1. 2020
  2. Early dengue outbreak detection modeling based on dengue incidences in Singapore during 2012 to 2017

    Chen, P., Fu, X., Ma, S., Xu, H. Y., Zhang, W., Xiao, G., Siow Mong Goh, R., Xu, G. & Ching Ng, L., 10 Jul 2020, In : Statistics in Medicine. 39, 15, p. 2101-2114 14 p.

    Research output: Contribution to journalArticleScientificpeer-review

  3. Predictive maintenance of systems subject to hard failure based on proportional hazards model

    Hu, J. & Chen, P., Apr 2020, In : Reliability Engineering & System Safety. 196, 106707.

    Research output: Contribution to journalArticleScientificpeer-review

  4. General framework for testing Poisson-Voronoi assumption for real microstructures

    Vittorietti, M., Kok, P. J. J., Sietsma, J., Li, W. & Jongbloed, G., 11 Feb 2020, In : Applied Stochastic Models in Business and Industry. 24 p.

    Research output: Contribution to journalArticleScientificpeer-review

  5. Bayesian wavelet de-noising with the caravan prior

    Gugushvili, S., van der Meulen, F., Schauer, M. & Spreij, P., 3 Jan 2020, In : ESAIM - Probability and Statistics. 23 (2019), p. 947-978 32 p.

    Research output: Contribution to journalArticleScientificpeer-review

  6. Bayesian inference of the multi-period optimal portfolio for an exponential utility

    Bauder, D., Bodnar, T., Parolya, N. & Schmid, W., 2020, In : Journal of Multivariate Analysis. 175, p. 1-22 22 p., 104544.

    Research output: Contribution to journalArticleScientificpeer-review

  7. Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty

    Bauder, D., Bodnar, T., Parolya, N. & Schmid, W., 2020, In : Quantitative Finance. 23 p.

    Research output: Contribution to journalArticleScientificpeer-review

  8. Grenander functionals and Cauchy's formula

    Groeneboom, P., 2020, In : Scandinavian Journal of Statistics. 20 p.

    Research output: Contribution to journalArticleScientificpeer-review

  9. Mean-variance efficiency of optimal power and logarithmic utility portfolios

    Bodnar, T., Ivasiuk, D., Parolya, N. & Schmid, W., 2020, In : Mathematics and Financial Economics. p. 1-24 24 p.

    Research output: Contribution to journalArticleScientificpeer-review

  10. Noise fit, estimation error and a Sharpe information criterion

    Paulsen, D. & Söhl, J., 2020, In : Quantitative Finance. 20, 6, p. 1027-1043 17 p.

    Research output: Contribution to journalArticleScientificpeer-review

  11. Simulation of elliptic and hypo-elliptic conditional diffusions

    Bierkens, J., van der Meulen, F. & Schauer, M., 2020, In : Advances in Applied Probability. 52, 1, p. 173-212 40 p.

    Research output: Contribution to journalArticleScientificpeer-review

  12. The combined influence of grain size distribution and dislocation density on hardness of interstitial free steel

    Li, W., Vittorietti, M., Jongbloed, G. & Sietsma, J., 2020, In : Journal of Materials Science and Technology. 45, p. 35-43

    Research output: Contribution to journalArticleScientificpeer-review

  13. 2019
  14. Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting

    Bodnar, T., Dmytriv, S., Parolya, N. & Schmid, W., 1 Sep 2019, In : IEEE Transactions on Signal Processing. 67, 17, p. 4479-4493 15 p.

    Research output: Contribution to journalArticleScientificpeer-review

  15. The influence of Teacher cues on self-directed Learning in Math Education

    Cabo, A. & Klaassen, R., 25 Jun 2019. 11 p.

    Research output: Contribution to conferencePaperScientificpeer-review

  16. Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions

    Bodnar, T., Mazur, S. & Parolya, N., 1 Jun 2019, In : Scandinavian Journal of Statistics. 46, 2, p. 636-660 25 p.

    Research output: Contribution to journalArticleScientificpeer-review

  17. A Conversation with Piet Groeneboom

    Jongbloed, G., 2019, In : Statistical Science. 34, 1, p. 156-168 13 p.

    Research output: Contribution to journalArticleScientificpeer-review

  18. A mixed methods study to understand behavioral and psychological symptoms of dementia: A research protocol

    Wang, G., Albayrak, A., Cabo, A., Mol, J., Goossens, R., Wijnand, B., Huysmans, T. & van der Cammen, T., 2019, Health and Social Care Systems of the Future: Demographic Changes, Digital Age and Human Factors - Proceedings of the Healthcare Ergonomics and Patient Safety. Cotrim, T. P., Serranheira, F., Sousa, P., Hignett, S., Albolino, S. & Tartaglia, R. (eds.). Cham: Springer, p. 109-117 9 p. (Advances in Intelligent Systems and Computing; vol. 1012).

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

  19. Accurate representation of the distributions of the 3D Poisson-Voronoi typical cell geometrical features

    Vittorietti, M., Kok, P. J. J., Sietsma, J. & Jongbloed, G., 2019, In : Computational Materials Science. 166, p. 111-118 8 p.

    Research output: Contribution to journalArticleScientificpeer-review

  20. Bernstein von Mises theorems for statistical inverse problems II: Compound Poisson processes

    Nickl, R. & Söhl, J., 2019, In : Electronic Journal of Statistics. 13, 2, p. 3513–3571 59 p.

    Research output: Contribution to journalArticleScientificpeer-review

  21. Central limit theorems for the Lp-error of smooth isotonic estimators

    Lopuhaa, H. P. & Musta, E., 2019, In : Electronic Journal of Statistics. 13, 1, p. 1031-1098 68 p.

    Research output: Contribution to journalArticleScientificpeer-review

  22. Characterizing temporal bipartite networks - Sequential- Versus cross-tasking

    Peters, L. J. J. M., Cai, J. J. & Wang, H., 2019, Complex Networks and Their Applications VII: Proceedings The 7th International Conference on Complex Networks and Their Applications COMPLEX NETWORKS 2018. Aiello, L. M., Cherifi, C., Cherifi, H., Lambiotte, R., Lió, P. & Rocha, L. M. (eds.). 1 ed. Cham: Springer, Vol. 2. p. 28-39 12 p. (Studies in Computational Intelligence; vol. 813).

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

  23. Decompounding discrete distributions: A nonparametric Bayesian approach

    Gugushvili, S., Mariucci, E. & van der Meulen, F., 2019, In : Scandinavian Journal of Statistics. p. 1-29 29 p.

    Research output: Contribution to journalArticleScientificpeer-review

  24. Discriminant analysis in small and large dimensions

    Bodnar, T., Mazur, S., Ngailo, E. & Parolya, N., 2019, In : Theory of Probability and Mathematical Statistics. 100, p. 24-42 19 p.

    Research output: Contribution to journalArticleScientificpeer-review

  25. Ergodicity of the zigzag process

    Bierkens, J., Roberts, G. O. & Zitt, P-A., 2019, In : Annals of Applied Probability. 29, 4, p. 2266-2301 36 p.

    Research output: Contribution to journalArticleScientificpeer-review

  26. Estimation of the marginal expected shortfall under asymptotic independence

    Cai, J. & Musta, E., 2019, In : Scandinavian Journal of Statistics. p. 1-28 28 p.

