VERAVERBEKE, Noel

Full Name
VERAVERBEKE, Noel
Email
noel.veraverbeke@uhasselt.be
 
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Publications

Results 1-131 of 131 (Search time: 0.001 seconds).

Issue DateTitleContributor(s)TypeCat.
12024Almost sure asymptotic representation for the conditional copula estimatorVERAVERBEKE, NoelJournal ContributionA1
22024Bernstein-based estimation of the cross ratio functionABRAMS, Steven; SERCIK, Ömer; VERAVERBEKE, NoelJournal ContributionA1
32023Nonparametric estimation of univariate and bivariate survival functions under right censoring: a surveyJANSSEN, Paul; VERAVERBEKE, NoelJournal ContributionA1
42022Nonparametric estimation of risk ratios for bivariate dataABRAMS, Steven; Janssen, P.; SWANEPOEL, Jan; VERAVERBEKE, NoelJournal ContributionA1
52021Quantiles of the conditional residual lifetimeABRAMS, Steven; JANSSEN, Paul; VERAVERBEKE, NoelJournal ContributionA1
62021Omnibus test for covariate effects in conditional copula modelsGijbels, Irene; OMELKA, Marek; VERAVERBEKE, NoelJournal ContributionA1
72020Efficiency behaviour of kernel-smoothed kernel distribution function estimatorsJANSSEN, Paul; SWANEPOEL, Jan; VERAVERBEKE, NoelJournal ContributionA1
82020Nonparametric estimation of the cross ratio functionABRAMS, Steven; JANSSEN, Paul; SWANEPOEL, Jan; VERAVERBEKE, NoelJournal ContributionA1
92020A note on the behaviour of a kernel-smoothed kernel density estimatorJANSSEN, Paul; SWANEPOEL, Jan; VERAVERBEKE, NoelJournal ContributionA1
102017Nonparametric testing for no covariate effects in conditional copulasGijbels, Irene; OMELKA, Marek; VERAVERBEKE, NoelJournal ContributionA1
112017Copula-graphic estimation with left-truncated and right-censored datade Uña-Álvarez, Jacobo; VERAVERBEKE, NoelJournal ContributionA1
122017Smooth copula-based estimation of the conditional density function with a single covariateJANSSEN, Paul; SWANEPOEL, Jan; VERAVERBEKE, NoelJournal ContributionA1
132017Score tests for covariate effects in conditional copulasGijbels, Irène; OMELKA, Marek; Pešta, Michal; VERAVERBEKE, NoelJournal ContributionA1
142016Large sample properties of nonparametric copula estimators under bivariate censoringGEERDENS, Candida; JANSSEN, Paul; VERAVERBEKE, NoelJournal ContributionA1
152016Bernstein estimation for a copula derivative with application to conditional distribution and regression functionalsJANSSEN, Paul; SWANEPOEL, Jan; VERAVERBEKE, NoelJournal ContributionA1
162015Bootstrapping in Survival AnalysisVERAVERBEKE, NoelBook SectionB2
172015Estimation of a copula when a covariate affects only marginal distributionsGijbels, Irène; OMELKA, Marek; VERAVERBEKE, NoelJournal ContributionA1
182015Partial and average copulas and association measuresVERAVERBEKE, Noel; Gijbels, Irène; OMELKA, MarekJournal ContributionA1
192014A note on the asymptotic behavior of the Bernstein estimator of the copula densityJANSSEN, Paul; SWANEPOEL, Jan; VERAVERBEKE, NoelJournal ContributionA1
202014Preadjusted non-parametric estimation of a conditional distribution functionVERAVERBEKE, Noel; Gijbels, Irène; OMELKA, MarekJournal ContributionA1
212013Bootstrapping the conditional copulaOMELKA, Marek; VERAVERBEKE, Noel; Gijbels, IreneJournal ContributionA1
222013Generalized copula-graphic estimatorde Una-Alvarez, Jacobo; VERAVERBEKE, NoelJournal ContributionA1
232012Large sample behavior of the Bernstein copula estimatorJANSSEN, Paul; SWANEPOEL, Jan; VERAVERBEKE, NoelJournal ContributionA1
