← All authors Gerda Claeskens Statistics Belgium (per OpenAlex) · ORCID · OpenAlex
98 papers in scope · 98 published · 1 on the econ.EM arXiv · 4,477 citations · h-index 31 (over the papers listed here)
Papers Show only papers in our arXiv econ.EM corpus (1 of 98)
Asymptotic post-selection inference for regularized graphical models
published 2025 · Statistics and Computing · 2 citations
with Sofia Guglielmini
Selective inference using randomized group lasso estimators for general models
published 2025 · Electronic Journal of Statistics · 2 citations · first circulated 2023
with Yiling Huang, Sarah Pirenne, Snigdha Panigrahi
Reducing the dimensionality and granularity in hierarchical categorical variables
published 2024 · Advances in Data Analysis and Classification · 2 citations
with Paul Wilsens, Katrien Antonio
Nonparametric estimation of densities on the hypersphere using a parametric guide
published 2024 · Scandinavian Journal of Statistics
with María Alonso-Pena, Irène Gijbels
Exact post-selection inference for adjusted R squared selection
published 2024 · Statistics & Probability Letters · 4 citations
with Sarah Pirenne
Parametric programming-based approximate selective inference for adaptive lasso, adaptive elastic net and group lasso
published 2024 · Journal of Statistical Computation and Simulation · 4 citations
with Sarah Pirenne
Bootstrap for inference after model selection and model averaging for likelihood models
published 2024 · Metrika · 2 citations
with Andrea C. Garcia-Angulo
A tradeoff between false discovery and true positive proportions for sparse high-dimensional logistic regression
published 2024 · Electronic Journal of Statistics · 3 citations
Comments on: Statistical inference and large-scale multiple testing for high-dimensional regression models
published 2023 · Test
Uniformly valid inference for partially linear high-dimensional single-index models
published 2023 · Journal of Statistical Planning and Inference · 1 citations
with Pieter Willems
Discussion on: “A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models” by Dai, Lin, Zing, Liu
published 2023 · Journal of the American Statistical Association
Robust and efficient estimation of nonparametric generalized linear models
published 2023 · Test · 4 citations · first circulated 2022
with Ioannis Kalogridis, Stefan Van Aelst
Linear Manifold Modeling and Graph Estimation based on Multivariate Functional Data with Different Coarseness Scales
published 2022 · Journal of Computational and Graphical Statistics · 1 citations
with Eugen Pircalabelu
Automatic bias correction for testing in high‐dimensional linear models
published 2022 · Statistica Neerlandica
Modeling the Occurrence of Events Subject to a Reporting Delay via an EM Algorithm
published 2022 · Statistical Science · 8 citations · first circulated 2019
with Roel Verbelen, Katrien Antonio, Jonas Crèvecoeur
Optimal finite sample post-selection confidence distributions in generalized linear models
published 2022 · Journal of Statistical Planning and Inference · 5 citations
with Andrea C. Garcia-Angulo
Exact uniformly most powerful postselection confidence distributions
published 2022 · Scandinavian Journal of Statistics · 5 citations
with Andrea C. Garcia-Angulo
Nonparametric C-and D-vine-based quantile regression
published 2022 · Dependence Modeling · 20 citations
A hierarchical mixture cure model with unobserved heterogeneity for credit risk
published 2021 · Econometrics and Statistics · 8 citations · first circulated 2020
Nonlinear mixed effects modeling and warping for functional data using B-splines
published 2021 · Electronic Journal of Statistics · 4 citations
with Émilie Devijver, Irène Gijbels
published 2020 · Electronic Journal of Statistics · 3 citations
Zoom-In–Out Joint Graphical Lasso for Different Coarseness Scales
published 2019 · Journal of the Royal Statistical Society Series C (Applied Statistics)
with Eugen Pircalabelu, Lourens Waldorp
Fixed Effects Testing in High-Dimensional Linear Mixed Models
published 2019 · Journal of the American Statistical Association · 1 citations
Discussion on “Model Confidence Bounds for Variable Selection” by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin
published 2019 · Biometrics · first circulated 2018
Composite versus model-averaged quantile regression
published 2018 · Journal of Statistical Planning and Inference · 12 citations
Unravelling the Predictive Power of Telematics Data in Car Insurance Pricing
published 2018 · Journal of the Royal Statistical Society Series C (Applied Statistics) · 131 citations · first circulated 2016
with Roel Verbelen, Katrien Antonio
Asymptotic post-selection inference for the Akaike information criterion
published 2018 · Biometrika · 39 citations
with Ali Charkhi
Kullback– Leibler Information
published 2017 · Wiley StatsRef: Statistics Reference Online
Model Averaging
published 2017 · Wiley StatsRef: Statistics Reference Online
A High‐dimensional Focused Information Criterion
published 2017 · Scandinavian Journal of Statistics · 5 citations
with Thomas Gueuning
Minimax optimal procedures for testing the structure of multidimensional functions
published 2017 · Applied and Computational Harmonic Analysis · 3 citations
with John A. D. Aston, Florent Autin, Jean-Marc Freyermuth, Christophe Pouet, J-M Freyermuth, C Pouet
