Evdokia Xekalaki

Athens University of Economics and Business

76 Patission Street

GR-10434 Athens

Greece

SCHOLARLY PAPERS

75

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17

CROSSREF CITATIONS

77

Scholarly Papers (75)

1.

Choosing Initial Values for the EM Algorithm for Finite Mixtures

Computational Statistics & Data Analysis, Vol. 41, pp. 577-590, 2003
Number of pages: 14 Posted: 12 Nov 2007 Last Revised: 01 Feb 2009
Dimitris Karlis and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 568 (68,580)
Citation 2

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Moment estimates, Bootstrap root search, Finite mixtures, Aitken acceleration

2.

Autoregressive Conditional Heteroscedasticity (Arch) Models: A Review

Quality Technology and Quantitative Management, Vol. 1, No. 2, pp. 271-324, 2004
Number of pages: 78 Posted: 12 Sep 2005
Stavros Antonios Degiannakis and Evdokia Xekalaki
Department of Economic and Regional Development, Panteion University of Political and Social Sciences and Athens University of Economics and Business
Downloads 504 (79,564)

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ARCH models, Forecast Volatility.

3.

Mixed Poisson Distributions

International Statistical Review, Vol. 73, No. 1, pp. 35-58, 2005
Number of pages: 24 Posted: 10 Nov 2007 Last Revised: 01 Feb 2009
Dimitris Karlis and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 378 (111,365)
Citation 3

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Mixtures, Discrete distributions, Distribution theory, Mixing distribution, Overdispersion

4.

A Process Capability Index for Discrete Processes

Journal of Statistical Computation and Simulation, Vol. 75, No. 3, pp. 175-187, 2005
Number of pages: 14 Posted: 10 Nov 2007 Last Revised: 01 Feb 2009
Michael Perakis and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 201 (211,008)

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Process capability indices, Proportion of conformance, Approximate confidence limits, Simulation study, Poisson distribution, Attribute data

5.

Evaluating Volatility Forecasts in Option Pricing in the Context of a Simulated Options Market

Computational Statistics and Data Analysis, Vol. 49, No. 2, pp. 611-629, 2005
Number of pages: 17 Posted: 12 Sep 2005
Evdokia Xekalaki and Stavros Antonios Degiannakis
Athens University of Economics and Business and Department of Economic and Regional Development, Panteion University of Political and Social Sciences
Downloads 163 (252,792)

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ARCH models, Forecast Volatility, Model selection, Predictability, Standardized Prediction Error Criterion, Option Pricing

6.

Hazard Functions and Life Distributions in Discrete Time

Communications in Statistics, Part A (Theory and Methods), Vol. 12, No. 21, pp. 2503-2509, 1983
Number of pages: 7 Posted: 26 Jan 2008 Last Revised: 23 Jan 2009
Evdokia Xekalaki
Athens University of Economics and Business
Downloads 140 (285,737)

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Life distribution, reliability, survival distribution, hazard function, geometric distribution, Waring distribution, negative hypergeometric distribution

Predictability and Model Selection in the Context of Arch Models

Journal of Applied Stochastic Models in Business and Industry, Vol. 21, pp. 55-82, 2005
Number of pages: 47 Posted: 12 Sep 2005
Stavros Antonios Degiannakis and Evdokia Xekalaki
Department of Economic and Regional Development, Panteion University of Political and Social Sciences and Athens University of Economics and Business
Downloads 123 (316,627)

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ARCH models, Model selection, Predictability, Correlated Gamma Ratio distribution, Standardized Prediction Error Criterion

Predictability and Model Selection in the Context of Arch Models

Number of pages: 67 Posted: 08 Jul 2016
Stavros Antonios Degiannakis and Evdokia Xekalaki
Department of Economic and Regional Development, Panteion University of Political and Social Sciences and Athens University of Economics and Business
Downloads 7 (854,183)
Citation 1

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ARCH models, Model selection, Predictability, Correlated Gamma Ratio distribution, Prediction Error Criterion

8.

