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Mohsen Rezapour
Mohsen Rezapour
Vertex Pharmaceutical
Verified email at vrtx.com
Title
Cited by
Cited by
Year
Multivariate normal mean–variance mixture distribution based on Birnbaum–Saunders distribution
R Pourmousa, A Jamalizadeh, M Rezapour
Journal of Statistical Computation and Simulation 85 (13), 2736-2749, 2015
292015
Stochastic comparison of lifetimes of two (n− k+ 1)-out-of-n systems with heterogeneous dependent components
M Rezapour, MH Alamatsaz
Journal of Multivariate Analysis 130, 240-251, 2014
282014
Stochastic volatility models with possible extremal clustering
T Mikosch, M Rezapour
262013
Stochastic comparison of residual and past lifetimes of (n− k+ 1)-out-of-n systems with dependent components
M Rezapour, ET Salehi, MH Alamatsaz
Communications in Statistics-Theory and Methods 42 (12), 2185-2199, 2013
192013
On properties of progressively Type-II censored order statistics arising from dependent and non-identical random variables
M Rezapour, MH Alamatsaz, N Balakrishnan, E Cramer
Statistical methodology 10 (1), 58-71, 2013
162013
On the construction of nested Archimedean copulas for d-monotone generators
M Rezapour
Statistics & Probability Letters 101, 21-32, 2015
152015
On properties of dependent progressively Type-II censored order statistics
M Rezapour, MH Alamatsaz, N Balakrishnan
Metrika 76 (7), 909-917, 2013
122013
The eigenvalues of the sample covariance matrix of a multivariate heavy-tailed stochastic volatility model
A Janssen, T Mikosch, M Rezapour, X Xie
112018
Multivariate aging with Archimedean dependence structures in high dimensions
M Rezapour, MH Alamatsaz, F Pellerey
Communications in Statistics-Theory and Methods 42 (11), 2056-2070, 2013
112013
Multivariate tail conditional expectation for scale mixtures of skew-normal distribution
SA Mousavi, V Amirzadeh, M Rezapour, A Sheikhy
Journal of Statistical Computation and Simulation 89 (17), 3167-3181, 2019
102019
Evaluation of copula performance in groundwater quality Zoning (case study: Kerman and Ravar regions)
M Ganjalikhani, M Zounemat-Kermani, M Rezapour, MB Rahnama
Iranian Journal of Soil and Water Research 47 (3), 551-560, 2016
92016
Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims
S Ariyafar, M Tata, M Rezapour, M Madadi
Journal of Multivariate Analysis 178, 104620, 2020
72020
Heavy tails for an alternative stochastic perpetuity model
T Mikosch, M Rezapour, O Wintenberger
Stochastic Processes and their Applications 129 (11), 4638-4662, 2019
52019
Estimators based on trimmed Kendall’s tau in multivariate copula models
M Rezapour, N Balakrishnan
Statistical Methodology 15, 55-72, 2013
52013
The survey of climate change impact on drought severity-duration-frequency curves using copulas
FM AZIZABADI, B BAKHTIARI, K QADERI, M REZAPOUR
IRANIAN JOURNAL OF SOIL AND WATER RESEARCH 47 (4), 743-754, 2017
42017
On properties of progressively Type-II censored conditionally N-ordered statistics arising from a non-identical and dependent random vector
V Amirzadeh, M Rezapour
Journal of Statistical Computation and Simulation 86 (9), 1818-1828, 2016
22016
Goodness-of-fit test based on Shannon entropy of k-record values from the generalized
B Afhami, M Madadi, M Rezapour
Journal of Statistical Sciences 9 (1), 43-60, 2015
22015
Recent COVID-19 infection is associated with increased mortality in the ambulatory surgery population
GW Williams, T Mubashir, J Balogh, M Rezapour, J Hu, B Dominique, ...
Journal of Clinical Anesthesia 89, 111182, 2023
12023
Portfolio Selection under Multivariate Merton Model with Correlated Jump Risk
B Afhami, M Rezapour, M Madadi, V Maroufy
arXiv preprint arXiv:2104.10240, 2021
12021
Progressively Type-II censored conditionally N-ordered statistics from a unified elliptically contoured copula
M Rezapour
Communications in Statistics-Theory and Methods 46 (11), 5595-5611, 2017
12017
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