242012Multivariate and functional covariates and conditional copulasGijbels, Irene; OMELKA, Marek; VERAVERBEKE, NoelJournal ContributionA1
252012Semiparametric estimation of conditional copulasAbegaz, Fentaw; Gijbels, Irène; VERAVERBEKE, NoelJournal ContributionA1
262011Conditional copulas, association measures and their applicationsGijbels, Irene; VERAVERBEKE, Noel; OMELKA, MarekJournal ContributionA1
272011Discussion: Statistical models and methods for dependence in insurance dataVAN KEILEGOM, Ingrid; VERAVERBEKE, NoelJournal ContributionA2
282011Estimation of a Conditional Copula and Association MeasuresVERAVERBEKE, Noel; OMELKA, Marek; Gijbels, IreneJournal ContributionA1
292010Identifying and Rewarding Pharmaceutical Innovation: Application in an EU Member StateVan Wilder, Philippe; ZHU, Qi; VERAVERBEKE, NoelJournal ContributionA1
302010Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocationBIARD, R.; LOISEL, S.; Macci, C.; VERAVERBEKE, NoelJournal ContributionA1
312009New tests for exponentiality against new better than used in pth quantileJANSSEN, Paul; SWANEPOEL, Jan; VERAVERBEKE, NoelJournal ContributionA1
322009Improved kernel estimation of copulas: weak convergence and goodness-of-fit testingOMELKA, Marek; Gijbels, I.; VERAVERBEKE, NoelJournal ContributionA1
332009Empirical Likelihood for Non-Smooth Criterion FunctionsMOLANES LOPEZ, Elisa Maria; VAN KEILEGOM, Ingrid; VERAVERBEKE, NoelJournal ContributionA1
342009Bayes prediction based on right censored dataWANG, Lichun; VERAVERBEKE, NoelJournal ContributionA1
352009Intersections of an Interval By a Difference of a Compound Poisson Process and a Compound Renewal ProcessKadankov, V.; KADANKOVA, Tetyana; VERAVERBEKE, NoelJournal ContributionA1
362009Modelling consumer credit risk via survival analysisCao, Ricardo; Vilar, Juan M.; Devia, Andres; VERAVERBEKE, Noel; Boucher, Jean-Philippe; Beran, JanJournal ContributionA1
372008Conditional residual lifetime under random censorshipVERAVERBEKE, NoelBook SectionB3
382008Empirical likelihood for non-smooth criterion functionsMOLANES LOPEZ, Elisa Maria; VAN KEILEGOM, Ingrid; VERAVERBEKE, NoelPreprintO
392008A conditional Koziol-Green model under dependent censoringBRAEKERS, Roel; VERAVERBEKE, NoelJournal ContributionA1
402008MSE superiority of Bayes and empirical Bayes estimators in two generalized seemingly unrelated regressionsWANG, Lichun; VERAVERBEKE, NoelJournal ContributionA1
412007Modifying the kernel distribution function estimator towards reduced biasJANSSEN, Paul; SWANEPOEL, Jan; VERAVERBEKE, NoelJournal ContributionA1
422007On several two-boundary problems for a particular class of Levy processesKADANKOVA, Tetyana; VERAVERBEKE, NoelJournal ContributionA1
432006Nonparametric estimation problems under dependent censoringVERAVERBEKE, NoelBook SectionB3
442006Empirical likelihood in a semi-parametric model for missing response dataWANG, Lichun; VERAVERBEKE, NoelJournal ContributionA1
452006Regression quantiles under dependent censoringVERAVERBEKE, NoelJournal ContributionA1
462006Several two-boundary problems for Lévy prcessesKADANKOVA, Tetyana; VERAVERBEKE, NoelProceedings PaperC2
472006Special IssueBeirlant, Jan; CARBONEZ, A.; SCHOUTENS, W.; VAN ASSCHE, w;; VERAVERBEKE, NoelBookB1
482005Nonparametric regression with censored dataVERAVERBEKE, NoelBook SectionB3
492005Bootstrapping in Survival AnalysisVERAVERBEKE, NoelBook SectionB2
