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Noël Veraverbeke

15 works· latest 2015· 4 institutionscluster: provisionalORCID 0000-0002-2214-7607

h-index15

i1015

Citations1,722

Works here15

Most cited in this library

Estimates for the probability of ruin with special emphasis on the possibility of large claims1982 · 388 citations
Subexponentiality and infinite divisibility1979 · 307 citations
Asymptotic behaviour of Wiener-Hopf factors of a random walk1977 · 225 citations
Improved kernel estimation of copulas: Weak convergence and goodness-of-fit testing2009 · 130 citations
Conditional copulas, association measures and their applications2010 · 113 citations

Works

15 shown

Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals

Test·2015·3 authors

33citations

Estimation of a Copula when a Covariate Affects only Marginal Distributions

Scandinavian Journal of Statistics·2015·3 authors·Open access

38citations

A note on the asymptotic behavior of the Bernstein estimator of the copula density

Journal of Multivariate Analysis·2013·3 authors·Open access

40citations

Semiparametric estimation of conditional copulas

Journal of Multivariate Analysis·2012·3 authors·Open access

67citations

Multivariate and functional covariates and conditional copulas

Electronic Journal of Statistics·2012·3 authors·Open access

33citations

Large sample behavior of the Bernstein copula estimator

Journal of Statistical Planning and Inference·2011

Estimation of a Conditional Copula and Association Measures

Scandinavian Journal of Statistics·2011·3 authors

98citations

Conditional copulas, association measures and their applications

Computational Statistics & Data Analysis·2010·3 authors

113citations

Improved kernel estimation of copulas: Weak convergence and goodness-of-fit testing

The Annals of Statistics·2009·3 authors·Open access

130citations

Modelling consumer credit risk via survival analysis

LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Científicas)·2009·5 authors·Open access

43citations

Change-point problem and bootstrap

Journal of nonparametric statistics·1995·3 authors

76citations

Asymptotic estimates for the probability of ruin in a Poisson model with diffusion

Insurance Mathematics and Economics·1993·1 author

51citations

Estimates for the probability of ruin with special emphasis on the possibility of large claims

Insurance Mathematics and Economics·1982·2 authors

388citations

Subexponentiality and infinite divisibility

Probability Theory and Related Fields·1979·3 authors·Open access

307citations

Asymptotic behaviour of Wiener-Hopf factors of a random walk

Stochastic Processes and their Applications·1977·1 author·Open access

225citations