190, ÔìÞìá ÓôáôéóôéêÞò, Ïéêïíïìéêü ÐáíåðéóôÞìéï Áèçíþí  (ìå ôïí Ó. Æá÷áñßïõ)

50.   “ÓôáôéóôéêÞ ÁíÜëõóç Êëéíéêþí êáé Åñãáóôçñéáêþí ÄåäïìÝíùí Áóèåíþí ìå Êáñêßíï ôïõ ÓôïìÜ÷ïõ” (2002). Technical Report no 189, ÔìÞìá ÓôáôéóôéêÞò, Ïéêïíïìéêü ÐáíåðéóôÞìéï Áèçíþí  (ìå ôçí Ó. Óôñßãêïõ)

49.   “A classification of Statistical approaches to Experimental Carcinogenesis (2002). Technical Report no 184, Department of Statistics, Athens University of Economics and Business (with A. Limakopoulou)

48.   “ÅðéäçìéïëïãéêÞ ÌåëÝôç ãéá ôçí Äéåñåýíçóç Ðáñáãüíôùí Êéíäýíïõ óôçí ÁíÜðôõîç Ðáèïëïãéêþí ÊáôáóôÜóåùí Ìõïóêåëåôéêïý Ðüíïõ” (2002). Technical Report no 183, ÔìÞìá ÓôáôéóôéêÞò, Ïéêïíïìéêü ÐáíåðéóôÞìéï Áèçíþí  (ìå ôïí Ã. Êïíüìï)

47.   “ÓôáôéóôéêÞ ÁíÜëõóç ôçò Óõìðôùìáôïëïãßáò êáé ôçò ÖáñìáêåõôéêÞò ÁãùãÞò Áíäñþí ðïõ ÐÜó÷ïõí áðü ÊáëïÞèç Õðåñôñïößá ôïõ ÐñïóôÜôç” (2002). Technical Report no 182, ÔìÞìá ÓôáôéóôéêÞò, Ïéêïíïìéêü ÐáíåðéóôÞìéï Áèçíþí  (ìå ôïí Ð. Åõèõìéüðïõëï)

46.   “The Use of Principal Components Analysis in the Assessment of Process Capability Indices” (2002). Technical Report no 168, Department of Statistics, Athens University of Economics and Business (with M. Perakis)

45.   “A Bayesian Technique for Assessing Probabilities Connected With the Yield of a Process” (2002). Technical Report no 167, Department of Statistics, Athens University of Economics and Business (with M. Perakis)

44.   “On Certain Indices for Ordinal Data with Unequally Weighted Classes” (2001). Technical Report no 161, Department of Statistics, Athens University of Economics and Business (with M. Perakis, P. Maravelakis, S. Psarakis and J. Panaretos)

43.   “On the Relationship Between Capability Indices and the Yield of a Process” (2001). Technical Report no 159, Department of Statistics, Athens University of Economics and Business (with M. Perakis)

42.   “On an Alternative Approximation of the Critical Values for Tests on the Process Capability Indices CPL and CPU” (2001). Technical Report no 158, Department of Statistics, Athens University of Economics and Business (with M. Perakis)

41.   “Using Sampling Techniques to Estimate the De Jure Population of Greece and Apportion Parliament Seats Among Electoral Districts” (2001). Technical Report no 148, Department of Statistics, Athens University of Economics and Business (with V. Michalakopoulos)

40.   “Quantifying the Capability of a Process in Terms of the Proportion of its Conformance” (2001). Technical Report no 134, Department of Statistics, Athens University of Economics and Business (with M. Perakis)

39.   “Assessing the Performance of a Prediction Error Criterion Model Selection Algorithm” (2001). Technical Report no 133, Department of Statistics, Athens University of Economics and Business (with S. Degiannakis) (Abstract (pdf) - Full Text (pdf))

38.   “On Implementing the EM Algorithm in Finite Poisson Mixtures” (2001). Technical Report no 132, Department of Statistics, Athens University of Economics and Business (with D. Karlis)

37.   “Using a Prediction Error Criterion for Model Selection in Forecasting Option Prices” (2001). Technical Report no 131, Department of Statistics, Athens University of Economics and Business (with S. Degiannakis). (Abstract (pdf) - Full Text (pdf))

36.   “Capability Indices for Discrete Processes: The Poisson Case” (2001). Technical Report no 130, Department of Statistics, Athens University of Economics and Business (with M. Perakis)

35.   “On Analysing Demand and Making Inventory Decisions” (2001). Technical Report no 129, Department of Statistics, Athens University of Economics and Business (with D. Demetrakopoulou)

