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Author: Kallenberg, W.C.M.
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2010

Albers, W. and Kallenberg, W.C.M. (2010) Estimation effects on stop-loss premiums under dependence. International Journal of Statistics and Management System, 5 (1-2). pp. 21-58. ISSN 0973-7359

2009

Albers, W. and Kallenberg, W.C.M. (2009) Normal control charts with nonparametric safeguard. Statistica Neerlandica, 63 (1). pp. 63-81. ISSN 0039-0402 *** ISI Impact 0,322 ***
Albers, W. and Kallenberg, W.C.M. (2009) CUMIN charts. Metrika, 70 (1). pp. 111-130. ISSN 0026-1335 *** ISI Impact 0,584 ***
Albers, W. and Kallenberg, W.C.M. and Lukocius, V. (2009) A flexible model for actuarial risks under dependence. Scandinavian Actuarial Journal, 2009 (2). pp. 152-167. ISSN 0346-1238 *** ISI Impact 0,613 ***
Kallenberg, W.C.M. (2009) Estimating copula densities, using model selection techniques. Insurance: mathematics and economics, 45 (2). pp. 209-223. ISSN 0167-6687 *** ISI Impact 1,178 ***

2008

Albers, W. and Kallenberg, W.C.M. (2008) Minimum control charts. Journal of statistical planning and inference, 138 (3). pp. 539-551. ISSN 0378-3758 *** ISI Impact 0,691 ***
Albers, W. and Kallenberg, W.C.M. (2008) MINDCUMIN charts. Journal of Nonparametric Statistics, 20 (8). pp. 769-790. ISSN 1048-5252 *** ISI Impact 0,455 ***
Kallenberg, W.C.M. (2008) Modelling dependence. Insurance: mathematics and economics, 42 (1). pp. 127-146. ISSN 0167-6687 *** ISI Impact 1,178 ***
Kallenberg, W.C.M. (2008) Estimating dependence, model selection of copulas. Memorandum 1866, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850

2007

Albers, W. and Kallenberg, W.C.M. (2007) CUMIN charts. Memorandum 1847, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
Albers, W. and Kallenberg, W.C.M. (2007) Improved data driven control charts. International Journal of Pure and Applied Mathematics, 37 (3). pp. 423-439. ISSN 1311-8080
Albers, W. and Kallenberg, W.C.M. (2007) MINDCUMIN charts. Memorandum 1851, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
Albers, W. and Kallenberg, W.C.M. (2007) Normal control charts with nonparametric safeguard. Memorandum 1817, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
Albers, W. and Kallenberg, W.C.M. (2007) Shewhart control charts in new perspective. Sequential Analysis, 26. pp. 123-151. ISSN 0747-4946
Albers, W. and Kallenberg, W.C.M. (2007) Estimation effects on stop-loss premiums under dependence. Memorandum 1837, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
Lukocius, V. and Albers, W. and Kallenberg, W.C.M. (2007) Accuracy of approximations in actuarial overdispersion models. Memorandum 1842, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850

2006

Albers, W. and Kallenberg, W.C.M. (2006) Improved data driven control charts. Memorandum 1791, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Albers, W. and Kallenberg, W.C.M. (2006) Self adapting control charts. Statistica neerlandica, 60 (3). pp. 292-308. ISSN 0039-0402 *** ISI Impact 0,322 ***
Albers, W. and Kallenberg, W.C.M. (2006) Alternative Shewhart-type charts for grouped observations. Metron, LXIV (3). pp. 357-375. ISSN 0026-1424
Albers, W. and Kallenberg, W.C.M. (2006) Control charts using minima instead of averages. (Invited) In: Proceedings of the Joint Statistical Meetings, 6-10 August 2006, Seattle. pp. 1801-1810. ASA Conference Proceedings. American Statistical Association. ISBN 978-0-9791747-2-8
Albers, W. and Kallenberg, W.C.M. and Lukocius, V. (2006) Small dependencies and large actuarial risks. Memorandum 1812, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Albers, W. and Kallenberg, W.C.M. and Nurdiati, S. (2006) Data driven choice of control charts. Journal of statistical planning and inference, 136. pp. 909-941. ISSN 0378-3758 *** ISI Impact 0,691 ***
Kallenberg, W.C.M. (2006) Modeling dependence. Memorandum 1809, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690

