Narrow search
Showing 1 - 10 of 13
Cover Image
Copula based flexible modeling of associations between clustered event times
Geerdens, C.; Claeskens, G.; Janssen, Paul - 2015
Persistent link: https://www.econbiz.de/10011646335
Cover Image
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
Cover Image
An algorithm for the multivariate group lasso with covariance estimation
Wilms, I.; Croux, Christophe - 2015
Persistent link: https://www.econbiz.de/10011658494
Cover Image
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
Cover Image
Volatility spillovers and heavy tails : a large t-Vector AutoRegressive approach
Barbaglia, Luca; Croux, Christophe; Wilms, Ines - 2017
Persistent link: https://www.econbiz.de/10011799030
Cover Image
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
Cover Image
Robust exponential smoothing of multivariate time series
Croux, Christophe; Gelper, Sarah; Mahieu, Koen - 2009
Persistent link: https://www.econbiz.de/10003982213
Cover Image
A comparison of two-stage segmentation : methods for choice-based conjoint data ; a simulation study
Crabbe, Marjolein; Jones, Bradley; Vandebroek, Martina - 2011
Persistent link: https://www.econbiz.de/10009010181
Cover Image
Multivariate functional halfspace depth
Claeskens, Gerda; Hubert, Mia; Slaets, Leen; Vakili, Kaveh - 2012
Persistent link: https://www.econbiz.de/10009716498
Cover Image
On the performance of isotropic and hyperbolic wavelet estimators
Autin, Florent; Claeskens, Gerda; Freyermuth, Jean-Marc - 2013
Persistent link: https://www.econbiz.de/10009722304