A Binomial Distribution with Dependent Trials and its Use in Stochastic Model Evaluation

Communications in Statistics: Theory and Methods, Vol. 33, No. 12, pp. 3043-3058, 2004
Number of pages: 13 Posted: 06 Jul 2006
Evdokia Xekalaki and John Panaretos
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 128 (306,005)

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Model evaluation, Model validation, Dependent Bernouli trials, Forecasting models

9.

On Generalized Binomial and Multinomial Distributions and Their Relation to Generalized Poisson Distributions

Annals of the Institute of Statistical Mathematics (Theory and Methods), Vol. 38, pp. 223-231, 1986
Number of pages: 9 Posted: 06 Nov 2007
John Panaretos and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 123 (315,166)

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cluster binomial distribution, cluster multinomial distribution, generalized Poisson distribution

10.

Mixtures Everywhere

Stochastic Musings: Perspectives from the Pioneers of the Late 20th Century, pp. 78-95
Number of pages: 22 Posted: 12 Nov 2007 Last Revised: 01 Feb 2009
Dimitris Karlis and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 111 (338,805)

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multilevel models, random effect models, ANOVA, factor analysis, latent structures, cluster analysis, discriminant analysis, distribution theory

11.

Characterizations of Bivariate Pareto and Yule Distributions

Communications in Statistics, Theory and Methods, Vol. 33, No. 12, pp. 3033-3042, 2004
Number of pages: 11 Posted: 12 Nov 2007 Last Revised: 01 Feb 2009
Evdokia Xekalaki and Katerina Dimaki
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 111 (338,805)

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Bivariate weighted distributions, Form invariance, Partial-sums distributions, Mardia's Type I bivariate Pareto, Bivariate generalized Waring distribution, Bivariate Waring distribution, Bivariate Yule distribution, Characterization

12.

Minimum Hellinger Distance Estimation for Poisson Mixtures

Computational Statistics and Data Analysis, Vol. 29, pp. 81-103, 1998
Number of pages: 23 Posted: 16 Jan 2008 Last Revised: 23 Jan 2009
Dimitris Karlis and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 96 (372,708)

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Algorithm, Efficiency, Environmental data, Minimum distance, Robustness

13.

Improving the EM Algorithm for Mixtures

Statistics and Computing, Vol. 9, pp. 303-307, 1999
Number of pages: 5 Posted: 16 Jan 2008 Last Revised: 23 Jan 2009
Dimitris Karlis and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 95 (375,124)

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EM algorithm, k-finite mixtures, normal mixtures, Poisson mixtures, semiparametric maximum likelihood

14.

A Simulation Comparison of Several Procedures for Testing the Poisson Assumption

The Statistician, Vol. 49, No. 3, pp. 355-382, 2000
Number of pages: 28 Posted: 16 Jan 2008 Last Revised: 23 Jan 2009
Dimitris Karlis and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 89 (390,644)

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Bootstrap tests, Goodness of fit, Index of dispersion, Negative binomial distribution, Overdispersion, Power comparison

15.

Characterization of the Compound Poisson Distribution

International Statistical Institute Bulletin, Vol. 48, pp. 577-580, 1979
Number of pages: 4 Posted: 07 Nov 2007
Evdokia Xekalaki and John Panaretos
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 88 (393,398)

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16.

Returning Deliberative Democracy to Athens: Deliberative Polling for Candidate Selection

Number of pages: 20 Posted: 11 Jun 2008 Last Revised: 08 Apr 2013
Stanford University, University of Texas at Austin, Athens University of Economics and Business, Stanford University and Athens University of Economics and Business
Downloads 83 (407,356)
Citation 7

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On the Independence of the Standardized One-Step-Ahead Prediction Errors in Arch Models

Proceedings of the 7th Hellenic-European Conference on Computer Mathematics and its Applications HERCMA 2005
Number of pages: 9 Posted: 12 Oct 2005
Stavros Antonios Degiannakis and Evdokia Xekalaki
Department of Economic and Regional Development, Panteion University of Political and Social Sciences and Athens University of Economics and Business
Downloads 57 (503,670)
Citation 1

