EEMCS

Home > Publications
Home University of Twente
Education
Research
Prospective Students
Jobs
Publications
Intranet (internal)
 
 Nederlands
 Contact
 Search
 Organisation

EEMCS EPrints Service


Research Group: EWI-SP: Statistics and Probability
Home Policy Brochure Browse Search User Area Contact Help

2011

Albers, W. (2011) Control charts for health care monitoring under intermittent out-of-control behavior. Memorandum 1937, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
Albers, W. (2011) Empirical nonparametric control charts for high-quality processes. Journal of statistical planning and inference, 141 (9). pp. 3151-3159. ISSN 0378-3758 *** ISI Impact 0,71 ***
Albers, W. (2011) Control charts for health care monitoring under overdispersion. Metrika, 74 (1). pp. 67-83. ISSN 0026-1335 *** ISI Impact 0,72 ***
Albers, W. (2011) Improved binomial charts for high-quality processes. Revista Produção, 21 (2). pp. 209-216. ISSN 0103-6513
Albers, W. (2011) Control charts for high-quality processes: MAX or CUMAX? Memorandum 1948, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
Albers, W. (2011) Risk-adjusted control charts for health care monitoring. International Journal of Mathematics and Mathematical Sciences, 2011. 895273. ISSN 0161-1712
Albers, W. (2011) Control charts for health care monitoring under intermittent out-of-control behavior. In: Proceedings 58th World Statistics Congress, ISI 2011, 21-26 August 2011, Dublin, Ireland. 950397. ISI. ISBN not assigned
van Doorn, E.A. (2011) Conditions for the existence of quasi-stationary distributions for birth-death processes with killing. Memorandum 1949, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
van Doorn, E.A. (2011) Rate of convergence to stationarity of the system $M/M/N/N+R$. TOP, An Official Journal of the Spanish Society of Statistics and Operations Research, 19 (2). pp. 336-350. ISSN 1134-5764 *** ISI Impact 0,84 ***
van Doorn, E.A. and Pollett, P.K. (2011) Quasi-stationary distributions. Memorandum 1945, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850

2010

Albers, W. (2010) The optimal choice of negative binomial charts for monitoring high-quality processes. Journal of statistical planning and inference, 140 (1). pp. 214-225. ISSN 0378-3758 *** ISI Impact 0,71 ***
Albers, W. (2010) Empirical nonparametric control charts for high-quality processes. Memorandum 1919, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
Albers, W. (2010) Control charts for health care monitoring: the heterogeneous case. (Invited) In: Proceedings of the Joint Research Conference on Statistics in Quality, Industry & Technology, QPRC 2010, 24-28 May, 2010, Gaithersburg, MD. pp. 5837-5846. JSM Proceedings 2010. American Statistical Association. ISBN not assigned
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
Bikker, J.A. and Spierdijk, L. and van der Sluis, P.J. (2010) What factors increase the risk of incurring high market impact costs? Applied Economics, 42 (3). pp. 369-387. ISSN 0003-6846 *** ISI Impact 0,44 ***
Boers, Y. and Driessen, J.N. and Bagchi, A. and Mandal, P.K. (2010) Particle filter based entropy. In: Proceedings of the 13th International Conference on Information Fusion, FUSION 2010, 26-29 July 2010, Edinburgh, UK. The Institution of Engineering and Technology. ISBN 978-0-9824438-1-1
van Doorn, E.A. (2010) Rate of convergence to stationarity of the system $M/M/N/N+R$. Memorandum 1923, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
van Doorn, E.A. and Zeifman, A.I. and Panfilova, T.L. (2010) Bounds and asymptotics for the rate of convergence of birth-death processes. Theory of Probability and its Applications, 54 (1). pp. 97-113. ISSN 0040-585X *** ISI Impact 0,42 ***