Time to default in credit scoring using survival analysis: a benchmark study
published 2016 · Journal of the Operational Research Society · 116 citations · first circulated 2015
Macro-Economic Factors in Credit Risk Calculations: Including Time-Varying Covariates in Mixture Cure Models
published 2016 · Journal of Business and Economic Statistics · 44 citations
with Lore Dirick, Tony Bellotti, Bart Baesens, Anthony Bellotti
New Developments in Functional and Highly Multivariate Statistical Methodology
published 2016 · Oberwolfach Reports
Mixed scale joint graphical lasso
published 2016 · Biostatistics · 7 citations
with Eugen Pircalabelu, Lourens Waldorp
Focused model selection for social networks
published 2016 · Social Networks · 4 citations
with Eugen Pircalabelu
The forecast combination puzzle: A simple theoretical explanation
published 2016 · International Journal of Forecasting · 251 citations · first circulated 2014
Confidence intervals for high-dimensional partially linear single-index models
published 2016 · Journal of Multivariate Analysis · 12 citations
with Thomas Gueuning
Statistical Model Choice
published 2016 · Annual Review of Statistics and Its Application · 93 citations · first circulated 2015
Minimum Mean Squared Error Model Averaging in Likelihood Models
published 2015 · Statistica Sinica · 19 citations
Multivariate mixtures of Erlangs for density estimation under censoring
published 2015 · Lifetime Data Analysis · 18 citations · first circulated 2014
with Roel Verbelen, Katrien Antonio
Copula directed acyclic graphs
published 2015 · Statistics and Computing · 15 citations
with Eugen Pircalabelu, Irène Gijbels
Copula based flexible modeling of associations between clustered event times
published 2015 · Lifetime Data Analysis · 7 citations
with Candida Geerdens, Paul Janssen
Asymptotic performance of projection estimators in standard and hyperbolic wavelet bases
published 2015 · Electronic Journal of Statistics
with Florent Autin, Jean-Marc Freyermuth
An Akaike information criterion for multiple event mixture cure models
published 2014 · European Journal of Operational Research · 47 citations
Information Criteria
published 2014 · Wiley StatsRef: Statistics Reference Online
A focused information criterion for graphical models
published 2014 · Statistics and Computing · 13 citations · first circulated 2012
with Eugen Pircalabelu, Lourens Waldorp
Multivariate Functional Halfspace Depth
published 2013 · Journal of the American Statistical Association · 138 citations · first circulated 2012
with Mia Hubert, Leen Slaets, Kaveh Vakili
Special issue on Model Selection and High Dimensional Data Reduction
published 2013 · Computational Statistics & Data Analysis · 2 citations
with S. Ejaz Ahmed, Hidetoshi Shimodaira, Stefan Van Aelst
Focused model selection in quantile regression
published 2013 · Statistica Sinica · 18 citations · first circulated 2012
Warping Functional Data in R and C via a Bayesian Multiresolution Approach
published 2013 · Journal of Statistical Software · 3 citations · first circulated 2010
with Leen Slaets, Bernard W. Silverman
Goodness-of-fit tests for the frailty distribution in proportional hazards models with shared frailty
published 2012 · Biostatistics · 19 citations
with Candida Geerdens, Paul Janssen
Focused estimation and model averaging with penalization methods: an overview
published 2012 · Statistica Neerlandica · 15 citations
Phase and amplitude-based clustering for functional data
published 2012 · Computational Statistics & Data Analysis · 24 citations · first circulated 2010
with Leen Slaets, Mia Hubert
Variable selection in partially linear wavelet models
published 2011 · Statistical Modelling · 8 citations
with Huijuan Ding, Maarten Jansen
Lack-of-fit tests in linear mixed models with application to wavelet tests
published 2011 · Journal of nonparametric statistics · 1 citations
with Huijuan Ding, Maarten Jansen
A comparison of robust versions of the AIC based on M-, S-and MM-estimators
published 2011 · Statistics · 28 citations · first circulated 2010
with Kukatharmini Tharmaratnam
Missing covariates in logistic regression, estimation and distribution selection
published 2011 · Statistical Modelling · 7 citations
with Fabrizio Consentino
On model selection and model misspecification in causal inference
published 2010 · Statistical Methods in Medical Research · 179 citations
with Stijn Vansteelandt, Maarten Bekaert
A Multiresolution Approach to Time Warping Achieved by a Bayesian Prior–Posterior Transfer Fitting Strategy
published 2010 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 26 citations · first circulated 2009
with Bernard W. Silverman, Leen Slaets
Simultaneous Confidence Bands for Penalized Spline Estimators
published 2010 · Journal of the American Statistical Association · 101 citations · first circulated 2009
Order selection tests with multiply imputed data
published 2010 · Computational Statistics & Data Analysis · 8 citations · first circulated 2009
with Fabrizio Consentino
Nonparametric estimation of mean and dispersion functions in extended generalized linear models
published 2010 · Test · 27 citations · first circulated 2008
with Irène Gijbels, Ilaria Prosdocimi
S-Estimation for Penalized Regression Splines
published 2010 · Journal of Computational and Graphical Statistics · 26 citations · first circulated 2008