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ARCH models, Standardized Prediction Error Criterion, Model selection, Monte Carlo Simulation, Predictability, One-step-ahead Prediction Errors

On the Independence of the Standardized One-Step-Ahead Prediction Errors in Arch Models

Proceedings of the 7th Hellenic-European Conference on Computer Mathematics and its Applications, 2005
Number of pages: 9 Posted: 06 Feb 2008 Last Revised: 23 Jan 2009
Stavros Antonios Degiannakis and Evdokia Xekalaki
Department of Economic and Regional Development, Panteion University of Political and Social Sciences and Athens University of Economics and Business
Downloads 23 (700,780)

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ARCH models, Standardized Prediction Error Criterion, Model selection, Monte Carlo Simulation, Predictability, One-step-ahead Prediction Errors

18.

A Predictive Model Evaluation and Selection Approach - the Correlated Gamma Ratio Distribution

STOCHASTIC MUSINGS: PERSPECTIVES FROM THE PIONEERS OF THE LATE 20TH CENTURY, J. Panaretos, ed., Laurence Erlbaum, Publisher, USA, pp. 188-202, 2003
Number of pages: 15 Posted: 26 Nov 2006
Evdokia Xekalaki, John Panaretos and Stelios Psarakis
Athens University of Economics and Business, Athens University of Economics and Business and Athens University of Economics and Business
Downloads 79 (419,157)

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Model selection, Bivariate gamma distribution, F distribution, Correlated gamma-ratio distribution, Predictive ability

19.

The Correlated Gamma-Ratio Distribution in Model Evaluation and Selection

Number of pages: 45 Posted: 30 Nov 2006
Athens University of Economics and Business, Athens University of Economics and Business, Athens University of Economics and Business and Athens University of Economics and Business
Downloads 70 (448,046)
Citation 2

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Model selection, Bivariate gamma distribution, F distribution, Non-nested models, Predictive ability

20.

The Univariate Generalized Waring Distribution in Relation to Accident Theory: Proneness, Spells or Contagion?

Biometrics, Vol.39, No. 3, pp. 887-895, December 1983
Number of pages: 9 Posted: 26 Jan 2008 Last Revised: 23 Jan 2009
Evdokia Xekalaki
Athens University of Economics and Business
Downloads 65 (465,366)
Citation 4

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21.

The Multivariate Generalized Waring Distribution

Communications in Statistics A (Theory and Methods), Vol. 15, pp.1047-1064, 1986
Number of pages: 18 Posted: 18 Jan 2008 Last Revised: 23 Jan 2009
Evdokia Xekalaki
Athens University of Economics and Business
Downloads 64 (469,056)

Abstract:

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Generalized Waring distribution, Waring's expansion, accident proneness, accident liability

22.

Robust Inference for Finite Poisson Mixtures

Journal of Statistical Planning and Inference, Vol. 93, pp. 93-115, 2001
Number of pages: 23 Posted: 16 Jan 2008 Last Revised: 23 Jan 2009
Dimitris Karlis and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 59 (488,103)
Citation 1

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Gradient function, Influence, Hellinger deviance test, Robustness, Likelihood ratio test, Hellinger gradient function, Semiparametric estimation

23.

Replenishing Stock Under Uncertainty

Athens University of Economics & Business, Technical Report No.15
Number of pages: 23 Posted: 14 Dec 2006
Evdokia Xekalaki and John Panaretos
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 54 (508,132)

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Reorder point system, Inventory model, Stock replenishment, Pareto distribution, Yule distribution, Demand distribution

24.

On a Process Capability Index for Asymmetric Specifications

Communications in Statistics, Theory and Methods, Vol. 32, No.7, pp. 1459-1492, 2003
Number of pages: 34 Posted: 12 Nov 2007 Last Revised: 01 Feb 2009
Michael Perakis and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 51 (521,134)

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Process capability indices, Asymmetric specifications, Process loss, Proportion of conformance, Confidence intervals, Bootstrap

25.

