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Classification: MSC-62H12
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2009

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 1,378 ***

2008

Kallenberg, W.C.M. (2008) Modelling dependence. Insurance: mathematics and economics, 42 (1). pp. 127-146. ISSN 0167-6687 *** ISI Impact 1,378 ***
Kallenberg, W.C.M. (2008) Estimating dependence, model selection of copulas. Memorandum 1866, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850

2006

Kallenberg, W.C.M. (2006) Modeling dependence. Memorandum 1809, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690

2003

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 2,780 ***

2001

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

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