The following pages link to Noël Veraverbeke (Q172050):
Displayed 50 items.
- A note on the asymptotic behavior of the Bernstein estimator of the copula density (Q392114) (← links)
- Large sample behavior of the Bernstein copula estimator (Q413377) (← links)
- Semiparametric estimation of conditional copulas (Q443773) (← links)
- Bootstrapping the conditional copula (Q715580) (← links)
- Asymptotic normality for a general class of statistical functions and applications to measures of spread (Q760105) (← links)
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing (Q834371) (← links)
- Partial and average copulas and association measures (Q895010) (← links)
- Conditional copulas, association measures and their applications (Q901578) (← links)
- U-statistics on Winsorized and trimmed samples (Q916243) (← links)
- Nonparametric estimators for the probability of ruin (Q923576) (← links)
- A conditional Koziol-Green model under dependent censoring (Q927369) (← links)
- (Q968847) (redirect page) (← links)
- Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation (Q968848) (← links)
- Bayes prediction based on right censored data (Q1019427) (← links)
- Estimates for the probability of ruin with special emphasis on the possibility of large claims (Q1054107) (← links)
- Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators (Q1070697) (← links)
- Weak and strong representations for trimmed U-statistics (Q1089989) (← links)
- A kernel-type estimator for generalized quantiles (Q1097604) (← links)
- Moderate and Cramér-type large deviation theorems for M-estimators (Q1099529) (← links)
- Weak asymptotic representations for quantiles of the product-limit estimator (Q1100826) (← links)
- Resampling from centered data in the two-sample problem (Q1116575) (← links)
- Sequential fixed-width confidence intervals for quantiles in the presence of censoring (Q1120233) (← links)
- An Edgeworth expansion for U-statistics (Q1137332) (← links)
- The order of the normal approximation for a Studentized U-statistic (Q1151206) (← links)
- Cramer type large deviations for linear combinations of order statistics (Q1162753) (← links)
- Almost sure asymptotic representation for a class of functionals of the Kaplan-Meier estimator (Q1178948) (← links)
- Asymptotic behaviour of Wiener-Hopf factors of a random walk (Q1236381) (← links)
- Estimation and bootstrap with censored data in fixed design nonparametric regression (Q1293721) (← links)
- Bootstrapping quantiles in a fixed design regression model with censored data (Q1299478) (← links)
- Asymptotic estimates for the probability of ruin in a Poisson model with diffusion (Q1318550) (← links)
- Testing for the partial Koziol-Green model with covariates. (Q1395880) (← links)
- Hazard rate estimation in nonparametric regression with censored data (Q1603012) (← links)
- The modified bootstrap error process for Kaplan-Meier quantiles (Q1613100) (← links)
- Cramér type large deviations for Studentized U-statistics (Q1822156) (← links)
- Asymptotic normality of U-statistics based on trimmed samples (Q1822157) (← links)
- Density and hazard estimation in censored regression models (Q1857347) (← links)
- Bootstrapping a nonparametric polytomous regression model (Q1900841) (← links)
- Multivariate and functional covariates and conditional copulas (Q1950860) (← links)
- Smooth copula-based estimation of the conditional density function with a single covariate (Q2011515) (← links)
- Score tests for covariate effects in conditional copulas (Q2011520) (← links)
- Nonparametric estimation of the cross ratio function (Q2183767) (← links)
- Omnibus test for covariate effects in conditional copula models (Q2237822) (← links)
- A note on the behaviour of a kernel-smoothed kernel density estimator (Q2288816) (← links)
- Relative hazard rate estimation for right censored and left truncated data (Q2387147) (← links)
- Generalized copula-graphic estimator (Q2392919) (← links)
- On several two-boundary problems for a particular class of Lévy processes (Q2471128) (← links)
- MSE superiority of Bayes and empirical Bayes estimators in two generalized seemingly unrelated regressions (Q2476818) (← links)
- Bootstrapping modified goodness-of-fit statistics with estimated parameters (Q2483845) (← links)
- Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals (Q2629371) (← links)
- Estimation of a Conditional Copula and Association Measures (Q2911697) (← links)