Jan W. H. Swanepoel

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Person:491413

Available identifiers

zbMath Open swanepoel.jan-w-hMaRDI QIDQ491413

List of research outcomes

PublicationDate of PublicationType
Nonparametric estimation of risk ratios for bivariate data2022-11-23Paper
The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator2021-09-01Paper
Efficiency behaviour of kernel-smoothed kernel distribution function estimators2021-02-16Paper
Nonparametric estimation of the cross ratio function2020-05-27Paper
A note on the behaviour of a kernel-smoothed kernel density estimator2020-01-20Paper
https://portal.mardi4nfdi.de/entity/Q46869642018-10-10Paper
https://portal.mardi4nfdi.de/entity/Q46869992018-10-10Paper
https://portal.mardi4nfdi.de/entity/Q46870062018-10-10Paper
https://portal.mardi4nfdi.de/entity/Q46870252018-10-10Paper
https://portal.mardi4nfdi.de/entity/Q46871112018-10-10Paper
https://portal.mardi4nfdi.de/entity/Q46871392018-10-10Paper
On the asymptotic theory of new bootstrap confidence bounds2018-04-27Paper
Smooth copula-based estimation of the conditional density function with a single covariate2017-08-03Paper
Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals2016-07-06Paper
A general result on the uniform in bandwidth consistency of kernel-type function estimators2016-03-23Paper
Uniform in bandwidth consistency of kernel estimators of the density of mixed data2015-08-25Paper
Uniform in bandwidth limit laws for kernel distribution function estimators2015-07-30Paper
Erratum to: ``A general result on the uniform in bandwidth consistency of kernel-type function estimators2015-06-15Paper
On a generalization of a theorem by Euler2015-02-04Paper
The probability weighted characteristic function and goodness-of-fit testing2014-01-23Paper
A note on the asymptotic behavior of the Bernstein estimator of the copula density2014-01-13Paper
Some new results on the empirical copula estimator with applications2013-12-06Paper
Two new data-dependent choices ofmwhen applying them-out-of-nbootstrap to hypothesis testing2013-06-28Paper
Large sample behavior of the Bernstein copula estimator2012-05-04Paper
New tests for exponentiality against new better than used inpth quantile2009-02-18Paper
A class of goodness-of-fit tests based on a new characterization of the exponential distribution2008-10-14Paper
Modifying the kernel distribution function estimator towards reduced bias2007-09-12Paper
Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms2007-07-16Paper
A New Kernel Distribution Function Estimator Based on a Non‐parametric Transformation of the Data2006-05-24Paper
Bootstrapping modified goodness-of-fit statistics with estimated parameters2005-08-01Paper
Goodness-of-fit tests based on estimated expectations of probability integral transformed order statistics2003-04-27Paper
The modified bootstrap error process for Kaplan-Meier quantiles2002-09-05Paper
EFFICIENCY OF LINEAR REGRESSION ESTIMATORS BASED ON PRESMOOTHING2002-07-28Paper
Modified bootstrap consistency rates for \(U\)-quantiles2002-06-30Paper
The limiting behavior of a modified maximal symmetric \(2s\)-spacing with applications1999-11-09Paper
The bootstrap applied to sequential analysis1994-07-07Paper
The asymptotic normality of an intermediate order statistic of the ranges of sub-samples1993-12-02Paper
A new nonparametric estimator for the mean of the selected population1993-10-12Paper
A modified bootstrap estimator for the mean of an asymmetric distribution1993-08-25Paper
Some new model selection criteria in simple regression1993-08-23Paper
https://portal.mardi4nfdi.de/entity/Q40328391993-04-01Paper
https://portal.mardi4nfdi.de/entity/Q34907751990-01-01Paper
A modified durbin—watson test for serial correlation in multiple regression under nonnormality using the bootstrap1989-01-01Paper
On a new test for autocorrelation in regression models under nonnormality1989-01-01Paper
Mean intergrated squared error properties and optimal kernels when estimating a diatribution function1988-01-01Paper
On an extension of a theorem by woodroofe and yu1988-01-01Paper
Optimal kernels when estimating non-smooth densities1987-01-01Paper
On the construction of nonparametric density function estimators using the bootstrap1986-01-01Paper
A note on proving that the (modified) bootstrap works1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36980711985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37006001985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37071061985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33338891984-01-01Paper
Bootstrap selection procedures based on robust estimators1983-01-01Paper
Nonparametric procedures for selecting the largest of K truncation parameters1983-01-01Paper
Fixed width confidence intervals based on bootstrap procedures1983-01-01Paper
An overview on selection methods1982-01-01Paper
Fixed width confidence intervals for the location parameter of an exponential distribution1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39257141981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39257441981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38785851980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41474601977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41475091977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41510391977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41073121976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41073131976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41073171976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41073541976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40881191975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41172621975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q44035701973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56867891973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56304551971-01-01Paper

Research outcomes over time


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