34.   “On An Improvement in Confidence Limits for the Proportion of the Conformance” (2001). Technical Report no 128, Department of Statistics, Athens University of Economics and Business (with M. Perakis) (Abstract (pdf) - Full Text (pdf))

33.   “A Classification of Statistical Approaches to Experimental Carcinogenesis” (2001). Technical Report no 127, Department of Statistics, Athens University of Economics and Business (with A. Limakopoulou)

32.   “On Some Discrete-Valued Time Series Models Based on Mixtures and Thinning” (2001). Technical Report no 126, Department of Statistics, Athens University of Economics and Business (with N. Yiokari and D. Karlis)

31.   “A New Method for Constructing Confidence Intervals for The Index Cpm” (2001). Technical Report no 125, Department of Statistics, Athens University of Economics and Business (with M. Perakis)

30.   “On the Estimation of the Distribution of the Summand Variables in Poisson Stopped Sums” (2001). Technical Report no 124, Department of Statistics, Athens University of Economics and Business (with P. Maravelakis)

29.   “The Generalized Waring Process” (2001). Technical Report no 121, Department of Statistics, Athens University of Economics and Business (with M. Zografi) (Abstract (pdf) - Full Text (pdf))

28.   “On Some Distributions Arising from the Triangular Distribution” (2000). Technical Report no 111. Department of Statistics, Athens University of Economics and Business (with D. Karlis)

27.   “Process Capability Indices for the Exponential, the Chi-Square and the Lognormal Distribution” (1999). Technical Report no 90. Department of Statistics, Athens University of Economics and Business (with M. Perakis)

26.   “The Polygonal Distribution” (1999). Technical Report no 88. Department of Statistics, Athens University of Economics and Business (with D. Karlis)

25.   “Making Predictions of the Consumer Price Index and its Subvisions With Applications to Greek Data” (1999). Technical Report no 82. Department of Statistics, Athens University of Economics and Business (with P. Liva)

24.   “A New Process Capability Index That is Based on the Proportion of Conformance” (1999). Technical Report no 77. Department of Statistics, Athens University of Economics and Business (with M. Perakis)

23.   “Discrete Time Series Models With Application to Epilectic Seizures” (1999). Technical Report no 74. Department of Statistics, Athens University of Economics and Business (with N. Yiokari)

22.   “Predictability and Model Selection in the Context of ARCH Models” (1999). Technical Report no 69. Department of Statistics, Athens University of Economics and Business (with S. Degiannakis)  (Abstract (pdf) - Full Text (pdf))

21.   “Maximum Likelihood Estimation for the Poisson-Binomial Distribution via the EM Algorithm with Applications to Discrete Time Series Models” (1999). Technical Report no 62. Department of Statistics, Athens University of Economics and Business (with D. Karlis)

20.   “On a Refinement of Certain Process Capability Indices” (1998). Technical Report no 56, Department of Statistics, Athens University of Economics and Business (with M. Perakis)

19.   “Diagnostic Techniques for Regression Models” (1998). Technical Report no 55, Department of Statistics, Athens University of Economics   and Business (with M. Perakis)

18.   “Choosing Initial Values for the EM Algorithm for Mixtures: A Simulation Comparison” (1998). Technical Report no 52, Department of Statistics, Athens University of Economics and Business (with D. Karlis)

17.   “A Simulation Comparison of Several Tests for the Poisson Distribution” (1998). Technical Report no 51, Department of Statistics, Athens University of Economics and Business (with D. Karlis)

16.   “The Moment Method Applied to Finite Poisson Mixtures: Existence and Efficiency Results” (1998). Technical Report no 50, Department of Statistics, Athens University of Economics and Business (with D. Karlis)

15.   “Robust Testing and Diagnostics for Finite Poisson Mixtures” (1998). Technical Report no 49, Department of Statistics, Athens University of Economics and Business (with D. Karlis)

14.   “Identifying the Yule Distribution by Properties of Certain Reliability Measures” (1998). Technical Report no 42, Department of Statistics, Athens University of Economics and Business (with C. Dimaki)

13.   “The Correlated Gamma-Ratio Distribution in Model Evaluation and Selection” (1997). Technical Report no 33, Department of Statistics, Athens University of  Economics and  Business (with J. Panaretos & S. Psarakis)

12.   “Characterizations of the Bivariate Yule Distribution” (1997). Technical Report no 32, Department of Statistics, Athens University of  Economics and Business (with C. Dimaki)

11.   “Characterizations of Certain Discrete Distributions in the Context of Size Biased Sampling” (1997). Technical Report no 31, Department of Statistics, Athens University of  Economics and  Business (with C. Dimaki)