    Research output: Contribution to journalArticleScientificpeer-review

  27. Improving precipitation forecasts using extreme quantile regression

    Velthoen, J., Cai, J., Jongbloed, G. & Schmeits, M., 2019, In : Extremes. 22, 4, p. 599-622 24 p.

    Research output: Contribution to journalArticleScientificpeer-review

  28. Nonparametric Bayesian Volatility Estimation

    Gugushvili, S., van der Meulen, F., Schauer, M. & Spreij, P., 2019, 2017 MATRIX Annals. Wood, D., de Gier, J., Praeger, C. & Tao, T. (eds.). Cham: Springer, p. 279-302 24 p. (MATRIX Book Series book series; vol. 2).

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

  29. Nonparametric estimation of the lifetime and disease onset distributions for a survival-sacrifice model

    Gomes, A. E., Groeneboom, P. & Wellner, J. A., 2019, In : Electronic Journal of Statistics. 13, 2, p. 3195-3242 48 p.

    Research output: Contribution to journalArticleScientificpeer-review

  30. Smooth nonparametric estimation under monotonicity constraints

    Musta, E., 2019, 295 p.

    Research output: ThesisDissertation (TU Delft)

  31. The Zig-Zag process and super-efficient sampling for Bayesian analysis of big data

    Bierkens, J., Fearnhead, P. & Roberts, G., 2019, In : Annals of Statistics. 47, 3, p. 1288-1320 33 p.

    Research output: Contribution to journalArticleScientificpeer-review

  32. Traditional and 3D scan extracted measurements of the heads and faces of Dutch children

    Goto, L., Lee, W., Molenbroek, J., Cabo, A. & Goossens, R., 2019, In : International Journal of Industrial Ergonomics. 73, 14 p., 102828.

    Research output: Contribution to journalArticleScientificpeer-review

  33. 2018
  34. A central limit theorem for the Hellinger loss of Grenander-type estimators

    Lopuhaä, H. P. & Musta, E., 2018, In : Statistica Neerlandica. p. 1-17 17 p.

    Research output: Contribution to journalArticleScientificpeer-review

  35. A high quantile estimator based on the log-generalized Weibull tail limit

    de Valk, C. & Cai, J-J., 2018, In : Econometrics and Statistics. 6, p. 107-128 22 p.

    Research output: Contribution to journalArticleScientificpeer-review

  36. A model for the directional evolution of severe ocean storms

    Tendijck, S., Ross, E., Randell, D. & Jonathan, P., 2018, In : Environmetrics. p. 1-14 14 p., e2541.

    Research output: Contribution to journalArticleScientificpeer-review

  37. Active learning in redesigning mathematics courses for engineering students

    Cabo, A. & Klaassen, R., 2018, The 14th International CDIO Conference: Proceedings – Full Papers. Bean, C., Bennedsen, J., Edström, K., Hugo, R., Röslof, J., Songer, R. & Yamamoto, T. (eds.). CDIO, p. 704-715 12 p.

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

  38. An Ultrasonic Sensor for Human Presence Detection to Assist Rescue Work in Large Buildings

    van Groeningen, T., Driessen, H., Söhl, J. & Voûte, R., 2018, In : ISPRS Annals of Photogrammetry, Remote Sensing and Spatial Information Sciences. 4, 4/W7, p. 135-140 6 p.

    Research output: Contribution to journalConference articleScientificpeer-review

  39. Confidence Intervals for the Current Status Model

    Groeneboom, P. & Hendrickx, K., 2018, In : Scandinavian Journal of Statistics: theory and applications. 45, 1, p. 135-163 29 p.

    Research output: Contribution to journalArticleScientificpeer-review

  40. Current status linear regression

    Groeneboom, P. & Hendrickx, K., 2018, In : Annals of Statistics. 46, 4, p. 1415-1444 30 p.

    Research output: Contribution to journalArticleScientificpeer-review

  41. Estimation in monotone single-index models

    Groeneboom, P. & Hendrickx, K., 2018, In : Statistica Neerlandica. p. 1-22 22 p.

    Research output: Contribution to journalArticleScientificpeer-review

  42. Integrating omics datasets with the OmicsPLS package

    el Bouhaddani, S., Uh, H-W., Jongbloed, G., Hayward, C., Klarić, L., Kielbasa, S. M. & Houwing-Duistermaat, J., 2018, In : BMC Bioinformatics. 19, 1, p. 1-9 9 p., 371.

    Research output: Contribution to journalArticleScientificpeer-review

  43. Limit Theory in Monotone Function Estimation

    Durot, C. & Lopuhaa, H. P., 2018, In : Statistical Science. 33, 4, p. 547-567 21 p.

    Research output: Contribution to journalArticleScientificpeer-review

  44. Piecewise Deterministic Markov Processes for Continuous-Time Monte Carlo

    Fearnhead, P., Bierkens, J., Pollock, M. & Roberts, G. O., 2018, In : Statistical Science. 33, 3, p. 386-412 27 p.

    Research output: Contribution to journalArticleScientificpeer-review

  45. Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains

    Bierkens, J., Bouchard-Côté, A., Doucet, A., Duncan, A. B., Fearnhead, P., Lienart, T., Roberts, G. & Vollmer, S. J., 2018, In : Statistics and Probability Letters. 136, p. 148-154 7 p.

    Research output: Contribution to journalArticleScientificpeer-review

  46. Score estimation in the monotone single-index model

    Balabdaoui, F., Groeneboom, P. & Hendrickx, K., 2018, In : Scandinavian Journal of Statistics. p. 1-28 28 p.

    Research output: Contribution to journalArticleScientificpeer-review

  47. Setting up a water quality ensemble forecast for coastal ecosystems: A case study of the southern North Sea

    Mészáros, L. & El Serafy, G., 2018, In : Journal of Hydroinformatics. 20, 4, p. 846-863 18 p.

    Research output: Contribution to journalArticleScientificpeer-review

  48. Shear Viscosity Computed from the Finite-Size Effects of Self-Diffusivity in Equilibrium Molecular Dynamics

    Jamali, S. H., Hartkamp, R., Bardas, C., Söhl, J., Vlugt, T. J. H. & Moultos, O. A., 2018, In : Journal of chemical theory and computation. 14, 11, p. 5959-5968

    Research output: Contribution to journalArticleScientificpeer-review

  49. Smoothed Isotonic Estimators of a Monotone Baseline Hazard in the Cox Model

    Lopuhaa, H. P. & Musta, E., 2018, In : Scandinavian Journal of Statistics: theory and applications. 45, p. 753-791 39 p.

    Research output: Contribution to journalArticleScientificpeer-review

  50. Some Developments in the Theory of Shape Constrained Inference

    Groeneboom, P. & Jongbloed, G., 2018, In : Statistical Science. 33, 4, p. 473-492 20 p.

    Research output: Contribution to journalArticleScientificpeer-review

  51. The distance between a naive cumulative estimator and its least concave majorant

    Lopuhaa, H. P. & Musta, E., 2018, In : Statistics and Probability Letters. 139, p. 119-128 10 p.

    Research output: Contribution to journalArticleScientificpeer-review

  52. 2017
  53. A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model

    Bierkens, J. & Roberts, G., 2017, In : Annals of Applied Probability. 27, 2, p. 846-882 37 p.

    Research output: Contribution to journalArticleScientificpeer-review

  54. Adaptive nonparametric drift estimation for diffusion processes using Faber–Schauder expansions

    van der Meulen, F., Schauer, M. & van Waaij, J., 2017, In : Statistical Inference for Stochastic Processes. p. 1-26 26 p.

