Chris AJ Klaassen

Chris AJ Klaassen

University of Amsterdam - Amsterdam / Netherlands
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1755769
Universiteit van Amsterdam
person_outline Chris AJ Klaassen's MOST POPULAR ARTICLES
1-) Efficient and adaptive estimation for semiparametric modelsPJ Bickel, CAJ Klaassen, PJ Bickel, Y Ritov, J Klaassen, JA Wellner, ...Johns Hopkins University Press, 199328381993
2-) Efficient estimation in the bivariate normal copula model: normal margins are least favourableCAJ Klaassen, JA WellnerBernoulli, 55-77, 19972101997
3-) Efficient estimation in semiparametric GARCH modelsFC Drost, CAJ KlaassenJournal of Econometrics 81 (1), 193-221, 19972061997
4-) Consistent estimation of the influence function of locally asymptotically linear estimatorsCAJ KlaassenThe Annals of Statistics 15 (4), 1548-1562, 19872061987
5-) Adaptive estimation in time-series modelsFC Drost, CAJ Klaassen, BJM WerkerThe Annals of Statistics 25 (2), 786-817, 19971981997