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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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Conditioned random walks and Lévy processes

The Bulletin of the London Mathematical Society, 2012-02, Vol.44 (1), p.139-150

2012

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Evaluating Correlation with Proper Bounds

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

1992

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A mixture of generalized hyperbolic distributions

Canadian journal of statistics, 2015-06, Vol.43 (2), p.176-198

2015

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Long-Term Risk: An Operator Approach

Econometrica, 2009-01, Vol.77 (1), p.177-234

2009

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Tutorial in biostatistics: competing risks and multi-state models

Statistics in medicine, 2007-05, Vol.26 (11), p.2389-2430

2007

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Smallest singular value of a random rectangular matrix

Communications on pure and applied mathematics, 2009-12, Vol.62 (12), p.1707-1739

2009

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DYNAMIC VALUATION DECOMPOSITION WITHIN STOCHASTIC ECONOMIES

Econometrica, 2012-05, Vol.80 (3), p.911-967

Hansen, Lars Peter

2012

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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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NEARLY OPTIMAL TESTS WHEN A NUISANCE PARAMETER IS PRESENT UNDER THE NULL HYPOTHESIS

Econometrica, 2015-03, Vol.83 (2), p.771-811

2015

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An Elementary Theory of Comparative Advantage

Econometrica, 2009-07, Vol.77 (4), p.1165-1192

Costinot, Arnaud

2009

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Bootstrapping confidence intervals for the change-point of time series

Journal of time series analysis, 2008-11, Vol.29 (6), p.947-972

2008

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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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Large Risks, Limited Liability, and Dynamic Moral Hazard

Econometrica, 2010-01, Vol.78 (1), p.73-118

2010

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INTERSECTION BOUNDS: ESTIMATION AND INFERENCE

Econometrica, 2013-03, Vol.81 (2), p.667-737

2013

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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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DYNAMIC CDO TERM STRUCTURE MODELING

Mathematical finance, 2011-01, Vol.21 (1), p.53-71

2011

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On unbiasedness and biasedness of the Wilcoxon and some nonparametric tests

Wiley interdisciplinary reviews. Computational statistics, 2023-05, Vol.15 (3), p.e1600-n/a

2023

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Polynomial Cointegration Between Stationary Processes With Long Memory

Journal of time series analysis, 2007-11, Vol.28 (6), p.923-942

2007

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A mixture of common skew-t factor analysers

Stat (International Statistical Institute), 2014-03, Vol.3 (1), p.68-82

2014

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Unconditional Uniqueness for the Cubic Gross-Pitaevskii Hierarchy via Quantum de Finetti

Communications on pure and applied mathematics, 2015-10, Vol.68 (10), p.1845-1884

2015

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Examining Flood Frequency Distributions in the Midwest U.S

Journal of the American Water Resources Association, 2011-06, Vol.47 (3), p.447-463

2011

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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

Conditioned random walks and Lévy processes

Evaluating Correlation with Proper Bounds

A mixture of generalized hyperbolic distributions

Long-Term Risk: An Operator Approach

Tutorial in biostatistics: competing risks and multi-state models

Smallest singular value of a random rectangular matrix

DYNAMIC VALUATION DECOMPOSITION WITHIN STOCHASTIC ECONOMIES

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

NEARLY OPTIMAL TESTS WHEN A NUISANCE PARAMETER IS PRESENT UNDER THE NULL HYPOTHESIS

An Elementary Theory of Comparative Advantage

Bootstrapping confidence intervals for the change-point of time series

André Dabrowski's work on limit theorems and weak dependence

Large Risks, Limited Liability, and Dynamic Moral Hazard

INTERSECTION BOUNDS: ESTIMATION AND INFERENCE

A THEORY OF NON-BAYESIAN SOCIAL LEARNING

DYNAMIC CDO TERM STRUCTURE MODELING

On unbiasedness and biasedness of the Wilcoxon and some nonparametric tests

Polynomial Cointegration Between Stationary Processes With Long Memory

A mixture of common skew-t factor analysers

Unconditional Uniqueness for the Cubic Gross-Pitaevskii Hierarchy via Quantum de Finetti

Examining Flood Frequency Distributions in the Midwest U.S

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