• Warandelaan 2, Prisma Building, room P 3.210

    5037 AB Tilburg

    Netherlands

1985 …2019
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Mathematics

Estimator
Extreme Value Theory
Empirical Process
Tail Dependence
Extreme Value Index
Distribution-free
Extremes
Copula
Simulation Study
Quantile
Testing
Tail
Test Statistic
Functional Central Limit Theorem
M-estimator
Goodness of fit
Omnibus Test
Asymptotic distribution
Domain of Attraction
Asymptotic Normality
Multivariate Regular Variation
Sample Size
Null hypothesis
Extreme Value Distribution
Halfspace Depth
Short Intervals
Empirical Likelihood
Probability Distribution
Expected Shortfall
Weighted Least Squares Estimator
Rate of Convergence
Spectral Measure
Extreme Values
Multivariate Extremes
Hirsch Index
Spherical Symmetry
Bivariate Distribution
Extreme Value Statistics
Life Span
Distribution-free Test
Null Distribution
Dependence Function
Graphical Methods
Limiting Distribution
Central limit theorem
Bandwidth Selection
Higher Dimensions
Goodness of Fit Test
Updating
Extreme Quantiles

Business & Economics

Estimator
Extreme values
Extreme value theory
Quantile