    Research output: Contribution to journalArticleScientificpeer-review

  55. Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals

    van der Meulen, F. & Schauer, M., 2017, In : Electronic Journal of Statistics. 11, 1, p. 2358-2396 39 p.

    Research output: Contribution to journalArticleScientificpeer-review

  56. Bayesian estimation of incompletely observed diffusions

    van der Meulen, F. & Schauer, M., 2017, In : Stochastics: an international journal of probablitiy and stochastic processes. 90, 5, p. 641-662 22 p.

    Research output: Contribution to journalArticleScientificpeer-review

  57. Functional Cramér–Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes

    Musta, E., Pratelli, M. & Trevisan, D., 2017, In : Journal of Multivariate Analysis. 154, p. 135-146 12 p.

    Research output: Contribution to journalArticleScientificpeer-review

  58. Functional central limit theorems for single-stage sampling designs

    Boistard, H., Lopuhaa, R. & Ruiz-Gazen, A., 2017, In : Annals of Statistics. 45, 4, p. 1728-1758 31 p.

    Research output: Contribution to journalArticleScientificpeer-review

  59. Guided proposals for simulating multi-dimensional diffusion bridges

    Schauer, M., Van Der Meulen, F. & Van Zanten, H., 2017, In : Bernoulli: a journal of mathematical statistics and probability. 23, 4A, p. 2917-2950 34 p.

    Research output: Contribution to journalArticleScientificpeer-review

  60. In Memoriam Kobus Oosterhoff (1933–2015): Statistics as both a purely mathematical activity and an applied science

    Groeneboom, P., van Mill, J. & van der Vaart, A., 2017, In : Nieuw Archief voor Wiskunde. 2017, March, p. 55-59 5 p.

    Research output: Contribution to journalArticleScientificpeer-review

  61. Isotonized smooth estimators of a monotone baseline hazard in the Cox model

    Lopuhaa, R. & Musta, E., 2017, In : Journal of Statistical Planning and Inference. 191, p. 43-67 25 p.

    Research output: Contribution to journalArticleScientificpeer-review

  62. Limit theorems for the zig-zag process

    Bierkens, J. & Duncan, A., 2017, In : Advances in Applied Probability. 49, 3, p. 791-825 35 p.

    Research output: Contribution to journalArticleScientificpeer-review

  63. Modified marginal expected shortfall under asymptotic dependence

    Cai, J., Chavez-Demoulin, V. & Guillou, A., 2017, In : Biometrika. 104, 1, p. 243-249 7 p.

    Research output: Contribution to journalArticleScientificpeer-review

  64. The nonparametric bootstrap for the current status model

    Groeneboom, P. & Hendrickx, K., 2017, In : Electronic Journal of Statistics. 11, 2, p. 3446-3484 39 p.

    Research output: Contribution to journalArticleScientificpeer-review

  65. 2016
  66. Smooth estimation of a monotone hazard and a monotone density under random censoring

    Lopuhaa, R. & Musta, E., 20 Oct 2016, In : Statistica Neerlandica. 71, 1, p. 58-82 25 p.

    Research output: Contribution to journalArticleScientificpeer-review

  67. A non-parametric Bayesian approach to decompounding from high frequency data

    Gugushvili, S., van der Meulen, F. & Spreij, P., 2016, In : Statistical Inference for Stochastic Processes. p. 1-27 27 p.

    Research output: Contribution to journalArticleScientific

  68. Estimating the age of Risso’s dolphins (Grampus griseus) based on skin appearance

    Hartman, K. L., Wittich, A., Cai, J., van der Meulen, F. & Azavedo, J. M. N., 2016, In : Journal of Mammalogy. 97, 2, p. 490-502 13 p.

    Research output: Contribution to journalArticleScientificpeer-review

  69. Gebundelde krachten

    Jongbloed, G., 2016, In : Nieuw Archief voor Wiskunde. 17, 1, p. 8-9 2 p.

    Research output: Contribution to journalArticleScientific

  70. The effect of feed water dissolved organic carbon concentration and composition on organic micropollutant removal and microbial diversity in soil columns simulating river bank filtration

    Bertelkamp, C., van der Hoek, JP., Schoutteten, K., Hulpiau, L., Vanhaecke, L., Vanden Bussche, J., Cabo, AJ., Callewaert, C., Boon, N., Lowenberg, J., Singhal, N. & Verliefde, ARD., 2016, In : Chemosphere. 144, February, p. 932-939 8 p.

    Research output: Contribution to journalArticleScientificpeer-review

  71. The power envelope of panel unit root tests in case stationary alternatives offset explosive ones

    Becheri, IG., Drost, F. C., van den Akker, R. & Wichert, O., 2016, In : Statistics & Probability Letters. 108, p. 1-8 8 p.

    Research output: Contribution to journalArticleScientificpeer-review

  72. 2015
  73. A predictive multi-linear regression model for organic micropollutants, based on a laboratory-scale column study simulating the river bank filtration process

    Bertelkamp, C., Verliefde, ARD., Reynisson, J., Singhal, N., Cabo, AJ., de Jonge, M. & van der Hoek, JP., Nov 2015, In : Journal of Hazardous Materials. 304, March, p. 502-511 10 p.

    Research output: Contribution to journalArticleScientificpeer-review

  74. A likelihood ratio test for monotone baseline hazard functions in the Cox model

    Nane, GF., 2015, In : Statistica Sinica. 25, 3, p. 1163-1184 22 p.

    Research output: Contribution to journalArticleScientific

  75. Asymptotic inference for jump diffusions with state-dependent intensity

    Becheri, IG., Drost, FC. & Werker, BJM., 2015, In : Scandinavian Journal of Statistics: theory and applications. p. 1-23 23 p.

    Research output: Contribution to journalArticleScientific

  76. Asymptotically ump panel unit root tests - the effect of heterogeneity in the alternatives

    Becheri, IG., Drost, FC. & van den Akker, R., 2015, In : Econometric Theory. 31, 03, p. 539-559 21 p.

    Research output: Contribution to journalArticleScientificpeer-review

  77. Basic principles of analysing biological and technical variation in non-destructive data

    Tijskens, LMM., Schouten, RE., Konopacki, P. & Jongbloed, G., 2015, In : Computers and Electronics in Agriculture. 111, p. 121-126 6 p.

    Research output: Contribution to journalArticleScientificpeer-review

  78. Bayesian inference for discretely observed diffusion processes

    Schauer, MR., 2015, Marburg: Verlag Blaues schloss. 150 p.

    Research output: ThesisDissertation (TU Delft)

  79. Chernoff's distribution and differential equations of parabolic and Airy type

    Groeneboom, P., Lalley, S. & Temme, N., 2015, In : Journal of Mathematical Analysis and Applications. 423, 2, p. 1804-1824 21 p.

    Research output: Contribution to journalArticleScientificpeer-review

  80. Estimation of the marginal expected shortfall: The mean when a related variable is extreme

    Cai, J-J., Einmahl, J. H. J., de Haan, L. & Zhou, C., 2015, In : Journal of the Royal Statistical Society: Series B. Statistical Methodology. 77, 2, p. 417-442 26 p.