Identifiability of Compound Poisson Distributions

Scandinavian Actuarial Journal, Vol. 66, pp. 39-45, 1983
Number of pages: 7 Posted: 07 Nov 2007
Evdokia Xekalaki and John Panaretos
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 48 (534,566)

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26.

Linear Regression and the Yule Distribution

Journal of Econometrics, Vol.24, No. 1, pp.397-403, 1984
Number of pages: 7 Posted: 26 Jan 2008 Last Revised: 23 Jan 2009
Evdokia Xekalaki
Athens University of Economics and Business
Downloads 44 (553,489)
Citation 1

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27.

Identifying the Pareto and Yule Distributions by Properties of Their Reliability Measures

Journal of Statistical Planning and Inference, Vol. 131, pp. 231-252, 2005
Number of pages: 22 Posted: 10 Nov 2007
Evdokia Xekalaki and Katerina Dimaki
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 43 (558,440)

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Reliability, Hazard rate, Mean residual life, Vitality function, Characterization, Yule distribution, Geometric distribution, Negative hypergeometric distribution, Waring distribution, Exponential distribution, Beta distribution, Pareto distribution, Uniform distribution, Size biased distribution

28.

The Stuttering Generalized Waring Distribution

Statistics and Probability Letters, Vol. 4, No. 5, 313-318, 1986
Number of pages: 6 Posted: 06 Nov 2007
John Panaretos and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 43 (558,440)

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generalized Waring distribution, compound Poisson distribution, urn model

On Certain Indices for Ordinal Data with Unequally Weighted Classes

Quality and Quantity, Vol. 39, No. 5, pp. 515-536, 2005
Number of pages: 22 Posted: 06 Jul 2006
Athens University of Economics and Business, Athens University of Economics and Business, Athens University of Economics and Business, Athens University of Economics and Business and Athens University of Economics and Business
Downloads 25 (684,702)

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On Certain Indices for Ordinal Data with Unequally Weighted Classes

Athens University of Economics and Business, Statistics Technical Report No. 161
Number of pages: 39 Posted: 29 Nov 2006
Athens University of Economics and Business, Athens University of Economics and Business, Athens University of Economics and Business, Athens University of Economics and Business and Athens University of Economics and Business
Downloads 18 (743,722)

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30.

A Property of the Yule Distribution and it's Applications

Communications in Statistics, Part A (Theory and Methods), Vol. 12, No. 10, pp. 1181-1189, 1983
Number of pages: 9 Posted: 26 Jan 2008 Last Revised: 23 Jan 2009
Evdokia Xekalaki
Athens University of Economics and Business
Downloads 42 (563,495)

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Yule distribution, income distribution, inventory decision model

31.

On Testing for the Number of Components in a Mixed Poisson Model

Annals of the Institute of Statistical Mathematics, Vol. 51, No. 1, pp. 149-162, 1999
Number of pages: 14 Posted: 16 Jan 2008 Last Revised: 23 Jan 2009
Dimitris Karlis and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 41 (568,580)

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Poisson mixture, k-finite mixture, number of components, likelihood ratio test, resampling

32.

Buying and Stocking under Uncertainty

Scientific Annals, Athens University of Economics and Business, pp. 365-375, 1988
Number of pages: 15 Posted: 16 Jan 2008 Last Revised: 23 Jan 2009
Evdokia Xekalaki
Athens University of Economics and Business
Downloads 41 (568,580)

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Yule distribution, Pareto distribution, Inventory model, reorder point system

33.

Measuring the Predictive Accuracy of the Correlated Gamma Ratio Method for Model Selection

Proceedings of the 5th Hellenic-European Conference on Computer Mathematics and its Applications, Athens, Greece, E.A. Lypitakis (ed.), pp.732-739, 2001
Number of pages: 8 Posted: 06 Feb 2008 Last Revised: 23 Jan 2009
Stavros Antonios Degiannakis and Evdokia Xekalaki
Department of Economic and Regional Development, Panteion University of Political and Social Sciences and Athens University of Economics and Business
Downloads 40 (573,729)

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ARCH models, forecast volatility, model selection, predictability, correlated gamma ratio distribution

34.

