The following pages link to Wilbert C. M. Kallenberg (Q225670):
Displaying 50 items.
- Estimating copula densities, using model selection techniques (Q659123) (← links)
- Interpretation and manipulation of Edgeworth expansions (Q688357) (← links)
- CUMIN charts (Q745480) (← links)
- Limiting values of large deviation probabilities of quadratic statistics (Q750050) (← links)
- Approximations for stop-loss reinsurance premiums (Q882850) (← links)
- Inequalities for noncentral chi-square distributions (Q910087) (← links)
- Modelling dependence (Q939341) (← links)
- Estimation in Shewhart control charts: effects and corrections. (Q955206) (← links)
- (Q977154) (redirect page) (← links)
- Detecting positive quadrant dependence and positive function dependence (Q977155) (← links)
- Intermediate efficiency, theory and examples (Q1050049) (← links)
- On moderate deviation theory in estimation (Q1052003) (← links)
- On moderate and large deviations in multinomial distributions (Q1067684) (← links)
- Large deviations of estimators (Q1082733) (← links)
- Moderate and Cramér-type large deviation theorems for M-estimators (Q1099529) (← links)
- On local and nonlocal measures of efficiency (Q1106586) (← links)
- Estimation and testing in large binary contingency tables (Q1122904) (← links)
- A comparison between Rosenblatt's estimator and parametric density estimators for determining test limits. (Q1128622) (← links)
- Bahadur deficiency of likelihood ratio tests in exponential families (Q1162314) (← links)
- The shortcoming of locally most powerful tests in curved exponential families (Q1163310) (← links)
- Chernoff efficiency and deficiency (Q1169216) (← links)
- Second-order asymptotics in level crossing for differences of renewal processes (Q1190173) (← links)
- Strong moderate deviation theorems (Q1196950) (← links)
- Hodges-Lehmann optimality of tests (Q1198988) (← links)
- Testing equality of two normal means using a variance pre-test (Q1265965) (← links)
- Robust test limits (Q1269537) (← links)
- A simple approximation to the bivariate normal distribution with large correlation coefficient (Q1323848) (← links)
- Asymptotic behavior of some bilinear functionals of the empirical process (Q1332123) (← links)
- Setting test limits under prescribed consumer loss (Q1337195) (← links)
- Data driven smooth tests for composite hypotheses (Q1364748) (← links)
- Accurate test limits under prescribed consumer risk (Q1380640) (← links)
- Moderate deviations of minimum contrast estimators under contamination (Q1412368) (← links)
- The asymptotic behavior of tests for normal means based on a variance pre-test (Q1578218) (← links)
- Size and power of pretest procedures. (Q1848774) (← links)
- Vanishing shortcoming and asymptotic relative efficiency. (Q1848775) (← links)
- Parametric control charts (Q1878842) (← links)
- On Wieand's theorem (Q1907900) (← links)
- Consistency and Monte Carlo simulation of a data driven version of smooth goodness-of-fit tests (Q1914261) (← links)
- Alternative Shewhart-type charts for grouped observations (Q2002987) (← links)
- Minimum control charts (Q2475739) (← links)
- Data driven choice of control charts (Q2581653) (← links)
- (Q2757196) (← links)
- A flexible model for actuarial risks under dependence (Q3077733) (← links)
- (Q3200382) (← links)
- (Q3218901) (← links)
- Self-adapting control charts (Q3429866) (← links)
- Shewhart Control Charts in New Perspective (Q3445884) (← links)
- MINDCUMIN charts (Q3548447) (← links)
- Empirical Non-Parametric Control Charts: Estimation Effects and Corrections (Q3591904) (← links)
- (Q3700596) (← links)