with Kukatharmini Tharmaratnam, Christophe Croux, Matías Salibián-Barrera
‘Asymptotic properties of penalized spline estimators’
published 2009 · Biometrika · 207 citations
Goodness-of-fit tests in mixed models
published 2009 · Test · 37 citations
with Jeffrey D. Hart
Rejoinder on: Goodness-of-fit tests in mixed models
published 2009 · Test · 3 citations
with Jeffrey D. Hart
Bootstrapping for Penalized Spline Regression
published 2009 · Journal of Computational and Graphical Statistics · 36 citations
with Göran Kauermann, Jean D. Opsomer
Testing for Lack of Fit in Inverse Regression—with Applications to Biophotonic Imaging
published 2008 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 27 citations · first circulated 2007
Variable Selection with Incomplete Covariate Data
published 2008 · Biometrics · 51 citations · first circulated 2007
with Fabrizio Consentino
MINIMIZING AVERAGE RISK IN REGRESSION MODELS
published 2008 · Econometric Theory · 46 citations
with Nils Lid Hjort
Non-Parametric Small Area Estimation Using Penalized Spline Regression
published 2008 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 201 citations · first circulated 2005
with Jean D. Opsomer, Maria Giovanna Ranalli, Göran Kauermann, F. Jay Breidt, M. Giovanna Ranalli
PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS
published 2007 · Australian & New Zealand Journal of Statistics · 51 citations
with Christophe Croux, Johan Van Kerckhoven
One-sided tests in shared frailty models
published 2007 · Test · 60 citations
with Rosemary Nguti, Paul Janssen
An asymptotic theory for model selection inference in general semiparametric problems
published 2007 · Biometrika · 79 citations · first circulated 2005
with Raymond J. Carroll
Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model
published 2006 · Journal of the American Statistical Association · 124 citations
with Nils Lid Hjort
Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion
published 2006 · Biometrics · 110 citations
with Christophe Croux, Johan Van Kerckhoven
Model-assisted estimation for complex surveys using penalised splines
published 2005 · Biometrika · 104 citations
with F. Jay Breidt, J. D. Opsomer, Jean D. Opsomer
Exact likelihood ratio tests for penalised splines
published 2005 · Biometrika · 126 citations
with Ciprian M. Crainiceanu, David Ruppert, M. P. Wand
Bayesian-motivated tests of function fit and their asymptotic frequentist properties
published 2004 · The Annals of Statistics · 17 citations
with Marc Aerts, Jeffrey D. Hart
Goodness of Fit via Non‐parametric Likelihood Ratios
published 2004 · Scandinavian Journal of Statistics · 55 citations
with Nils Lid Hjort
Restricted Likelihood Ratio Lack-of-Fit Tests Using Mixed Spline Models
published 2004 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 42 citations
Frequentist Model Average Estimators
published 2003 · Journal of the American Statistical Association · 709 citations
with Nils Lid Hjort
The Focused Information Criterion
published 2003 · Journal of the American Statistical Association · 387 citations
with Nils Lid Hjort
Bootstrap confidence bands for regression curves and their derivatives
published 2003 · The Annals of Statistics · 166 citations
Rejoinder
published 2003 · Journal of the American Statistical Association · 13 citations
with Nils Lid Hjort
Empirical likelihood confidence regions for comparison distributions and roc curves
published 2003 · Canadian Journal of Statistics
A quadratic bootstrap method and improved estimation in logistic regression
published 2003 · Statistics & Probability Letters · 17 citations
with Marc Aerts, Geert Molenberghs
Robust benchmark dose determination based on profile score methods
published 2002 · Environmental and Ecological Statistics · 1 citations
with Marc Aerts, Geert Molenberghs, Louise Ryan
Theory & Methods: Data Sharpening for Hazard Rate Estimation
published 2002 · Australian & New Zealand Journal of Statistics · 3 citations
with Peter Hall
Some theory for penalized spline generalized additive models
published 2002 · Journal of Statistical Planning and Inference · 58 citations · first circulated 1999
with Marc Aerts, M. P. Wand
Effect of dependence on stochastic measures of accuracy of density estimations
published 2002 · The Annals of Statistics · 16 citations
with Peter Hall
Bootstrap tests for misspecified models, with application to clustered binary data
published 2001 · Computational Statistics & Data Analysis · 12 citations
with Marc Aerts
On local estimating equations in additive multiparameter models
published 2000 · Statistics & Probability Letters · 9 citations
with Marc Aerts
Bootstrapping local polynomial estimators in likelihood-based models
published 2000 · Journal of Statistical Planning and Inference · 11 citations
with Marc Aerts
Testing the Fit of a Parametric Function
published 1999 · Journal of the American Statistical Association · 83 citations
with Marc Aerts, Jeffrey D. Hart
Bootstrapping Pseudolikelihood Models for Clustered Binary Data
published 1999 · Annals of the Institute of Statistical Mathematics · 15 citations
with Marc Aerts
Local Polynomial Estimation in Multiparameter Likelihood Models
published 1997 · Journal of the American Statistical Association · 56 citations
with Marc Aerts
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