A Zero Frequency Alternative Method to the Moment Method of Estimation in Finite Poison Mixtures

Journal of Statistical Computation and Simulation, Vol. 73, No.6, pp. 409-427, 2003
Number of pages: 19 Posted: 12 Nov 2007 Last Revised: 23 Jan 2009
Dimitris Karlis and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 40 (573,729)

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Moment problem, Zero frequency method, Efficiency

35.

A Probability Distribution Associated with Events with Multiple Occurrences

Statistics and Probability Letters, Vol. 8, No. 4, pp. 389-396, 1989
Number of pages: 7 Posted: 22 Dec 2006
John Panaretos and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 39 (578,898)

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Cluster hypergeometric distribution, Cluster negative hypergeometric distribution, Cluster binomial distribution, Cluster Polya distribution

36.

P-Values as Measures of Predictive Validity

Biometrical Journal, Vol. 32, No. 8, pp. 977-983, 1990
Number of pages: 7 Posted: 16 Jan 2008 Last Revised: 23 Jan 2009
G. A. Whitmore and Evdokia Xekalaki
McGill University and Athens University of Economics and Business
Downloads 37 (589,637)

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Forecast, Model, Prediction, Regression, Validation

37.

Assessing the Performance of a Prediction Error Criterion Model Selection Algorithm in the Context of ARCH Models

Applied Financial Economics, Vol. 17, pp. 149-171, 2007
Number of pages: 23 Posted: 11 Nov 2007 Last Revised: 01 Feb 2009
Stavros Antonios Degiannakis and Evdokia Xekalaki
Department of Economic and Regional Development, Panteion University of Political and Social Sciences and Athens University of Economics and Business
Downloads 36 (595,236)
Citation 1

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38.

Models Leading to the Bivariate Generalized Waring Distribution

Utilitas Mathematica, Vol. 25, pp. 263-290, 1984
Number of pages: 29 Posted: 26 Jan 2008 Last Revised: 23 Jan 2009
Evdokia Xekalaki
Athens University of Economics and Business
Downloads 35 (600,896)
Citation 2

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39.

Infinite Divisibility, Completeness and Regression Properties of the Univariate Generalized Waring Distribution

Annals of the Institute of Statistical Mathematics, Vol. 35(A), pp. 279-289, 1983
Number of pages: 11 Posted: 26 Jan 2008 Last Revised: 23 Jan 2009
Evdokia Xekalaki
Athens University of Economics and Business
Downloads 33 (612,698)

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40.

Factorial Moment Estimation for the Bivariate Generalized Waring Distribution

Statistische Hefte, Vol. 26, pp. 115-129, 1985
Number of pages: 15 Posted: 17 Jan 2008 Last Revised: 23 Jan 2009
Evdokia Xekalaki
Athens University of Economics and Business
Downloads 31 (624,793)

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Generalized Waring distribution, factorial moment method of estimation, asymptotic standard errors, variance components

41.

Towards a Unification of Certain Characterizations by Conditional Expectations

Annals of the Institute of Statistical Mathematics, Vol. 48, pp. 157-168, 1996
Number of pages: 12 Posted: 16 Jan 2008 Last Revised: 23 Jan 2009
Katerina Dimaki and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 31 (624,793)

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Characterization, conditional expectation, Pareto distribution, exponential distribution, Weibull distribution, Burr distribution, power function distribution, beta distribution, uniform distribution, geometric distribution, Yule distribution, Waring distribution.

42.

The Bivariate Yule Distribution and Some of its Properties

Statistics, Vol. 17, No. 2, pp. 311-317, 1986
Number of pages: 7 Posted: 17 Jan 2008 Last Revised: 23 Jan 2009
Evdokia Xekalaki
Athens University of Economics and Business
Downloads 30 (631,068)

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Bivariate Yule distribution, bivariate STER model, tail probability

43.

