Noël Veraverbeke

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All published works

Action	Title	Year	Authors
+	Bernstein estimator for conditional copulas	2024	Noël Veraverbeke
+	Almost sure asymptotic representation for the conditional copula estimator	2024	Noël Veraverbeke
+	Bernstein-based estimation of the cross ratio function	2024	Steven Abrams Ömer Sercik Noël Veraverbeke
+	Nonparametric estimation of univariate and bivariate survival functions under right censoring: a survey	2023	Paul Janssen Noël Veraverbeke
+ PDF Chat	Nonparametric estimation of risk ratios for bivariate data	2022	Steven Abrams Paul Janssen Jan Swanepoel Noël Veraverbeke
+ PDF Chat	Quantiles of the conditional residual lifetime	2021	Steven Abrams Paul Janssen Noël Veraverbeke
+ PDF Chat	Omnibus test for covariate effects in conditional copula models	2021	Irène Gijbels Marek Omelka Noël Veraverbeke
+	Efficiency behaviour of kernel-smoothed kernel distribution function estimators	2020	Noël Veraverbeke Paul Janssen Jan Swanepoel
+	A note on the behaviour of a kernel-smoothed kernel density estimator	2019	Paul Janssen Jan Swanepoel Noël Veraverbeke
+	Score tests for covariate effects in conditional copulas	2017	Irène Gijbels Marek Omelka Michal Pešta Noël Veraverbeke
+	Smooth copula-based estimation of the conditional density function with a single covariate	2017	Paul Janssen Jan Swanepoel Noël Veraverbeke
+	Copula-graphic estimation with left-truncated and right-censored data	2017	Jacobo de Uña‐Álvarez Noël Veraverbeke
+ PDF Chat	Nonparametric testing for no covariate effects in conditional copulas	2016	Irène Gijbels Marek Omelka Noël Veraverbeke
+	Bootstrapping in Survival Analysis	2015	Noël Veraverbeke
+	Large sample properties of nonparametric copula estimators under bivariate censoring	2015	Candida Geerdens Paul Janssen Noël Veraverbeke
+	Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals	2015	Paul Janssen Jan Swanepoel Noël Veraverbeke
+ PDF Chat	Estimation of a Copula when a Covariate Affects only Marginal Distributions	2015	Irène Gijbels Marek Omelka Noël Veraverbeke
+ PDF Chat	Partial and average copulas and association measures	2015	Irène Gijbels Marek Omelka Noël Veraverbeke
+	Estimation of a Copula when a Covariate Affects only Marginal Distributions (pages 1109–1126)	2015	Irène Gijbels Marek Omelka Noël Veraverbeke
+	Hazard Rate Estimation	2014	Noël Veraverbeke
+	Bootstrapping in Survival Analysis	2014	Noël Veraverbeke
+	Generalized copula-graphic estimator with left-truncated and right-censored data	2014	Noël Veraverbeke
+	Preadjusted Non-Parametric Estimation of a Conditional Distribution Function	2013	Noël Veraverbeke Irène Gijbels Marek Omelka
+	A note on the asymptotic behavior of the Bernstein estimator of the copula density	2013	Paul Janssen Jan Swanepoel Noël Veraverbeke
+	Generalized copula-graphic estimator	2013	Jacobo de Uña‐Álvarez Noël Veraverbeke
+	Bootstrapping the conditional copula	2012	Marek Omelka Noël Veraverbeke Irène Gijbels
+	Semiparametric estimation of conditional copulas	2012	Fentaw Abegaz Irène Gijbels Noël Veraverbeke
+ PDF Chat	Multivariate and functional covariates and conditional copulas	2012	Irène Gijbels Marek Omelka Noël Veraverbeke
+	Large sample behavior of the Bernstein copula estimator	2011	Paul Janssen Jan Swanepoel Noël Veraverbeke
+	Estimation of a Conditional Copula and Association Measures	2011	Noël Veraverbeke Marek Omelka Irène Gijbels
+	Busy period, time of the first loss of a customer and the number of customers in $ M^{\varkappa}\|G^{\delta}\|1\|B$	2011	Tetyana Kadankova V. F. Kadankov Noël Veraverbeke
+	Busy period, time of the first loss of a customer and the number of customers in $ M^{\varkappa}\|G^δ\|1\|B$	2011	Tetyana Kadankova V. F. Kadankov Noël Veraverbeke
+	Conditional copulas, association measures and their applications	2010	Irène Gijbels Noël Veraverbeke Marek Omelka
