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Author ID: makov.udi-e Recent zbMATH articles by "Makov, Udi E."
Published as: Makov, Udi E.; Makov, U. E.; Makov, Udi; Markov, Udi E.; Makov, U.
Documents Indexed: 35 Publications since 1977, including 1 Book
Co-Authors: 15 Co-Authors with 30 Joint Publications
297 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

30 Publications have been cited 747 times in 709 Documents Cited by Year
Statistical analysis of finite mixture distributions. Zbl 0646.62013
Titterington, D. M.; Smith, A. F. M.; Makov, U. E.
582
1985
Exponential dispersion models and credibility. Zbl 1076.62560
Landsman, Zinoviy M.; Makov, Udi E.
19
1998
Credibility evaluation for the exponential dispersion family. Zbl 0927.62109
Landsman, Zinoviy; Makov, Udi E.
13
1999
Multivariate tail conditional expectation for elliptical distributions. Zbl 1373.62523
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
13
2016
Principal applications of Bayesian methods in actuarial science: a perspective. Zbl 1083.62538
Makov, Udi E.
13
2001
A quasi-Bayes sequential procedure for mixtures. Zbl 0377.62045
Smith, A. F. M.; Makov, U. E.
10
1978
Conjugate likelihood distributions. Zbl 0776.62027
George, E. I.; Makov, U. E.; Smith, A. F. M.
10
1993
Tail conditional moments for elliptical and log-elliptical distributions. Zbl 1371.60041
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
9
2016
A multivariate tail covariance measure for elliptical distributions. Zbl 1398.62132
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
9
2018
Loss robustness via Fisher-weighted squared-error loss function. Zbl 0836.62006
Makov, Udi E.
7
1995
Robust Bayesian analysis of loss reserves data using the generalized-\(t\) distribution. Zbl 1169.91384
Chan, Jennifer S. K.; Choy, S. T. Boris; Makov, Udi E.
6
2008
A quasi-Bayes unsupervised learning procedure for priors. Zbl 0397.62004
Makov, Udi E.; Smith, Adrian F. M.
6
1977
Robustness via a mixture of exponential power distributions. Zbl 1429.62061
Hazan, Alon; Landsman, Zinoviy; Makov, Udi E.
6
2003
Some aspects of Bayesian loss-robustness. Zbl 0797.62022
Makov, Udi E.
5
1994
On credibility evaluation and the tail area of the exponential dispersion family. Zbl 0971.62064
Landsman, Zinoviy; Makov, Udi E.
5
2000
Extended generalized skew-elliptical distributions and their moments. Zbl 1373.60030
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
5
2017
Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component. Zbl 1235.91096
Landsman, Zinoviy; Makov, Udi
4
2012
Modelling insurance losses using contaminated generalised beta type-II distribution. Zbl 1390.62204
Chan, J. S. K.; Choy, S. T. B.; Makov, U. E.; Landsman, Z.
4
2018
On stochastic approximation and credibility. Zbl 0922.62111
Landsman, Zinoviy; Markov, Udi E.
3
1999
Sequential credibility evaluation for symmetric location claim distributions. Zbl 1069.62554
Landsman, Zinoviy; Makov, Udi E.
3
1999
Robust Bayesian analysis of loss reserving data using scale mixtures distributions. Zbl 07281501
Choy, S. T. Boris; Chan, Jennifer S. K.; Makov, Udi E.
3
2016
Bayesian detection and estimation of jumps in linear systems. Zbl 0498.93060
Smith, A. F. M.; Makov, U. E.
2
1980
Fully Bayesian hierarchical analysis for exponential families via Monte Carlo computation. Zbl 0839.62022
George, E. I.; Makov, U. E.; Smith, A. F. M.
2
1994
Minimization of a function of a quadratic functional with application to optimal portfolio selection. Zbl 1346.90668
Landsman, Zinoviy; Makov, Udi
2
2016
Portfolio optimization by a bivariate functional of the mean and variance. Zbl 1443.90271
Landsman, Z.; Makov, U.; Shushi, T.
1
2020
Approximations to unsupervised filters. Zbl 0445.93036
Makov, U. E.