2005

Albers, W. and Kallenberg, W.C.M. (2005) New corrections for old control charts. Quality Engineering, 17. pp. 467-473. ISSN 0898-2112
Albers, W. and Kallenberg, W.C.M. (2005) Tail behavior of the empirical distribution function of convolutions. Mathematical Methods of Statistics, 14 (2). pp. 133-162. ISSN 1066-5307
Albers, W. and Kallenberg, W.C.M. (2005) Control charts in new perspective. Memorandum 1758, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Albers, W. and Kallenberg, W.C.M. (2005) Minimum control charts. Memorandum 1764, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Albers, W. and Kallenberg, W.C.M. and Nurdiati, S. (2005) Exceedance probabilities for parametric control charts. Statistics, 39 (5). pp. 429-443. ISSN 0233-1888 *** ISI Impact 0,519 ***
Reijnen, R. and Albers, W. and Kallenberg, W.C.M. (2005) Approximations for stop-loss reinsurance premiums. Insurance: Mathematics and Economics, 36 (3). pp. 237-250. ISSN 0167-6687 *** ISI Impact 1,178 ***

2004

Albers, W. and Kallenberg, W.C.M. (2004) Estimation in Shewhart control charts: effects and corrections. Metrika, 59 (3). pp. 207-234. ISSN 0026-1335 *** ISI Impact 0,584 ***
Albers, W. and Kallenberg, W.C.M. (2004) Empirical non-parametric control charts: estimation effects and corrections. Journal of Applied Statistics, 31 (3). pp. 345-360. ISSN 0266-4763 *** ISI Impact 0,306 ***
Albers, W. and Kallenberg, W.C.M. (2004) Are estimated control charts in control? Statistics, 38 (1). pp. 67-79. ISSN 0233-1888 *** ISI Impact 0,519 ***
Albers, W. and Kallenberg, W.C.M. (2004)
Self adapting control charts. Memorandum 1713, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Albers, W. and Kallenberg, W.C.M. (2004)
Alternative Shewhart-type charts for grouped observations. Memorandum 1717, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Albers, W. and Kallenberg, W.C.M. (2004)
Tail behavior of the empirical distribution function of convolutions. Memorandum 1740, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Albers, W. and Kallenberg, W.C.M. and Nurdiati, S. (2004) Parametric control charts. Journal of statistical planning and inference, 124 (1). pp. 159-184. ISSN 0378-3758 *** ISI Impact 0,691 ***
Janic-Wróblewska, A. and Kallenberg, W.C.M. and Ledwina, T. (2004) Detecting positive quadrant dependence and positive function dependence. Insurance: mathematics and economics, 34 (3). pp. 467-487. ISSN 0167-6687 *** ISI Impact 1,178 ***
Kallenberg, W.C.M. (2004) Met het streepje op de e. STAtOR, 5 (1). pp. 27-29. ISSN 1567-3383

2003

Albers, W. and Kallenberg, W.C.M. (2003)
New corrections for old control charts. Memorandum 1694, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Albers, W. and Kallenberg, W.C.M. and Nurdiati, S. (2003) Parametric control charts. In: Bulletin of the International Statistical Institute 54th Session, 13-20 Augustus 2003, Berlin, Germany. pp. 570-571. International Statistical Institute. ISSN 0373-0441
Albers, W. and Kallenberg, W.C.M. and Nurdiati, S. (2003)
Normal, parametric and nonparametric control charts, a data driven choice. Memorandum 1674, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Inglot, T. and Kallenberg, W.C.M. (2003) Moderate deviations of minimum contrast estimators under contamination. Annals of Statistics, 31 (3). pp. 852-879. ISSN 0090-5364 *** ISI Impact 2,940 ***
Janic-Wróblewska, A. and Kallenberg, W.C.M. and Ledwina, T. (2003)
Detecting positive quadrant dependence and positive function dependence. Memorandum 1689, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Reijnen, R. and Albers, W. and Kallenberg, W.C.M. (2003)
Approximations for stop-loss reinsurance premiums. Memorandum 1695, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690