2009

Aihara, S.I. and Bagchi, A. and Saha, S. (2009) On parameter estimation of stochastic volatility models from stock data using particle filter - Application to AEX index -. International Journal of Innovative Computing, Information and Control, 5 (1). pp. 17-27. ISSN 1349-4198
Albers, W. (2009) Control charts for health care monitoring under overdispersion. Memorandum 1891, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
Albers, W. (2009) Risk adjusted control charts for health care monitoring. Memorandum 1898, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
Albers, W. (2009) Improved binomial charts for monitoring high-quality processes. Memorandum 1905, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
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 0,59 ***
Albers, W. and Kallenberg, W.C.M. (2009) CUMIN charts. Metrika, 70 (1). pp. 111-130. ISSN 0026-1335 *** ISI Impact 0,72 ***
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 0,94 ***
Das, S. and Mandal, P.K. and Ghosh, D. (2009) On homogeneous skewness of unimodal distributions. Memorandum 1911, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
van Doorn, E.A. and van Foreest, N.D. and Zeifman, A.I. (2009) Representations for the extreme zeros of orthogonal polynomials. Journal of computational and applied mathematics, 233 (3). pp. 847-851. ISSN 0377-0427 *** ISI Impact 0,99 ***
van Doorn, E.A. and Pollett, P.K. (2009) Quasi-stationary distributions for reducible absorbing Markov chains in discrete time. Markov Processes and Related Fields, 15 (2). pp. 191-204. ISSN 1024-2953
van Doorn, E.A. and Zeifman, A.I. (2009) On the speed of convergence to stationarity of the Erlang loss system. Memorandum 1901, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
van Doorn, E.A. and Zeifman, A.I. (2009) On the speed of convergence to stationarity of the Erlang loss system. Queueing systems, 63 (1-4). pp. 241-252. ISSN 0257-0130 *** ISI Impact 0,44 ***
van Doorn, E.A. and Zeifman, A.I. and Panfilova, T.L. (2009) Bounds and asymptotics for the rate of convergence of birth-death processes. Teoriya Veroyatnostei i ee Primeneniya, 54 (1). pp. 18-38. ISSN 0040-361X
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 1,10 ***
Saha, S. (2009) Topics in Particle Filtering and Smoothing. PhD thesis, University of Twente. ISBN 978-90-365-2864-1
Saha, S. and Boers, Y. and Driessen, J.N. and Mandal, P.K. and Bagchi, A. (2009) Particle filter based MAP state estimation: A comparison. In: Proceedings of 12th International Conference on Information Fusion 2009, 06-09 July, 2009, Seattle, USA. pp. 278-283. International Society of Information Fusion. ISBN 978-0-9824438-0-4
Saha, S. and Mandal, P.K. and Bagchi, A. and Boers, Y. and Driessen, J.N. (2009) Parameter estimation in a general state space model from short observation data: A SMC based approach. In: Proceedings of the 2009 IEEE/SP 15th Workshop on Statistical Signal Processing, 31 Aug - 03 Sep 2009, Cardiff, UK. pp. 41-44. IEEE. ISBN 978-1-4244-2710-9
Saha, S. and Mandal, P.K. and Boers, Y. and Driessen, H. and Bagchi, A. (2009) Gaussian proposal density using moment matching in SMC methods. Statistics and Computing, 19 (2). pp. 203-208. ISSN 0960-3174 *** ISI Impact 1,98 ***
Spierdijk, L. and Vellekoop, M.H. (2009) The structure of bias in peer voting systems: lessons from the Eurovision Song Contest. Empirical Economics, 36 (2). pp. 403-425. ISSN 0377-7332 *** ISI Impact 0,61 ***

2008

Albers, W. (2008) Negative Binomial charts for monitoring high-quality processes. Memorandum 1881, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
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 0,71 ***
Albers, W. and Kallenberg, W.C.M. (2008) MINDCUMIN charts. Journal of Nonparametric Statistics, 20 (8). pp. 769-790. ISSN 1048-5252 *** ISI Impact 0,53 ***
Bikker, J.A. and Spierdijk, L. and Hoevenaars, R.P.M.M. and van der Sluis, P.J. (2008) Forecasting market impact costs and identifying expensive trades. Journal of Forecasting, 27 (1). pp. 21-39. ISSN 0277-6693 *** ISI Impact 0,77 ***
van Doorn, E.A. and Pollett, P.K. (2008) Survival in a quasi-death process. Linear algebra and its applications, 429 (4). pp. 776-791. ISSN 0024-3795 *** ISI Impact 0,97 ***
van Doorn, E.A. and Zeifman, A.I. and Panfilova, T.L. (2008) Bounds and asymptotics for the rate of convergence of birth-death processes. Memorandum 1882, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
Kallenberg, W.C.M. (2008) Modelling dependence. Insurance: mathematics and economics, 42 (1). pp. 127-146. ISSN 0167-6687 *** ISI Impact 1,10 ***
Kallenberg, W.C.M. (2008) Estimating dependence, model selection of copulas. Memorandum 1866, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
Lukocius, V. (2008) Statistical analysis of dependencies within insurance portfolios. PhD thesis, University of Twente. ISBN 978-90-365-2739-2
Pollett, P.K. and van Doorn, E.A. (2008) Quasi-stationary distributions for reducible absorbing Markov chains in discrete time. Memorandum 1885, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
Saha, S. and Mandal, P.K. and Bagchi, A. (2008) A new approach to particle based smoothed marginal MAP. In: 16th European Signal Processing Conference (EUSIPCO 2008), 25-29 August 2008, Lausanne, Switzerland. 1569102598. EURASIP, European Association for Signal, Speech and Image Processing. ISBN 978-2-8399-0450-6
Saha, S. and Mandal, P.K. and Bagchi, A. and Boers, Y. and Driessen, H. (2008) On the Monte Carlo marginal MAP estimator for general state space models. Memorandum 1887, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
Spierdijk, L. (2008) Nonparametric conditional hazard rate estimation: A local linear approach. Computational Statistics & Data Analysis, 52 (5). pp. 2419-2434. ISSN 0167-9473 *** ISI Impact 1,30 ***