    Research output: Contribution to journalArticleScientificpeer-review

  81. Is the Year of First Publication a Good Proxy of Scholars Academic Age?

    Costas, R., Nane, GF. & Lariviere, V., 2015, The 15th International Conference on Scientometrics & Informetrics. s.n. (ed.). s.l.: s.n., p. -

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

  82. Nonparametric Bayesian inference for multidimensional compound Poisson processes

    Gugushvili, S., van Meulen, FH. & Spreij, P., 2015, In : Modern Stochastics: Theory and Applications. 2, 1, p. 1-15 15 p.

    Research output: Contribution to journalArticleScientificpeer-review

  83. Nonparametric confidence intervals for monotone functions

    Groeneboom, P. & Jongbloed, G., 2015, In : Annals of Statistics. 43, 5, p. 2019-2054 36 p.

    Research output: Contribution to journalArticleScientificpeer-review

  84. Statistiek met vormrestricties

    Groeneboom, P. & Jongbloed, G., 2015, In : Nieuw Archief voor Wiskunde. 5/6, 4, p. 279-283 5 p.

    Research output: Contribution to journalArticleScientific

  85. Threshold selection for regional peaks-over-threshold data

    Roth, M., Jongbloed, G. & Buishand, TA., 2015, In : Journal of Applied Statistics. p. 1-19 19 p.

    Research output: Contribution to journalArticleScientific

  86. Time to First Citation Estimation in the Presence of Additional Information

    Nane, GF., 2015, The 15th International Conference on Scientometrics & Informetrics. s.n. (ed.). s.l.: s.n., p. -

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

  87. 2014
  88. A Kiefer-Wolfowitz type of result in a general setting, with an application to smooth monotone estimation

    Durot, C. & Lopuhaa, HP., 2014, In : Electronic Journal of Statistics. 8, p. 2479-2513 35 p.

    Research output: Contribution to journalArticleScientificpeer-review

  89. Asymtotically UMP panel unit root tests¿the effect of heterogeneity in the alternatives

    Becheri, IG., Drost, FC. & van den Akker, R., 2014, In : Econometric Theory. 1, 9, p. 1-21 21 p.

    Research output: Contribution to journalArticleScientificpeer-review

  90. Maximum smoothed likelihood estimators for the interval censoring model

    Groeneboom, P., 2014, In : The Annals of Applied Statistics. 42, 5, p. 2092-2137 46 p.

    Research output: Contribution to journalArticleScientificpeer-review

  91. Modeling a water purification process for quality monitoring

    Luca, S., Overal, G., Di Bucchianico, A. & Jongbloed, G., 2014, Proceedings of the 98th Study Group Mathematics With Industry held at the TU Delft. Dubbeldam, J., Groenevelt, W., Heemink, AW., Lahaye, D., Meerman, C. & van der Meulen, F. (eds.). Delft: Delft University of Technology, p. 36-54 19 p.

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

  92. Nonparametric Estimation under Shape Constraints: Estimators Algorithms and Asymptotics

    Groeneboom, P. & Jongbloed, G., 2014, New York, NY, USA: Cambridge University Press. 428 p.

    Research output: Book/ReportBookScientific

  93. Nonparametric inference in a stereological model with oriented cylinders applied to dual phase steel

    McGarrity, KS., Sietsma, J. & Jongbloed, G., 2014, In : The Annals of Applied Statistics. 8, 4, p. 2538-2566 29 p.

    Research output: Contribution to journalArticleScientificpeer-review

  94. Projections of precipitation extremes based on a regional non-stationary peaks-over-threshold approach: A case study for The Netherlands and north-western Germany

    Roth, M., Buishand, TA., Jongbloed, G., Klein Tank, AMG. & van Zanten, JH., 2014, In : Weather and Climate Extremes. 4, 8, p. 1-10 10 p.

    Research output: Contribution to journalArticleScientificpeer-review

  95. Reversible jump MCMC for nonparametric drift estimation for diffusion processes

    van der Meulen, FH., Schauer, MR. & van Zanten, H., 2014, In : Computational Statistics & Data Analysis. 71, p. 615-632 18 p.

    Research output: Contribution to journalArticleScientificpeer-review

  96. Sorption and biodegradation of organic micropollutants during river bank filtration: A laboratory column study

    Bertelkamp, C., Reungoat, J., Cornelissen, ER., Singhal, N., Reynisson, J., Cabo, AJ., van der Hoek, JP. & Verliefde, ARD., 2014, In : Water Research. 52, April, p. 231-241 11 p.

    Research output: Contribution to journalArticleScientificpeer-review

  97. Statistical models for interval-censored time-to-event data

    van Breugel, K., Koenders, EAB. & Jongbloed, G., 2014, Proceedings of the 1st international conference on ageing of materials and structures, AMS'14. Koenders, EAB. & van Breugel, K. (eds.). Delft: DCMat Ageing Centre, p. 370-375 6 p.

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

  98. Unit root tests for cross-sectionally dependent panels: the Influence of observed factors

    Becheri, IG., Drost, FC. & van den Akker, R., 2014, In : Journal of Statistical Planning and Inference. p. 1-19 19 p.

    Research output: Contribution to journalArticleScientificpeer-review

  99. 2013
  100. An asymptotic linear representation for the Breslow estimator

    Lopuhaa, HP. & Nane, GF., 2013, In : Communications in Statistics: Theory and Methods. 42, 7, p. 1314-1324 11 p.

    Research output: Contribution to journalArticleScientificpeer-review

  101. Annual report 2012

    McGarrity, KS., 2013, Delft: Materials Innovation Institute M2i. 5 p.

    Research output: Book/ReportReportProfessional

  102. Consistency of maximum likelihood estimators in a large class of deconvolution models

    Groeneboom, P., Jongbloed, G. & Michael, S., 2013, In : Canadian Journal of Statistics. 41, 1, p. 98-110 13 p.

    Research output: Contribution to journalArticleScientificpeer-review

  103. Consistent nonparametric Bayesian inference for discretely observed scalar diffusions

    van der Meulen, FH. & van Zanten, H., 2013, In : Bernoulli: a journal of mathematical statistics and probability. 19, 1, p. 44-63 20 p.

    Research output: Contribution to journalArticleScientificpeer-review

  104. Discussion of nonparametric (smoothed) likelihood and integral equations by Piet Groeneboom

    Jongbloed, G., 2013, In : Journal of Statistical Planning and Inference. 143, 12, p. 2066-2067 2 p.

    Research output: Contribution to journalArticleScientificpeer-review

  105. Environmental data: multivariate Extreme Value Theory in practice

    Cai, J., Fougeres, AL. & Mercadier, C., 2013, In : Journal de la Société Française de Statistique. 154, 2, p. 178-199 22 p.

    Research output: Contribution to journalArticleScientificpeer-review

  106. Estimation of a decreasing hazard of patients with acute coronary syndrome

    van Geloven, N., Martin, I., Damman, P., de Winter, RJ., Tijssen, JG. & Lopuhaa, HP., 2013, In : Statistics in Medicine. 32, 7, p. 1223-1238 16 p.

    Research output: Contribution to journalArticleScientificpeer-review

  107. Fatigue predictions using statistical inference within the Monitas II project

    van Meulen, FH. & Hageman, R., 2013, Proceedings Twenty-third International Offshore and Polar Engineering Conference. Chung, JS. & Langen et al, I. (eds.). Cupertino, CA, USA: ISOPE, p. 463-470 8 p.

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

  108. Network coloring and colored coin games

    Pelekis, C. & Schauer, MR., 2013, Search Theory. A game theoretic perspective. Alpern, S., Fokkink, RJ., Gasieniec, L., Lindelauf, R. & Subrahmanian, VS. (eds.). New York, NY, USA: Springer, p. 59-73 303 p.

