The following pages link to Irène Gijbels (Q181892):
Displaying 50 items.
- Robustness and inference in nonparametric partial frontier modeling (Q58633) (← links)
- (Q97341) (redirect page) (← links)
- (Q123171) (redirect page) (← links)
- Local polynomial expectile regression (Q123172) (← links)
- Comparison of presmoothing methods in kernel density estimation under censoring (Q142857) (← links)
- (Q261838) (redirect page) (← links)
- Penalized likelihood regression for generalized linear models with non-quadratic penalties (Q261840) (← links)
- Weak convergence of discretely observed functional data with applications (Q268725) (← links)
- Nonparametric simultaneous testing for structural breaks (Q291109) (← links)
- (Q309526) (redirect page) (← links)
- Joint estimation and variable selection for mean and dispersion in proper dispersion models (Q309529) (← links)
- Reducing the mean squared error of quantile-based estimators by smoothing (Q364179) (← links)
- (Q443772) (redirect page) (← links)
- Semiparametric estimation of conditional copulas (Q443773) (← links)
- P-splines quantile regression estimation in varying coefficient models (Q464449) (← links)
- (Q495371) (redirect page) (← links)
- Consistency of non-integrated depths for functional data (Q495373) (← links)
- Copula directed acyclic graphs (Q517376) (← links)
- (Q587851) (redirect page) (← links)
- (Q592651) (redirect page) (← links)
- Nonparametric estimation of mean and dispersion functions in extended generalized linear models (Q619139) (← links)
- Bootstrapping the conditional copula (Q715580) (← links)
- Penalized estimation in additive varying coefficient models using grouped regularization (Q744806) (← links)
- Semiparametric quantile regression using family of quantile-based asymmetric densities (Q830455) (← links)
- Smoothing and preservation of irregularities using local linear fitting. (Q834015) (← links)
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing (Q834371) (← links)
- Partial and average copulas and association measures (Q895010) (← links)
- Bias reduced tail estimation for censored Pareto type distributions (Q899640) (← links)
- Conditional copulas, association measures and their applications (Q901578) (← links)
- Integrated data depth for smooth functions and its application in supervised classification (Q906141) (← links)
- Practical bandwidth selection in deconvolution kernel density estimation (Q956830) (← links)
- Data-driven boundary estimation in deconvolution problems (Q959284) (← links)
- Jump-preserving regression and smoothing using local linear fitting: a compromise (Q995794) (← links)
- Weak and strong representations for trimmed U-statistics (Q1089989) (← links)
- Weak asymptotic representations for quantiles of the product-limit estimator (Q1100826) (← links)
- Sequential fixed-width confidence intervals for quantiles in the presence of censoring (Q1120233) (← links)
- Almost sure asymptotic representation for a class of functionals of the Kaplan-Meier estimator (Q1178948) (← links)
- Minimax estimation of a bounded squared mean (Q1185328) (← links)
- Variable bandwidth and local linear regression smoothers (Q1208657) (← links)
- Strong representations of the survival function estimator for truncated and censored data with applications (Q1321982) (← links)
- Local polynomial regression: Optimal kernels and asymptotic minimax efficiency (Q1370531) (← links)
- Local likelihood and local partial likelihood in hazard regression (Q1372852) (← links)
- Estimation of a change point in a hazard function based on censored data (Q1425059) (← links)
- Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates (Q1609626) (← links)
- Quantile regression in heteroscedastic varying coefficient models (Q1622100) (← links)
- Robust nonnegative garrote variable selection in linear regression (Q1623816) (← links)
- Law of large numbers for discretely observed random functions (Q1674047) (← links)
- Shape testing in varying coefficient models (Q1694375) (← links)
- On a general definition of depth for functional data (Q1704713) (← links)
- Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity (Q1757274) (← links)