On Some Distributions Arising from Certain Generalized Sampling Schemes

Communications in Statistics A (Theory and Methods), Vol. 15, No. 3, pp. 873-891, 1986
Number of pages: 19 Posted: 06 Nov 2007 Last Revised: 12 Nov 2007
John Panaretos and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 28 (644,163)

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distribution of order k, hypergeometric, negative hypergeometric, logarithmic series, generalized Waring distribution, binomial, Poisson, negative binomial, Polya and inverse Polya distribution

44.

Using a Prediction Error Criterion for Model Selection in Forecasting Option Prices

Technical Report no 131, March 2001
Number of pages: 41 Posted: 08 Jul 2016
Stavros Antonios Degiannakis and Evdokia Xekalaki
Department of Economic and Regional Development, Panteion University of Political and Social Sciences and Athens University of Economics and Business
Downloads 27 (650,980)
Citation 4

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ARCH models, Forecast Volatility, Option Pricing, Model selection, Predictability, Correlated Gamma Ratio Distribution, Prediction Error Criterion

45.

Some Identifiability Problems Involving Generalized Waring Distributions

Publicationes Mathematicae, Vol.32, pp.75-84, 1985
Number of pages: 12 Posted: 26 Jan 2008 Last Revised: 23 Jan 2009
Evdokia Xekalaki
Athens University of Economics and Business
Downloads 24 (672,635)

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Regression function, conditional distribution

46.

Simulated Evidence on the Distribution of the Standardized One-Step-Ahead Prediction Errors in ARCH Processes

Applied Financial Economics Letters, Vol. 3, pp. 31-37, 2007
Number of pages: 7 Posted: 11 Nov 2007 Last Revised: 01 Feb 2009
Stavros Antonios Degiannakis and Evdokia Xekalaki
Department of Economic and Regional Development, Panteion University of Political and Social Sciences and Athens University of Economics and Business
Downloads 24 (672,635)

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47.

On Some Distributions Arising in Inverse Cluster Sampling

Communications in Statistics, Part A (Theory and Methods), Vol. 18, No. 1, pp. 355-366, 1989
Number of pages: 12 Posted: 22 Dec 2006
Evdokia Xekalaki and John Panaretos
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 23 (680,088)

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Cluster negative binomial distribution, Generalized Poisson distribution, Sluttering generalized Waring distribution, Cluster logarithmic series distribution

48.

Demand Forecast and Inventory Planning

Number of pages: 22 Posted: 09 Jul 2016
Evdokia Xekalaki
Athens University of Economics and Business
Downloads 22 (687,912)

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Demand Distribution, Demand Forecast, Inventory Model, Compound Poisson Demand, Generalized Waring Distribution

49.

On an Improvement in Confidence Limits for the Proportion of the Conformance

Number of pages: 10 Posted: 08 Jul 2016
Michael Perakis and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 22 (687,912)

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proportion of conformance, process capability indices, confidence limits, normal distribution, simulation

50.

The Generalized Waring Proces

Number of pages: 43 Posted: 08 Jul 2016
Mimoza Zografi and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 20 (703,460)

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Pólya process, accident proneness, accident liability, Markovian property, stationary increments, Cox process, transition probabilities, Chapman-Kolmogorov equations, individual intensity

51.

Some Bivariate Extensions of the Generalized Waring Distribution

Studia Scientiarum Mathematicarum Hungarica, Vol.20, pp.173-181, 1985
Number of pages: 9 Posted: 26 Jan 2008 Last Revised: 23 Jan 2009
Evdokia Xekalaki
Athens University of Economics and Business
Downloads 19 (711,485)
Citation 1

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52.

The Generalized Waring Process and Its Application

(2008). Communications in Statistics, A (Theory and Methods), 37(12), 1835-1854
Number of pages: 28 Posted: 05 Jul 2016
Evdokia Xekalaki and Mimoza Zografi
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 17 (728,031)

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Pólya process, accident proneness, accident liability, Markovian property, stationary increments, Cox process, transition probabilities, Chapman-Kolmogorov equations, individual intensity

53.

