AERTS, Marc

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

Results 263-285 of 285 (Search time: 0.005 seconds).

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Issue DateTitleContributor(s)TypeCat.
2631998Behaviour of the likelihood ratio test statistic under a Bahadur model for exchangeable binary dataDECLERCK, Lieven; AERTS, Marc; MOLENBERGHS, GeertJournal Contribution
2641997Local polynomial estimation in multiparameter likelihood modelsAERTS, Marc; CLAESKENS, GerdaJournal Contribution
2651997The influence of simplifying the Bahadur model on the likelihood ratio statisticDECLERCK, Lieven; MOLENBERGHS, Geert; AERTS, MarcProceedings Paper
2661997Smoothing sparse multinomial data using local polynomal fittingAERTS, Marc; Augustyns, Ilse; JANSSEN, PaulJournal Contribution
2671997Local polynomial estimation of contingency table cell probabilitiesAERTS, Marc; Augustyns, Ilse; JANSSEN, PaulJournal Contribution
2681997Sparse consistency and smoothing for multinomial dataAERTS, Marc; Augustyns, Ilse; JANSSEN, PaulJournal Contribution
2691997Likelihood misspecification and safe dose determination for clustered binary dataAERTS, Marc; DECLERCK, Lieven; MOLENBERGHS, GeertJournal Contribution
2701996Expansions and bootstrapping for smoothed lattice dataAERTS, Marc; Augustyns, Ilse; JANSSEN, PaulBook Section
2711995Weighted bootstrapping for U-quantilesAERTS, Marc; JANSSEN, PaulJournal Contribution
2721995Quantitative risk assessment for clustered binary dataMOLENBERGHS, Geert; DECLERCK, Lieven; AERTS, MarcProceedings Paper
2731995Bootstrapping a nonparametric polytomous regression modelAERTS, Marc; VERAVERBEKE, NoelJournal Contribution
2741994Asymptotic theory for regression quantile estimators in the heterodastic regression modelAERTS, Marc; JANSSEN, Paul; VERAVERBEKE, NoelProceedings Paper
131994Bootstrapping regression quantilesAERTS, Marc; JANSSEN, Paul; VERAVERBEKE, NoelJournal Contribution
141993A three-stage procedure based on bootstrap critical pointsAERTS, Marc; Gijbels, IreneJournal Contribution
151993Sequential interval estimation based on generalized M-statistics with piecewise-smooth influence curvesAERTS, MarcJournal Contribution
161990Bounded length confidence intervals in nonparametric regressionAERTS, Marc; Geertsema, JanJournal Contribution
171989The accuracy of the normal approximation for U-statistics with a random summation index converging to a random variableAERTS, Marc; CALLAERT, HermanJournal Contribution
181988Asymptotic distribution theory for random u- and gm-statistics with application in sequential estimationAERTS, MarcTheses and DissertationsT1
191987Sequential confidence intervals based on generalized M-estimatorsAERTS, Marc; JANSSEN, Paul; VERAVERBEKE, NoelJournal Contribution
201986Glivenko-Cantelli convergence for weighted empirical and quantile processes of U-statistics structure.AERTS, Marc; JANSSEN, Paul; Mason, DavidJournal Contribution
211986The exact approximation order in the central limit theorem for random U-statisticsAERTS, Marc; CALLAERT, HermanJournal Contribution
221986The convergence rate of sequential fixed-width confidence intervals for regular functionalsAERTS, Marc; CALLAERT, HermanJournal Contribution
231985Rate of convergence to normality for U-statistics with kernel of arbitrary degreeAERTS, MarcJournal Contribution
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