B. Vandewalle

Finance · 2006–2008

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom B. Vandewalle trusts overall

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

  1. Jan Beirlant
  2. Shaun S. Wang
  3. M. Ivette Gomes
  4. Gunther Matthys

Papers from B. Vandewalle's perspective

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

  1. “Asymptotically Unbiased” Estimators of the Tail Index Based on External Estimation of the Second Order Parameter
  2. Premium Calculation by Transforming the Layer Premium Density
  3. Bias reduction and explicit semi-parametric estimation of the tail index
  4. Generalizations of the Hill estimator – asymptotic versus finite sample behaviour☆
  5. Statistics of Extremes
  6. How to make a Hill Plot
  7. A new class of semi-parametric estimators of the second order parameter.
  8. A diagnostic for selecting the threshold in extreme value analysis
  9. Statistical Inference Using Extreme Order Statistics
  10. Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation

Their papers