502005Hazard rate estimationVERAVERBEKE, NoelBook SectionB2
512005Bootstrapping modified goodness-of-fit statistics with estimated parametersJANSSEN, Paul; SWANEPOEL, Jan; VERAVERBEKE, NoelJournal ContributionA1
522005A copula-graphic estimator for the conditional survival function under dependent censoringBRAEKERS, Roel; VERAVERBEKE, NoelJournal ContributionA1
532005Presmoothed Kaplan-Meier and Nelson-Aalen estimatorsCao, R; Lopez-De-Ullibarri, I; JANSSEN, Paul; VERAVERBEKE, NoelJournal ContributionA1
542005Relative hazard rate estimation for right censored and left truncated dataCao, R; JANSSEN, Paul; VERAVERBEKE, NoelJournal ContributionA1
552005Cox's regression model under partially informative censoringBRAEKERS, Roel; VERAVERBEKE, NoelJournal ContributionA1
562005Bootstrapping the conditional survival function estimator in the partial Koziol-Green modelBRAEKERS, Roel; VERAVERBEKE, NoelJournal ContributionA1
572004Survival analysisVERAVERBEKE, NoelBook SectionB3
582003Testing for the partial Koziol-Green model with covariatesBRAEKERS, Roel; VERAVERBEKE, NoelJournal ContributionA1
592002The modified bootstrap error process for Kaplan-Meier quantilesJANSSEN, Paul; SWANEPOEL, Jan; VERAVERBEKE, NoelJournal ContributionA1
602002Density and hazard estimation in censored regression modelsVAN KEILEGOM, Ingrid; VERAVERBEKE, NoelJournal ContributionA1
612001Regression with partially informative censoringBRAEKERS, Roel; VERAVERBEKE, NoelJournal ContributionA3
622001Relative density estimation and local bandwidth selection for censored dataCao, Ricardo; JANSSEN, Paul; VERAVERBEKE, NoelJournal ContributionA1
632001Estimation of the conditional distribution in regression with censored data: a comparative studyVAN KEILEGOM, Ingrid; Akritas, Michael Georgiou; VERAVERBEKE, NoelJournal ContributionA1
642001Modified bootstrap consistency rates for U-quantilesJANSSEN, Paul; SWANEPOEL, Jan; VERAVERBEKE, NoelJournal ContributionA1
652001Efficiency of linear regression estimators based on presmoothingJANSSEN, Paul; SWANEPOEL, Jan; VERAVERBEKE, NoelJournal ContributionA1
662001Estimation of the quantiles of the duration of old ageVERAVERBEKE, NoelJournal ContributionA1
672001The partial Koziol-Green model with covariatesBRAEKERS, Roel; VERAVERBEKE, NoelJournal ContributionA1
682001Hazard rate estimation in nonparametric regression with censored dataVAN KEILEGOM, Ingrid; VERAVERBEKE, NoelJournal ContributionA1
692000Estimation of the conditional distribution in a conditional Koziol-Green ModelVERAVERBEKE, Noel; Cardarso-SuarezJournal ContributionA1
702000Relative density estimation with censored dataCao, Ricardo; JANSSEN, Paul; VERAVERBEKE, NoelJournal ContributionA1
711998Bootstrapping quantiles in a fixed design regression model with censored dataVAN KEILEGOM, Ingrid; VERAVERBEKE, NoelJournal Contribution
721997Bootstrapping in survival analysisVERAVERBEKE, NoelJournal Contribution
731997Estimation and bootstrap with censored data in fixed design nonparametric regressionVAN KEILEGOM, Ingrid; VERAVERBEKE, NoelJournal Contribution
741997Weak convergence of the bootstrapped conditional Kaplan-Meier process and its quantile processVAN KEILEGOM, Ingrid; VERAVERBEKE, NoelJournal Contribution
751996Uniform strong convergence results for the conditional Kaplan-Meier estimator and its quantilesVAN KEILEGOM, Ingrid; VERAVERBEKE, NoelJournal Contribution
