Estimation of variance components and applications / C.R. Rao, J. KleffeState estimation in chemometrics / door Pierre Cornelis ThijssenEssays in classical econometrics / David Stephen Geoffrey PollockSome aerospace applications of estimation theory / Geert MoekKwantitatieve beheertechnieken / Paul Van ThilloConsensus estimation: effects of selective exposure and differential construal / Willem BosveldEntropy methods in statistical estimation / Marten Herman WegkampInstrumental variable estimation and group-asymptotics / Jan van der PloegInstrumental variable estimation and group-asymptotics / Jan van der PloegMarginal models for categorical data / Wicher Pieter BergsmaMaximum likelihood estimation of exact ARMA models / Johannes Leonardus van der LeeuwStatistical estimation for the supercritical contact process / Marta FioccoMarginal models for categorical data / Wicher P. BergsmaSecond order condition and extreme value theory / Liang PengEntropy methods in statistical estimation / M.H. WegkampEstimation of factor models by realization-based and approximation methods / Scherrer W., & Heij CParametric and semiparametric estimation in models with misclassified categorical dependent variables / by Christian Dustmann and Arthur van SoestParametric and semiparametric estimation in models with misclassified categorical dependent variables / by Christian Dustmann and Arthur van SoestSemiparametric analysis to estimate the deal effect curve / H.J. van Heerde, P.S.H. Leeflang, D.R. WittinkThe estimation of pre- and postpromotion dips with store-level scanner data / H.J. van Heerde, P.S.H. Leeflang and D.R. WittinkPricing stock options under stochastic volatility and interest rates with efficient method of moments estimation / George J. Jiang and Pieter J. van der SluisThe estimation of pre- and postpromotion dips with store-level scanner data / Harald J. van Heerde, Peter S.H. Leeflang and Dick R. WittinkSemiparametric analysis to estimate the deal effect curve / Harald J. van Heerde, Peter S.H. Leeflang, Dick R. WittinkPricing stock options under stochastic volatility and interest rates with efficient method of moments estimation / George J. Jiang and Pieter J. van der SluisThe asumptotic behavior of Bayesian estimators in linear normal approximations of unknown regression functions / M.P. SchinkelPenultimate approximation for Hill's estimator / Cheng S., & Haan LFM deEstimating dynamic models from repeated cross-sections / by Marno Verbeek and Francis VellaSchatten, hoe doe je dat? : uitspraken over groepen gebaseerd op gegevens over een (klein) deel van die groep, en de betrouwbaarheid van die uitspraken / Jan Smit en Wim Kremers ; [ill.: Ad van den Broek]Using a bootstrap method to choose the sample fraction in tail index estimation / J. Danielsson ... [et al.]A bootstrap-based method to achieve optimality in estimating the extreme-value index / G. Draisma ... [et al.]Testing the normality assumption in the sample selection model with an application to travel demand / B. van der Klaauw and R.H. KoningA bootstrap-based method to achieve optimality in estimating the extreme-value index / Draisma, G. ... [et al.]Using a bootstrap method to choose the sample fraction in tail index estimation / Danielsson J. ... [et al.]Symbolic computation of fisher information matrices / Ralf L.M. Peeters, Bernard HanzonSemiparametric lower bounds for tail index estimation / by Jan Beirlant, Christel Bouquiaux and Bas J.M. WerkerStatistics of extremes in the space of continuous functions / Tao LinEstimating trade elasticities / by Jaime MarquezTesting the normality assumption in the sample selection model with an application to travel demand / B. van der Klaauw and R.H. KoningEstimating of the mean of a univariate normal distribution when the variance is not known / by Dmitry DanilovBias-corrected estimation in dynamic panel data models / Maurice J.G. Bun, Martin A. Carree