2002

Albers, W. and Kallenberg, W.C.M. (2002)
Empirical nonparametric control charts: estimation effects and corrections. Memorandum 1651, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Albers, W. and Kallenberg, W.C.M. and Nurdiati, S. (2002)
Parametric control charts. Memorandum 1623, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Albers, W. and Kallenberg, W.C.M. and Nurdiati, S. (2002)
Exceedance probabilities for parametric control charts. Memorandum 1650, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Kallenberg, W.C.M. (2002) The penalty in data driven Neyman's tests. Mathematical Methods of Statistics, 11. pp. 323-340. ISSN 1066-5307

2001

Albers, W. and Boon, P.C. and Kallenberg, W.C.M. (2001) Power gain by pre-testing? Statistics & Decisions, 19 (3). pp. 253-276. ISSN 0721-2631
Albers, W. and Kallenberg, W.C.M. (2001)
Are estimated control charts in control? Memorandum 1569, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Albers, W. and Kallenberg, W.C.M. and Martini, F. (2001) Data driven rank tests for classes of tail alternatives. Journal of The American Statistical Association, 96 (454). pp. 685-696. ISSN 0162-1459 *** ISI Impact 2,063 ***
Arts, G.R.J. and Albers, W. and Kallenberg, W.C.M. (2001) Simultaneous inspection of several product characteristics. Metrika, 54 (1). pp. 19-41. ISSN 0026-1335 *** ISI Impact 0,584 ***
Inglot, T. and Kallenberg, W.C.M. (2001)
Moderate deviations of minimum contrast estimators under contamination. Memorandum 1598, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690

2000

Albers, W. and Boon, P.C. and Kallenberg, W.C.M. (2000) The asymptotic behavior of tests for normal means based on a variance pre-test. Journal of Statistical Planning and Inference, 88 (1). pp. 47-57. ISSN 0378-3758 *** ISI Impact 0,691 ***
Albers, W. and Boon, P.C. and Kallenberg, W.C.M. (2000) Size and power of pretest procedures. Annals of Statistics, 28. pp. 195-214. ISSN 0090-5364 *** ISI Impact 2,940 ***
Albers, W. and Kallenberg, W.C.M. (2000)
Estimation in Shewhart control charts. Memorandum 1559, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Inglot, T. and Kallenberg, W.C.M. (2000)
Moderate deviations of maximum likelihood estimators under alternatives. Memorandum 1519, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Inglot, T. and Kallenberg, W.C.M. and Ledwina, T. (2000) Vanishing shortcoming and asymptotic relative efficiency. Annals of Statistics, 28. pp. 215-238. ISSN 0090-5364 *** ISI Impact 2,940 ***
Kallenberg, W.C.M. (2000)
The penalty in data driven Neyman's tests. Memorandum 1548, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Kallenberg, W.C.M. (2000) Intermediate efficiency, Kallenberg efficiency. In: Encyclopaedia of Mathematics, Supplement II. Kluwer Academic Publishers, Dordrecht, pp. 275-277. ISBN 9780792361145

1999

Albers, W. and Arts, G.R.J. and Kallenberg, W.C.M. (1999) A variety of criteria for setting test limits. Statistica neerlandica, 53 (1). pp. 36-54. ISSN 0039-0402 *** ISI Impact 0,322 ***
Albers, W. and Arts, G.R.J. and Kallenberg, W.C.M. (1999) Test regions using two or more correlated product characteristics. Technometrics, 41 (2). pp. 153-165. ISSN 0040-1706 *** ISI Impact 1,560 ***
Albers, W. and Boon, P.C. and Kallenberg, W.C.M. (1999) Power gain by pre-testing? Memorandum 1488, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Albers, W. and Kallenberg, W.C.M. and Martini, F. (1999)
Data driven rank tests for classes of tail alternatives. Memorandum 1504, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Kallenberg, W.C.M. (1999) Efficiency, Intermediate or Kallenberg. In: Encyclopedia of Statistical Sciences Update Volume 3. Wiley, New York, pp. 192-197. ISBN 978-0471238836
Kallenberg, W.C.M. and Ledwina, T. (1999) Data driven rank tests for independence. Journal of the American Statistical Association, 94 (445). pp. 285-301. ISSN 0162-1459 *** ISI Impact 2,063 ***

