1. 1998
  2. On the calculation of a robust S-estimator of a covariance matrix [niet eerder opgevoerd]

    Campbell, NA., Lopuhaa, HP. & Rousseeuw, PJ., 1998, In : Statistics in Medicine. 17, 23, p. 2685-2695 11 p.

    Research output: Contribution to journalArticleScientificpeer-review

  3. 1999
  4. A term structure model for oil futures and related trading strategies [confidential]

    Borovkova, SA. & Dehling, HG., 1999, Amsterdam: Shell Research and Technology Centre. 36 p.

    Research output: Book/ReportReportProfessional

  5. Asymptotic normality of the L1 error of the Grenander estimator

    Groeneboom, P., Hooghiemstra, G. & Lopuhaa, HP., 1999, In : Annals of Statistics. 27, 4, p. 1-32 32 p.

    Research output: Contribution to journalArticleScientificpeer-review

  6. Asymptotically optimal estimation of smooth functionals for interval censoring, case 2

    Geskus, R. & Groeneboom, P., 1999, In : Annals of Statistics. 27, 2, p. 627-674 48 p.

    Research output: Contribution to journalArticleScientificpeer-review

  7. Asymptotics of reweighted estimators of multivariate location and scatter

    Lopuhaa, HP., 1999, In : Annals of Statistics. 27, 5, p. 1-28 28 p.

    Research output: Contribution to journalArticleScientificpeer-review

  8. Consistency of the takens estimator for the correlation dimension

    Borovkova, SA., Burton, R. & Dehling, HG., 1999, In : Annals of Applied Probability. 9, 2, p. 376-390 15 p.

    Research output: Contribution to journalArticleScientificpeer-review

  9. Integrated Brownian motion, conditioned to be positive

    Groeneboom, P., Jongbloed, G. & Wellner, JA., 1999, In : Annals of Probability. 27, 3, p. 1283-1303 21 p.

    Research output: Contribution to journalArticleScientificpeer-review

  10. Portfolio management [confidential]

    van de Vorst, JGG. & Borovkova, SA., 1999, Amsterdam: Shell Research and Technology Centre. 26 p.

    Research output: Book/ReportReportProfessional

  11. 2000
  12. A monotonicity property of the power function of multivariate tests

    Groeneboom, P. & Truax, DR., 2000, In : Indagationes Mathematicae. 11, 2, p. 209-218 10 p.

    Research output: Contribution to journalArticleScientificpeer-review

  13. 2001
  14. A canonical process for estimation of convex functions: the invelope of integrated brownian motion + t4

    Groeneboom, P., Jongbloed, G. & Wellner, JA., 2001, In : Annals of Statistics. 29, 6, p. 1620-1652 33 p.

    Research output: Contribution to journalArticleScientificpeer-review

  15. Advanced relocatable multi-sensor system for buried landmine detection

    Ligthart, LP., van den Berg, PM., Fokkema, JT., van Genderen, P., Verhaegen, MHG., Budko, NV., Groeneboom, P., de Ridder, A., Sai, B., Schukin, AD. & Yarovoy, A., 2001, S.l.: s.n. 123 p.

    Research output: Book/ReportReportProfessional

  16. Computing Chernoff's distribution

    Groeneboom, P. & Wellner, JA., 2001, In : Journal of Computational and Graphical Statistics. 10, 2, p. 388-400 13 p.

    Research output: Contribution to journalArticleScientificpeer-review

  17. Deconvolution with arbitrarily smooth kernels

    Cator, EA., 2001, In : Statistics & Probability Letters. 54, p. 205-214 10 p.

    Research output: Contribution to journalArticleScientificpeer-review

  18. Delay distributions in railway stations

    Goverde, RMP., Hansen, IA., Hooghiemstra, G. & Lopuhaa, HP., 2001, World conference on transport research. WCTRS (ed.). Seoul, Korea: WCT-research society, p. 1-13 13 p.

    Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientific

  19. Delay distributions in railway stations

    Goverde, RMP., Hansen, JHL., Hooghiemstra, G. & Lopuhaa, HP., 2001, Proceedings. S.l.: s.n., p. 1-12 12 p.

    Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientificpeer-review

  20. Estimation of a convex function: characterization and asymptotic

    Groeneboom, P., Jongbloed, G. & Wellner, JA., 2001, In : Annals of Statistics. 29, 6, p. 1653-1698 46 p.

    Research output: Contribution to journalArticleScientificpeer-review

  21. From dimension estimation to asymptotics of dependent U - statistics

    Borovkova, SA., Burton, R. & Dehling, H., 2001, In : Limit theorems. 10, p. 1-34 34 p.

