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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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Evaluating Correlation with Proper Bounds

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

1992

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Estimation and Prediction in a Multi-State Model for Breast Cancer

Biometrical journal, 2006-06, Vol.48 (3), p.366-380

2006

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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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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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On the shape of the ground state eigenvalue density of a random Hill's equation

Communications on pure and applied mathematics, 2006-07, Vol.59 (7), p.935-976

2006

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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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On Studentising and Blocklength Selection for the Bootstrap on Time Series

Biometrical journal, 2005-06, Vol.47 (3), p.346-357

2005

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A risk model driven by Lévy processes

Applied stochastic models in business and industry, 2003-04, Vol.19 (2), p.147-167

2003

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Dynamic modelling of life table data

Applied stochastic models and data analysis, 1995-03, Vol.11 (1), p.35-49

1995

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The Early History of the Cumulants and the Gram-Charlier Series

International statistical review, 2000-08, Vol.68 (2), p.137-153

Hald, Anders

2000

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Convergence of discretized stochastic (interest rate) processes with stochastic drift term

Applied stochastic models and data analysis, 1998-03, Vol.14 (1), p.77-84

1998

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Regression Modeling of a Physiological Parameter Affected by Both Intrinsic and Extrinsic Factors

Biometrical journal, 2002-10, Vol.44 (7), p.887-902

Qiu, Peihua

2002

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Piecewise-Deterministic Markov Processes: A General Class of Non-Diffusion Stochastic Models

Journal of the Royal Statistical Society. Series B, Statistical methodology, 1984-07, Vol.46 (3), p.353-376

Davis, M. H. A.

1984

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Moderate Deviations for Bayes Posteriors

Scandinavian journal of statistics, 2002-03, Vol.29 (1), p.153-167

2002

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Some Results on the Tukey-Mclaughlin and Yuen Methods for Trimmed Means when Distributions are Skewed

Biometrical journal, 1994, Vol.36 (3), p.259-273

Wilcox, Rand R.

1994

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Likelihood Inference for Gibbs Processes in the Analysis of Spatial Point Patterns

International statistical review, 2001-04, Vol.69 (1), p.81-104

2001

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Stabilization by Noise Revisited

Zeitschrift für angewandte Mathematik und Mechanik, 1990, Vol.70 (7), p.235-246

Arnold, L.

1990

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KMT-type inequalities and goodness-of-fit tests

Statistica Neerlandica, 1994-07, Vol.48 (2), p.117-132

Koning, A. J.

1994

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On the estimation of the parameters for the Littlewood model in software reliability

Statistica Neerlandica, 1995-07, Vol.49 (2), p.165-184

1995

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Estimating the Weight Undersize Distribution for the Wicksell problem

Statistica Neerlandica, 1992-12, Vol.46 (4), p.259-282

Hoogendoorn, A.W.

1992

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Asymptotic Posterior Normality for Stochastic Processes Revisited

Journal of the Royal Statistical Society. Series B, Statistical methodology, 1987-01, Vol.49 (2), p.215-222

1987

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Bridging the gap between a stationary point process and its Palm distribution

Statistica Neerlandica, 1994-03, Vol.48 (1), p.37-62

Nieuwenhuis, G.

1994

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Asymptotic linearity of minimax estimators

Statistica Neerlandica, 1992-07, Vol.46 (2-3), p.179-194

van der Vaart, A.W.

1992

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Significance levels of linear rank tests using Edgeworth expansions

Statistica Neerlandica, 1991-12, Vol.45 (4), p.379-389

1991

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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

Evaluating Correlation with Proper Bounds

Estimation and Prediction in a Multi-State Model for Breast Cancer

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

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

On the shape of the ground state eigenvalue density of a random Hill's equation

Statistical Inference under Symmetry

On Studentising and Blocklength Selection for the Bootstrap on Time Series

A risk model driven by Lévy processes

Dynamic modelling of life table data

The Early History of the Cumulants and the Gram-Charlier Series

Convergence of discretized stochastic (interest rate) processes with stochastic drift term

Regression Modeling of a Physiological Parameter Affected by Both Intrinsic and Extrinsic Factors

Piecewise-Deterministic Markov Processes: A General Class of Non-Diffusion Stochastic Models

Moderate Deviations for Bayes Posteriors

Some Results on the Tukey-Mclaughlin and Yuen Methods for Trimmed Means when Distributions are Skewed

Likelihood Inference for Gibbs Processes in the Analysis of Spatial Point Patterns

Stabilization by Noise Revisited

KMT-type inequalities and goodness-of-fit tests

On the estimation of the parameters for the Littlewood model in software reliability

Estimating the Weight Undersize Distribution for the Wicksell problem

Asymptotic Posterior Normality for Stochastic Processes Revisited

Bridging the gap between a stationary point process and its Palm distribution

Asymptotic linearity of minimax estimators

Significance levels of linear rank tests using Edgeworth expansions

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