Bert van Es

(= A.J. van Es)

Email: A.J.vanEs@uva.nl.

KdV Instituut voor Wiskunde

Universiteit van Amsterdam

Visting address:

Room C4.157 (Floor 4C )
Science Park 904
1098 XH Amsterdam
The Netherlands

Postal address:

P.O. Box 94248
1090 GE Amsterdam
The Netherlands

Phone: +31 20 5255365
Fax: +31 20 5257820

Research interests

· nonparametric curve estimation, in particular kernel estimation methods

· nonparametric deconvolution

· cross sectional sampling models

Recent preprints

Benesova, M., P. Tegelaar and B. van Es (2011), Bivariate uniform deconvolution, submitted to J. Multivariate Anal., posted on arXiv:1101.0935

Some thoughts on the asymptotics of the deconvolution kernel density estimator, Van Es, B. and S. Gugushvili (2008), posted on arXiv:0801.2600

Recent published papers

Van Es, B., Gugushvili, S. and P. Spreij (2011), Deconvolution for an atomic distribution: rates of convergence, J. Nonparametr. Stat., 23, pp. 1003-1029.

Van Es, B. (2011), Combining kernel estimators in the uniform deconvolution model, Statist. Neerlandica, 65, 275-296,

Van Es, B., P. Spreij and H. van Zanten (2011), Nonparametric methods for volatility density estimation, In: AMaMeF: Advanced Mathematical Methods for Finance, Di Nunno G., Oksendal B. (Eds), Springer, Germany

Van Es, B. and P. Spreij (2011), Estimation of a multivariate stochastic volatility density by kernel deconvolution, J. Multivariate Anal.102, 683–697.

Van Es, B. and Gugushvili, S. (2010), Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance, J. Korean Stat. Soc. 39, 103-115.

Van Es, B. and Gugushvili, S. (2008), Weak convergence of the supremum distance for supersmooth kernel deconvolution, Statist. Probab. Lett. 78, 2932-2938.

Van Es, B., Gugushvili, S. and P. Spreij (2008), Deconvolution for an atomic distribution, Electron. J. Stat., 2, 265-297 (electronic). Download the pdf file.

Van Es, B., Gugushvili, S. and P. Spreij (2007), A kernel type nonparametric density estimator for decompounding, Bernoulli, 13,672-694. Download the pdf file .

Van Es, B., C.A.J. Klaassen and Ph.J. Mokveld (2006), Current duration versus length biased sampling: does it pay to be patient?, In: Proceedings Prague Stochastics 2006, M. Huskova en M. Janzura Eds., Matfyzpress, Prague.

Click here for a complete list of publications.