10.   “Minimum Hellinger Distance Estimation for Finite Poisson Mixtures” (1997). Technical Report no 28, Department of Statistics, Athens University of Economics and Business (with D. Karlis)

  9.   “Testing for Finite Mixtures via the Likelihood Ratio Test” (1997). Technical Report no 27, Department of Statistics, Athens University of Economics and Business (with D. Karlis)

  8.   “A Note on the Maximum Likelihood Estimation of the Parameters of Finite Poisson Mixtures” (1996). Technical Report no 24, Department of Statistics, Athens University of Economics and Business (with D. Karlis)

  7.   “The Power of the LRT for Finite Poisson Mixtures” (1996). Technical Report no 23, Department of Statistics, Athens University of Economics and Business (with D. Karlis)

  6.   “On Testing for the Number of Components in a Mixed Poisson Model” (1995). Technical Report no 21, Department of Statistics, Athens University of Economics and Business (with D. Karlis)

  5.   “Estimates of Ruin Probabilities” (1995). Technical Report no 16, Department of Statistics, Athens University of Economics and Business (with V. Kalashnikov & A. Nagaev)

  4.   “Replenishing Stock under Uncertainty” (1995). Technical Report no 15, Department of Statistics, Athens University of Economics and Business (with J. Panaretos) (Abstract (pdf) - Full Text (pdf))

  3.   “Demand Forecast and Inventory Planning” (1994). Technical Report no 14, Department of Statistics, Athens University of Economics and Business (Abstract (pdf) - Full Text (pdf))

  2.   “Towards a Unification of Certain Characterizations by Conditional Expectations” (1994). Technical Report no 13, Department of Statistics, Athens University of Economics and Business (with C. Dimaki)

  1.   “Characterizations of the Pareto Distribution Based on Order Statistics” (1992). Technical Report no 1, Department of Statistics, Athens University of Economics and Business (with C. Dimaki)

 

 

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26.   “A Predictive Ability Based Model Selection Method” (2013). Paper presented at the 59th World Statistics Congress of the International Statistical Institute, Hong Kong, August 25-30, 2013 (with S. Degiannakis)

25.   “A Good Fit of Pearson Type VI Distributions; But Why?” (2009). Paper presented at the 57th session of the International Statistical Institute, Durban, South Africa, August 16-22, 2009

24.   “Returning Deliberative Democracy to Athens: Deliberative Polling for Candidate Selection” (2008). Paper presented at the 2008 annual meeting of the American Political Science Association. Boston, August 2008 (with James S. Fishkin, Robert C. Luskin, John Panaretos & Alice Siu) (Abstract (pdf) - Full Text (pdf))

23.   A Compound Poisson Process . The 7th Annual Hawaii International Conference on Business, May 2007 (with M. Zografi).

22.   “The Polygonal Distribution” (2006). Paper presented at the International Conference on Mathematical and Statistical Modeling in Honor of Enrique Castillo (ICMSM 2006), Ciudad Real, Spain, June 28-30, 2006 (with D. Karlis)

21.   “Standardized  Prediction Error Criterion (SPEC) Algorithm for ARCH Model Selection in Forecasting Option Prices” (2005). Paper presented at the 25th European Meeting of Statisticians, Oslo, Norway, July 2005. ( Full Text (pdf))

20.   “On Modeling Overdispersion and Underdispersion” (2003). Paper to be presented at the Joint Statistical Meetings of the American Statistical Association, The Institute of Mathematical Statistics, The Canadian Statistical Society, San Francisco, August 2003

19.   “The Use of Principal Component Analysis in the Assessment of Process Capability Indices” (2002). Paper presented at the Joint Statistical Meetings of the American Statistical Association, The Institute of Mathematical Statistics, The Canadian Statistical Society, New York, August 2002 (with M. Perakis)

18.   “On the Implementation of the EM Algorithm for Finite Mixtures” (2001). Paper presented at the International Conference “Mixtures 2001”, Germany, Áugust 2001 (with D. Karlis)

17.   “Using Sampling Techniques To Estimate The De Jure Population of Greece and Apportion Parliament Seats Among Electoral Districts” (2001). Paper presented at the 5th Hellenic-European Conference on Computer Mathematics and its Applications, Athens University of Economics and Business, Athens, Hellas, September 20-22, 2001 (with V. Michalakopoulos). (Abstract (pdf) - Full Text (pdf))

16.   “Using the Correlated Gamma Ratio Distribution in Forecasting Option Prices” (2001). Paper presented at the 5th Hellenic-European Conference on Computer Mathematics and its Applications, Athens University of Economics and Business, Athens, Hellas, September 20-22, 2001 (with S. Degiannakis). (Abstract (pdf) - Full Text (pdf))

