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Semi-parametric models for satisfaction with income
Bellemare, Charles (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718047
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How to determine the order-up-to level when demand is gamma distributed with unknown parameters
Janssen, E. (contributor); Strijbosch, L. W. G. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003674543
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A method of moments estimator of tail dependence
Einmahl, John H. J. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003674635
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Asymptotically distribution-free goodness-of-fit testing for tail copulas
Can, Sami Umut; Einmahl, John H. J.; Khmaladze, Estate V.; … - 2014
Persistent link: https://www.econbiz.de/10011283328
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Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics
Einmahl, John H. J.; Li, Jun; Liu, Regina Y. - 2015
Persistent link: https://www.econbiz.de/10011350125
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Sequential probability ratio tests : conservative and robust
Kleijnen, Jack P. C.; Shi, Wen - 2017
Persistent link: https://www.econbiz.de/10011566530
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Expected utility and catastrophic risk in a stochastic economy-climate model
Ikefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; … - 2010
Persistent link: https://www.econbiz.de/10008748390
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Central limit theorems for local emprical processes near boundaries of sets
Einmahl, John H. J. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003661444
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A simple approximation to the convolution of gamma distributions
Stewart, Trevor; Strijbosch, Leo; Moors, Hans; … - 2007 - Rev. version
Persistent link: https://www.econbiz.de/10003662060
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Estimation of the mean of a univariate normal distribution when the variance is not known
Danilov, Dmitry L. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692513