Wilbert C.M. Kallenberg

Contents of this page:


How to reach me.
Publications.
Met het streepje op de e, gedetailleerde uitwerkingen.
Links.

How to reach me

Surface Mail

Faculty of Mathematical Sciences


University of Twente
P.O.Box 217
7500 AE Enschede
The Netherlands

phone

+31-534893374


+31-534893434 (Secretary)
+31-534893069 (Fax)

Electronic Mail

 W.C.M.Kallenberg@math.utwente.nl

Publications

2010

·  Albers, W. and Kallenberg, W.C.M. (2010). Estimation effects on stop-loss premiums under dependence. Int. J. Statist. & Man. Syst. 5, 21-58. [abstract]

2009

·  Albers, W. and Kallenberg, W.C.M. (2009). Normal control charts with nonparametric safeguard. Statistica Neerlandica 63, 63-81. [pdf file]

·  Albers, W., Kallenberg, W.C.M. and V. Lukocius (2009). A flexible model for actuarial risks under dependence. Scand. Actuar. J. 2009, [pdf file]

·  Albers, W. and Kallenberg, W.C.M. (2009). 95. CUMIN charts. Metrika 70, 111-130. [pdf file]

·  Kallenberg, W.C.M. (2009). Estimating copula densities, using model selection techniques. Insurance Math. Econom. 45, 209-223 [pdf file]

2008

·  Albers, W. and Kallenberg, W.C.M. (2008). MINDCUMIN charts. J. Nonparametr. Stat. 20, 769-790. [pdf file]

·  Albers, W. and Kallenberg, W.C.M. (2008). Minimum control charts. J. Statist. Plann. Inference 138, 539-551. [Abstract] [pdf file]

·  Kallenberg, W.C.M. (2008). Modelling dependence. Insurance Math. Econom. 42, 127-146. [Abstract] [pdf file]

2007

·  Albers, W. and Kallenberg, W.C.M. (2007). Control charts in new perspective. Sequential Anal. 26, 123-151. [Abstract] [pdf file]

·  Albers, W. and Kallenberg, W.C.M. (2007). Improved data driven control charts. Int. J. Pure Appl. Math. 37, 423-439. [Abstract] [pdf file ]

2006

·  Albers, W. and Kallenberg, W.C.M. (2006). Control charts using minima instead of averages. 2006 Proceedings of the American Statistical Association, Section on Quality and Productivity [CD-ROM], Alexandria, VA: American Statistical Association: 1801-1810.

·  Albers, W., Kallenberg, W.C.M. and Nurdiati, S. (2006). Data driven choice of control charts. J. Statist. Plann. Inference 136, 909-941. TW-report 1623. [pdf file JSPI paper] [Abstract Memorandum 1674] [pdf file Memorandum 1674]

·  Albers, W. and Kallenberg, W.C.M. (2006). Self-adapting control charts. Statist. Neerlandica 60, 292-308. [Abstract]

·  Albers, W. and Kallenberg, W.C.M. (2006). Alternative Shewhart-type charts for grouped observations. Metron 64, 357-375. [Abstract] [pdf file]

2005

·  Albers, W. and Kallenberg, W.C.M. (2005). New corrections for old control charts. Qual. Eng. 17, 467-473. [Abstract]

·  Reijnen, R., Albers, W. and Kallenberg, W.C.M. (2005). Approximations for stop-loss reinsurance premiums. Insurance Math. Econom. 36, 237-250. [Abstract]

·  Albers, W. and Kallenberg, W.C.M. (2005). Tail behavior of the empirical distribution function of convolutions. Math. Methods of Statist. 14, 133-162. [Abstract]

·  Albers, W., Kallenberg, W.C.M. and Nurdiati, S. (2005). Exceedance probabilities for parametric control charts. Statistics 39, 429-443. [Abstract]

2004

·  Albers, W. and Kallenberg, W.C.M. (2004). Are estimated control charts in control? Statistics 38, 67-79. [Abstract] [pdf file TW-Report 1569]

·  Albers, W. and Kallenberg, W.C.M. (2004). Empirical nonparametric control charts: estimation effects and corrections. J. Appl. Stat. 31, 345-360. [Abstract] [pdf file]

·  Albers, W. and Kallenberg, W.C.M. (2004). Estimation in Shewhart control charts. Metrika 59, 207-234. [Abstract] [pdf file]

·  Albers, W., Kallenberg, W.C.M. and Nurdiati, S. (2004). Parametric control charts. J. Statist. Plann. Inference 124, 159-184. TW-report 1623. [pdf file JSPI paper] [Abstract TW-report 1504] [pdf file TW-report 1623]

