VERHASSELT, Anneleen

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VERHASSELT, Anneleen
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anneleen.verhasselt@uhasselt.be
 
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Publications

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Author:  Gijbels, Irène

Results 1-11 of 11 (Search time: 0.006 seconds).

Issue DateTitleContributor(s)TypeCat.
12022Estimation in copula models with two-piece skewed margins using the inference for margins methodBAILLIEN, Jonas; Gijbels, Irène; VERHASSELT, AnneleenJournal ContributionA1
22019On quantile-based asymmetric family of distributions: properties and inferenceGijbels, Irène; KARIM, Rezaul; VERHASSELT, AnneleenJournal ContributionA1
32019Quantile estimation in a generalized asymmetric distributional settingGijbels, Irène; KARIM, Rezaul; VERHASSELT, AnneleenProceedings PaperC1
42018Testing the heteroscedastic error structure in quantile varying coefficient modelsGijbels, Irène; IBRAHIM, Mohammed Abdulkerim; VERHASSELT, AnneleenJournal ContributionA1
52018Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticityANDRIYANA, Yudhie; Gijbels, Irène; VERHASSELT, AnneleenJournal ContributionA1
62017Shape testing in varying coefficient modelsAHKIM, Mohamed; Gijbels, Irène; VERHASSELT, AnneleenJournal ContributionA1
72017Shape testing in quantile varying coefficient models with heteroscedastic errorGijbels, Irène; IBRAHIM, Mohammed Abdulkerim; VERHASSELT, AnneleenJournal ContributionA1
82017Consistency and robustness properties of the S-nonnegative garrote estimatorGijbels, Irène; VERHASSELT, Anneleen; Vrinssen, IngeJournal ContributionA1
92015Variable selection using P-splinesGijbels, Irène; VERHASSELT, Anneleen; Vrinssen, IngeJournal ContributionA1
102014P-splines quantile regression estimation in varying coefficient modelsANDRIYANA, Yudhie; Gijbels, Irène; VERHASSELT, AnneleenJournal ContributionA1
112013Discussion on “Large covariance estimation by thresholding principal orthogonal complements”Gijbels, Irène; Herrmann, Klaus; VERHASSELT, AnneleenJournal ContributionM