Irène Gijbels
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Belgian mathematical statistician
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Irène Gijbelsmathematics Degrees
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Mathematics
Why Is Irène Gijbels Influential?
(Suggest an Edit or Addition)According to Wikipedia, Irène Gijbels is a mathematical statistician at KU Leuven in Belgium, and an expert on nonparametric statistics. She has also collaborated with TopSportLab, a KU Leuven spin-off, on software for risk assessment of sports injuries.
Irène Gijbels's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Local polynomial modelling and its applications (1994) (3854)
- Local Polynomial Modeling and Its Applications (1998) (1119)
- Generalized Partially Linear Single-Index Models (1997) (842)
- Variable Bandwidth and Local Linear Regression Smoothers (1992) (624)
- Data‐Driven Bandwidth Selection in Local Polynomial Fitting: Variable Bandwidth and Spatial Adaptation (1995) (616)
- Local maximum likelihood estimation and inference (1998) (208)
- Practical bandwidth selection in deconvolution kernel density estimation (2004) (182)
- Censored Regression - Local Linear-approximations and Their Applications (1994) (172)
- Local likelihood and local partial likelihood in hazard regression (1997) (155)
- Improved kernel estimation of copulas: Weak convergence and goodness-of-fit testing (2009) (144)
- Bootstrap bandwidth selection in kernel density estimation from a contaminated sample (2004) (131)
- Bandwidth Selection in Nonparametric Kernel Testing (2008) (126)
- Strong Representations of the Survival Function Estimator for Truncated and Censored Data with Applications (1993) (123)
- Testing Monotonicity of Regression (1998) (116)
- Local Polynomial Regression: Optimal Kernels and Asymptotic Minimax Efficiency (1997) (108)
- On the Estimation of Jump Points in Smooth Curves (1999) (102)
- A study of variable bandwidth selection for local polynomial regression (1996) (102)
- Conditional copulas, association measures and their applications (2011) (100)
- Estimation of a Conditional Copula and Association Measures (2011) (94)
- Jump-Preserving Regression and Smoothing using Local Linear Fitting: A Compromise (2007) (86)
- Penalized likelihood regression for generalized linear models with non-quadratic penalties (2011) (83)
- Estimation of integrated squared density derivatives from a contaminated sample (2002) (82)
- Edge-preserving image denoising and estimation of discontinuous surfaces (2006) (82)
- Understanding exponential smoothing via kernel regression (1999) (79)
- Adaptive Order Polynomial Fitting: Bandwidth Robustification and Bias Reduction (1995) (77)
- Bandwidth Selection for Changepoint Estimation in Nonparametric Regression (2004) (75)
- Robustness and inference in nonparametric partial frontier modeling (2011) (74)
- Detecting Abrupt Changes by Wavelet Methods (2002) (64)
- Derivative estimation with local polynomial fitting (2013) (62)
- Tests for monotonicity of a regression mean with guaranteed level (2000) (54)
- Nonparametric Estimation of Hazard Rate Under the Constraint of Monotonicity (2001) (53)
- Semiparametric estimation of conditional copulas (2012) (51)
- Local polynomial fitting: A standard for nonparametric regression (1993) (49)
- Sieve Empirical Likelihood and Extensions of the Generalized Least Squares (2003) (46)
- ESTIMATION OF BOUNDARY AND DISCONTINUITY POINTS IN DECONVOLUTION PROBLEMS (2006) (45)
- Estimation of a Change Point in a Hazard Function Based on Censored Data (2003) (43)
- Estimation of a Support Curve via Order Statistics (2000) (41)
- Estimation of a Copula when a Covariate Affects only Marginal Distributions (2015) (41)
- Frequent problems in calculating integrals and optimizing objective functions: a case study in density deconvolution (2007) (39)
- Model selection using wavelet decomposition and applications (1997) (39)
- On a General Definition of Depth for Functional Data (2017) (39)
- Variable Selection in Additive Models Using P-Splines (2012) (35)
- Integrated depth for functional data: statistical properties and consistency (2016) (34)
- Depth-Based Recognition of Shape Outlying Functions (2017) (33)
- Multivariate and functional covariates and conditional copulas (2012) (31)
- Bootstrap test for change-points in nonparametric regression (2004) (31)
- Positive quadrant dependence tests for copulas (2010) (30)
- P-splines quantile regression estimation in varying coefficient models (2014) (29)
- Robust Estimation of Mean and Dispersion Functions in Extended Generalized Additive Models (2010) (28)
- Non‐parametric Estimation for the Location of a Change‐point in an Otherwise Smooth Hazard Function under Random Censoring (2000) (27)
- Variable Selection in Varying-Coefficient Models Using P-Splines (2012) (26)
- Data-Driven Discontinuity Detection in Derivatives of a Regression Function (2005) (25)
- Penalized estimation in additive varying coefficient models using grouped regularization (2014) (25)
- Bias reduced tail estimation for censored Pareto type distributions. (2016) (24)
