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Kukush Alexander
Kukush Alexander
Professor at Taras Shevchenko National University of Kyiv, Senior Researcher at NRCRM
Verified email at knu.ua - Homepage
Title
Cited by
Cited by
Year
The element-wise weighted total least-squares problem
I Markovsky, ML Rastello, A Premoli, A Kukush, S Van Huffel
Computational Statistics & Data Analysis 50 (1), 181-209, 2006
1412006
Consistency of elementwise-weighted total least squares estimator in a multivariate errors-in-variables model AX= B
A Kukush, S Van Huffel
Metrika 59 (1), 75-97, 2004
952004
Consistent least squares fitting of ellipsoids
I Markovsky, A Kukush, SV Huffel
Numerische Mathematik 98 (1), 177-194, 2004
922004
Remarks on quantiles and distortion risk measures
J Dhaene, A Kukush, D Linders, Q Tang
European Actuarial Journal 2 (2), 319-328, 2012
852012
Consistency of the structured total least squares estimator in a multivariate errors-in-variables model
A Kukush, I Markovsky, S Van Huffel
Journal of Statistical Planning and Inference 133 (2), 315-358, 2005
792005
Undergraduate Mathematics Competitions (1995–2016)
V Brayman, A Kukush
Springer, Cham, 2017
60*2017
Guest editorial: Total least squares and errors-in-variables modeling
S Van Huffel, I Markovsky, R Vaccaro, T Soderstrom
Signal Processing 87, 2281-2282, 2007
542007
Consistent estimation in an implicit quadratic measurement error model
A Kukush, I Markovsky, S Van Huffel
Computational statistics & data analysis 47 (1), 123-147, 2004
542004
Theory of stochastic processes
D Gusak, A Kukush, A Kulik, Y Mishura, A Pilipenko
Problem Books in Math. Springer, New York, 2010
452010
Impact of uncertainties in exposure assessment on estimates of thyroid cancer risk among Ukrainian children and adolescents exposed from the Chernobyl accident
MP Little, AG Kukush, SV Masiuk, S Shklyar, RJ Carroll, JH Lubin, ...
PLoS one 9 (1), e85723, 2014
442014
Threshold structure of optimal stopping strategies for American type option. I
H JŲnsson, A Kukush, D Silvestrov
Theory of Probability and Mathematical Statistics 71, 93-103, 2005
402005
Comparing different estimators in a nonlinear measurement error model
A Kukush, H SchneeweiŖ, R Wolf
392002
On the (in-) dependence between financial and actuarial risks
J Dhaene, A Kukush, E Luciano, W Schoutens, B Stassen
Insurance: Mathematics and Economics 52 (3), 522-531, 2013
362013
On the computation of the multivariate structured total least squares estimator
I Markovsky, SV Huffel, A Kukush
Numerical linear algebra with applications 11 (5‐6), 591-608, 2004
352004
Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms
I Fazekas, AG Kukush
Computers & Mathematics with Applications 34 (10), 23-39, 1997
351997
Three estimators for the Poisson regression model with measurement errors
A Kukush, H Schneeweis, R Wolf
Statistical Papers 45 (3), 351-368, 2004
322004
Optimal pricing of American type options with discrete time
AG Kukush, DS Silvestrov
Theory of Stochastic Processes 10 (26), 72-96, 2004
322004
On errors-in-variables estimation with unknown noise variance ratio
I Markovsky, A Kukush, S Van Huffel
IFAC Proceedings Volumes 39 (1), 172-177, 2006
302006
Threshold structure of optimal stopping strategies for American type options. II
H JŲnsson, A Kukush, D Silvestrov
Theory of Probability and Mathematical Statistics 72, 42-53, 2005
302005
Consistent fundamental matrix estimation in a quadratic measurement error model arising in motion analysis
A Kukush, I Markovsky, S Van Huffel
Computational statistics & data analysis 41 (1), 3-18, 2002
302002
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