+ PDF Chat	Nonparametric estimation of residual quantiles in a conditional Koziol–Green model with dependent censoring	2010	Noël Veraverbeke
+ PDF Chat	Improved kernel estimation of copulas: Weak convergence and goodness-of-fit testing	2009	Marek Omelka Irène Gijbels Noël Veraverbeke
+ PDF Chat	Empirical Likelihood for Non‐Smooth Criterion Functions	2009	Elisa M. Molanes‐López Ingrid Van Keilegom Noël Veraverbeke
+ PDF Chat	Intersections of an Interval By a Difference of a Compound Poisson Process and a Compound Renewal Process	2009	V. F. Kadankov Tetyana Kadankova Noël Veraverbeke
+ PDF Chat	New tests for exponentiality against new better than used in<i>p</i>th quantile	2008	Paul Janssen Jan Swanepoel Noël Veraverbeke
+	A conditional Koziol–Green model under dependent censoring	2007	Roel Braekers Noël Veraverbeke
+ PDF Chat	MSE superiority of Bayes and empirical Bayes estimators in two generalized seemingly unrelated regressions	2007	Li‐Chun Wang Noël Veraverbeke
+ PDF Chat	On Several Two-Boundary Problems for a Particular Class of Lévy Processes	2007	Tetyana Kadankova Noël Veraverbeke
+	Modifying the kernel distribution function estimator towards reduced bias	2007	Paul Janssen Jan Swanepoel Noël Veraverbeke
+	On several two-boundary problems for a particular class of L\'{e}vy processes	2007	Tetyana Kadankova Noël Veraverbeke
+	On several two-boundary problems for a particular class of Lévy processes	2007	Tetyana Kadankova Noël Veraverbeke
+ PDF Chat	Bayes prediction based on right censored data	2006	Li‐Chun Wang Noël Veraverbeke
+	Regression quantiles under dependent censoring	2006	Noël Veraverbeke
+	Empirical Likelihood in a Semi-Parametric Model for Missing Response Data	2006	Li‐Chun Wang Noël Veraverbeke
+	Hazard Rate Estimation	2005	Noël Veraverbeke
+ PDF Chat	A copula-graphic estimator for the conditional survival function under dependent censoring	2005	Roel Braekers Noël Veraverbeke
+ PDF Chat	Cox's Regression Model Under Partially Informative Censoring	2005	Roel Braekers Noël Veraverbeke
+	Relative hazard rate estimation for right censored and left truncated data	2005	Ricardo Cao Paul Janssen Noël Veraverbeke
+ PDF Chat	Bootstrapping the conditional survival function estimator in the partial Koziol–Green model	2005	Roel Braekers Noël Veraverbeke
+	Bootstrapping in Survival Analysis	2005	Noël Veraverbeke
+	Presmoothed Kaplan–Meier and Nelson–Aalen estimators	2005	Ricardo Cao Ignacio López‐de‐Ullibarri Paul Janssen Noël Veraverbeke
+	Bootstrapping modified goodness-of-fit statistics with estimated parameters	2004	Paul Janssen Jan Swanepoel Noël Veraverbeke
+	Survival Analysis	2004	Noël Veraverbeke
+	Testing for the partial Koziol–Green model with covariates	2003	Roel Braekers Noël Veraverbeke
+	The modified bootstrap error process for Kaplan–Meier quantiles	2002	Paul Janssen Jan Swanepoel Noël Veraverbeke
+	Density and hazard estimation in censored regression models	2002	Ingrid Van Keilegom Noël Veraverbeke
+	Estimation of the quantiles of the duration of old age	2001	Noël Veraverbeke
+	Modified bootstrap consistency rates for U-quantiles	2001	Paul Janssen Jan Swanepoel Noël Veraverbeke
+	EFFICIENCY OF LINEAR REGRESSION ESTIMATORS BASED ON PRESMOOTHING	2001	Paul Janssen Jan Swanepoel Noël Veraverbeke
+	Relative density estimation and local bandwidth selection for censored data	2001	Ricardo Cao Paul Janssen Noël Veraverbeke
+	Estimation of the conditional distribution in regression with censored data: a comparative study	2001	Ingrid Van Keilegom Michael G. Akritas Noël Veraverbeke
+	None	2001	Ingrid Van Keilegom Noël Veraverbeke
+	The partial Koziol–Green model with covariates	2001	Roel Braekers Noël Veraverbeke
+	Estimation of the conditional distribution in a conditional Koziol-green model	2000	Noël Veraverbeke Carmén Cadarso-Suárez
+	Relative Density Estimation with Censored Data	2000	Ricardo Cao Paul Janssen Noël Veraverbeke Noël Veraverbeke