Identifiability of Income Distributions in the Context of Damage and Generating Models

Communications in Statistics, Theory and Methods, Part A, Vol. 19, No. 8, pp. 2757-2766, 1990
Number of pages: 11 Posted: 16 Jan 2008 Last Revised: 22 Jan 2009
Katerina Dimaki and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 16 (736,335)
Citation 1

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Regression function, Damage model, Generating model, Characterization, Income underreporting, Insurance over reporting, Pareto distribution, Power function distribution.

54.

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
Number of pages: 14 Posted: 09 Jul 2016
Dimitris Karlis and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 14 (754,061)

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Triangular distribution, Binomial mixtures, Negative binomial mixtures,Triangular-binomial distribution

55.

On a Distribution Arising in the Context of Comparative Model Performance Evaluation Problems

PROCEEDINGS OF THE 13TH INTERNATIONAL WORKSHOP ON STATISTICAL MODELLING, B. Marx, H. Friedl, eds., pp. 470-473, 1998
Number of pages: 4 Posted: 14 Dec 2006
John Panaretos, Stelios Psarakis and Evdokia Xekalaki
Athens University of Economics and Business, Athens University of Economics and Business and Athens University of Economics and Business
Downloads 14 (754,061)

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Model selection, Bivariate gamma distribution, F distribution

56.

A Comparison of the Standardized Prediction Error Criterion with Other ARCH Model Selection Criteria

Technical Report no 205, March 2004
Number of pages: 14 Posted: 08 Jul 2016
Evdokia Xekalaki and Stavros Antonios Degiannakis
Athens University of Economics and Business and Department of Economic and Regional Development, Panteion University of Political and Social Sciences
Downloads 11 (782,134)
Citation 1

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ARCH models, Forecast Volatility, Model selection, Option Pricing, Predictability, Standardized Prediction Error Criterion

57.

Using the Prediction Error Criterion as a Selection Method in Forecasting Option Prices: A Simulation Approach

Technical Report no 191, October (2002)
Number of pages: 19 Posted: 08 Jul 2016
Stavros Antonios Degiannakis and Evdokia Xekalaki
Department of Economic and Regional Development, Panteion University of Political and Social Sciences and Athens University of Economics and Business
Downloads 10 (791,805)
Citation 1

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ARCH models, Forecast Volatility, Model selection, Predictability, Correlated Gamma Ratio Distribution, Prediction Error Criterion, Option Pricing

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
Number of pages: 7 Posted: 08 Jul 2016
Michael Perakis and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 9 (832,218)

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Process capability indices, noncentral chi-square distribution, approximate confidence intervals

A New Method for Constructing Confidence Intervals for the Index CPM

Quality and Reliability Engineering International, 20(7), 651-665, (2004)
Posted: 08 Jul 2016
Michael Perakis and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business

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process capability indices, non-central chi-square distribution, approximate confidence intervals, lower confidence limits, simulation study

59.

Assessing the Performance of a Prediction Error Criterion Model Selection Algorithm

Technical Report no 133, March 2001
Number of pages: 36 Posted: 08 Jul 2016
Stavros Antonios Degiannakis and Evdokia Xekalaki
Department of Economic and Regional Development, Panteion University of Political and Social Sciences and Athens University of Economics and Business
Downloads 8 (811,864)
Citation 2

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ARCH models, Forecast Volatility, Model selection, Predictability, Correlated Gamma Ratio Distribution, Prediction Error Criterion

60.

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
Number of pages: 8 Posted: 08 Jul 2016
Mimoza Zografi and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 8 (811,864)

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Polya process, accident proneness, accident liability, Markovian property, stationary increments, Cox process, transition probabilities, Chapman-Kolmogorov equations, individual intensity

61.

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
Number of pages: 8 Posted: 08 Jul 2016
Michael Perakis and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business
Downloads 8 (811,864)

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diagnostics, residuals, linear model, generalized linear model, nonlinear model, errors in variables models, heteroscedasticity, autocorrelation, multicollinearity, influence measures

62.