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
Bikker, J.A. and Spierdijk, L. and van der Sluis, P.J. (2007) Market impact costs of institutional equity trades. Journal of International Money and Finance, 26 (6). pp. 974-1000. ISSN 0261-5606 *** ISI Impact 0,86 ***
Coolen-Schrijner, P. and van Doorn, E.A. (2007) Orthogonal polynomials on $R^+$ and birth-death processes with killing. (Invited) In: Difference Equations, Special Functions and Orthogonal Polynomials, Proceedings of the International Conference, 25-30 July 2005, Munich, Germany. pp. 726-740. World Scientific. ISBN 978-981-270-643-0
van Doorn, E.A. (2007) Survival in a quasi-death process. Memorandum 1815, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850
van Doorn, E.A. and van Foreest, N.D. and Zeifman, A.I. (2007) Representations for the extreme zeros of orthogonal polynomials. Memorandum 1850, 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
Saha, S. and Mandal, P.K. and Boers, Y. and Driessen, H. and Bagchi, A. (2007) Gaussian proposal density using moment matching in SMC methods. Memorandum 1832, 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 0,59 ***
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 0,71 ***
Bikker, J.A. and Spierdijk, L. and Hoevenaars, R.P.M.M. and van der Sluis, P.J. (2006) Forecasting market impact costs and identifying expensive trades. Memorandum 1792, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Coolen-Schrijner, P. and van Doorn, E.A. (2006) Quasi-stationary distributions for birth-death processes with killing. Journal of Applied Mathematics and Stochastic Analysis, 2006. 84640. ISSN 1048-9533
Coolen-Schrijner, P. and van Doorn, E.A. (2006) Quasi-stationary distributions for a class of discrete-time Markov chains. Methodology and Computing in Applied Probability, 8 (4). pp. 449-465. ISSN 1387-5841 *** ISI Impact 0,65 ***
van Doorn, E.A. (2006) On the α-classification of birth-death and quasi-birth-death processes. Stochastic models, 22 (3). pp. 411-421. ISSN 1532-6349 *** ISI Impact 0,47 ***
Kallenberg, W.C.M. (2006) Modeling dependence. Memorandum 1809, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Spierdijk, L. and Vellekoop, M.H. (2006) Geography, culture, and religion: Explaining the bias in Eurovision song contest voting. Memorandum 1794, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Spierdijk, L. and Vellekoop, M.H. (2006) Politiek, cultuur, taal en religie. Een analyse van het stemgedrag tijdens het Eurovisie Songfestival. STAtOR, 7 (1). pp. 24-31. ISSN 1567-3383

2005

Abadir, K.M. and Spierdijk, L. (2005) The festivity effect and liquidity constraints: a test on countries with different calendars. Memorandum 1772, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Albers, W. and Kallenberg, W.C.M. (2005) New corrections for old control charts. Quality Engineering, 17. pp. 467-473. ISSN 0898-2112 *** ISI Impact 0,94 ***
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 1,26 ***
Bikker, J.A. and Spierdijk, L. and van der Sluis, P.J. (2005) Cheap versus expensive trades: Assessing the determinants of market impact costs. Memorandum 1781, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Coolen-Schrijner, P. and van Doorn, E.A. (2005) Birth-death processes with killing: orthogonal polynomials and quasi-stationary distributions. Memorandum 1765, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Coolen-Schrijner, P. and van Doorn, E.A. (2005) Orthogonal polynomials on $\mathbb{R}^+$ and birth-death processes with killing. Memorandum 1771, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
van Doorn, E.A. (2005) On the $\alpha$-classification of birth-death and quasi-birth-death processes. Memorandum 1755, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
van Doorn, E.A. and Zeifman, A.I. (2005) Birth-death processes with killing. Statistics & Probability Letters, 72 (1). pp. 33-42. ISSN 0167-7152 *** ISI Impact 0,53 ***
van Doorn, E.A. and Zeifman, A.I. (2005) Extinction probability in a birth-death process with killing. Journal of Applied Probability, 42 (1). pp. 185-198. ISSN 0021-9002 *** ISI Impact 0,55 ***
Ghosh, D. and Mandal, P.K. and Das, S. (2005) On solving discrete optimization problems with one random element under general regret functions. Memorandum 1784, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Mandal, P.K. and Ghosh, D. and Das, S. (2005) On solving discrete optimization problems with multiple random elements under general regret functions. Memorandum 1785, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Nurdiati, S. (2005) Control of control charts. PhD thesis, University of Twente. ISBN 9036521289
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 1,10 ***
Spierdijk, L. (2005) Pensioenen nu en in de toekomst. Economisch statistische berichten, 90 (4474). pp. 478-480. ISSN 0013-0583
Spierdijk, L. (2005) Nonparametric conditional hazard rate estimation: A local linear approach. Memorandum 1751, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690