·  Janic-Wróblewska, A., Kallenberg, W.C.M. and Ledwina, T. (2004). Detecting positive quadrant dependence and positive function dependence. Insurance Math. Econom. 34, 467-487. [Abstract] [pdf file]

·  Kallenberg, W.C.M. (2004). Met het streepje op de e. Stator 5, 27-29. [Met het streepje op de e] [Met het streepje op de e, gedetailleerde uitwerkingen]

2003

·  Inglot, T. and Kallenberg, W.C.M. (2003). Moderate deviations of minimum contrast estimators under contamination. Ann. Statist. 31, 852-879. TW-report 1598 (2001). [Abstract] [pdf file Annals paper] [pdf file TW-report 1598]

·  Albers, W., Kallenberg, W.C.M. and Nurdiati, S. (2003). Parametric control charts. In Bull. Internat. Statist. Inst. 54th Sess., pp. 570-571.

2002

·  Kallenberg, W.C.M. (2002). The penalty in data driven Neyman's tests. Math. Methods of Statist. 11, 323-340. [Abstract] [pdf file]

2001

·  Albers, W., Boon, P.C. and Kallenberg, W.C.M. (2001). Power gain by pre-testing? Statistics & Decisions 96, 253-276. [Abstract]

·  Albers, W., Kallenberg, W.C.M. and Martini, F. (2001). Data driven rank tests for classes of tail alternatives. J. Amer. Statist. Assoc. 96, 685-696. TW-Report 1504, (1999). [Abstract TW-report 1504] [pdf. file TW-report 1504] [pdf. file JASA paper]

·  Arts, G.R.J., Albers, W., and Kallenberg, W.C.M. (2001). Simultaneous inspection of several product characteristics. Metrika 54 19-41. [pdf file]

2000

·  Kallenberg, W.C.M. (2000). Intermediate efficiency, Kallenberg efficiency in: Encyclopaedia of Mathematics, Supplement II, M. Hazewinkel (ed.), Kluwer, Dordrecht, 275-277.

·  Albers, W., Boon, P.C. and Kallenberg, W.C.M. (2000). The asymptotic behavior of tests for normal means based on a variance pre-test. J. Statist. Plann. Inference 88, 47-57. [Abstract]

·  Albers, W., Boon, P.C. and Kallenberg, W.C.M. (2000). Size and power of pre-test procedures. Ann. Statist. 28, 195-214. TW-report 1421, (1997). [Abstract TW-report 1421] [pdf file TW-report 1421] [pdf file Annals paper]

·  Inglot, T., Kallenberg, W.C.M. and Ledwina,T. (2000). Vanishing shortcoming and asymptotic relative efficiency. Ann. Statist. 28, 215-238. TW-report 1467, (1998). [Abstract TW-report 1467] [pdf file TW-report 1467] [pdf file Annals paper]

1999

·  Albers, W., Arts, G.R.J. and Kallenberg, W.C.M. (1999). A variety of criteria for setting test limits. Statistica Neerlandica 53, 36-54. [Abstract]

·  Kallenberg, W.C.M. and Ledwina, T. (1999). Data driven rank tests for independence. J. Amer. Statist. Assoc. 94, 285-301. [Abstract]

·  Albers, W., Arts, G.R.J. and Kallenberg, W.C.M. (1999). Test regions using two or more correlated product characteristics. Technometrics 41, 153-165. [Abstract]

·  Kallenberg, W.C.M. (1999). Efficiency, Intermediate or Kallenberg, in: Encyclopedia of Statistical Sciences, Update Volume 3, S. Kotz, C. B. Read, D. L. Banks (eds), Wiley, New York, 192-197. [Abstract]

1998

·  Inglot, T., Kallenberg, W.C.M. and Ledwina, T. (1998). Vanishing shortcoming of data driven Neyman's tests. In: Asymptotic Methods in Probability and Statistics. A Volume in Honour of Miklós Csörgo, B. Szyszkowicz, editor, Elsevier Science Amsterdam, 811-829. [Abstract]

·  Albers, W., Arts, G.R.J. and Kallenberg, W.C.M. (1998). Test limits using correlated measurements. Statistics 30, 307-330. [Abstract]

·  Albers, W., 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, 221-227. [Abstract]

·  Albers, W., Kallenberg, W.C.M. and Otten, G.D. (1998). Accurate test limits under nonnormal measurement error. Metrika 47, 1-33. [Abstract]

·  Albers, W., Kallenberg, W.C.M. and Otten, G.D. (1998). A comparison between Rosenblatt's estimator and parametric estimators for determining test limits. Computational Statistics & Data Analysis 27, 47-60. [Abstract]

 

Publications 1977-1997

 

TW-reports

Links

Last modified : 30-09-2009.