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ECONIS (ZBW)
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1
Detangling robustness in high-dimensions : composite versus model-averaged estimation
Zhou, Jing
;
Claeskens, Gerda
;
Bradic, Jelena
-
2020
Persistent link: https://www.econbiz.de/10012439264
Saved in:
2
Flexible parametric model for survival data subject to dependent censoring
Deresa, Negera Wakgari
;
Van Keilegom, Ingrid
-
2019
Persistent link: https://www.econbiz.de/10012050898
Saved in:
3
A general approach for cure models in survival analysis
Patilea, Valentin
;
Van Keilegom, Ingrid
-
2019
Persistent link: https://www.econbiz.de/10012050908
Saved in:
4
On relaxing the distributional assumption of stochastic frontier models
Noh, Hohsuk
;
Van Keilegom, Ingrid
-
2019
Persistent link: https://www.econbiz.de/10012050916
Saved in:
5
The impact of incomplete data on quantile regression for longitudinal data
Verhasselt, Anneleen
;
Flórez, Alvaro J.
;
Van Keilegom, …
-
2019
Persistent link: https://www.econbiz.de/10012050922
Saved in:
6
Fixed effects testing in high-dimensional linear mixed models
Bradic, Jelena
;
Claeskens, Gerda
;
Gueuning, Thomas
-
2019
Persistent link: https://www.econbiz.de/10012234699
Saved in:
7
Composite versus modelaveraged quantile regression
Bloznelis, Daumantas
;
Claeskens, Gerda
;
Zhou, Jing
-
2018
Persistent link: https://www.econbiz.de/10012049451
Saved in:
8
On an extension of the promotion time cure model
Portier, François
;
Van Keilegom, Ingrid
;
El Ghouch, Anouar
-
2018
Persistent link: https://www.econbiz.de/10012049460
Saved in:
9
The nonparametric locationscale mixture cure model
Chown, Justin
;
Heuchenne, Cédric
;
Van Keilegom, Ingrid
-
2018
Persistent link: https://www.econbiz.de/10012050816
Saved in:
10
Nonparametric covariate significance tests for the incidence in cure models
López-Cheda, Ana
;
Jácome, M. Amalia
;
Van Keilegom, Ingrid
-
2018
Persistent link: https://www.econbiz.de/10012050818
Saved in:
11
Bootstrap of residual processes in regression : to smooth or not to smooth?
Neumeyer, Natalie
;
Van Keilegom, Ingrid
-
2018
Persistent link: https://www.econbiz.de/10012050820
Saved in:
12
Goodness-of-fit tests for the cure rate in a mixture cure model
Müller, Ursula
;
Van Keilegom, Ingrid
-
2018
Persistent link: https://www.econbiz.de/10012050823
Saved in:
13
Estimation of a semiparametric transformation model : a novel approach based on least squares minimization
Colling, Benjamin
;
Van Keilegom, Ingrid
-
2018
Persistent link: https://www.econbiz.de/10012050825
Saved in:
14
Goodness-of-fit test for a parametric survival function with cure fraction
Geerdens, Candida
;
Janssen, Paul
;
Van Keilegom, Ingrid
-
2018
Persistent link: https://www.econbiz.de/10012050828
Saved in:
15
Non-parametric cure rate estimation under insufficient follow-up using extremes
Escobar-Bach, Mikael
;
Van Keilegom, Ingrid
-
2018
Persistent link: https://www.econbiz.de/10012050834
Saved in:
16
Inference for covariate-adjusted semiparametric Gaussian copula model using residual ranks
Gijbels, Irène
;
Van Keilegom, Ingrid
;
Zhao, Yue
-
2018
Persistent link: https://www.econbiz.de/10012050839
Saved in:
17
Linear censored quantile regression : a novel minimum-distance approach
De Backer, Mickaël
;
El Ghouch, Anouar
;
Van Keilegom, Ingrid
-
2018
Persistent link: https://www.econbiz.de/10012050854
Saved in:
18
Estimation of the boundary of a variable observed with symmetric error
Florens, Jean-Pierre
;
Simar, Léopold
;
Van Keilegom, Ingrid
-
2018
Persistent link: https://www.econbiz.de/10012050858
Saved in:
19
Estimation of fully nonparametric transformation models
Colling, Benjamin
;
Van Keilegom, Ingrid
-
2018
Persistent link: https://www.econbiz.de/10012050888
Saved in:
20
Asymptotic post-selection inference for Akaike's information criterion
Charkhi, Ali
;
Claeskens, Gerda
-
2018
Persistent link: https://www.econbiz.de/10011799016
Saved in:
21
Robust estimation of linear state space models
Crevits, Ruben
;
Croux, Christophe
-
2017
Persistent link: https://www.econbiz.de/10011799036
Saved in:
22
Cellwise robust regularized discriminant analysis
Aerts, S.
;
Wilms, I.
-
2017
Persistent link: https://www.econbiz.de/10011674141
Saved in:
23
Minimax optimal procedures for testing the structure of multidimensional functions
Aston, John
;
Autin, F.
;
Claeskens, G.
;
Freyermuth, J-M.