+	Bootstrapping quantiles in a fixed design regression model with censored data	1998	Ingrid Van Keilegom Noël Veraverbeke
+	Estimation and Bootstrap with Censored Data in Fixed Design Nonparametric Regression	1997	Ingrid Van Keilegom Noël Veraverbeke
+	Weak convergence of the bootstrapped conditional kaplan-meier process and its quantile process	1997	Ingrid Van Keilegom Noël Veraverbeke
+	Cramer type large deviations for survival function estimators	1996	Noël Veraverbeke
+	Uniform strong convergence results for the conditional kaplan-meier estimator and its quantiles	1996	Ingrid Van Keilegom Noël Veraverbeke
+	The bootstrap estimator for the asymptotic variance of (/-quantiles	1995	Noël Veraverbeke
+	Change-point problem and bootstrap	1995	Jaromı́r Antoch Marie Hušková Noël Veraverbeke
+	Scale measures for bandwidth selection	1995	Paul Janssen J. S. Marron Noël Veraverbeke Warren S. Sarle
+	Bootstrapping quantiles in the proportional hazards model of random censorship	1994	Noël Veraverbeke
+	Bootstrapping regression quantiles	1994	Marc Aerts Paul Janssen Noël Veraverbeke
+	Asymptotic Theory for Regression Quantile Estimators in the Heteroscedastic Regression Model	1994	Marc Aerts Paul Janssen Noël Veraverbeke
+	Asymptotic estimates for the probability of ruin in a Poisson model with diffusion	1993	Noël Veraverbeke
+	Asymptotic Results for <i>U</i>-Functions of Concomitants of Order Statistics	1992	Noël Veraverbeke
+	The accuracy of normal approximations in censoring models	1992	Paul Janssen Noël Veraverbeke
+	Bootstrapping u - statistics with estimated parameters	1992	Paul Janssen Noël Veraverbeke
+ PDF Chat	Almost Sure Asymptotic Representation for a Class of Functionals of the Kaplan-Meier Estimator	1991	Irène Gijbels Noël Veraverbeke
+	On the asymptotic normality of functions of uniform spacings	1991	Jan Beirlant Paul Janssen Noël Veraverbeke
+	Nonparametric estimators for the probability of ruin	1990	Kristof Croux Noël Veraverbeke
+	U-statistics on winsorized and trimmed samples	1990	Paul Janssen Noël Veraverbeke Robert Serfling
+	Bootstrapping U-quantiles	1990	Roelof Helmers Paul Janssen Noël Veraverbeke
+	Sequential fixed-width confidence intervals for quantiles in the presence of censoring	1989	Irène Gijbels Noël Veraverbeke
+ PDF Chat	Resampling from centered data in the two-sample problem	1989	Denni D Boos Paul Janssen Noël Veraverbeke
+	Estimation of convolution tail behaviour	1989	Eric Willekens Noël Veraverbeke
+	Smooth estimation of a distribution function and its quantiles based on a censored sample	1989	Irène Gijbels Noël Veraverbeke
+	Weak asymptotic representations for quantiles of the product-limit estimator	1988	Irène Gijbels Noël Veraverbeke
+ PDF Chat	Weak and strong representations for trimmed U-statistics	1988	Irène Gijbels Paul Janssen Noël Veraverbeke
+	Moderate and Cramér-type large deviation theorems for M-estimators	1988	Jana Jurečková W.C.M. Kallenberg Noël Veraverbeke
+	A kernel-type estimator for generalized quantiles	1987	Noël Veraverbeke
+	Asymptotic normality of u-statistics based on trimmed samples	1987	Paul Janssen Robert Serfling Noël Veraverbeke
+	Sequential confidence intervals based on generalized m-statistics	1987	Marc Aerts Paul Janssen Noël Veraverbeke
+	Cramer type large deviations for studentized U-statistics	1985	M. Vandemaele Noël Veraverbeke
+ PDF Chat	Rate of Convergence of One- and Two-Step $M$-Estimators with Applications to Maximum Likelihood and Pitman Estimators	1985	Paul Janssen Jana Jureĉková Noël Veraverbeke
+	Studentized estimation of a certain functional of a probability density function	1985	Noël Veraverbeke
+ PDF Chat	Asymptotic Normality for a General Class of Statistical Functions and Applications to Measures of Spread	1984	Paul Janssen Robert Serfling Noël Veraverbeke
+ PDF Chat	Cramer Type Large Deviations for Linear Combinations of Order Statistics	1982	M. Vandemaele Noël Veraverbeke
+	Estimates for the probability of ruin with special emphasis on the possibility of large claims	1982	Paul Embrechts Noël Veraverbeke
