B. Werker
Statistics and Probability · 2000–2008
A researcher in the Science corpus: 6 papers; trusts 3 researchers and is trusted by 9 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 13 citations into it; #3,925 of 12,932 by trust here, #3,513 by citations
- Finance — 7 citations into it; #4,827 of 10,518 by trust here, #3,280 by citations
Whom B. Werker trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts B. Werker overall
- Marc Hallin
- Bo Martin Bibby
- Ole E. Barndorff-Nielsen
- N. Shephard
- Davy Paindaveine
- I. Skovgaard
- M. Balistrocchi
- Michael SØrensen
- Jeannette H. C. Woerner
- Peter J. Brockwell
Papers from B. Werker's perspective
Ordered by how strongly the researchers B. Werker trusts endorse each paper. Same corpus, a different order for every researcher.
- Approximation Theorems of Mathematical Statistics
- Bivariate Distributions with Given Extreme Value Attractor
- Fonctions de repartition a n dimensions et leurs marges
- A Class of Statistics with Asymptotically Normal Distribution
- Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- Robust Regression and Outlier Detection (Wiley Series in Probability and Statistics)
- Robust Statistics: Theory and Methods
- Estimation in conditional first order autoregression with discrete support
- Testing Serial Dependence in Time Series Models of Counts
Their papers
- Conditions for the Asymptotic Semiparametric Efficiency of an Omnibus Estimator of Dependence Parame (2000) — 63 citations
- Semiparametric efficiency, distribution-freeness and invariance. (2003) — 94 citations
- Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets (2001) — 299 citations
- Efficient Estimation of Autoregression Parameters and Innovation Distributions forSemiparametric Integer-Valued AR(p) Models (Revision of DP 2007-23) (2008) — 88 citations
- Quantile autoregression. Commentary (2006) — 193 citations
- Discussion of "Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics" by Barndorff-Nielsen and Shephard (2001) — 81 citations