On the Distribution Theory of Over-Dispersion

(2014). Journal of Statistical Distributions and Applications, 1(19)
Number of pages: 22 Posted: 09 Jul 2016
Evdokia Xekalaki
Athens University of Economics and Business
Downloads 7 (822,090)

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Heterogeneity, Contagion, Clustering, Spells model, Accident proneness, Mixtures, Zero-adjusted models, Biased sampling, Generalized Waring distribution, Generalized Waring process

63.

A Technique for Evaluating Forecasting Models

(1984). Biometrical Journal, 26(2), 173-184
Number of pages: 12 Posted: 07 Jul 2016
Evdokia Xekalaki and Shriniwas Katti
Athens University of Economics and Business and University of Missouri at Columbia
Downloads 5 (843,106)

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Model evaluation, rating, credibility interval

64.

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
Posted: 11 Jul 2016
Dimitris Karlis and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business

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Poisson mixtures, k-finite mixtures, EM algorithm, maximum likelihood estimation

65.

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
Posted: 11 Jul 2016
Michael Perakis and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business

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Process capability indices, specification limits, estimation, process yield, bootstrap method

66.

Maximum Likelihood 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
Posted: 11 Jul 2016
Dimitris Karlis and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business

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INAR model, SINAR model, discrete time series models, EM algorithm, environmental data

67.

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
Posted: 09 Jul 2016
Michael Perakis and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business

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Normal process, process capability indices, proportion of conformance, specification area, statistical process control

68.

On an Comparison of the Efficacy of Various Approximations of the Critical Values for Tests on the Process Capability Indices CPL, CPU and CPK

Communications in Statistics – Simulation and Computation, 32(4), 1249-1264, (2003)
Posted: 08 Jul 2016
Michael Perakis and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business

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Process capability indices, Tests of hypotheses, Non-central t distribution, Approximation, Critical value, Percentage point

69.

Under- and Overdispersion

(2015). Wiley StatsRef: Statistics Reference Online, 1-9
Posted: 06 Jul 2016
Evdokia Xekalaki
Athens University of Economics and Business

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heterogeneity, contagion, clustering, spells model, accident proneness, mixtures, biased sampling, zero-adjusted models, Poisson distribution, negative binomial distribution, generalized Waring distribution, generalizedWaring process

70.

SPEC Model Selection Algorithm for ARCH Models: An Options Pricing Evaluation Framework

(2008). Applied Financial Economics Letters, 4(6), 419-423
Posted: 05 Jul 2016
Stavros Antonios Degiannakis and Evdokia Xekalaki
Department of Economic and Regional Development, Panteion University of Political and Social Sciences and Athens University of Economics and Business

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71.

On the Implementation of the Principal Component Analysis – Based Approach in Measuring Process Capability

(2012). Quality and Reliability Engineering International, 28(4), 467-480
Posted: 05 Jul 2016
Michael Perakis and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business

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process capability indices, multivariate processes, principal component analysis

72.

Assessing the Proportion of Conformance of a Process from a Bayesian Perspective

Quality and Reliability Engineering International, on line version DOI: 10.1002/qre.1597
Posted: 05 Jul 2016
Michael Perakis and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business

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statistical process control, proportion of conformance, posterior probability, process capability index

73.

The Bivariate Generalized Waring Distribution and its Application to Accident Theory

Posted: 03 Feb 2008 Last Revised: 23 Jan 2009
Evdokia Xekalaki
Athens University of Economics and Business

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Bivariate generalized Waring distribution, Accident theory, Proneness, Liability, Waring's expansion

74.

Chance Mechanisms for the Univariate Generalized Waring Distribution and Related Characterizations

Posted: 03 Feb 2008 Last Revised: 23 Jan 2009
Evdokia Xekalaki
Athens University of Economics and Business

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Univariate generalized Waring distribution, urn models, conditionality models, STER model, coin-tossing game model, characterization

75.

A Process Capability Index that is Based on the Proportion of Conformance

Posted: 16 Jan 2008 Last Revised: 23 Jan 2009
Michael Perakis and Evdokia Xekalaki
Athens University of Economics and Business and Athens University of Economics and Business

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Process capability indices, Proportion of conformance, Confidence limits, Normal distribution, Exponential distribution