AERTS, Marc

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Full Name
AERTS, Marc
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marc.aerts@uhasselt.be
 
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Publications

Results 261-280 of 285 (Search time: 0.013 seconds).

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Issue DateTitleContributor(s)TypeCat.
2611998Behaviour of the likelihood ratio test statistic under a Bahadur model for exchangeable binary dataDECLERCK, Lieven; AERTS, Marc; MOLENBERGHS, GeertJournal Contribution
2421998Misspecifying the likelihood for clustered binary dataMOLENBERGHS, Geert; DECLERCK, Lieven; AERTS, MarcJournal Contribution
2431998Analysis of clustered multivariate data from developmental toxicity studiesMOLENBERGHS, Geert; GEYS, Helena; DECLERCK, Lieven; CLAESKENS, Gerda; AERTS, MarcProceedings Paper
2441997Local polynomial estimation in multiparameter likelihood modelsAERTS, Marc; CLAESKENS, GerdaJournal Contribution
2451997Sparse consistency and smoothing for multinomial dataAERTS, Marc; Augustyns, Ilse; JANSSEN, PaulJournal Contribution
2461997Smoothing sparse multinomial data using local polynomal fittingAERTS, Marc; Augustyns, Ilse; JANSSEN, PaulJournal Contribution
2471997Local polynomial estimation of contingency table cell probabilitiesAERTS, Marc; Augustyns, Ilse; JANSSEN, PaulJournal Contribution
2481997Likelihood misspecification and safe dose determination for clustered binary dataAERTS, Marc; DECLERCK, Lieven; MOLENBERGHS, GeertJournal Contribution
2491997The influence of simplifying the Bahadur model on the likelihood ratio statisticDECLERCK, Lieven; MOLENBERGHS, Geert; AERTS, MarcProceedings Paper
2501996Expansions and bootstrapping for smoothed lattice dataAERTS, Marc; Augustyns, Ilse; JANSSEN, PaulBook Section
2511995Bootstrapping a nonparametric polytomous regression modelAERTS, Marc; VERAVERBEKE, NoelJournal Contribution
2521995Weighted bootstrapping for U-quantilesAERTS, Marc; JANSSEN, PaulJournal Contribution
2531995Quantitative risk assessment for clustered binary dataMOLENBERGHS, Geert; DECLERCK, Lieven; AERTS, MarcProceedings Paper
2541994Bootstrapping regression quantilesAERTS, Marc; JANSSEN, Paul; VERAVERBEKE, NoelJournal Contribution
2551994Asymptotic theory for regression quantile estimators in the heterodastic regression modelAERTS, Marc; JANSSEN, Paul; VERAVERBEKE, NoelProceedings Paper
2561993A three-stage procedure based on bootstrap critical pointsAERTS, Marc; Gijbels, IreneJournal Contribution
2571993Sequential interval estimation based on generalized M-statistics with piecewise-smooth influence curvesAERTS, MarcJournal Contribution
2581990Bounded length confidence intervals in nonparametric regressionAERTS, Marc; Geertsema, JanJournal Contribution
2591989The accuracy of the normal approximation for U-statistics with a random summation index converging to a random variableAERTS, Marc; CALLAERT, HermanJournal Contribution
2601988Asymptotic distribution theory for random u- and gm-statistics with application in sequential estimationAERTS, MarcTheses and DissertationsT1
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