+	A cramer type large deviation theorem for trimmed linear combinations of order statistics	1982	Herman Callaert M. Vandemaele Noël Veraverbeke
+ PDF Chat	The Order of the Normal Approximation for a Studentized $U$-Statistic	1981	Herman Callaert Noël Veraverbeke
+ PDF Chat	An Edgeworth Expansion for $U$-Statistics	1980	Herman Callaert Paul Janssen Noël Veraverbeke
+	Subexponential distribution functions and some applications	1979	Paul Embrechts Charles M. Goldie Noël Veraverbeke
+	Subexponential distribution functions and some applications	1979	Paul Embrechts Charles M. Goldie Noël Veraverbeke
+ PDF Chat	Subexponentiality and infinite divisibility	1979	Paul Embrechts Charles M. Goldie Noël Veraverbeke
+	Asymptotic behaviour of Wiener-Hopf factors of a random walk	1977	Noël Veraverbeke
+	The exponential rate of convergence of the distribution of the maximum of a random walk. Part II	1976	Noël Veraverbeke J. L. Teugels
+	The exponential rate of convergence of the distribution of the maximum of a random walk. Part II	1976	Noël Veraverbeke J. L. Teugels
+	The exponential rate of convergence of the distribution of the maximum of a random walk	1975	Noël Veraverbeke J. L. Teugels
+	On the approach to the limit of successive maxima of partial sums	1975	J. L. Teugels Noël Veraverbeke
+	On the approach to the limit of successive maxima of partial sums	1975	J. L. Teugels Noël Veraverbeke
+	The exponential rate of convergence of the distribution of the maximum of a random walk	1975	Noël Veraverbeke J. L. Teugels
+	Regular speed of convergence for the maximum of a random wald	1975	J. L. Teugels Noël Veraverbeke

Common Coauthors

Coauthor	Papers Together
Paul Janssen	35
Irène Gijbels	18
Jan Swanepoel	13
Marek Omelka	12
Ingrid Van Keilegom	8
J. L. Teugels	7
Tetyana Kadankova	6
Roel Braekers	6
Ricardo Cao	4
Paul Embrechts	4
M. Vandemaele	3
Steven Abrams	3
Charles M. Goldie	3
V. F. Kadankov	3
Herman Callaert	3
Robert Serfling	3
Marc Aerts	3
Li‐Chun Wang	3
Jana Jureĉková	2
Jacobo de Uña‐Álvarez	2
J. S. Marron	1
Candida Geerdens	1
Fentaw Abegaz	1
Michael G. Akritas	1
Denni D Boos	1
Eric Willekens	1
Jan Beirlant	1
Roelof Helmers	1
Jaromı́r Antoch	1
Kristof Croux	1
Carmen Cadarso‐Suárez	1
Elisa M. Molanes‐López	1
Warren S. Sarle	1
Michal Pešta	1
Ignacio López‐de‐Ullibarri	1
W.C.M. Kallenberg	1
Marie Hušková	1
Ömer Sercik	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Estimation and Bootstrap with Censored Data in Fixed Design Nonparametric Regression	1997	Ingrid Van Keilegom Noël Veraverbeke	23
+ PDF Chat	The product-limit estimator and the bootstrap: Some asymptotic representations	1986	Shaw‐Hwa Lo Kesar Singh	23
+	An Introduction to Copulas	1999	Roger B. Nelsen	18
+	Nonparametric Estimation from Incomplete Observations	1992	Edward L. Kaplan Paul Meier	18
+	Weak Convergence and Empirical Processes	1996	Aad van der Vaart Jon A. Wellner	15
+ PDF Chat	A New Proof of the Bahadur Representation of Quantiles and an Application	1971	Jayanta K. Ghosh	13
+	Asymptotic properties of a generalized kaplan-meier estimator with some applications	1994	Wenceslao González‐Manteiga Carmén Cadarso-Suárez	13
+	Uniform strong convergence results for the conditional kaplan-meier estimator and its quantiles	1996	Ingrid Van Keilegom Noël Veraverbeke	12
+	Nonparametric Estimation from Incomplete Observations	1958	Edward L. Kaplan Paul Meier	11
+	Conditional copulas, association measures and their applications	2010	Irène Gijbels Noël Veraverbeke Marek Omelka	11
+ PDF Chat	Consistent Nonparametric Regression	1977	Charles J. Stone	10
+	Non-parametric regression with censored survival time data	1987	Dorota M. Dabrowska	10
+	Estimation of a Conditional Copula and Association Measures	2011	Noël Veraverbeke Marek Omelka Irène Gijbels	10
+	Bootstrapping quantiles in a fixed design regression model with censored data	1998	Ingrid Van Keilegom Noël Veraverbeke	10
