VERAVERBEKE, Noel

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VERAVERBEKE, Noel
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noel.veraverbeke@uhasselt.be
 
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Publications

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Date Issued:  [1990 TO 1999]
Author:  VERAVERBEKE, Noel

Results 1-20 of 26 (Search time: 0.004 seconds).

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Issue DateTitleContributor(s)TypeCat.
11998Bootstrapping quantiles in a fixed design regression model with censored dataVAN KEILEGOM, Ingrid; VERAVERBEKE, NoelJournal Contribution
21997Bootstrapping in survival analysisVERAVERBEKE, NoelJournal Contribution
31997Estimation and bootstrap with censored data in fixed design nonparametric regressionVAN KEILEGOM, Ingrid; VERAVERBEKE, NoelJournal Contribution
41997Weak convergence of the bootstrapped conditional Kaplan-Meier process and its quantile processVAN KEILEGOM, Ingrid; VERAVERBEKE, NoelJournal Contribution
51996Uniform strong convergence results for the conditional Kaplan-Meier estimator and its quantilesVAN KEILEGOM, Ingrid; VERAVERBEKE, NoelJournal Contribution
61996Cramér type large deviations for survival function estimatorsVERAVERBEKE, NoelJournal Contribution
71995Confidence intervals and sample sizes for multinomial dataEGGHE, Leo; VERAVERBEKE, NoelJournal Contribution
81995Change-point problem and boostrapAntoch, J.; Husková, M.; VERAVERBEKE, NoelJournal Contribution
91995Scale measures for bandwidth selectionJANSSEN, Paul; Marron, James Stephen; VERAVERBEKE, Noel; Sarle, WarrenJournal Contribution
101995The bootstrap estimator for the asymptotic variance of U-quantilesVERAVERBEKE, NoelBook Section
111995Bootstrapping a nonparametric polytomous regression modelAERTS, Marc; VERAVERBEKE, NoelJournal Contribution
121994Eindige kansmodellen en toetsen van hypothesenCarbonez, An; VERAVERBEKE, NoelBook
131994Bootstrapping quantiles in the proportional hazards model of random censorshipVERAVERBEKE, NoelJournal Contribution
141994Toetsen van hypothesen in het binomiaal kansmodelVERAVERBEKE, NoelJournal Contribution
151994Asymptotic theory for regression quantile estimators in the heterodastic regression modelAERTS, Marc; JANSSEN, Paul; VERAVERBEKE, NoelProceedings Paper
161994Bootstrapping regression quantilesAERTS, Marc; JANSSEN, Paul; VERAVERBEKE, NoelJournal Contribution
171993Asymptotic estimates for the probability of ruin in a Poisson model with diffusionVERAVERBEKE, NoelJournal Contribution
181992Bootstrapping U-statistics with estimated parametersJANSSEN, Paul; VERAVERBEKE, NoelJournal Contribution
191992Asymptotic results for U-functions of concomitants of order statisticsVERAVERBEKE, NoelJournal Contribution
201992Bootstrapping U-quantilesHelmers, Roelof; JANSSEN, Paul; VERAVERBEKE, NoelProceedings Paper
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