← All authors Eric Beutner Vrije Universiteit Amsterdam (from arXiv:1903.05403, 2019) · ORCID · OpenAlex
36 papers in scope · 35 published · 1 on the econ.EM arXiv · 515 citations · h-index 13 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Jean-Pierre Urbain Marina Friedrich Stephan Smeekes Hanno Reuvers Sébastien Fries Ottmar Edenhofer Michael Pahle Li Sun Yicong Lin Alain Hecq Etiënne Wijler Luca Margaritella Eduardo Mendes Ines Wilms Marcelo C. Medeiros Ricardo Masini Joann Jasiak Francesco Giancaterini Marie Corillon Aryan Manafi Neyazi Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 36)
Consistency, distributional convergence, and optimality of time-varying parameters in score-driven models
published 2026 · Journal of Econometrics
The Functional Delta Method for Deriving Asymptotic Distributions
published 2026 · Wiley Interdisciplinary Reviews Computational Statistics
Concentration inequalities for classical and smoothed empirical processes of independent and dependent random variables
published 2025 · Bernoulli
with Henryk Zähle
A residual bootstrap for conditional Value-at-Risk
published 2023 · Journal of Econometrics · 6 citations
Delta method, asymptotic distribution
published 2023 · Wiley Interdisciplinary Reviews Computational Statistics · 15 citations
GLS estimation and confidence sets for the date of a single break in models with trends
published 2023 · Econometric Reviews · 3 citations
Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
published 2022 · Bernoulli · 3 citations
with Henryk Zähle
A review of effective age models and associated non-and semiparametric methods
published 2021 · Econometrics and Statistics · 5 citations
A justification of conditional confidence intervals
published 2021 · Electronic Journal of Statistics · 7 citations
published 2020 · Climatic Change · 13 citations
Consistent semiparametric estimators for recurrent event times models with application to virtual age models
published 2019 · Bernoulli · 3 citations
with Laurent Bordes, Laurent Doyen
working paper 2019 · arXiv · 3 citations
Bootstrapping Average Value at Risk of Single and Collective Risks
published 2018 · Risks · 3 citations
with Henryk Zähle
The failure of the profile likelihood method for a large class of semi-parametric models
published 2017 · Bernoulli · 6 citations
with Laurent Bordes, Laurent Doyen
Identifiability issues of age–period and age–period–cohort models of the Lee–Carter type
published 2017 · Insurance Mathematics and Economics · 10 citations · first circulated 2016
Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
published 2016 · Electronic Journal of Statistics · 1 citations · first circulated 2015
with Henryk Zähle
Using linear interpolation to reduce the order of the coverage error of nonparametric prediction intervals based on right-censored data
published 2014 · Journal of Multivariate Analysis · 4 citations
with Erhard Cramer
Multivariate testing and model-checking for generalized order statistics with applications
published 2013 · Statistics · 22 citations
with Stefan Bedbur, Udo Kamps
Comments on "Hybrid censoring: models, inferential results and applications" by N. Balakrishnan and D. Kundu
published 2013 · Computational Statistics & Data Analysis · 1 citations
no link
ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS
published 2012 · Econometric Theory · 19 citations
Deriving the asymptotic distribution of U-and V-statistics of dependent data using weighted empirical processes
published 2012 · Bernoulli · 41 citations
with Henryk Zähle
Computational aspects of statistical intervals based on two Type-II censored samples
published 2012 · Computational Statistics · 12 citations
Asymptotics for statistical functionals of long-memory sequences
published 2011 · Stochastic Processes and their Applications · 14 citations
NONPARAMETRIC META‐ANALYSIS FOR MINIMAL‐REPAIR SYSTEMS
published 2010 · Australian & New Zealand Journal of Statistics · 20 citations
with Erhard Cramer
PCN149 DECIDING UPON NEW AND EXPENSIVE TECHNOLOGIES IN HEALTH CARE: REAL OPTIONS ANALYSIS IN PROTON THERAPY
published 2010 · Value in Health
with Janneke P.C. Grutters, Keith R. Abrams, D Deruysscher, Philippe Lambin, Madelon Pijls-Johannesma, Harold Peters, MA Joore
Estimators Based on Data‐Driven Generalized Weighted Cramér‐von Mises Distances under Censoring – with Applications to Mixture Models
published 2010 · Scandinavian Journal of Statistics · 7 citations
with Laurent Bordes
Generalized order statistics: an exponential family in model parameters
published 2010 · Statistics · 38 citations
with Stefan Bedbur, Udo Kamps
A modified functional delta method and its application to the estimation of risk functionals
published 2010 · Journal of Multivariate Analysis · 48 citations
with Henryk Zähle
Nonparametric model checking for k-out-of-n systems
published 2009 · Journal of Statistical Planning and Inference · 31 citations
Order restricted statistical inference for scale parameters based on sequential order statistics
published 2009 · Journal of Statistical Planning and Inference · 40 citations
with Udo Kamps
Exact two-sample nonparametric confidence, prediction, and tolerance intervals based on ordinary and progressively type-II right censored data
published 2008 · Test · 38 citations
Order restricted inference for sequential k-out-of-n systems
published 2008 · Journal of Multivariate Analysis · 61 citations
Nonparametric inference for sequential k-out-of-n systems
published 2007 · Annals of the Institute of Statistical Mathematics · 36 citations
Random convex combinations of order statistics
published 2007 · Statistics & Probability Letters · 3 citations
with Udo Kamps
Mean–variance hedging under transaction costs
published 2006 · Mathematical Methods of Operations Research · 2 citations
Pure self-financing trading strategies under transaction costs
published 2006 · Statistics & Decisions
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