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

  109. On the identifiability of copulas in bivariate competing risks models

    Schwarz, M., Jongbloed, G. & van Keilegom, I., 2013, In : Canadian Journal of Statistics. 41, 2, p. 291-303 13 p.

    Research output: Contribution to journalArticleScientificpeer-review

  110. Shape constrained non-parametric estimators of the baseline distribution in Cox proportional hazards model

    Lopuhaa, HP. & Nane, GF., 2013, In : Scandinavian Journal of Statistics: theory and applications. 40, 3, p. 619-646 28 p.

    Research output: Contribution to journalArticleScientificpeer-review

  111. Shape constrained nonparametric estimation in the Cox model

    Nane, GF., 2013, 135 p.

    Research output: ThesisDissertation (TU Delft)

  112. Smooth and non-smooth estimates of a monotone hazard

    Groeneboom, P. & Jongbloed, G., 2013, From probability to statistics and back: High-dimensional models and processes - A festschrift in honor of Jon A. Wellner. Banerjee, M. & Bunea et al, F. (eds.). Beachwood, OH, USA: Institute of Mathematical Statistics, p. 174-196 326 p.

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

  113. Stereological estimation of anisotropic microstructural features. Applying an oriented cylinder model to dual phase steel.

    McGarrity, KS., 2013, Delft. 185 p.

    Research output: ThesisDissertation (TU Delft)

  114. Susceptible-infected-susceptible epidemics on networks with general infection and cure times

    Cator, EA., van de Bovenkamp, R. & Van Mieghem, PFA., 2013, In : Physical Review E (Statistical, Nonlinear, and Soft Matter Physics). 87, 6, p. 1-7 7 p.

    Research output: Contribution to journalArticleScientificpeer-review

  115. Susceptible-infected-susceptible epidemics on the complete graph and the star graph: Exact analysis

    Cator, EA. & Van Mieghem, PFA., 2013, In : Physical Review E (Statistical, Nonlinear, and Soft Matter Physics). 87, 1, p. 1-7 7 p.

    Research output: Contribution to journalArticleScientificpeer-review

  116. Testing equality of functions under monotonicity constraints

    Durot, C., Groeneboom, P. & Lopuhaa, HP., 2013, In : Journal of Nonparametric Statistics. 25, 4, p. 939-970 32 p.

    Research output: Contribution to journalArticleScientificpeer-review

  117. Testing monotonicity of a hazard:Asymptotic distribution theory

    Jongbloed, G. & Groeneboom, P., 2013, In : Bernoulli: a journal of mathematical statistics and probability. 19, 5a, p. 1965-1999 35 p.

    Research output: Contribution to journalArticleScientificpeer-review

  118. Testing principles, current practices, and effects of change localization

    Raemaekers, SBA., Nane, GF., van Deursen, A. & Visser, J., 2013, Proceedings - 10th Working Conference on Mining Software Repositories (MSR). Zimmermann, T., di Penta, M. & Kim, S. (eds.). Piscataway, NJ, USA: IEEE Society, p. 257-266 10 p.

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

  119. 2012
  120. A Glimpse beneath the surface: modeling 3D material with 2D data

    McGarrity, KS., 2012, In : Machazine der W.I.S.V. Christiaan Huygens. 17, 2, p. 26-27 2 p.

    Research output: Contribution to journalArticleProfessional

  121. A maximum smoothed likelihood estimator in the current status continuous mark model

    Groeneboom, P., Jongbloed, G. & Witte, BI., 2012, In : Journal of Nonparametric Statistics. 24, 1, p. 85-101 17 p.

    Research output: Contribution to journalArticleScientificpeer-review

  122. A regional peaks-over-threshold model in a nonstationary climate

    Roth, M., Buishand, TA., Jongbloed, G., Klein Tank, AMG. & van Zanten, JH., 2012, In : Water Resources Research. 48, p. 1-12 12 p.

    Research output: Contribution to journalArticleScientificpeer-review

  123. Approximation of rejective sampling inclusion probabilities and application to high order correlations

    Boistard, H., Lopuhaa, HP. & Ruiz-Gazen, A., 2012, In : Electronic Journal of Statistics. 6, p. 1967-1983 17 p.

    Research output: Contribution to journalArticleScientificpeer-review

  124. Beta random fractions of a size-biased sample

    Jongbloed, G., 2012, Proceedings Seminar Nasional Sains dan Pendidikan Sains VII. Trihandaru, S. & Kristijanto et al, A. I. (eds.). Salatiga, Indonesia: Universitas Kristen Satya Wacana, p. 1-9 9 p.

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

  125. Central limit theorem and influence function for the MCD estimators at general multivariate distributions

    Cator, EA. & Lopuhaa, HP., 2012, In : Bernoulli: a journal of mathematical statistics and probability. 18, 2, p. 520-551 32 p.

    Research output: Contribution to journalArticleScientificpeer-review

  126. Characterisation and quantification of microstructural banding in dual phase steels Part 1 - General 2D study

    McGarrity, KS., Sietsma, J. & Jongbloed, G., 2012, In : Materials Science and Technology. 28, 8, p. 895-902 8 p.

    Research output: Contribution to journalArticleScientificpeer-review

  127. Characterisation and quantification of microstructural banding in dual-phase steels Part 2 - case study extending to 3D

    McGarrity, KS., Sietsma, J. & Jongbloed, G., 2012, In : Materials Science and Technology. 28, 8, p. 903-910 8 p.

    Research output: Contribution to journalArticleScientificpeer-review

  128. Convex hulls of uniform samples from a convex polygon

    Groeneboom, P., 2012, In : Advances in Applied Probability. 44, 2, p. 330-342 13 p.

    Research output: Contribution to journalArticleScientificpeer-review

  129. Employing mathematical and physical concepts to build 3D microstructure models on the basis of well-accessible 2D experiments.

    McGarrity, KS., Jongbloed, G. & Sietsma, J., 2012, Delft, The Netherlands: Delft University of Technology. 8 p.

    Research output: Book/ReportReportProfessional

  130. Epidemics in networks with nodal self-infection and the epidemic threshold

    Van Mieghem, PFA. & Cator, EA., 2012, In : Physical Review E (Statistical, Nonlinear, and Soft Matter Physics). 86, 1, p. 016116-1-016116-10

    Research output: Contribution to journalArticleScientificpeer-review

  131. Grasping soft tissue by means of vacuum technique

    Vonck, D., Jakimowicz, JJ., Lopuhaa, HP. & Goossens, RHM., 2012, In : Medical Engineering & Physics. 34, 8, p. 1088-1094 7 p.

    Research output: Contribution to journalArticleScientificpeer-review

  132. Isotonic L2-projection test for local monotonicity of a harzard

    Groeneboom, P. & Jongbloed, G., 2012, In : Journal of Statistical Planning and Inference. 142, 7, p. 1644-1658 15 p.

    Research output: Contribution to journalArticleScientificpeer-review

  133. Least squares estimation of generalized space time autoregressive (GSTAR) model and its properties

    Nurani Ruchjana, B., Borovkova, SA. & Lopuhaa, HP., 2012, Proceedings of the 5th International Conference on Research and Education in Mathematics. Baskoro, ET. & Suprijanto, D. (eds.). Melville, NY, USA: American Institute of Physics, p. 61-64 4 p. (AIP Conference Proceedings; vol. 1450).

