128 citations · 157 across the 5 of their papers we have counts for
5 papers
Generalized extremiles and risk measures of distorted random variables
Dieter Debrauwer, Irène Gijbels, Klaus Herrmann
Quantiles, expectiles and extremiles can be seen as concepts defined via an optimization problem, where this optimization problem is driven by two important ingredients: the loss f…
Parametric dependence between random vectors via copula-based divergence measures
Steven De Keyser, Irène Gijbels
This article proposes copula-based dependence quantification between multiple groups of random variables of possibly different sizes via the family of -divergences. An axiomat…
A general framework for circular local likelihood regression
María Alonso-Pena, Irène Gijbels, Rosa M. Crujeiras
This paper presents a general framework for the estimation of regression models with circular covariates, where the conditional distribution of the response given the covariate can…
Improved kernel estimation of copulas: Weak convergence and goodness-of-fit testing
Marek Omelka, Irène Gijbels, Noël Veraverbeke
We reconsider the existing kernel estimators for a copula function, as proposed in Gijbels and Mielniczuk [Comm. Statist. Theory Methods 19 (1990) 445--464], Fermanian, Radulovič a…
Non- and semi-parametric analysis of failure time data with missing failure indicators
Irene Gijbels, Danyu Lin, Zhiliang Ying
A class of estimating functions is introduced for the regression parameter of the Cox proportional hazards model to allow unknown failure statuses on some study subjects. The consi…