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 0,72 ***
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 0,45 ***
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 1,26 ***
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 0,71 ***
Bikker, J.A. and Spierdijk, L. and van der Sluis, P.J. (2004)
Market impact costs of institutional equity trades.
Memorandum 1725, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
Coolen-Schrijner, P. and van Doorn, E.A. (2004) Quasi-stationary distributions for a class of discrete-time Markov chains. Memorandum 1737, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
van Doorn, E.A. and Jagers, A.A. (2004) A note on the $GI/GI/\infty$ system with identical service and interarrival-time distributions. Queueing Systems, 47 (1-2). pp. 45-52. ISSN 0257-0130 *** ISI Impact 0,44 ***
van Doorn, E.A. and Zeifman, A.I. (2004)
Birth-death processes with killing.
Memorandum 1715, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
van Doorn, E.A. and Zeifman, A.I. (2004)
Extinction probability in a birth-death process with killing.
Memorandum 1723, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
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 1,10 ***
Kallenberg, W.C.M. (2004) Met het streepje op de e. STAtOR, 5 (1). pp. 27-29. ISSN 1567-3383
Spierdijk, L. (2004) An empirical analysis of the role of the trading Intensity in information dissemination on the NYSE. Journal of empirical finance, 11 (2). pp. 163-184. ISSN 0927-5398 *** ISI Impact 0,93 ***
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

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
Bruns, P. (2003) Optimality of randomized strategies in a Markovian replacement model. Mathematical methods of operations research, 56 (3). pp. 481-499. ISSN 1432-2994 *** ISI Impact 0,31 ***
van Doorn, E.A. (2003) Birth-death processes and associated polynomials. Journal of computational and applied mathematics, 153 (1-2). pp. 497-506. ISSN 0377-0427 *** ISI Impact 0,99 ***
van Doorn, E.A. (2003) On associated polynomials and decay rates for birth-death processes. Journal of mathematical analysis and applications, 278 (2). pp. 500-511. ISSN 0022-247X *** ISI Impact 1,05 ***
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 2,53 ***
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
Bruns, P. (2002) Optimal maintenance strategies for systems with partial repair options and without assuming bounded costs. European journal of operational research, 139 (1). pp. 146-165. ISSN 0377-2217 *** ISI Impact 2,04 ***
Coolen-Schrijner, P. and van Doorn, E.A. (2002) The deviation matrix of a continuous-time Markov chain. Probability in the engineering and informational sciences, 16 (3). pp. 351-366. ISSN 0269-9648 *** ISI Impact 0,45 ***
Danilov, D. and Mandal, P.K. (2002)
Cross sectional efficient estimation of stochastic volatility short rate models.
Memorandum 1614, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
van Doorn, E.A. (2002) Representations for the rate of convergence of birth-death processes. Theory of probability and mathematical statistics, 65. pp. 37-43. ISSN 1547-7363
van Doorn, E.A. and Jagers, A.A. (2002)
A note on the $GI/GI/\infty$ system with identical service and interarrival-time distributions.
Memorandum 1664, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
van Doorn, E.A. and Kieu, A.T.T. (2002)
Proofs for some conjectures of Rajaratnam and Takawira.
Memorandum 1643, 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
Malhotra, R. and Dey, D. and van Doorn, E.A. and Koonen, A.M.J. (2002) Traffic modelling in a reconfigurable broadband nomadic computing environment. Performance evaluation, 47 (4). pp. 255-267. ISSN 0166-5316 *** ISI Impact 0,84 ***

