Udi Makov
Title
Cited by
Cited by
Year
Statistical analysis of finite mixture distributions
DM Titterington, S Afm, AFM Smith, UE Makov
John Wiley & Sons Incorporated, 1985
50881985
Confidentiality, uniqueness, and disclosure limitation for categorical data
SE Fienberg, UE Makov
Journal of Official Statistics 14 (4), 385, 1998
1521998
Conjugate likelihood distributions
EI George, UE Makov, AFM Smith
Scandinavian Journal of Statistics, 147-156, 1993
1261993
A quasi‐Bayes sequential procedure for mixtures
AFM Smith, UE Makov
Journal of the Royal Statistical Society: Series B (Methodological) 40 (1 …, 1978
1061978
Bayesian methods in actuarial science
UE Makov, AFM Smith, YH Liu
Journal of the Royal Statistical Society: Series D (The Statistician) 45 (4 …, 1996
951996
Principal applications of Bayesian methods in actuarial science: a perspective
UE Makov
North American Actuarial Journal 5 (4), 53-57, 2001
532001
Exponential dispersion models and credibility
ZM Landsman, UE Makov
Scandinavian Actuarial Journal 1998 (1), 89-96, 1998
441998
A quasi-Bayes unsupervised learning procedure for priors (Corresp.)
U Makov, A Smith
IEEE Transactions on Information Theory 23 (6), 761-764, 1977
401977
Statistical notions of data disclosure avoidance and their relationship to traditional statistical methodology: Data swapping and log-linear models
SE Fienberg, RJ Steele, UE Makov
Proceedings of Bureau of the Census 1996 Annual Research Conference, 87-105, 1996
371996
Credibility evaluation for the exponential dispersion family
Z Landsman, UE Makov
Insurance: Mathematics and Economics 24 (1-2), 23-29, 1999
311999
Multivariate tail conditional expectation for elliptical distributions
Z Landsman, U Makov, T Shushi
Insurance: Mathematics and Economics 70, 216-223, 2016
282016
Bayesian detection and estimation of jumps in linear systems
AFM Smith
Bayesian Statistics, 1985
251985
A multivariate tail covariance measure for elliptical distributions
Z Landsman, U Makov, T Shushi
Insurance: Mathematics and Economics 81, 27-35, 2018
242018
Optimal portfolios with downside risk
F Klebaner, Z Landsman, U Makov, J Yao
Quantitative Finance 17 (3), 315-325, 2017
232017
Robust Bayesian analysis of loss reserves data using the generalized-t distribution
JSK Chan, STB Choy, UE Makov
ASTIN Bulletin: The Journal of the IAA 38 (1), 207-230, 2008
212008
Loss robustness via Fisher-weighted squared-error loss function
UE Makov
Insurance: Mathematics and Economics 16 (1), 1-6, 1995
211995
Tail conditional moments for elliptical and log-elliptical distributions
Z Landsman, U Makov, T Shushi
Insurance: Mathematics and Economics 71, 179-188, 2016
192016
Some aspects of Bayesian loss-robustness
UE Makov
Journal of statistical planning and inference 38 (3), 359-370, 1994
191994
Additive noise and multiplicative bias as disclosure limitation techniques for continuous microdata: A simulation study
M Trottini, SE Fienberg, UE Makov, MM Meyer
Journal of Computational Methods in Sciences and Engineering 4 (1-2), 5-16, 2004
172004
Uniqueness and disclosure risk: Urn models and simulation
SE Fienberg, UE Makov
Res. Official Statist 4, 23-40, 2001
172001
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Articles 1–20