- Robust nonnegative garrote variable selection in linear regression (2015) (24)
- Data-driven boundary estimation in deconvolution problems (2006) (23)
- Non- and semi-parametric analysis of failure time data with missing failure indicators (2007) (23)
- Preadjusted non‐parametric estimation of a conditional distribution function (2014) (22)
- Variable Bandwidth and Local Linear Regression (1991) (22)
- Interval and band estimation for curves with jumps (2004) (21)
- Nonparametric estimation of mean and dispersion functions in extended generalized linear models (2008) (21)
- Extremiles: A New Perspective on Asymmetric Least Squares (2018) (21)
- ALMOST SURE ASYMPTOTIC REPRESENTATION FOR A CLASS OF FUNCTIONALS OF THE KAPLAN-MEIER ESTIMATOR (1991) (21)
- Nonparametric simultaneous testing for structural breaks (2008) (20)
- On the distribution of sums of random variables with copula-induced dependence (2014) (20)
- Covariance function of a bivariate distribution functions estimator for left truncated and right censored data (1998) (20)
- Estimating Frontier Cost Models Using Extremiles (2011) (19)
- Quantile estimation in the proportional hazards model of random censorship (1989) (19)
- Penalized wavelet monotone regression (2007) (19)
- Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity (2018) (18)
- Local polynomial fitting (2012) (16)
- Partial and average copulas and association measures (2015) (16)
- Nonparametric testing for no covariate effects in conditional copulas (2017) (16)
- Comparison of presmoothing methods in kernel density estimation under censoring (2008) (15)
- Testing for Homogeneity of Multivariate Dispersions Using Dissimilarity Measures (2013) (14)
- Score tests for covariate effects in conditional copulas (2017) (14)
- An asymptotic study of variable bandwidth selection for local polynomial regression (1993) (14)
- On Quantile‐based Asymmetric Family of Distributions: Properties and Inference (2019) (14)
- Local Adaptivity of Kernel Estimates with Plug‐in Local Bandwidth Selectors (1998) (13)
- A nonparametric least-squares test for checking a polynomial relationship (2001) (13)
- Weak asymptotic representations for quantiles of the product-limit estimator (1988) (13)
- Positive quadrant dependence testing and constrained copula estimation (2013) (13)
- Asymptotic Properties of Kernel Estimators of the Radon-nikodym Derivative With Applications To Discriminant-analysis (1995) (13)
- Unstable Volatility Functions: The Break Preserving Local Linear Estimator (2009) (12)
- Consistency of non-integrated depths for functional data (2015) (12)
- Weak and strong representations for trimmed U-statistics (1988) (11)
- Copula directed acyclic graphs (2015) (11)
- Local linear fitting and improved estimation near peaks (2009) (11)
- Weak convergence of discretely observed functional data with applications (2016) (11)
- Local linear smoothers in regression function estimation (1991) (10)
- A wavelet method for unfolding sphere size distributions (2001) (10)
- P-splines regression smoothing and difference type of penalty (2010) (10)
- Curve Fitting Under Jump and Peak Irregularities Using Local Linear Regression (2011) (10)
- Local polynomial regression with correlated errors in random design and unknown correlation structure (2018) (10)
- Penalised robust estimators for sparse and high-dimensional linear models (2020) (10)
- Bootstrapping the conditional copula (2013) (10)
- Quantile regression in heteroscedastic varying coefficient models (2017) (9)
- A Bivariate Distribution Function Estimator and Its Variance under Left Truncation and Right Censoring (1997) (8)
- Testing tail monotonicity by constrained copula estimation (2013) (7)
- Variable selection using P‐splines (2015) (7)
- Unstable volatility: the break-preserving local linear estimator (2012) (6)
- DENSITY-ESTIMATION UNDER THE KOZIOL-GREEN MODEL OF CENSORING BY PENALIZED LIKELIHOOD METHODS (1991) (6)
- Integrated data depth for smooth functions and its application in supervised classification (2015) (6)
- Automatic Forecasting via Exponential Smoothing Asymptotic Properties (1997) (6)
- A three-stage procedure based on bootstrap critical points (1993) (6)
- Multivariate Tail Coefficients: Properties and Estimation (2020) (6)
- On smoothness of Tukey depth contours (2016) (6)
- Shape testing in varying coefficient models (2017) (6)
- Joint estimation and variable selection for mean and dispersion in proper dispersion models (2016) (5)
- SMOOTHING NON-EQUISPACED HEAVY NOISY DATA WITH WAVELETS (2009) (5)
- On the specification of multivariate association measures and their behaviour with increasing dimension (2021) (5)
- Quantile Estimation in a Generalized Asymmetric Distributional Setting (2019) (5)
- Applications of local polynomial modelling (2018) (5)
- Testing the heteroscedastic error structure in quantile varying coefficient models (2018) (5)
- Asymptotics for partly linear regression with dependent samples and ARCH errors: consistency with rates (2001) (4)
- Smoothing and preservation of irregularities using local linear fitting (2008) (4)
- Spatial and design adaptation: Adaptive order polynomial approximation in function estimation (1992) (4)