    Research output: Contribution to journalArticleScientificpeer-review

  22. Hydrodynamical methods for analyzing longgest increasing subsequences

    Groeneboom, P., 2001, In : Journal of Computational and Applied Mathematics. 461, 7, p. 1-27 27 p.

    Research output: Contribution to journalArticleScientific

  23. Kernel-type estimators for the extreme value index

    Lopuhaa, HP., Groeneboom, P. & de Wolf, PP., 2001, In : Revista De Estatídtica: Statistical Review. 2, 2, p. 263-264 2 p.

    Research output: Contribution to journalArticleScientific

  24. Limit Theorems for functional of mixing processes with applications to U-statistics and dimension estimation

    Borovkova, SA., Burton, R. & Dehling, HG., 2001, In : American Mathematical Society. Transactions. 353, 11, p. 4261-4318 58 p.

    Research output: Contribution to journalArticleScientificpeer-review

  25. Potential function approach to time series modelling

    Borovkova, SA., Dehling, HG., Renkema, T-J. & Tulleken, H., 2001, In : Revista De Estatídtica: Statistical Review. 2, 2, p. 59-60 2 p.

    Research output: Contribution to journalArticleScientificpeer-review

  26. Random weights in the space time autoregressive model

    Budi Nurani, R., Borovkova, SA., Lopuhaa, HP., Udjianna, SP. & Darwis, S., 2001, Proceedings ISSM-2001. Manchester, UK: ISSM Committee, p. 1-4 4 p.

    Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientificpeer-review

  27. Statistical analysis of train traffic, the Eindhoven case. TRAIL studies in transportation science

    Goverde, RMP., Hooghiemstra, G. & Lopuhaa, HP., 2001, Delft: TRAIL Resarch School. 137 p.

    Research output: Book/ReportBookScientific

  28. Two sample test in situation of the interval cesoring

    Koulikov, V., Groeneboom, P. & Lopuhaa, HP., 2001, In : Revista De Estatídtica: Statistical Review. 2, 2, p. 1-2 2 p.

    Research output: Contribution to journalArticleScientificpeer-review

  29. Ulam's problem and Hammersley's process

    Groeneboom, P., 2001, In : Annals of Probability. 29, 2, p. 683-690 8 p.

    Research output: Contribution to journalArticleScientific

  30. Vertex direction algorithms for computing nonparametric function estimates

    Groeneboom, P. & Jongbloed, G., 2001, In : Revista De Estatídtica: Statistical Review. 2, 2, p. 31-33 3 p.

    Research output: Contribution to journalArticleScientificpeer-review

  31. 2002
  32. Analysis of survival data

    Borovkova, SA., 2002, In : Nieuw Archief voor Wiskunde. 5/3, 4, p. 110-115 6 p.

    Research output: Contribution to journalArticleProfessional

  33. Casual modelling of air safety; demostration model

    Roelen, A. L. C., Wever, R., Hale, AR., Goossens, LHJ., Cooke, RM., Lopuhaa, HP., Simons, M. & Valk, P. J. L., 2002, Amsterdam: Nationaal Lucht- en Ruimtevaartlaboratorium. 248 p.

    Research output: Book/ReportReportProfessional

  34. Detecting changes in term structure from financial time series

    Borovkova, SA., 2002, In : Theory of Stochastic Processes. 8, 24 1-2, p. 29-39 11 p.

    Research output: Contribution to journalArticleScientific

  35. Generalized STAR model with experimental weights

    Borovkova, SA., Lopuhaa, HP. & Nurani, B., 2002, Proceedings of the 17th International Workshop on Statistical Modelling. Stasinopoulos, M. & Touloumi, G. (eds.). s.l.: s.n., p. 139-147 9 p.

    Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientific

  36. Hydrodynamical methods for analyzing longest increasing subsequences

    Groeneboom, P., 2002, In : Journal of Computational and Applied Mathematics. 142, 1, p. 83-105 23 p.

    Research output: Contribution to journalArticleScientific

  37. Qualification of the influence of soil conditions on atrazine degradation rates

    Putters, B., Borovkova, SA. & Prommer, HM., 2002, Remediation of Chlorinated and Recalcitrant Compounds - 2002. Gavaskar, AR. & Chen, ASC. (eds.). Columbus, OH, USA: Battelle Press, p. 1-8 8 p.

    Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientific

  38. Quantification of the influence of soil conditions on atrazine degradation rates

    Putters, B., Borovkova, SA. & Prommer, HM., 2002, Proceedings of the Third international conference on remeditationof chlorinated and recalcitrant compounds. Gavaskar, AR. & Chen, ASC. (eds.). Columbus: Battelle Press, p. 1-9 9 p.

    Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientificpeer-review

  39. Wiskunde en gezondheid

    Borovkova, SA., 2002, Amsterdam: Centrum Wiskunde & Informatica. 14 p.

    Research output: Book/ReportBookProfessional

  40. 2003
  41. A potential-field approach to financial time series modelling

    Borovkova, SA., Dehling, H., Renkema, J. & Tulleken, H., 2003, In : Computational Economics. 22, 2-3, p. 139-161 23 p.

    Research output: Contribution to journalArticleScientific

  42. Backwardation and contango change indicators for seasonal commodities

    Borovkova, SA., 2003, In : Energy & Power Risk Management. 8, 4, p. 62-64 3 p.

    Research output: Contribution to journalArticleScientific

  43. Causal modeling for integrated safety at airports

    Roelen, A. L. C., Wever, R., Cooke, RM., Lopuhaa, HP., Simons, M. & Valk, P. J. L., 2003, Safety and Reliability. Bedford, TJ. & van Gelder, PHAJM. (eds.). Lisse: Swets & Zeitlinger, p. 1321-1327 7 p.

    Research output: Chapter in Book/Conference proceedings/Edited volumeChapterScientific

  44. Density estimation in the uniform deconvolution model

    Groeneboom, P. & Jongbloed, G., 2003, In : Statistica Neerlandica. 57, 1, p. 136-157 22 p.

    Research output: Contribution to journalArticleScientificpeer-review

  45. Detecting market transitions: from backwardation to contango and back

    Borovkova, SA., 2003, In : Energy & Power Risk Management. 8, 3, p. 46-49 4 p.

    Research output: Contribution to journalArticleScientific

  46. Direct and indirect use of maximum likelihood

    Kulikov, V., 2003, s.l.: s.n.. 167 p.

    Research output: ThesisDissertation (TU Delft)

  47. Forecasting market transitions from commodity futures terms structure

    Borovkova, SA., 2003, EPRM 2003; Energy risk management Europe. London: Risk Waters Group, p. 1-9 9 p.

    Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientific

  48. Kernel-type estimators for the extreme value index

    Groeneboom, P., Lopuhaa, HP. & de Wolf, PP., 2003, In : Annals of Statistics. 31, 6, p. 1956-1995 40 p.

    Research output: Contribution to journalArticleScientificpeer-review

  49. The forward curve dynamic and market transition forecasts

    Borovkova, SA., 2003, Sixth annual congress on gas and power risks. S.l.: s.n., p. 1-17 17 p.

    Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientific

  50. 2004
  51. Causal modeling using Bayesian belief nets for integrated safety at airports

    Roelen, ALC., Wever, R., Hale, AR., Goossens, LHJ., Cooke, RM., Lopuhaa, HP., Simons, M. & Valk, PJL., 2004, In : Risk, Decision and Policy. 9, 3, p. 207-222 16 p.

    Research output: Contribution to journalArticleScientificpeer-review

  52. Commodity volatility modelling and option pricing with a potential function approach

    Anderluh, JHM. & Borovkova, SA., 2004, Second European Deloitte conference in risk management research. Antwerp: University of Antwerp, p. 1-16 16 p.

    Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientific

  53. Communicatie en informatie

    Cator, EA., 2004, Warm water bevriest sneller dan koud water; waarnemingen van alledag, wetenschappelijk verklaard door de TU Delft. Den Haag: Bzztoh, p. 46-47 2 p.

    Research output: Chapter in Book/Conference proceedings/Edited volumeChapterProfessional

  54. Forecasting market transitions from the forward curve dynamics

    Borovkova, SA., 2004, Modelling prices in competitive electricity markets. Bunn, DW. (ed.). Chichester, UK: Wiley, p. 267-284 28 p.

    Research output: Chapter in Book/Conference proceedings/Edited volumeChapterScientificpeer-review

  55. Modelling electricity prices by the potential jump-diffusion

    Borovkova, SA. & Tjhin, FJP., 2004, StochFin2004; International conference on stochastic finance 2004:. S.l: s.n., p. 1-12 12 p.

    Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientific

  56. On the testability of the car assumption

    Cator, EA., 2004, In : Annals of Statistics. 32, 5, p. 1957-1980 24 p.

    Research output: Contribution to journalArticleScientificpeer-review

Previous 1 2 3 4 5 6 Next