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Classification: MSC-62G10
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2004

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 1,378 ***
Spierdijk, L. and Nijman, T.E. and van Soest, A.H.O. (2004) Price dynamics and trading volume: A semiparametric approach. Memorandum 1726, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690

2003

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

2002

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 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 1,725 ***

2000

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 2,780 ***
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

1999

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

1998

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

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 2,780 ***