Institut for Matematiske Fag

 

 
  1. 1992
  2. Udgivet

    Extensions of Ohlin's lemma with applications to optimal reinsurance structures

    Hesselager, O., 1992, University of Copenhagen: Lab. of Actuarial Mathametics, 26 s.

    Publikation: Working paperForskning

  3. Udgivet

    Rates of risk convergence of empirical linear Bayes estimators

    Hesselager, O., 1992, København, 11 s.

    Publikation: Working paperForskning

  4. Udgivet
  5. Udgivet

    Identifying Restrictions of Linear Equations

    Johansen, Søren, 1992, København, s. 18.

    Publikation: Working paperForskning

  6. Udgivet

    The Role of the Constant Term in Cointegration Analysis of Nonstationary Variables

    Johansen, Søren, 1992, Københavns Universitet, s. 26.

    Publikation: Working paperForskning

  7. Udgivet

    Statistical analysis of missing data with the help of generalized replicated models

    Kleffe, J., 1992, København, 13 s.

    Publikation: Working paperForskning

  8. Udgivet

    A framework for consistent prediction rules based on markers

    Nielsen, J. P. & Jewell, N. P., 1992, København, 18 s.

    Publikation: Working paperForskning

  9. Udgivet

    A multiplicative bias reduction method for nonparametric regression

    Nielsen, J. P. & Linton, O., 1992, University of Copenhagen: Lab. of Actuarial Mathematics, 10 s.

    Publikation: Working paperForskning

  10. Udgivet

    A transformation approach to bias correction in kernel hazard estimation

    Nielsen, J. P., 1992, København, 18 s.

    Publikation: Working paperForskning

  11. Udgivet

    Abramson's square root law formulated for kernel hazard estimation

    Nielsen, J. P., 1992, University of Copenhagen: Lab. of Actuarial Mathematics, 11 s.

    Publikation: Working paperForskning

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