Search Results - Kallenberg, W.C.M.

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  1. 1
    Detecting positive quadrant dependence and positive function dependence

    Detecting positive quadrant dependence and positive function dependence by Janic-Wróblewska, A, Kallenberg, W.C.M, Ledwina, T

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  2. 2
    Estimating copula densities, using model selection techniques

    Estimating copula densities, using model selection techniques by Kallenberg, Wilbert C.M.

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  3. 3
    Modelling dependence

    Modelling dependence by Kallenberg, Wilbert C.M.

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  4. 4
    Data driven choice of control charts

    Data driven choice of control charts by Albers, Willem, Kallenberg, W.C.M., Nurdiati, Sri

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  5. 5
    Approximations for stop-loss reinsurance premiums

    Approximations for stop-loss reinsurance premiums by Reijnen, Rajko, Albers, Willem, Kallenberg, Wilbert C.M.

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  6. 6
    A comparison between rosenblatt's estimator and parametric density estimators for determining test limits

    A comparison between rosenblatt's estimator and parametric density estimators for determining test limits by Albers, W., Kallenberg, W.C.M., Otten, G.D.

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  7. 7
    Moderate and Cramér-type large deviation theorems for M-estimators

    Moderate and Cramér-type large deviation theorems for M-estimators by Jurečková, J, Kallenberg, W.C.M, Veraverbeke, N

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