1
1980
Additive noise and multiplicative bias as disclosure limitation techniques for continuous microdata: a simulation study. Zbl 1060.62035
Trottini, M.; Fienberg, S. E.; Makov, U. E.; Meyer, M. M.
1
2004
Confidentiality, uniqueness, and disclosure limitation for categorical data. Zbl 0921.62011
Fienberg, Stephen E.; Makov, U. E.
1
1997
Sequential quasi credibility for scale dispersion models. Zbl 1092.91047
Landsman, Zinoviy; Makov, Udi
1
2003
Contaminated exponential dispersion loss models. Zbl 1084.62539
Landsman, Zinoviy M.; Makov, Udi E.
1
2003
Portfolio optimization by a bivariate functional of the mean and variance. Zbl 1443.90271
Landsman, Z.; Makov, U.; Shushi, T.
1
2020
A multivariate tail covariance measure for elliptical distributions. Zbl 1398.62132
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
9
2018
Modelling insurance losses using contaminated generalised beta type-II distribution. Zbl 1390.62204
Chan, J. S. K.; Choy, S. T. B.; Makov, U. E.; Landsman, Z.
4
2018
Extended generalized skew-elliptical distributions and their moments. Zbl 1373.60030
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
5
2017
Multivariate tail conditional expectation for elliptical distributions. Zbl 1373.62523
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
13
2016
Tail conditional moments for elliptical and log-elliptical distributions. Zbl 1371.60041
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
9
2016
Robust Bayesian analysis of loss reserving data using scale mixtures distributions. Zbl 07281501
Choy, S. T. Boris; Chan, Jennifer S. K.; Makov, Udi E.
3
2016
Minimization of a function of a quadratic functional with application to optimal portfolio selection. Zbl 1346.90668
Landsman, Zinoviy; Makov, Udi
2
2016
Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component. Zbl 1235.91096
Landsman, Zinoviy; Makov, Udi
4
2012
Robust Bayesian analysis of loss reserves data using the generalized-\(t\) distribution. Zbl 1169.91384
Chan, Jennifer S. K.; Choy, S. T. Boris; Makov, Udi E.
6
2008
Additive noise and multiplicative bias as disclosure limitation techniques for continuous microdata: a simulation study. Zbl 1060.62035
Trottini, M.; Fienberg, S. E.; Makov, U. E.; Meyer, M. M.
1
2004
Robustness via a mixture of exponential power distributions. Zbl 1429.62061
Hazan, Alon; Landsman, Zinoviy; Makov, Udi E.
6
2003
Sequential quasi credibility for scale dispersion models. Zbl 1092.91047
Landsman, Zinoviy; Makov, Udi
1
2003
Contaminated exponential dispersion loss models. Zbl 1084.62539
Landsman, Zinoviy M.; Makov, Udi E.
1
2003
Principal applications of Bayesian methods in actuarial science: a perspective. Zbl 1083.62538
Makov, Udi E.
13
2001
On credibility evaluation and the tail area of the exponential dispersion family. Zbl 0971.62064
Landsman, Zinoviy; Makov, Udi E.
5
2000
Credibility evaluation for the exponential dispersion family. Zbl 0927.62109
Landsman, Zinoviy; Makov, Udi E.
13
1999
On stochastic approximation and credibility. Zbl 0922.62111
Landsman, Zinoviy; Markov, Udi E.
3
1999
Sequential credibility evaluation for symmetric location claim distributions. Zbl 1069.62554
Landsman, Zinoviy; Makov, Udi E.
3
1999
Exponential dispersion models and credibility. Zbl 1076.62560
Landsman, Zinoviy M.; Makov, Udi E.
19
1998
Confidentiality, uniqueness, and disclosure limitation for categorical data. Zbl 0921.62011
Fienberg, Stephen E.; Makov, U. E.
1
1997
Loss robustness via Fisher-weighted squared-error loss function. Zbl 0836.62006
Makov, Udi E.
7
1995
Some aspects of Bayesian loss-robustness. Zbl 0797.62022
Makov, Udi E.
5
1994
Fully Bayesian hierarchical analysis for exponential families via Monte Carlo computation. Zbl 0839.62022
George, E. I.; Makov, U. E.; Smith, A. F. M.
