Kukush Alexander

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Sabine Van HuffelKU LeuvenVerified email at esat.kuleuven.be
Yuliya MishuraProfessor of Probability, Taras Shevchenko National University of KyivVerified email at knu.ua
Sergiy ShklyarTaras Shevchenko National University of KyivVerified email at knu.ua
Sergii MasiukHead of Radiological Protection Laboratory, NRCRMVerified email at rpi.kiev.ua
Dhaene JanOrdinary Professor Actuarial Science, KU LeuvenVerified email at kuleuven.be
Харченко Володимир Петрович, Kha...Національний авіаційний університетVerified email at nau.edu.ua
István FazekasUniversity of DebrecenVerified email at inf.unideb.hu
Andrey PilipenkoInstitute of Mathematics of NAS of Ukraine; Igor Sikorsky Kyiv Polytechnic InstituteVerified email at imath.kiev.ua
Alexei KulikLeading researcher, Institute of mathematics, Ukrainian Academy of ScienceVerified email at imath.kiev.ua
Daniël LindersKU Leuven, BelgiumVerified email at kuleuven.be
Silvelyn ZwanzigUppala UniversityVerified email at math.uu.se
Nataliia Kuzmenko, PhDNational Aviation UniversityVerified email at nau.edu.ua
Ivan OSTROUMOV D.Sc., Ph.D.Professor of Aerospace Engineering, National Aviation UniversityVerified email at nau.edu.ua
Z. Boyko/ Z. Boiko/ ЗН БойкоNRCRMVerified email at rpi.kiev.ua
Bogdanova TetianaState Institution "VP Komisarenko Institute of Endocrinology and Metabolism of NAMS of Ukraine"Verified email at bigmir.net
Qihe TangUniversity of New South WalesVerified email at unsw.edu.au
Chi-Lun ChengAcademia SinicaVerified email at stat.sinica.edu.tw
Wim SchoutensVerified email at kuleuven.be
Sándor BaranProfessor, University of DebrecenVerified email at inf.unideb.hu
Kostiantyn RalchenkoTaras Shevchenko National University of KyivVerified email at knu.ua

Kukush Alexander

Professor at Taras Shevchenko National University of Kyiv, Senior Researcher at NRCRM

Verified email at knu.ua - Homepage

Mathematical and Applied Statistics Biostatistics Financial Mathematics Actuarial Mathematics Olympiad Mathematics


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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	148	2006
Remarks on quantiles and distortion risk measures J Dhaene, A Kukush, D Linders, Q Tang European Actuarial Journal 2, 319-328, 2012	130	2012
Consistent least squares fitting of ellipsoids I Markovsky, A Kukush, SV Huffel Numerische Mathematik 98, 177-194, 2004	107	2004
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	105	2004
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	81	2005
Undergraduate Mathematics Competitions (1995–2016) V Brayman, A Kukush Springer, Cham, 2017	78*	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	58	2007
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	56	2014
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	55	2013
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	55	2004
Theory of stochastic processes D Gusak, A Kukush, A Kulik, Y Mishura, A Pilipenko Springer, 2010	53	2010
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	47	2004
Threshold structure of optimal stopping strategies for American type option. I H Jönsson, A Kukush, D Silvestrov Theory of Probability and Mathematical Statistics 71, 93-103, 2005	43	2005
Comparing different estimators in a nonlinear measurement error model A Kukush, H Schneeweiß, R Wolf	41	2002
Three estimators for the Poisson regression model with measurement errors A Kukush, H Schneeweis, R Wolf Statistical Papers 45, 351-368, 2004	40	2004
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	39	1997
Threshold structure of optimal stopping strategies for American type options. II H Jönsson, A Kukush, D Silvestrov Theory of Probability and Mathematical Statistics 72, 42-53, 2005	34	2005
Optimal pricing of American type options with discrete time AG Kukush, DS Silvestrov Theory of Stochastic Processes 10 (26), 72-96, 2004	34	2004
Gaussian measures in Hilbert space: construction and properties A Kukush John Wiley & Sons, 2020	33	2020
Statistical inference with fractional Brownian motion A Kukush, Y Mishura, E Valkeila Statistical inference for stochastic processes 8, 71-93, 2005	31	2005

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