- Robust Forecasting of Non-Stationary Time Series (2010) (4)
- Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks (2020) (4)
- Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity (2016) (4)
- Inference for nonsmooth regression curves and surfaces using kernel-based methods (2003) (4)
- Extremile Regression (2022) (4)
- Censored data (2010) (3)
- SEQUENTIAL FIXED-WIDTH CONFIDENCE INTERVALS FOR QUANTILES IN THE PRESENCE OF CENSORING (1989) (3)
- Smooth estimation of mean and dispersion function in extended generalized additive models with application to Italian induced abortion data (2011) (3)
- Wavelet-based robust estimation and variable selection in nonparametric additive models (2021) (3)
- Adaptive order local polynomial fitting (1996) (3)
- Reducing the mean squared error of quantile-based estimators by smoothing (2013) (3)
- Smooth estimation of a distribution function and its quantiles based on a censored sample (1989) (3)
- Regularisation and P-splines in generalised linear models (2010) (3)
- Optimal Expected-Shortfall Portfolio Selection with Copula-Induced Dependence (2018) (3)
- Flexible Mean and Dispersion Function Estimation in Extended Generalized Additive Models (2012) (3)
- Robust estimation and variable selection in heteroscedastic linear regression (2019) (3)
- Semiparametric quantile regression using family of quantile-based asymmetric densities (2021) (3)
- Consistency and robustness properties of the S-nonnegative garrote estimator (2017) (3)
- Loess (2011) (2)
- Local polynomial expectile regression (2021) (2)
- Copula directed acyclic graphs (2015) (2)
- Overview of existing methods (2018) (2)
- Minimax estimation of a bounded squared mean (1992) (2)
- Parametric copula adjusted for non- and semiparametric regression (2022) (1)
- Study of partial and average conditional Kendall’s tau (2021) (1)
- Nonlinear mixed effects modeling and warping for functional data using B-splines (2021) (1)
- Penalised robust estimators for sparse and high-dimensional linear models (2020) (1)
- On a family of two-piece circular distributions (2022) (1)
- Discussion on “Large covariance estimation by thresholding principal orthogonal complements” (2013) (0)
- Monotone Regression: Theory and Overview (2014) (0)
- Response to the Letter to the Editor on ‘On Quantile‐based Asymmetric Family of Distributions: Properties and Inference’ (2020) (0)
- Flexible two-piece distributions for right censored survival data (2022) (0)
- Parametric dependence between random vectors via copula-based divergence measures (2023) (0)
- Penalized wavelet estimation and robust denoising for irregular spaced data (2021) (0)
- Applications of Mathematics (2008) (0)
- Local polynomial regression for multivariate data (2018) (0)
- A general framework for circular local likelihood regression (2022) (0)
- Editorial Board EOV (2013) (0)
- Omnibus test for covariate effects in conditional copula models (2021) (0)
- Flexible and Dynamic Modeling of Dependencies via Copulas (2015) (0)
- Integrated data depth for smooth functions and its application in supervised classification (2015) (0)
- Reducing the mean squared error of quantile-based estimators by smoothing (2012) (0)
- Penalized estimation in additive varying coefficient models using grouped regularization (2013) (0)
- P-splines quantile regression estimation in varying coefficient models (2014) (0)
- Quantile regression in heteroscedastic varying coefficient models (2016) (0)
- Estimation of irregular probability densities (2010) (0)
- Editorial Board EOV (2014) (0)
- Editorial Board EOV (2015) (0)
- Managing Uncertainty: Financial, Actuarial and Statistical Modeling (2005) (0)
- Partially Linear Expectile Regression Using Local Polynomial Fitting (2021) (0)
- NONPARAMETRIC ESTIMATION OF HAZARD RATEUNDER THE CONSTRAINT OF MONOTONICITYJames (2000) (0)
- Local polynomial expectile regression (2021) (0)
- A new distance based measure of asymmetry (2022) (0)
- Applications in nonlinear time series (2018) (0)
- Shape testing in quantile varying coefficient models with heteroscedastic error (2017) (0)
- Choice of smoothing parameter in multivariate copula-based tail coefficients (2022) (0)
- of the Bernoulli Society for Mathematical Statistics and Probability Volume Twenty Six Number Four November 2020 (2020) (0)
- Law of large numbers for discretely observed random functions (2017) (0)
- Flexible asymmetric multivariate distributions based on two-piece univariate distributions (2022) (0)
- Petit Cours de Statistique. Klaus Krickeberg, Springer Verlag, Berlin, 1996 (in French). No. of pages: ix+149. Price: DM29. ISBN 3‐540‐61609‐8 (2000) (0)
- Estimation in copula models with two-piece skewed margins using the inference for margins method (2022) (0)
- Framework for local polynomial regression (2018) (0)
- New developments in Kernel regression with correlated errors (2011) (0)
- Automatic determination of model complexity (2018) (0)
- Shape testing in varying coefficient models (2016) (0)
- New Developments in Functional and Highly Multivariate Statistical Methodology (2016) (0)
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