2
1994
Conjugate likelihood distributions. Zbl 0776.62027
George, E. I.; Makov, U. E.; Smith, A. F. M.
10
1993
Statistical analysis of finite mixture distributions. Zbl 0646.62013
Titterington, D. M.; Smith, A. F. M.; Makov, U. E.
582
1985
Bayesian detection and estimation of jumps in linear systems. Zbl 0498.93060
Smith, A. F. M.; Makov, U. E.
2
1980
Approximations to unsupervised filters. Zbl 0445.93036
Makov, U. E.
1
1980
A quasi-Bayes sequential procedure for mixtures. Zbl 0377.62045
Smith, A. F. M.; Makov, U. E.
10
1978
A quasi-Bayes unsupervised learning procedure for priors. Zbl 0397.62004
Makov, Udi E.; Smith, Adrian F. M.
6
1977
all top 5

Cited by 1,126 Authors

16 Landsman, Zinoviy M.
13 Makov, Udi E.
13 McNicholas, Paul D.
13 Punzo, Antonio
12 Chen, Jiahua
11 Titterington, D. Michael
10 McLachlan, Geoffrey John
9 Shushi, Tomer
8 Al-Moisheer, A. S.
8 Lindsay, Bruce G.
7 Böhning, Dankmar
7 DeSarbo, Wayne S.
7 Gómez-Déniz, Emilio
7 Ingrassia, Salvatore
7 Lin, Tsung I.
7 Nguyen, Hien Duy
7 Vandekerkhove, Pierre
7 Yao, Weixin
6 Al-Hussaini, Essam Khalaf
6 Chan, Jennifer So Kuen
6 Maĭboroda, Rostyslav Yevgenovych
5 Bordes, Laurent
5 Kárný, Miroslav
5 Karunamuni, Rohana J.
5 Louzada-Neto, Francisco
5 Robert, Christian P. Robert
5 Sultan, Khalaf Salman
5 Wu, Liucang
4 Achcar, Jorge Alberto
4 Casella, George
4 Celeux, Gilles
4 Gupta, Arjun Kumar
4 Hall, Peter Gavin
4 Huang, Mian
4 Jaheen, Zeinhum Fekry
4 Martín, Jacinto
4 Minotti, Simona Caterina
4 Ning, Wei
4 Polymenis, Athanase
4 Qin, Yongsong
4 Suarez-Llorens, Alfonso
4 Vázquez Polo, Francisco José
4 Wang, Shaoli
4 Wu, Yanhong
4 Xia, Yemao
3 Ahmad, Khalaf El-Dab
3 Andrews, Jeffrey L.
3 Bee, Marco
3 Browne, Ryan P.
3 Choy, S. T. Boris
3 Dey, Dipak Kumar
3 Domma, Filippo
3 Eini, Esmat Jamshidi
3 García-Escudero, Luis Angel
3 Gassiat, Elisabeth
3 Gordaliza, Alfonso
3 Gou, Jianwei
3 Ho, Hsiu J.
3 Huang, Yangxin
3 Iannario, Maria
3 Kalbfleisch, John D.
3 Karlis, Dimitris
3 Khaloozadeh, Hamid
3 Lachos Dávila, Víctor Hugo
3 Lee, Andy H.
3 Lee, Sharon X.
3 Lei, Qingzhu
3 Liseo, Brunero
3 Liu, Xin
3 Lopes, Hedibert Freitas
3 Lu, Xiaosun
3 Marchette, David J.
3 Markatou, Marianthi
3 Martin, Ryan R.
3 Mayo-Iscar, Agustin
3 Mengersen, Kerrie L.
3 Moulines, Eric
3 Murphy, Thomas Brendan
3 Nadarajah, Saralees
3 Priebe, Carey E.
3 Rydén, Tobias
3 Shao, Yongzhao
3 Sriram, T. N.
3 Subedi, Sanjeena
3 Tang, Niansheng
3 Taylor, Greg
3 Vicari, Donatella
3 Vittadini, Giorgio
3 Walther, Günther
3 Wedel, Michel
3 Wu, Jingjing
3 Yin, Chuancun
3 Young, Derek Scott
3 Zhu, Hongtu
2 Abdel-Hamid, Alaa H.
2 Agarwal, Satish Kumar
2 Al-Saleh, Jamal A.
2 Alfò, Marco
2 Arias-Nicolás, José Pablo
2 Atienza, Nieves
...and 1,026 more Authors
all top 5

Cited in 138 Serials

72 Computational Statistics and Data Analysis
45 Communications in Statistics. Theory and Methods
34 Journal of Statistical Planning and Inference
29 Insurance Mathematics & Economics
26 Statistics & Probability Letters
23 Communications in Statistics. Simulation and Computation
20 Journal of Multivariate Analysis
19 Journal of Applied Statistics
18 Journal of Statistical Computation and Simulation