761996Cramér type large deviations for survival function estimatorsVERAVERBEKE, NoelJournal Contribution
771995Confidence intervals and sample sizes for multinomial dataEGGHE, Leo; VERAVERBEKE, NoelJournal Contribution
781995Change-point problem and boostrapAntoch, J.; Husková, M.; VERAVERBEKE, NoelJournal Contribution
791995Scale measures for bandwidth selectionJANSSEN, Paul; Marron, James Stephen; VERAVERBEKE, Noel; Sarle, WarrenJournal Contribution
801995Bootstrapping a nonparametric polytomous regression modelAERTS, Marc; VERAVERBEKE, NoelJournal Contribution
811995The bootstrap estimator for the asymptotic variance of U-quantilesVERAVERBEKE, NoelBook Section
821994Eindige kansmodellen en toetsen van hypothesenCarbonez, An; VERAVERBEKE, NoelBook
831994Asymptotic theory for regression quantile estimators in the heterodastic regression modelAERTS, Marc; JANSSEN, Paul; VERAVERBEKE, NoelProceedings Paper
841994Bootstrapping quantiles in the proportional hazards model of random censorshipVERAVERBEKE, NoelJournal Contribution
851994Toetsen van hypothesen in het binomiaal kansmodelVERAVERBEKE, NoelJournal Contribution
861994Bootstrapping regression quantilesAERTS, Marc; JANSSEN, Paul; VERAVERBEKE, NoelJournal Contribution
871993Asymptotic estimates for the probability of ruin in a Poisson model with diffusionVERAVERBEKE, NoelJournal Contribution
881992Bootstrapping U-statistics with estimated parametersJANSSEN, Paul; VERAVERBEKE, NoelJournal Contribution
891992Asymptotic results for U-functions of concomitants of order statisticsVERAVERBEKE, NoelJournal Contribution
901992Bootstrapping U-quantilesHelmers, Roelof; JANSSEN, Paul; VERAVERBEKE, NoelProceedings Paper
911992The accuracy of normal approximations in censoring modelsJANSSEN, Paul; VERAVERBEKE, NoelJournal Contribution
921991On the asymptotic normality of functions of uniform spacingsBeirlant, Jan; JANSSEN, Paul; VERAVERBEKE, NoelJournal Contribution
931991Enkele discrete kansverdelingenVERAVERBEKE, NoelJournal Contribution
941991Almost sure asymptotic representation for a class of functionals of the Kaplan-Meier estimatorGijbels, Irene; VERAVERBEKE, NoelJournal Contribution
951990U-statistics on Winsorized and trimmed samplesJANSSEN, Paul; Serfling, R.; VERAVERBEKE, NoelJournal Contribution
961990Nonparametric estimators for the probability of ruinCroux, K.; VERAVERBEKE, NoelJournal Contribution
971989Resampling from centered data in the two-sample problemBoos, D.; JANSSEN, Paul; VERAVERBEKE, NoelJournal Contribution
981989Sequential fixed-width confidence intervals for quantiles in the presence of censoringGijbels, Irene; VERAVERBEKE, NoelJournal Contribution
991989Quantile estimation in the proportional hazards model of random censorshipGijbels, Irene; VERAVERBEKE, NoelJournal Contribution
1001989Smooth estimation of a distribution function and its quantiles based on a censorship sampleGijbels, Irene; VERAVERBEKE, NoelProceedings Paper
1011988Andrei Nikolaevitch Kolmogorov: 1903-1987VERAVERBEKE, NoelJournal Contribution
1021988Moderate and Cramér-type large deviation theorems for M-estimatorsJureckova, Jana; Kallenberg, Wilbert CM; VERAVERBEKE, NoelJournal Contribution
1031988Weak asymptotic representations for quantiles of the product-limit estimatorGijbels, I.; VERAVERBEKE, NoelJournal Contribution
1041988Weak and strong representations for trimmed U-statisticsGijbels, Irene; JANSSEN, Paul; VERAVERBEKE, NoelJournal Contribution