+ PDF Chat	Strong Embedding of the Estimator of the Distribution Function under Random Censorship	1988	Péter Major Lídia Rejtö	10
+ PDF Chat	Inference for a Nonlinear Counting Process Regression Model	1990	Ian W. McKeague Klaus J. Utikal	9
+ PDF Chat	On the Asymptotic Normality of Statistics with Estimated Parameters	1982	Ronald H. Randles	9
+ PDF Chat	Uniform Consistency of the Kernel Conditional Kaplan-Meier Estimate	1989	Dorota M. Dabrowska	9
+	Weak convergence of the bootstrapped conditional kaplan-meier process and its quantile process	1997	Ingrid Van Keilegom Noël Veraverbeke	9
+ PDF Chat	Density and hazard rate estimation for censored data via strong representation of the Kaplan-Meier estimator	1989	S. H. Lo Y. P. Mack J. L. Wang	8
+ PDF Chat	A LIL type result for the product limit estimator	1981	Antónia Földes Lídia Rejtö	8
+ PDF Chat	A Large Sample Study of the Life Table and Product Limit Estimates Under Random Censorship	1974	N. E. Breslow John Crowley	8
+	Censored Data and the Bootstrap	1981	Bradley Efron	8
+	Estimates of marginal survival for dependent competing risks based on an assumed copula	1995	Min Zheng JP Klein	8
+	A Martingale Approach to the Copula-Graphic Estimator for the Survival Function under Dependent Censoring	2001	Louis‐Paul Rivest Martin T. Wells	8
+	Nonparametric Estimation from Incomplete Observations	1958	Edward L. Kaplan Paul Meier	8
+ PDF Chat	Improved kernel estimation of copulas: Weak convergence and goodness-of-fit testing	2009	Marek Omelka Irène Gijbels Noël Veraverbeke	7
+	Fonctions de répartition à N dimensions et leurs marges	1959	Michael Sklar	7
+	Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals	1988	Jyotishka Ray Choudhury Robert Serfling	7
+	Weak asymptotic representations for quantiles of the product-limit estimator	1988	Irène Gijbels Noël Veraverbeke	7
+	Large sample behavior of the Bernstein copula estimator	2011	Paul Janssen Jan Swanepoel Noël Veraverbeke	7
+	Confidence bands for a survival curve from censored data	1980	William J. Hall Jon A. Wellner	7
+ PDF Chat	The Class of Subexponential Distributions	1975	Jozef L. Teugels	6
+	The Central Limit Theorem for Real and Banach Valued Random Variables	1981	David Aldous A. Araujo Evarist Giné Evarist Giné	6
+ PDF Chat	A Class of Statistics with Asymptotically Normal Distribution	1992	Wassily Hoeffding	6
+	Convergence of Probability Measures	1969	J. F. C. Kingmán P. Billingsley	6
+	Bootstrapping regression quantiles	1994	Marc Aerts Paul Janssen Noël Veraverbeke	6
+	THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS	2004	Alessio Sancetta Stephen Satchell	6
+	Berry-esseen bound for the kaplan-meier estimator	1989	Myron Chang P. V. Rao	6
+	A note on the product-limit estimator under right censoring and left truncation	1987	Wei‐Yann Tsai Nicholas P. Jewell Mei‐Cheng Wang	6
+	A note on the asymptotic behavior of the Bernstein estimator of the copula density	2013	Paul Janssen Jan Swanepoel Noël Veraverbeke	6
+	The accuracy of normal approximations in censoring models	1992	Paul Janssen Noël Veraverbeke	6
+	Semiparametric estimation in copula models	2005	Hideatsu Tsukahara	6
+	A Theorem on Sums of Independent Positive Random Variables and Its Applications to Branching Random Processes	1964	V. P. Chistyakov	6
+	Maximum likelihood estimation of a survival function under the koziol-green proportional hazards model	1987	Philip E. Cheng Gwo Dong Lin	6
+	Strong approximations of the quantile process of the product-limit estimator	1985	Emad‐Eldin A. A. Aly Miklós Csörgő Lajos Horváth	5
+	A Cramér-von Mises statistic for randomly censored data	1976	James A. Koziol Sylvan B. Green	5
+	Dependence Calibration in Conditional Copulas: A Nonparametric Approach	2010	Elif F. Acar Radu V. Craiu Fang Yao	5
+ PDF Chat	Generalized $L-, M-$, and $R$-Statistics	1984	Robert Serfling	5
+	Semiparametric estimation of conditional copulas	2012	Fentaw Abegaz Irène Gijbels Noël Veraverbeke	5