Zobrazeno 1 - 10
of 27
pro vyhledávání: '"Claeskens, Gerda"'
Autor:
Charkhi, Ali, Claeskens, Gerda
Ignoring the model selection step in inference after selection is harmful. This paper studies the asymptotic distribution of estimators after model selection using the Akaike information criterion. First, we consider the classical setting in which a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1131::67915762b42b5489146187894c135332
https://lirias.kuleuven.be/handle/123456789/616160
https://lirias.kuleuven.be/handle/123456789/616160
Autor:
Gueuning, Thomas, Claeskens, Gerda
The focused information criterion for model selection is constructed to select the model that best estimates a particular quantity of interest, the focus, in terms of mean squared error. We extend this focused selection process to the high-dimensiona
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1131::2de4d4de6dcb12938be1356dc92384d6
https://lirias.kuleuven.be/handle/123456789/582649
https://lirias.kuleuven.be/handle/123456789/582649
The prediction of the time of default in a credit risk setting via survival analysis needs to take a high censoring rate into account. This rate is due to the fact that default does not occur for the majority of debtors. Mixture cure models allow the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1131::406e5dcec24a91de266572272d3ddc74
https://lirias.kuleuven.be/handle/123456789/557528
https://lirias.kuleuven.be/handle/123456789/557528
A data set from a Belgian telematics product aimed at young drivers is used to identify how car insurance premiums can be designed based on the telematics data collected by a black box installed in the vehicle. In traditional pricing models for car i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::c86cc5122c129bb2746760e849f9c208
https://lirias.kuleuven.be/handle/123456789/552745
https://lirias.kuleuven.be/handle/123456789/552745
We develop a method for estimating brain networks from fMRI datasets that have not all been measured using the same set of brain regions. Some of the coarse scale regions have been split in smaller subregions. The proposed penalized estimation proced
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1131::0772bc89b0a33fd8656a07aef267b9ca
https://lirias.kuleuven.be/handle/123456789/540397
https://lirias.kuleuven.be/handle/123456789/540397
Autor:
Pircalabelu, Eugen, Claeskens, Gerda
We present a focused selection method for social networks. The procedure is driven by a focus, the main quantity we want to estimate well. It represents the statistical translation of a research hypothesis into parameters of interest. Given a collect
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1131::ab45eec27c67f956f114e157243f1cd4
https://lirias.kuleuven.be/handle/123456789/534462
https://lirias.kuleuven.be/handle/123456789/534462
A new methodology for selecting a Bayesian network for continuous data outside the widely used class of multivariate normal distributions is developed. The ‘copula DAGs’ combine directed acyclic graphs and their associated probability models with
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1131::28c27b8091cec226ec2db3eec12948ab
https://lirias.kuleuven.be/handle/123456789/504657
https://lirias.kuleuven.be/handle/123456789/504657
Multivariate survival data are characterized by the presence of correlation between event times within the same cluster. First, we build multi-dimensional copulas with flexible and possibly symmetric dependence structures for such data. In particular
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1131::3db51243b24df4d0fccd9a5a82452250
https://lirias.kuleuven.be/handle/123456789/502865
https://lirias.kuleuven.be/handle/123456789/502865
A data-driven method for frequentist model averaging weight choice is developed for general likelihood models. We propose to estimate the weights which minimize an estimator of the mean squared error of a weighted estimator in a local misspecificatio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1131::fc2d4f8898c3124aa19be698778a087e
https://lirias.kuleuven.be/handle/123456789/502861
https://lirias.kuleuven.be/handle/123456789/502861
In this addendum to Verbelen et al. (2015), we present several additional examples of the calibration procedure for fitting multivariate mixtures of Erlangs to censored and truncated data. ispartof: FEB Research Report KBI_1511 nrpages: 21 status: pu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1131::9a6914dfa1c9b2e84a05b6f7b55d7117
https://lirias.kuleuven.be/handle/123456789/493730
https://lirias.kuleuven.be/handle/123456789/493730