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

  134. Likelihood ratio type two-sample tests for current status data

    Groeneboom, P., 2012, In : Scandinavian Journal of Statistics: theory and applications. 39, 4, p. 645-662 18 p.

    Research output: Contribution to journalArticleScientificpeer-review

  135. Second-order mean-field susceptible-infected-susceptible epidemic threshold

    Cator, EA. & Van Mieghem, PFA., 2012, In : Physical Review E (Statistical, Nonlinear, and Soft Matter Physics). 85, 5, p. 056111-1-056111-7

    Research output: Contribution to journalArticleScientificpeer-review

  136. Smooth plug-in inverse estimators in the current status continuous mark model

    Groeneboom, P., Jongbloed, G. & Witte, BI., 2012, In : Scandinavian Journal of Statistics: theory and applications. 39, 1, p. 15-33 19 p.

    Research output: Contribution to journalArticleScientificpeer-review

  137. The limit distribution of the L¿-error of Grenander-type estimators

    Durot, C., Kulikov, VN. & Lopuhaa, HP., 2012, In : Annals of Statistics. 40, 3, p. 1578-1608 31 p.

    Research output: Contribution to journalArticleScientificpeer-review

  138. 2011
  139. A shape theorem and semi-infinite geodesics for the Hammersley model with random weights

    Cator, EA. & Pimentel, LPR., 2011, In : Alea (Rio de Janeiro): Latin American journal of probability and mathematical statistics. 8, p. 163-175 13 p.

    Research output: Contribution to journalArticleScientificpeer-review

  140. A two-dimensional univoque set

    de Vries, WM. & Komornik, VI., 2011, In : Fundamenta Mathematicae. 212, p. 175-189 15 p.

    Research output: Contribution to journalArticleScientificpeer-review

  141. Adaptivity and optimality of the monotone least-squares estimator

    Cator, EA., 2011, In : Bernoulli: a journal of mathematical statistics and probability. 17, 2, p. 714-735 22 p.

    Research output: Contribution to journalArticleScientificpeer-review

  142. Allometric Scaling: Analysis of LD50 Data

    Burzala, LM. & Jongbloed, G., 2011, In : Risk Analysis: an international journal. 31, 4, p. 523-532 10 p.

    Research output: Contribution to journalArticleScientificpeer-review

  143. Case Study: An Application of Logistic Regression in a Six Sigma Project in Health Care

    van Meulen, FH., Vermaat, T. & Willems, P., 2011, In : Quality Engineering. 23, 2, p. 113-124 12 p.

    Research output: Contribution to journalArticleScientificpeer-review

  144. Current Status Censoring Models - smooth estimators and their asymptotic properties

    Witte, BI., 2011, Oisterwijk: Boxpress.bv/Proefschriftmaken.nl. 138 p.

    Research output: ThesisDissertation (TU Delft)

  145. Estimators for the interval censoring problem

    Groeneboom, P. & Ketelaars, T., 2011, In : Electronic Journal of Statistics. 5, p. 1797-1845 49 p.

    Research output: Contribution to journalArticleScientificpeer-review

  146. Geurproef niet meer in gebruik bij strafzaken

    Jongbloed, G. & van Meulen, FH., 2011, In : Stator. 12, 3-4, p. 38-43 6 p.

    Research output: Contribution to journalArticleProfessional

  147. Hydrodynamical Methods in Last Passage Percolation Models

    Cator, EA. & Pimentel, LPR., 2011, Rio de Janeiro: Distribuicao: IMPA. 103 p.

    Research output: Book/ReportBookScientific

  148. In situ transmission electron microscopy imaging of grain growth in a platinum nanobridge induced by electric current annealing

    Gao, B., Rudneva, M., McGarrity, KS., Xu, Q., Prins, F., Thijssen, JM., Zandbergen, HW. & van der Zant, HSJ., 2011, In : Nanotechnology. 22, 20, p. 205705-205711 7 p.

    Research output: Contribution to journalArticleScientificpeer-review

  149. Is er sprake van slijtage?

    Jongbloed, G., 2011, In : Machazine der W.I.S.V. Christiaan Huygens. 16, 1, p. 38-39 2 p.

    Research output: Contribution to journalArticleProfessional

  150. Operative notes do not reflect reality in laparoscopic cholecystectomy

    Wauben, LSGL., van Grevenstein, WMU., Goossens, RHM., van Meulen, FH. & Lange, JF., 2011, In : British Journal of Surgery. 98, 10, p. 1431-1436 6 p.

    Research output: Contribution to journalArticleScientificpeer-review

  151. Poster: Quantification and modeling of microstructural banding in steel from serial sectioned optical microscopy.

    McGarrity, KS., Sietsma, J. & Jongbloed, G., 2011.

    Research output: Contribution to conferencePosterProfessional

  152. Poster: Quantification and modeling of microstructural banding in steel from serial sectioned optical microscopy.

    McGarrity, KS., Sietsma, J. & Jongbloed, G., 2011.

    Research output: Contribution to conferencePosterProfessional

  153. Semiparametric shift estimation based on the cumulated periodogram for non-regular functions

    Castillo, I. & Cator, EA., 2011, In : Electronic Journal of Statistics. 5, p. 102-126 25 p.

    Research output: Contribution to journalArticleScientificpeer-review

  154. Simulation of Joule annealing in nanoscale Pt wires

    McGarrity, KS., Gao, B. & Thijssen, JM., 2011, In : Computational Materials Science. 50, 10, p. 3043-3049 7 p.

    Research output: Contribution to journalArticleScientificpeer-review

  155. The tail of the maximum of Brownian motion minus a parabola

    Groeneboom, P. & Temme, NM., 2011, In : Electronic Communications in Probability. 16, p. 458-466 9 p.

    Research output: Contribution to journalArticleScientificpeer-review

  156. Vertices of the least concave majorant of Brownian motion with parabolic drift

    Groeneboom, P., 2011, In : Electronic Journal of Probability. 16, p. 2234-2258 25 p.

    Research output: Contribution to journalArticleScientificpeer-review

  157. 2010
  158. Asymptotic expansion of the minimum covariance determinant estimators

    Cator, EA. & Lopuhaa, HP., 2010, In : Journal of Multivariate Analysis. 101, p. 2372-2388 17 p.

    Research output: Contribution to journalArticleScientificpeer-review

  159. Engine maintenance related related cost and shop visit scheduling and work-scoping optimization

    Figueroa Mayordomo, A., Ghobbar, AA., Ghijs, SSA. & Cator, EA., 2010, Proceedings of the 10th AIAA Aviation Technology, Integration, and Operations (ATIO) Conference. s.n. (ed.). Fort Worth, Texas, USA: American Institute of Aeronautics and Astronautics Inc. (AIAA), p. 1-12 12 p.

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

  160. Generalized continuous isotonic regression

    Groeneboom, P. & Jongbloed, G., 2010, In : Statistics & Probability Letters. 80, p. 248-253 6 p.

    Research output: Contribution to journalArticleScientificpeer-review

  161. Maximum smoothed likelihood estimation and smoothed maximum likelihood estimation in the current status model

    Groeneboom, P., Jongbloed, G. & Witte, BI., 2010, In : Annals of Statistics. 38, 1, p. 352-387 36 p.

