Jelmer Yeb Ypma

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All published works

Action	Title	Year	Authors
+ PDF Chat	Principal Component Copulas for Capital Modelling	2023	K. B. Gubbels Jelmer Yeb Ypma Cornelis W. Oosterlee
+	Principal Component Copulas for Capital Modelling	2023	K. B. Gubbels Jelmer Yeb Ypma Cornelis W. Oosterlee
+	A Simple Identification Proof for a Mixture of Two Univariate Normal Distributions	2008	Erik Meijer Jelmer Yeb Ypma
+	Measurement Error and Misclassification: A Comparison of Survey and Administrative Data	2007	Arie Kapteyn Jelmer Yeb Ypma

Common Coauthors

Coauthor	Papers Together
Cornelis W. Oosterlee	2
K. B. Gubbels	2
Arie Kapteyn	1
Erik Meijer	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Mixture Densities, Maximum Likelihood and the EM Algorithm	1984	Richard A. Redner Homer F. Walker	2
+	Prediction of Latent Variables in a Mixture of Structural Equation Models, with an Application to the Discrepancy between Survey and Register Data	2008	Erik Meijer Susann Rohwedder Tom Wansbeek	1
+	The Generalized Hyperbolic Skew Student's t-Distribution	2006	Kjersti Aas	1
+	Improved score tests for one-parameter exponential family models	1996	Silvia L. P. Ferrari Gauss M. Cordeiro Miguel Ángel Uribe-Opazo Francisco Cribari‐Neto	1
+	A semiparametric estimation procedure of dependence parameters in multivariate families of distributions	1995	Christian Genest Kilani Ghoudi Louis‐Paul Rivest	1
+ PDF Chat	Pair-copula constructions of multiple dependence	2007	Kjersti Aas Claudia Czado Arnoldo Frigessi Henrik Bakken	1
+	An Introduction to the Bootstrap	1994	Bradley Efron Robert Tibshirani	1
+ PDF Chat	Identifiability of Finite Mixtures of Elliptical Distributions	2006	Hajo Holzmann Axel Munk Tilmann Gneiting	1
+	Factor copula models for multivariate data	2013	Pavel Krupskii Harry Joe	1
+	On the identifiability of mixtures of infinitely divisible power series distributions	1987	U Lüxmann-Ellinghaus	1
+	Identifiability of mixtures of exponential families	1965	Ole E. Barndorff‐Nielsen	1
+	Estimation of Linear and Nonlinear Errors-in-Variables Models Using Validation Data	1995	Lung-Fei Lee Jungsywan H. Sepanski	1
+	Consistent Sets of Estimates for Regressions with Errors in All Variables	1984	Steven Klepper Edward E. Leamer	1
+ PDF Chat	A well-conditioned estimator for large-dimensional covariance matrices	2003	Olivier Ledoit Michael Wolf	1
+ PDF Chat	Identifiability of Finite Mixtures	1963	Henry Teicher	1
+	A Simple Identification Proof for a Mixture of Two Univariate Normal Distributions	2008	Erik Meijer Jelmer Yeb Ypma	1
+ PDF Chat	Mixtures of Distributions: A Topological Approach	1988	L. A. Li N. Sedransk	1
+	Identifiablity of Models for Clusterwise Linear Regression	2000	Christian Hennig	1
+	Consistent Sets of Estimates for Regressions with Correlated or Uncorrelated Measurement Errors in Arbitrary Subsets of all Variables	1987	Paul A. Bekker Arie Kapteyn Tom Wansbeek	1
+ PDF Chat	Finite Mixture Distributions	2005	Barry J. Everitt	1
+	Identification in Parametric Models	2003	Paul A. Bekker Tom Wansbeek	1
+	The t Copula and Related Copulas	2007	Stefano Demarta Alexander J. McNeil	1
+	Multivariate extremes, aggregation and dependence in elliptical distributions	2002	Henrik Hult Filip Lindskog	1
+ PDF Chat	A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions	2008	F. Fang Cornelis W. Oosterlee	1
+	Information for Estimating the Proportions in Mixtures of Exponential and Normal Distributions	1963	Bruce M. Hill	1
+	On the Mixtures of Probability Distributions	1977	Satish Chandra	1
+	Cleaning large correlation matrices: Tools from Random Matrix Theory	2016	Joël Bun Jean‐Philippe Bouchaud Marc Potters	1
+ PDF Chat	The stochastic collocation Monte Carlo sampler: highly efficient sampling from ‘expensive’ distributions	2018	Lech A. Grzelak Jeroen Witteveen María Suárez-Taboada Cornelis W. Oosterlee	1
+ PDF Chat	A New Parametrization of Correlation Matrices	2021	Ilya Archakov Peter Reinhard Hansen	1
+ PDF Chat	Tail Dependence of Factor Models	2002	Yannick Malevergne Didier Sornette	1
+	Implicit Copulas: An Overview	2021	Michael S. Smith	1