1998

Albers, W. and Arts, G.R.J. and Kallenberg, W.C.M. (1998) Test limits using correlated measurements. Statistics, 30 (4). pp. 307-330. ISSN 0233-1888 *** ISI Impact 0,519 ***
Albers, W. and Arts, G.R.J. and Kallenberg, W.C.M. (1998)
Simultaneous inspection of several product characteristics. Memorandum 1465, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Albers, W. and Boon, P.C. and Kallenberg, W.C.M. (1998) Testing equality of two normal means using a variance pre-test. Statistics and probability letters, 38 (3). pp. 221-227. ISSN 0167-7152 *** ISI Impact 0,443 ***
Albers, W. and Kallenberg, W.C.M. and Otten, G.D. (1998) Accurate test limits under nonnormal measurement error. Metrika, 47 (1). pp. 1-33. ISSN 0026-1335 *** ISI Impact 0,584 ***
Albers, W. and Kallenberg, W.C.M. and Otten, G.D. (1998) A comparison between Rosenblatt's estimator and parametric density estimators for determining test limits. Computational Statistics & Data Analysis, 27 (1). pp. 47-60. ISSN 0167-9473 *** ISI Impact 1,089 ***
Inglot, T. and Kallenberg, W.C.M. and Ledwina, T. (1998)
Vanishing shortcoming and asymptotic relative efficiency. Memorandum 1467, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Inglot, T. and Kallenberg, W.C.M. and Ledwina, T. (1998) Vanishing shortcoming of data driven Neyman's tests. (Invited) In: Asymptotic Methods in Probability and Statistics, 8-13 July 1997, Ottawa. pp. 811-829. Elsevier. ISBN 0444500839

1997

Albers, W. and Arts, G.R.J. and Kallenberg, W.C.M. (1997) Accurate test limits under prescribed consumer risk. Statistics and probability letters, 34 (2). pp. 141-149. ISSN 0167-7152 *** ISI Impact 0,443 ***
Albers, W. and Arts, G.R.J. and Kallenberg, W.C.M. (1997) Efficient inspection in semiconductor industry. In: Proceedings of the 51th session of the International Statistical Institute, 18-26 Aug 1997, Istanbul. pp. 297-298. Bulletin of the International Statistical Institute LVII (book 1). International Statistical Institute. ISSN 0373-0441
Albers, W. and Arts, G.R.J. and Kallenberg, W.C.M. (1997) Test regions using correlated measurements. In: Proceedings of the Fourth International Applied Statistics in Industry Conference, June 3-5, 1997, Kansas City. pp. 13-23. International Statistical Application Institute. ISBN not assigned
Albers, W. and Kallenberg, W.C.M. and Otten, G.D. (1997) Robust test limits. Mathematical methods of statistics, 6 (4). pp. 416-439. ISSN 1066-5307
Inglot, T. and Kallenberg, W.C.M. and Ledwina, T. (1997) Data driven smooth tests for composite hypotheses. Annals of statistics, 25 (3). pp. 1222-1250. ISSN 0090-5364 *** ISI Impact 2,940 ***
Kallenberg, W.C.M. (1997) Anderson-Darling Statistic. In: Encyclopaedia of Mathematics, supplement I. Kluwer Academic Publishers, Dordrecht, pp. 52-52. ISBN 1-4020-0609-8
Kallenberg, W.C.M. and Ledwina, T. (1997) Data-driven smooth tests when the hypothesis Is composite. Journal of the American Statistical Association, 92 (439). pp. 1094-1104. ISSN 0162-1459 *** ISI Impact 2,063 ***
Kallenberg, W.C.M. and Ledwina, T. (1997) Data driven smooth tests for composite hypotheses: comparison of powers. Journal of Statistical Computation and Simulation, 59 (2). pp. 101-121. ISSN 0094-9655 *** ISI Impact 0,469 ***
Kallenberg, W.C.M. and Ledwina, T. (1997) Data driven rank tests for independence. In: Proceedings of the 51th session of the International Statistical Institute, 18-26 Aug 1997, Istanbul. pp. 511-512. Bulletin of the International Statistical Institute LVII (book 2). International Statistical Institute. ISSN 0373-0441
Kallenberg, W.C.M. and Ledwina, T. and Rafajlowicz, E. (1997) Testing bivariate independence and normality. Sankhya, 59 (1). pp. 42-59. ISSN 0581-572X