    Research output: Contribution to journalArticleScientificpeer-review

  162. The maximum of Brownian motion minus a parabola

    Groeneboom, P., 2010, In : Electronic Journal of Probability. 15, 62, p. 1930-1937 8 p.

    Research output: Contribution to journalArticleScientificpeer-review

  163. 2009
  164. A phase transition for competition interfaces

    Ferrari, PA., Martin, JB. & Pimentel, LPR., 2009, In : Annals of Applied Probability. 19, 1, p. 281-317 37 p.

    Research output: Contribution to journalArticleScientificpeer-review

  165. Conventional and pulse cathodic protection of reinforced concrete: Electrochemical behavior of the steel reinforcement after corrosion and protection

    Koleva, DA., Guo, Z., van Breugel, K. & de Wit, JHW., 2009, In : Materials and Corrosion. 60, 5, p. 344-354 11 p.

    Research output: Contribution to journalArticleScientificpeer-review

  166. Discrete ingham type inequalities and simultaneous observability of strings or beams

    Komornik, VI. & Loreti, P., 2009, In : Journal of Mathematical Analysis and Applications. 351, p. 16-28 13 p.

    Research output: Contribution to journalArticleScientificpeer-review

  167. Global rate results for the MLE in a class of deconvolution models

    Donauer, S., Groeneboom, P. & Jongbloed, G., 2009, In : Statistics & Probability Letters. 79, 4, p. 519-524 6 p.

    Research output: Contribution to journalArticleScientificpeer-review

  168. Implied volatility in oil markets

    Borovkova, SA. & Permana, FJ., 2009, In : Computational Statistics & Data Analysis. 53, p. 2022-2039 18 p.

    Research output: Contribution to journalArticleScientificpeer-review

  169. Monitoring viral incidence rates: tools for the implementation of european union regulations

    Janssen, MP., Cator, EA., vdr Poel, CL., Schaasberg, WP., Bonsel, GJ. & Hout, BA., 2009, In : Vox Sanguinis: international journal of transfusion medicine. 96, 4, p. 298-308 11 p.

    Research output: Contribution to journalArticleScientificpeer-review

  170. Nonrepeatable gauge R&R studies assuming temporal or patterned object variation

    van der Meulen, FH., de Koning, H. & de Mast, J., 2009, In : Journal of Quality Technology: a quarterly journal of methods, applications and related topics. 41, 4, p. 426-439 14 p.

    Research output: Contribution to journalArticleScientificpeer-review

  171. Regression analysis on serial dilution data form virus validation robustness studies

    van Geloven, N., Cator, EA., Lopuhaa, HP. & Janssen, MP., 2009, In : Statistica Neerlandica. 63, 3, p. 245-257 13 p.

    Research output: Contribution to journalArticleScientificpeer-review

  172. Unique expansions of real numbers

    de Vries, WM. & Komornik, VI., 2009, In : Advances in Mathematics. 221, 2, p. 390-427 38 p.

    Research output: Contribution to journalArticleScientificpeer-review

  173. 2008
  174. Commodity volatility modelling and option pricing with a potential function approach

    Anderluh, JHM. & Borovkova, SA., 2008, In : The European Journal of Finance. 14, 2, p. 91-113 23 p.

    Research output: Contribution to journalArticleScientificpeer-review

  175. Consistency and asymptotic normality of least squares estimators in generalized STAR models

    Borovkova, SA., Lopuhaa, HP. & Nurani, B., 2008, In : Statistica Neerlandica. 62, 4, p. 482-508 27 p.

    Research output: Contribution to journalArticleScientific

  176. Current status data with competing risks: consistency and rates of convergence of the mle

    Groeneboom, P., Maathuis, MH. & Wellner, JA., 2008, In : Annals of Statistics. 36, 3, p. 1031-1063 33 p.

    Research output: Contribution to journalArticleScientificpeer-review

  177. Current status data with competing risks: limiting distribution of the mle

    Groeneboom, P., Maathuis, MH. & Wellner, JA., 2008, In : Annals of Statistics. 36, 3, p. 1064-1089 26 p.

    Research output: Contribution to journalArticleScientificpeer-review

  178. Distribution of Global Measures of Deviation Between the Empirical Distribution Function and Its Concave Majorant

    Lopuhaa, HP. & Kulikov, VN., 2008, In : Journal of Theoretical Probability. 21, p. 356-377 22 p.

    Research output: Contribution to journalArticleScientific

  179. The support reduction algorithm for computing non-parametric function estimates in mixture models

    Groeneboom, P., Jongbloed, G. & Wellner, JA., 2008, In : Scandinavian Journal of Statistics: theory and applications. 35, p. 385-399 15 p.

    Research output: Contribution to journalArticleScientific

  180. 2007
  181. A Closed Form Approach to the Valuation and Hedging of Basket and Spread Options

    Borovkova, SA., Permana, FJ. & van der Weide, JAM., 2007, In : The Journal of Derivatives. 14, 4, p. 8-24 17 p.

    Research output: Contribution to journalArticleScientific

  182. A GLN Approach to Valuation and Hedging of Asian Basket Options

    Borovkova, SA. & Permana, FJ., 2007, The Programme. s.n. (ed.). Yogyakarta - Indonesie: SEAMS - Gadjah Mada University, p. 213-216 4 p.

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

  183. A sampling problem from lithography for chip layout

    Cator, EA., Dijkema, TJ., Hochstenbach, M., Mulckhuyse, W., Peletier, MA., Prokert, G., Weij, W. & Worm, D., 2007, Proceedings of the Fifty-Eighth European Study Group Mathematics with Industry. Bisseling, RH., Dajani, K., Dijkema, TJ., van de Leur, J. & Zegeling, PA. (eds.). Amsterdam: Centrum Wiskunde & Informatica, p. 45-53 9 p.

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

  184. Asian basket options and implied correlations in oil markets

    Borovkova, SA. & Permana, FJ., 2007, Financial Engineering and Applications. Locke, P. (ed.). USA: ACTA Press, p. 85-91 7 p.

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

  185. Estimating the Upper Support Point in Deconvolution

    Aarts, L., Groeneboom, P. & Jongbloed, G., 2007, In : Scandinavian Journal of Statistics: theory and applications. 34, p. 552-568 17 p.

    Research output: Contribution to journalArticleScientific

  186. Multitype shape theorems for first passage percolation models

    Pimentel, LPR., 2007, In : Advances in Applied Probability. 39, p. 53-76 24 p.

    Research output: Contribution to journalArticleScientific

  187. On the Collision between two PNG Droplets

    Coletti, CF. & Pimentel, LPR., 2007, In : Journal of Statistical Physics. 126, 6, p. 1145-1164 20 p.

    Research output: Contribution to journalArticleScientificpeer-review

  188. Trading commodities: derivatives and risks

    Borovkova, SA. & Permana, FJ., 2007, In : Vuurwerk: Relatiemagazine van de Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit Amsterdam. jaarg. 3, 6, p. 10-13 4 p.

    Research output: Contribution to journalArticleProfessional

  189. 2006
  190. Parametric estimation for subordinators and induced OU processes

    Jongbloed, G. & Van Der Meulen, F. H., 1 Dec 2006, In : Scandinavian Journal of Statistics. 33, 4, p. 825-847 23 p.

    Research output: Contribution to journalArticleScientificpeer-review

  191. Performance assessment and improvement of control charts for statistical batch process monitoring

    Ramaker, H. J., Van Sprang, E. N. M., Ramaker, H. J., Van Sprang, E. N. M., Westerhuis, J. A., Gurden, S. P., Smilde, A. K. & Van Der Meulen, F. H., 1 Aug 2006, In : Statistica Neerlandica. 60, 3, p. 339-360 22 p.

