1. 2020
  2. Nonparametric Bayesian estimation of a Holder continuous diffusion coefficient

    Gugushvili, S., van der Meulen, F., Schauer, M. & Spreij, P., Aug 2020, In : Brazilian Journal of Probability and Statistics. 34, 3, p. 537-579

    Research output: Contribution to journalArticleScientificpeer-review

  3. 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

  4. 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

  5. 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

  6. 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

  7. Bayesian Nonparametric Estimation with Shape Constraints

    Pang, L., 2020, 127 p.

    Research output: ThesisDissertation (TU Delft)

  8. 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

  9. 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

  10. Grenander functionals and Cauchy's formula

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

    Research output: Contribution to journalArticleScientificpeer-review

  11. 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

Previous 1 2 3 4 5 6 7 8 ...25 Next