2001

Albers, W. (2001) From A to Z: asymptotic expansions by van Zwet. In: State of the art in probability and statistics: Festschrift for Willem R. van Zwet. Institute of Mathematical Statistics Lecture Notes - Monograph Series 36. Institute of Mathematical Statistics, Beachwood, pp. 2-20. ISBN 0-940600-50-1
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 1,83 ***
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 0,72 ***
Coolen-Schrijner, P. and van Doorn, E.A. (2001) On the convergence to stationarity of birth-death processes. Journal of applied probability, 38 (3). pp. 696-706. ISSN 0021-9002 *** ISI Impact 0,55 ***
Coolen-Schrijner, P. and van Doorn, E.A. (2001)
The deviation matrix of a continuous-time Markov chain.
Memorandum 1567, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
van Doorn, E.A. (2001)
Associated polynomials and birth-death processes.
Memorandum 1581, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
van Doorn, E.A. (2001)
Representations for the rate of convergence of birth-death processes.
Memorandum 1584, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
van Doorn, E.A. (2001)
On associated polynomials and decay rates for birth-death processes.
Memorandum 1592, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
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 0,71 ***
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 2,53 ***
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
Coolen-Schrijner, P. and van Doorn, E.A. (2000)
On the convergence to stationarity of birth-death processes.
Memorandum 1554, 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 2,53 ***
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
Lenin, R.B. and Parthasarathy, P.R. (2000) A computational approach for fluid queues driven by truncated birth-death processes. Methodology and computing in applied probability, 2 (4). pp. 373-392. ISSN 1387-5841 *** ISI Impact 0,65 ***
Lenin, R.B. and Parthasarathy, P.R. and Scheinhardt, W.R.W. and van Doorn, E.A. (2000) Families of birth-death processes with similar time-dependent behaviour. Journal of applied probability, 37 (3). pp. 835-849. ISSN 0021-9002 *** ISI Impact 0,55 ***
Mandal, P.K. and Mandrekar, V. (2000) A Bayes formula for Gaussian noise processes and its applications. SIAM journal on control and optimization, 39 (3). pp. 852-871. ISSN 0363-0129 *** ISI Impact 1,38 ***
Mandal, P.K. and Mandrekar, V. (2000) Bayes formula for optimal filter with n-ple Markov Gaussian errors. Acta applicandae mathematicae, 63 (1-3). pp. 245-252. ISSN 0167-8019 *** ISI Impact 0,99 ***

1999

Albers, W. (1999) Stop-loss premiums under dependence. Insurance: Mathematics and Economics, 24 (3). pp. 173-185. ISSN 0167-6687 *** ISI Impact 1,10 ***
Albers, W. (1999)
From A to Z: Asymptotic expansions by van Zwet.
Memorandum 1485, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
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 0,59 ***
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 1,42 ***
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 1,83 ***
Lenin, R.B. and Parthasarathy, P.R. and Scheinhardt, W.R.W. and van Doorn, E.A. (1999)
Families of birth-death processes with similar time-dependent behaviour.
Memorandum 1486, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690

1998

Adan, I.J.B.F. and van Doorn, E.A. and Resing, J.A.C. and Scheinhardt, W.R.W. (1998) Analysis of a single server queue interacting with a fluid reservoir. Queueing systems, 29 (2-4). pp. 313-336. ISSN 0257-0130 *** ISI Impact 0,44 ***
Albers, W. (1998)
Stop-loss premiums under dependence.
Memorandum 1441, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
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 1,26 ***
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 0,53 ***
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 0,72 ***
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 1,30 ***
Boucherie, R.J. and van Doorn, E.A. (1998) Uniformization for λ-positive Markov chains. Stochastic models, 14 (1 & 2). pp. 171-186. ISSN 1532-6349 *** ISI Impact 0,47 ***
Coolen-Schrijner, P. and van Doorn, E.A. (1998) Analysis of random walks using orthogonal polynomials. Journal of computational and applied mathematics, 99 (1-2). pp. 387-399. ISSN 0377-0427 *** ISI Impact 0,99 ***
van Doorn, E.A. and Coolen-Schrijner, P. (1998)
Analysis of random walks using orthogonal polynomials.
Memorandum 1431, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690
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 0,53 ***
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
Coolen-Schrijner, P. and van Doorn, E.A. (1997) Weak convergence of conditioned birth-death processes in discrete time. Journal of applied probability, 34 (1). pp. 46-53. ISSN 0021-9002 *** ISI Impact 0,55 ***
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 2,53 ***
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 1,83 ***
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 0,63 ***
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
Kijima, M. and Nair, M.G. and Pollett, P.K. and van Doorn, E.A. (1997) Limiting conditional distributions for birth-death processes. Advances in applied probability, 29 (1). pp. 185-204. ISSN 0001-8678 *** ISI Impact 0,90 ***