Tertius de Wet

Finance · 2000–2010

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 13 citations into it

Whom Tertius de Wet trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jan Beirlant

Who trusts Tertius de Wet overall

1. Carl John Scarrott
2. Yuri Goegebeur

Papers from Tertius de Wet's perspective

Ordered by how strongly the researchers Tertius de Wet trusts endorse each paper. Same corpus, a different order for every researcher.

1. LINKING PARETO-TAIL KERNEL GOODNESS-OF-FIT STATISTICS WITH TAIL INDEX AT OPTIMAL THRESHOLD AND SECOND ORDER ESTIMATION
2. Convergence of Probability Measures
3. Testing for Normality
4. An Analysis of Variance Test for Normality (Complete Samples)
5. Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
6. The Empirical Characteristic Function and Its Applications
7. On the Kolmogorov-Smirnov Test for Normality with Mean and Variance Unknown
8. EDF Statistics for Goodness of Fit and Some Comparisons
9. A new class of semi-parametric estimators of the second order parameter.
10. How to make a Hill Plot

Their papers

• Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests (2000) — 79 citations
• Kernel estimators for the second order parameter in extreme value statistics (2010) — 77 citations
• LINKING PARETO-TAIL KERNEL GOODNESS-OF-FIT STATISTICS WITH TAIL INDEX AT OPTIMAL THRESHOLD AND SECOND ORDER ESTIMATION (2008) — 51 citations