15.   “Measuring the Predictive Accuracy of the Correlated Gamma Ratio Method for Model Selection” (2001), Paper presented at the 5th Hellenic-European Conference on Computer Mathematics and its Applications, Athens University of Economics and Business, Athens, Hellas, September 20-22, 2001 (with S. Degiannakis). (Abstract (pdf) - Full Text (pdf))

14.   “On Analysing Demand and Making Inventory Decisions” (2001). Paper presented at the 5th Hellenic-European Conference on Computer Mathematics and its Applications, Athens University of Economics and Business, Athens, Hellas, September 20-22, 2001 (with D. Demetrakopoulou). (Abstract (pdf) - Full Text (pdf))

13.   “A Classification of Statistical Approaches to Experimental Carcinogenesis” (2001). Paper presented at the 5th Hellenic-European Conference on Computer Mathematics and its Applications, Athens University of Economics and Business, Athens, Hellas, September 20-22, 2001 (with A. Limakopoulou). (Abstract (pdf) - Full Text (pdf))

12.   “On Some Discrete-Valued Time Series Models Based on Mixtures and Thinning” (2001). Paper presented at the 5th Hellenic-European Conference on Computer Mathematics and its Applications, Athens University of Economics and Business, Athens, Hellas, September 20-22, 2001 (with N. Yiokari and D. Karlis). (Abstract (pdf) - Full Text (pdf))

11.   “A New Method for Constructing Confidence Intervals for The Index Cpm” (2001). Paper presented at the 5th Hellenic-European Conference on Computer Mathematics and its Applications, Athens University of Economics and Business, Athens, Hellas, September 20-22, 2001 (with M. Perakis). (Abstract (pdf) - Full Text (pdf))

10.   “ML Estimation For Integer Valued Time Series Models” (2001). Paper presented at the 5th Hellenic-European Conference on Computer Mathematics and its Applications, Athens University of Economics and Business, Athens, Hellas, September 20-22, 2001 (with D. Karlis). (Abstract (pdf) - Full Text (pdf))

  9.   “The Generalized Waring Process” (2001). Paper presented at the 5th Hellenic-European Conference on Computer Mathematics and its Applications, Athens University of Economics and Business, Athens, Hellas, September 20-22, 2001 (with M. Zografi). (Abstract (pdf) - Full Text (pdf))

  8.   “Discrete Time Series Models With Application to Epilectic Seizures” (1999). Paper presented at the SESS-TIES ’99 International Conference, “Environmetrics and Statistics in the Earth and Space Sciences”, Athens, Greece, August 1999 (with N. Yiokari). (Abstract (pdf))

  7.   “A New Process Capability Index That is Based on the Proportion of Conformance” (1999). Paper presented at the SESS-TIES ’99 International Conference, “Environmetrics and Statistics in the Earth and Space Sciences”, Athens, Greece August 1999 (with M. Perakis). (Abstract (pdf))

  6.   “Making Predictions of the Consumer Price Index and its Subvisions With Applications to Greek Data” (1999). Paper presented at the SESS-TIES ’99 International Conference, “Environmetrics and Statistics in the Earth and Space Sciences”, Athens, Greece, August 1999 (with P. Liva). (Abstract (pdf))

  5.   “Maximum Likelihood Estimation for the Poisson-Binomial Distribution via the EM Algorithm with Applications to Discrete Time Series Models” (1999).  Paper presented at the SESS-TIES ’99 International Conference, “Environmetrics and Statistics in the Earth and Space Sciences”, Athens, Greece, August 1999 (with D. Karlis). (Abstract (pdf))

  4.   “Predictability and Model Selection in the Context of ARCH Models” (1999).  Paper presented at the SESS-TIES ’99 International Conference, “Environmetrics and Statistics in the Earth and Space Sciences”, Athens, Greece, August 1999 (with S. Degiannakis). (Abstract (pdf))

  3.   "Bayesian analysis of finite Poisson mixtures" (1997). Paper presented in 4th Practical Bayesian Statistics Conference, Nottingham, July 1997 (with P. Dellaportas & D. Karlis)

  2.   “Identifying Life Distributions by Properties of the Associated Hazard Rate and Mean Residual Life” (1992). Paper presented at the 20th European Meeting of Statisticians, Bath, England, September 1992 (with C. Dimaki)

  1.   “Characterizations of Certain Discrete Distributions in the Context of Size Biased Sampling” (1992). Paper presented at the Annual Conference of the Royal Statistical Society, Sheffield, England, September 1992 (with C. Dimaki)

 

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