; …
-
2017
Persistent link: https://www.econbiz.de/10011674178
Saved in:
24
Confidence intervals for high-dimensional partially linear single-index models
Gueuning, T.
;
Claeskens, G.
-
2016
Persistent link: https://www.econbiz.de/10011658642
Saved in:
25
Commodity dynamics : a sparse multi-class approach
Barbaglia, L.
;
Wilms, I.
;
Croux, Christophe
-
2016
Persistent link: https://www.econbiz.de/10011658741
Saved in:
26
Multi-class vector autoregressive models for multi-store sales data
Wilms, I.
;
Barbaglia, L.
;
Croux, Christophe
-
2016
Persistent link: https://www.econbiz.de/10011658937
Saved in:
27
Minimun mean squared error model averaging in likelihood models
Charkhi, A.
;
Claeskens, G.
;
Hansen, Bruce E.
-
2015
Persistent link: https://www.econbiz.de/10011646310
Saved in:
28
Asymptotic performance of projection estimators in standard and hyperbolic wavelet bases
Autin, F.
;
Claeskens, G.
;
Freyermuth, J.
-
2015
Persistent link: https://www.econbiz.de/10011646357
Saved in:
29
An algorithm for the multivariate group lasso with covariance estimation
Wilms, I.
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011658494
Saved in:
30
Real or nominal variables, does it matter for the impulse response?
Reusens, Peter
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011290632
Saved in:
31
Sparse partial robust M regression
Hoffmann, Irene
;
Serneels, Sven
;
Filzmoser, Peter
; …
-
2015
Persistent link: https://www.econbiz.de/10011290635
Saved in:
32
Robust and sparse estimation of the inverse covariance matrix using rank correlation measures
Croux, Christophe
;
Öllerer, Viktoria
-
2015
Persistent link: https://www.econbiz.de/10011290636
Saved in:
33
Multivariate mixtures of Erlangs for density estimation under censoring and truncation : additional examples
Verbelen, Roel
;
Antonio, Katrien
;
Claeskens, Gerda
-
2015
Persistent link: https://www.econbiz.de/10011290638
Saved in:
34
Multivariate mixtures of Erlangs for density estimation under censoring and truncation
Verbelen, Roel
;
Antonio, Katrien
;
Claeskens, Gerda
-
2014
Persistent link: https://www.econbiz.de/10010485676
Saved in:
35
Detecting time variation in the price puzzle : an improved prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485677
Saved in:
36
Robust sparse canonical correlation analysis
Wilms, Ines
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485679
Saved in:
37
Recognizing single-peaked preferences on aggregated choice data
Smeulders, Bart
-
2014
Persistent link: https://www.econbiz.de/10010485680
Saved in:
38
Robust high-dimensional precision matrix estimation
Öllerer, Viktoria
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485683
Saved in:
39
Sparse cointegration
Wilms, Ines
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485685
Saved in:
40
Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm
Antonio, Katrien
;
Badescu, Andrei
;
Gong, Lan
;
Lin, Sheldon
-
2014
Persistent link: https://www.econbiz.de/10010238293
Saved in:
41
A model based ranking system for soccer teams
Wang, Chang
;
Vandebroek, Martina
-
2013
Persistent link: https://www.econbiz.de/10009793070
Saved in:
42
The influence function of penalized regression estimators
Öllerer, Viktoria
;
Croux, Christophe
;
Alfons, Andreas
-
2013
Persistent link: https://www.econbiz.de/10010238527
Saved in:
43
The shooting s-estimator for robust regression
Öllerer, Viktoria
;
Alfons, Andreas
;
Croux, Christophe
-
2013
Persistent link: https://www.econbiz.de/10010238534
Saved in:
44
On the performance of isotropic and hyperbolic wavelet estimators
Autin, Florent
;
Claeskens, Gerda
;
Freyermuth, Jean-Marc
-
2013
Persistent link: https://www.econbiz.de/10009722304
Saved in:
45
Robust estimation of economic indicators from survey samples based on Pareto tail modeling
Alfons, Andreas
;
Templ, Matthias
;
Filzmoser, Peter
-
2012
Persistent link: https://www.econbiz.de/10009540460
Saved in:
46
Estimation of social exclusion indicators from complex surveys : the R package laeken
Alfons, Andreas
;
Templ, Matthias
-
2012
Persistent link: https://www.econbiz.de/10009716511
Saved in:
47
S-estimation and a robust conditional Akaike information criterion for linear mixed models
Tharmaratnam, Kukatharmini
;
Claeskens, Gerda
-
2011
Persistent link: https://www.econbiz.de/10009377334
Saved in:
48
Robust maximum weighted independent-set problems on interval graphs
Talla Nobibon, Fabrice
;
Leus, Roel
-
2011
Persistent link: https://www.econbiz.de/10009377491
Saved in:
49
Sparse least trimmed squares regression
Alfons, Andreas
;
Croux, Christophe
;
Gelper, Sarah
-
2011
Persistent link: https://www.econbiz.de/10009377551
Saved in:
50
Jump robust daily covariance estimation by disentangling variance and correlation components
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989131
Saved in:
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