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Interaction between Life History Events. Nonparametric Analysis for Prospective and Retrospective Data in the Presence of Censoring

Scandinavian journal of statistics, 1980-01, Vol.7 (4), p.161-171

1980

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Multivariate Harmonic New Better than Used in Expectation Distributions

Scandinavian journal of statistics, 1983-01, Vol.10 (1), p.19-25

1983

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A Strong Representation for Linear Combinations of Order Statistics with Application to Fixed-Width Confidence Intervals for Location and Scale Parameters

Scandinavian journal of statistics, 1983-01, Vol.10 (2), p.97-115

1983

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Asymptotic Inference in Continuous Time Semi-Markov Processes

Scandinavian journal of statistics, 1980-01, Vol.7 (2), p.73-79

1980

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Evaluating Correlation with Proper Bounds

Biometrics, 1992-12, Vol.48 (4), p.1207-1213

1992

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PROBABILITY IN LOGIC, MATHEMATICS AND SCIENCE

Dialectica, 1949-06, Vol.3 (1-2), p.104-113

Bartlett, M. S.

1949

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A THEORY OF NON-BAYESIAN SOCIAL LEARNING

Econometrica, 2018-03, Vol.86 (2), p.445-490

2018

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Ladislaus von Bortkiewicz-Statistician, Economist and a European Intellectual

International statistical review, 2015-04, Vol.83 (1), p.17-35

2015

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André Dabrowski's work on limit theorems and weak dependence

Canadian journal of statistics, 2009-09, Vol.37 (3), p.307-326

Dehling, Herold

2009

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Nonparametric Inference on Median Residual Life Function

Biometrics, 2008-03, Vol.64 (1), p.157-163

2008

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Why Distinguish Between Statistics and Mathematical Statistics–The Case of Swedish Academia

International statistical review, 2019-04, Vol.87 (1), p.110-126

2019

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A conversation with Elja Arjas (Helsinki, November 2021 and March 2022)

Scandinavian journal of statistics, 2023-03, Vol.50 (1), p.3-12

Corander, Jukka

2023

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Semi-Parametric Models for the Multivariate Tail Dependence Function - the Asymptotically Dependent Case

Scandinavian journal of statistics, 2008-12, Vol.35 (4), p.701-718

2008

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Regression on Quantile Residual Life

Biometrics, 2009-12, Vol.65 (4), p.1203-1212

2009

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Causal estimation using semiparametric transformation models under prevalent sampling

Biometrics, 2015-06, Vol.71 (2), p.302-312

2015

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Integrated OU Processes and Non-Gaussian OU-based Stochastic Volatility Models

Scandinavian journal of statistics, 2003-06, Vol.30 (2), p.277-295

2003

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A Conversation With Paul Embrechts

International statistical review, 2020-12, Vol.88 (3), p.521-547

2020

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Testing for changing volatility

The econometrics journal, 2018-06, Vol.21 (2), p.192-217

2018

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Set estimation and nonparametric detection

Canadian journal of statistics, 2000-12, Vol.28 (4), p.765-782

2000

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Testing multivariate uniformity: The distance-to-boundary method

Canadian journal of statistics, 2006-12, Vol.34 (4), p.693-707

2006

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Estimating the False Discovery Rate Using Nonparametric Deconvolution

Biometrics, 2007-09, Vol.63 (3), p.806-815

2007

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The least concave majorant of the empirical distribution function

Canadian journal of statistics, 2002-06, Vol.30 (2), p.317-328

Carolan, Christopher A.

2002

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Kendall's tau for serial dependence

Canadian journal of statistics, 2000-09, Vol.28 (3), p.587-604

2000

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Statistical Inference under Symmetry

International statistical review, 2004-12, Vol.72 (3), p.409-422

Helland, Inge S.

2004

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Measurement of aggregate risk with copulas

The econometrics journal, 2005-01, Vol.8 (3), p.428-454

2005

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Interaction between Life History Events. Nonparametric Analysis for Prospective and Retrospective Data in the Presence of Censoring

Multivariate Harmonic New Better than Used in Expectation Distributions

A Strong Representation for Linear Combinations of Order Statistics with Application to Fixed-Width Confidence Intervals for Location and Scale Parameters

Asymptotic Inference in Continuous Time Semi-Markov Processes

Evaluating Correlation with Proper Bounds

PROBABILITY IN LOGIC, MATHEMATICS AND SCIENCE

A THEORY OF NON-BAYESIAN SOCIAL LEARNING

Ladislaus von Bortkiewicz-Statistician, Economist and a European Intellectual

André Dabrowski's work on limit theorems and weak dependence

Nonparametric Inference on Median Residual Life Function

Why Distinguish Between Statistics and Mathematical Statistics–The Case of Swedish Academia

A conversation with Elja Arjas (Helsinki, November 2021 and March 2022)

Semi-Parametric Models for the Multivariate Tail Dependence Function - the Asymptotically Dependent Case

Regression on Quantile Residual Life

Causal estimation using semiparametric transformation models under prevalent sampling

Integrated OU Processes and Non-Gaussian OU-based Stochastic Volatility Models

A Conversation With Paul Embrechts

Testing for changing volatility

Set estimation and nonparametric detection

Testing multivariate uniformity: The distance-to-boundary method

Estimating the False Discovery Rate Using Nonparametric Deconvolution

The least concave majorant of the empirical distribution function

Kendall's tau for serial dependence

Statistical Inference under Symmetry

Measurement of aggregate risk with copulas

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