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Researcher
Irène Gijbels
- Disciplines:Statistics
Affiliations
- Statistics and Risk (Division)
Member
From13 Sep 2004 → Today
Projects
1 - 10 of 19
- Post-selection inference in advanced statistical modelsFrom26 Sep 2022 → TodayFunding: Own budget, for example: patrimony, inscription fees, gifts
- PhD researcher in StatisticsFrom23 Sep 2022 → TodayFunding: Own budget, for example: patrimony, inscription fees, gifts
- Dependencies, including copula-based flexible modelling and applicationsFrom1 Sep 2022 → TodayFunding: Own budget, for example: patrimony, inscription fees, gifts
- Study of dependencies and contemporary data structuresFrom16 Aug 2021 → TodayFunding: Own budget, for example: patrimony, inscription fees, gifts
- Study of dependencies and post-selection inference for contemporary data structuresFrom1 Oct 2020 → TodayFunding: BOF - projects
- Flexible modelling and expectile regression with applications in risk measuresFrom1 Jan 2019 → 31 Dec 2022Funding: FWO research project (including WEAVE projects)
- Flexible hazard-based models and quantile regression for right-censored data using two-piece asymmetric distributionsFrom18 Sep 2018 → 28 Oct 2022Funding: Own budget, for example: patrimony, inscription fees, gifts
- Study of multivariate asymmetric distributions using univariate two-piece distributionsFrom16 Sep 2018 → 16 Aug 2022Funding: Own budget, for example: patrimony, inscription fees, gifts
- On copula-based conditional dependency concepts and global dependency measuresFrom1 Oct 2017 → 30 Sep 2021Funding: BOF - doctoral mandates, BOF - Doctoral projects
- Copula-based multivariate association measures and tail coefficientsFrom19 Sep 2017 → 10 Sep 2021Funding: Own budget, for example: patrimony, inscription fees, gifts
Publications
31 - 40 of 108
- Quantile estimation in a generalized asymmetric distributional setting(2019)
Authors: Irène Gijbels, Md Rezaul Karim, Anneleen Verhasselt, Ansgar Steland, Ewaryst Rafajlowicz, Ostap Okhrin
Pages: 13 - 40Number of pages: 28 - Extremiles: A New Perspective on Asymmetric Least Squares(2019)
Authors: Irène Gijbels
Pages: 1366 - 1381 - Robust estimation and variable selection in heteroscedastic linear regression(2019)
Authors: Irène Gijbels, Inge Vrinssen
Pages: 489 - 532 - Optimal Expected-Shortfall Portfolio Selection with Copula-Induced Dependence(2018)
Authors: Irène Gijbels, K Herrmann
Pages: 66 - 106 - Testing the heteroscedastic error structure in quantile varying coefficient models(2018)
Authors: Irène Gijbels
Pages: 246 - 264 - Local polynomial regression with correlated errors in random design and unknown correlation structure(2018)
Authors: Irène Gijbels
Pages: 681 - 690 - Quantile regression in varying coefficient models: non-crossing quantile curves and heteroscedasticity(2018)
Authors: Yudhie Andriyana, Irène Gijbels
Pages: 1589 - 1621 - Depth-Based Recognition of Shape Outlying Functions(2017)
Authors: Stanislav Nagy, Irène Gijbels
Pages: 883 - 893 - Nonparametric testing for no covariate effects in conditional copulas(2017)
Authors: Irène Gijbels
Pages: 475 - 509 - Copula directed acyclic graphs(2017)
Authors: Eugen Pircalabelu, Gerda Claeskens, Irène Gijbels
Pages: 55 - 78