17 Psychometrika
17 The Annals of Statistics
17 Biometrics
17 Statistics and Computing
16 Journal of Classification
14 Journal of Econometrics
12 The Canadian Journal of Statistics
11 Annals of the Institute of Statistical Mathematics
10 Scandinavian Journal of Statistics
10 North American Actuarial Journal
9 Journal of the Royal Statistical Society. Series B. Statistical Methodology
8 Statistics
8 Pattern Recognition
8 ASTIN Bulletin
7 Computational Statistics
7 Test
7 Statistical Papers
7 Scandinavian Actuarial Journal
7 Advances in Data Analysis and Classification. ADAC
7 The Annals of Applied Statistics
6 Statistical Science
6 European Journal of Operational Research
5 Statistical Modelling
5 Electronic Journal of Statistics
5 Modern Stochastics. Theory and Applications
4 Applied Mathematics and Computation
4 Biometrical Journal
4 Journal of Mathematical Psychology
4 Revue de Statistique Appliquée
4 Econometric Reviews
4 Theory of Probability and Mathematical Statistics
4 Statistical Methodology
4 Bayesian Analysis
3 Automatica
3 Journal of the American Statistical Association
3 Journal of Computational and Applied Mathematics
3 Kybernetika
3 International Journal of Approximate Reasoning
3 Mathematical and Computer Modelling
3 Applied Mathematics. Series B (English Edition)
3 Mathematical Problems in Engineering
3 Journal of the Royal Statistical Society. Series C. Applied Statistics
3 Quantitative Finance
3 Journal of Theoretical Biology
2 Information Sciences
2 International Statistical Review
2 Journal of Optimization Theory and Applications
2 Metron
2 American Journal of Mathematical and Management Sciences
2 Neural Networks
2 Annals of Operations Research
2 Machine Learning
2 International Journal of Adaptive Control and Signal Processing
2 The Annals of Applied Probability
2 Journal of Global Optimization
2 Stochastic Processes and their Applications
2 Mathematical Methods of Statistics
2 Bernoulli
2 Journal of Nonparametric Statistics
2 PAA. Pattern Analysis and Applications
2 Australian & New Zealand Journal of Statistics
2 Methodology and Computing in Applied Probability
2 Journal of Computational and Graphical Statistics
2 Journal of Agricultural, Biological, and Environmental Statistics
2 European Actuarial Journal
2 Journal of Mathematics
2 AIMS Mathematics
1 Artificial Intelligence
1 Computers & Mathematics with Applications
1 Computer Physics Communications
1 Discrete Applied Mathematics
1 Information Processing Letters
1 Journal of Computational Physics
1 Mathematical Biosciences
1 Metrika
1 Rocky Mountain Journal of Mathematics
1 Annales de l’Institut Fourier
1 Fuzzy Sets and Systems
1 Journal of Computer and System Sciences
1 Proceedings of the American Mathematical Society
1 Scandinavian Actuarial Journal
1 SIAM Journal on Computing
1 Statistica Neerlandica
1 Systems & Control Letters
1 Operations Research Letters
1 Circuits, Systems, and Signal Processing
1 Acta Applicandae Mathematicae
1 Physica D
1 Applied Numerical Mathematics
1 Journal of Symbolic Computation
1 Sequential Analysis
...and 38 more Serials

Citations by Year