1051987Sequential confidence intervals based on generalized M-estimatorsAERTS, Marc; JANSSEN, Paul; VERAVERBEKE, NoelJournal Contribution
1061987Asymptotic normality for U-statistics based on trimmed samplesJANSSEN, Paul; Serfling, Robert; VERAVERBEKE, NoelJournal Contribution
1071987A kernel-type estimator for generalized quantilesVERAVERBEKE, NoelJournal Contribution
1081987On nonparametric regression estimators based on regression quantilesJANSSEN, Paul; VERAVERBEKE, NoelJournal Contribution
1091986Eindige KanstheorieVERAVERBEKE, NoelBook
1101985Cramér type large deviations for studentized U-statisticsVandemaele, Marnix; VERAVERBEKE, NoelJournal Contribution
1111985Studentized estimation of a certain functional of a probability density functionVERAVERBEKE, NoelJournal Contribution
1121985Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimatorsJANSSEN, Paul; Jureckova, Jana; VERAVERBEKE, NoelJournal Contribution
1131984Asymptotic normality for a general class of statistical functions and applications to measures of spreadJANSSEN, Paul; Serfling, Robert; VERAVERBEKE, NoelJournal Contribution
1141982Cramér type large deviations for linear combinations of order statisticsVandemaele, Marnix; VERAVERBEKE, NoelJournal Contribution
1151982Estimates for the probability of ruin with special emphasis on the possibility of large claimsEmbrechts, Paul; VERAVERBEKE, NoelJournal Contribution
1161982A Cramér type large deviation theorem for trimmed linear combinations of order statisticsCALLAERT, Herman; Vandemaele, Marnix; VERAVERBEKE, NoelJournal Contribution
1171981Exponential estimates for the stop-loss premiumVERAVERBEKE, NoelJournal Contribution
1181981The order of normal approximation for a studentized U-statisticCALLAERT, Herman; VERAVERBEKE, NoelJournal Contribution
1191980Stochastisch wandelen in de verzameling van de gehele getallenVERAVERBEKE, NoelJournal Contribution
1201980An Edgeworth expansion for U-statistics.CALLAERT, Herman; JANSSEN, Paul; VERAVERBEKE, NoelJournal Contribution
1211979Subexponential distribution functions and some applicationsEmbrechts, Paul; Goldie, Charles M.; VERAVERBEKE, NoelJournal Contribution
1221979Subexponentiality and infinite divisibilityEmbrechts, Paul; Goldie, Charles M.; VERAVERBEKE, NoelJournal Contribution
1231979Some asymptotic results for the distribution function of U-statisticsCALLAERT, Herman; JANSSEN, Paul; VERAVERBEKE, NoelProceedings Paper
1241978Kanstheorie en Inleiding tot de StatistiekEmbrechts, Paul; Teugels, Jozef Lodewijk; VERAVERBEKE, NoelBook
1251977Asymptotic behaviour of Wiener-Hopf factors of a random walkVERAVERBEKE, NoelJournal Contribution
1261976Asymptotic behaviour of the supremum of a process with stationary independent incrementsVERAVERBEKE, NoelJournal Contribution
1271976The exponential rate of convergence of the distribution of the maximum of a random walk. Part IIVERAVERBEKE, Noel; Teugels, Jozef LodewijkJournal Contribution
1281975The exponential rate of convergence of the distribution of the maximum of a random walkVERAVERBEKE, Noel; Teugels, Jozef LodewijkJournal Contribution
1291975On the approach to the limit of successive maxima of partial sumsTeugels, Jozef Lodewijk; VERAVERBEKE, NoelJournal Contribution
1301974Regular speed of convergence for the maximum of a random walkVERAVERBEKE, Noel; Teugels, Jozef LodewijkProceedings Paper
1311973Cramer-type estimates for the probability of ruinTeugels, Jozef Lodewijk; VERAVERBEKE, NoelWorking Paper