• Warandelaan 2, Prisma Building, room P 3.210

    5037 AB Tilburg

    Netherlands

1985 …2019
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Research Output 1985 2019

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Doctoral Thesis
2016
347 Downloads (Pure)

A large deviations approach to the statistics of extreme events

de Valk, C., 2016, Tilburg: CentER, Center for Economic Research. 133 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Statistics of Extremes
Extreme Events
Large Deviations
Tail
Large Deviation Principle
342 Downloads (Pure)

Multivariate extreme value statistics for risk assessment

He, Y., 2016, Tilburg: CentER, Center for Economic Research. 142 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Multivariate Extremes
Extreme Value Statistics
Halfspace Depth
Risk Assessment
Confidence Set
2015
691 Downloads (Pure)

Three essays in econometric theory

Gan, Z., 2015, Tilburg: CentER, Center for Economic Research. 121 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Econometrics
Estimator
Prediction
Factors
Test statistic
2014
522 Downloads (Pure)

Essays on nonlinear panel data models

Lei, J., 2014, Tilburg: CentER, Center for Economic Research. 134 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
533 Downloads (Pure)

Strategic real options: Capacity optimization and demand structures

Boonman, H. J., 2014, Tilburg: CentER, Center for Economic Research. 183 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Real options
Optimal capacity
Production technology
Time lag
Optimal timing
2012
614 Downloads (Pure)

Estimation concerning risk under extreme value conditions

Cai, J., 2012, Tilburg: CentER, Center for Economic Research. 111 p.

Research output: ThesisDoctoral ThesisScientific

File
2010
390 Downloads (Pure)

An M-estimator of multivariate tail dependence

Krajina, A., 2010, Tilburg: CentER, Center for Economic Research. 105 p.

Research output: ThesisDoctoral ThesisScientific

File
Tail Dependence
M-estimator
Dependence Function
Estimator
Dependence Structure
274 Downloads (Pure)

Some nonparametric diagnostic statistical procedures and their asymptotic behavior

Gantner, M., 2010, Tilburg: CentER, Center for Economic Research. 113 p.

Research output: ThesisDoctoral ThesisScientific

File
Diagnostics
Asymptotic Behavior
Spherical Symmetry
Graphical Methods
Empirical Likelihood
2002
219 Downloads (Pure)

Statistics of extremes: Estimation and optimality

Ferreira, A., 2002, Tilburg: CentER, Center for Economic Research. 159 p.

Research output: ThesisDoctoral ThesisScientific

File
Statistics of Extremes
Tail Dependence
Tail Probability
Optimality
Extremes
398 Downloads (Pure)

Statistics of extremes in the space of continuous functions

Lin, T., 2002, Tilburg: CentER, Center for Economic Research. 112 p.

Research output: ThesisDoctoral ThesisScientific

File
coast
water level
statistics
defence