Abstracts                              

T(q)-Maximum Likelihood Estimation and Applications

Abstract. An extension of the classical maximum likelihood estimation will be introduced by incorporating an additional parameter q (playıng the role of distortion parameter). Relations to q-entropy and classical Box-Cox transformation will be discussed. The new methodology will be applied to extreme value analysis and its priority will be shown in comparison with classical methods.

Extended Marshall Olkin Model and Finance Applications

Abstract. In the classical Marshall Olkin model it is assumed that the variables involved are independent and exponentıally distributed. We offer an extension relaxing independence assumption between variables which not necessarily are identical. Finance aplications will be discussed as well.