    Research output: Contribution to journalArticleScientificpeer-review

  192. Convergence rates of posterior distributions for Brownian semimartingale models

    van der Meulen, F. H., van der Vaart, A. W. & van Zanten, J. H., 1 Jan 2006, In : Bernoulli. 12, 5, p. 863-888 26 p.

    Research output: Contribution to journalArticleScientificpeer-review

  193. Analysis and Modelling of Electricity Futures Prices

    Borovkova, SA. & Geman, H., 2006, In : Studies in Nonlinear Dynamics and Econometrics. 10, 3

    Research output: Contribution to journalArticleScientific

  194. Behavior of a second class particle in Hammersley's process

    Cator, EA. & Dobrynin, S., 2006, In : Electronic Journal of Probability. 11, 26, p. 670-685 16 p.

    Research output: Contribution to journalArticleScientific

  195. Cube root fluctuations for the corner growth model associated to the exclusion process

    Balazs, M., Cator, EA. & Seppalainen, T., 2006, In : Electronic Journal of Probability. 11, 42, p. 1094-1132 39 p.

    Research output: Contribution to journalArticleScientific

  196. Dectecting market transitions and energy futures risk management using principal components

    Borovkova, SA., 2006, In : The European Journal of Finance. 12, 6-7, p. 495-512 18 p.

    Research output: Contribution to journalArticleScientific

  197. Empirical analysis of analytic approximation approaches for pricing and hedging spread options

    Borovkova, SA., Permana, FJ. & van der Weide, JAM., 2006, 4th Actuarial and Financial Mathematics Day. Vanmaele, M., De Schepper, A., Dhaene, J., Reynaerts, H., Schoutens, W. & Van Goethem, P. (eds.). Wetteren, Belgie: Universa Press, p. 45-54 10 p.

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

  198. Modelling electricity prices by the potential jump-diffusion

    Borovkova, SA. & Permana, FJ., 2006, Stochastic finance. Shiryaev, AN., Grossinho, MR., Oliveira, PE. & Esquível, ML. (eds.). New York: Springer, p. 239-263 25 p.

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

  199. Optimal weighing schemes

    Bhulai, S., Breuer, T., Cator, EA. & Dekkers, F., 2006, CWI Syllabi. vdn Berg, JB., Bhulai, S., Hulshof, J., Koole, G., Quant, C. & Williams, JF. (eds.). Amsterdam: Centrum Wiskunde & Informatica, p. 85-94 10 p.

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

  200. Seasonal and stochastic effects in commodity forward curves

    Borovkova, SA. & Geman, H., 2006, In : Review of Derivatives Research. 9, p. 167-186 20 p.

    Research output: Contribution to journalArticleScientific

  201. Second class particles and cube root asymptotics for hammersley's process

    Cator, EA. & Groeneboom, P., 2006, In : Annals of Probability. 34, 4, p. 1273-1295 23 p.

    Research output: Contribution to journalArticleScientific

  202. Summa cogitatio

    Groeneboom, P., 2006, Delft: Sieca Repro. 16 p.

    Research output: Book/ReportBookProfessional

  203. The behavior of the npmle of a decreasing density near the boundaries of the support

    Kulikov, VN. & Lopuhaa, HP., 2006, In : Annals of Statistics. 34, 2, p. 742-768 27 p.

    Research output: Contribution to journalArticleScientific

  204. The limit process of the difference between the empirical distribution function and its concave majorant

    Kulikov, VN. & Lopuhaa, HP., 2006, In : Statistics & Probability Letters. 76, p. 1781-1786 6 p.

    Research output: Contribution to journalArticleScientific

  205. 2005
  206. Nonparametric inference for Lévy-driven Ornstein - Uhlenbeck processes

    Jongbloed, G., Van Der Meulen, F. H. & Van Der Vaart, A. W., 1 Oct 2005, In : Bernoulli. 11, 5, p. 759-791 33 p.

    Research output: Contribution to journalArticleScientificpeer-review

  207. A modern introduction to probability theory and statistics

    Dekking, FM., Kraaikamp, C., Lopuhaa, HP. & Meester, LE., 2005, London: Springer. 488 p.

    Research output: Book/ReportBookScientificpeer-review

  208. Asymptotic normality of the Lk-error of the Grenander estimator

    Kulikov, V. & Lopuhaa, HP., 2005, In : Annals of Statistics. 33, 5, p. 2228-2255 28 p.

    Research output: Contribution to journalArticleScientificpeer-review

  209. Average price options in energy markets

    Borovkova, SA. & Permana, FJ., 2005, Proceedings International Conference on Applied Mathematics (ICAM05). s.n. (ed.). Bandung, Indonesia: Centre for Mathematical Modelling and Simulation (P2MS), p. 881-937 57 p.

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

  210. Cracks in piezoelectric and electro-conductive bodies

    Kulikov, V. & Nazarov, S., 2005, In : Siberian Mathematical Journal. 8, 1, p. 70-87 18 p.

    Research output: Contribution to journalArticleScientific

  211. Detecting market transitions and energy futures risk management using principal components

    Borovkova, SA., 2005, In : The European Journal of Finance. 12, 6-7, p. 495-512 18 p.

    Research output: Contribution to journalArticleScientificpeer-review

  212. Hammersley's process with sources and sinks

    Cator, EA. & Groeneboom, P., 2005, In : Annals of Probability. 3, 3, p. 879-903 25 p.

    Research output: Contribution to journalArticleScientificpeer-review

  213. Implied Volatility in Oil Markets

    Borovkova, SA. & Permana, FJ., 2005, Forecasting Financial Markets: Advances for Exchange rates and Asset Management. s.n. (ed.). Marseille: s.l., p. 1-24 24 p.

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

  214. 2004
  215. 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

  216. 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

  217. 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

  218. 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

  219. 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

  220. 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

  221. Statistical disclosure control using PRAM

    Cator, EA. & Hensbergen, AT., 2004, Proceedings of the 48th European Study Group Mathematics with Industry. Kraaikamp, C., Lin, HX. & Oosterlee, K. (eds.). Delft: Delft University of Technology, p. 23-33 11 p.

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

  222. 2003
  223. 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

  224. 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

  225. 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

  226. 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

  227. 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

  228. Direct and indirect use of maximum likelihood

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

    Research output: ThesisDissertation (TU Delft)

  229. 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

  230. 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

  231. 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

  232. 2002
  233. 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

  234. 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

  235. 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

  236. 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

  237. 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

  238. 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

  239. 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

  240. Wiskunde en gezondheid

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

    Research output: Book/ReportBookProfessional

  241. 2001
  242. 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

  243. 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

  244. 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

  245. Deconvolution with arbitrarily smooth kernels

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

    Research output: Contribution to journalArticleScientificpeer-review

  246. 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

  247. 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

  248. 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

  249. 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

  250. 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

  251. 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

  252. 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

  253. 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

  254. 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

  255. 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

  256. 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

  257. 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

  258. 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

  259. 2000
  260. 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

  261. 1999
  262. 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

  263. 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

  264. 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

  265. 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

  266. 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

  267. 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

  268. Portfolio management [confidential]

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

    Research output: Book/ReportReportProfessional

  269. 1998
  270. 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