Details about Ingrid Van Keilegom

Access statistics for papers by Ingrid Van Keilegom.

Last updated 2019-09-23. Update your information in the RePEc Author Service.

Short-id: pva907

Working Papers

2019

1. Estimation of the Boundary of a Variable Observed with A Symmetric Error
   TSE Working Papers, Toulouse School of Economics (TSE) View citations (2)

2017

2. A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test
   Department of Economics Working Papers, McMaster University
3. Semi-parametric estimation in a single-index model with endogenous variables
   LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (7)
   Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2016)
   See also Journal Article Semi-parametric Estimation in a Single-index Model with Endogenous Variables, Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics (2017) View citations (7) (2017)

2016

4. Bias-corrected confidence intervals in a class of linear inverse problems
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
   See also Journal Article Bias-Corrected Confidence Intervals in a Class of Linear Inverse Problems, Annals of Economics and Statistics, GENES (2017) (2017)
5. Estimation of a semiparametric transformation model in the presence of endogeneity
   TSE Working Papers, Toulouse School of Economics (TSE)
   See also Journal Article ESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITY, Econometric Theory, Cambridge University Press (2019) View citations (6) (2019)

2014

6. Nonparametric Least Squares Methods for Stochastic Frontier Models
   CEPA Working Papers Series, University of Queensland, School of Economics View citations (11)

2013

7. SEMIPARAMETRIC ESTIMATION OF RISK-RETURN RELATIONSHIPS
   CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington View citations (1)
   See also Journal Article Semiparametric Estimation of Risk–Return Relationships, Journal of Business & Economic Statistics, Taylor & Francis Journals (2017) View citations (2) (2017)

2011

8. Semiparametric transformation model with endogeneity: a control function approach
   TSE Working Papers, Toulouse School of Economics (TSE) View citations (9)

2008

9. Specification tests in nonparametric regression
   Other publications TiSEM, Tilburg University, School of Economics and Management View citations (22)
   See also Journal Article Specification tests in nonparametric regression, Journal of Econometrics, Elsevier (2008) View citations (23) (2008)
10. Tests for independence in nonparametric regression
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (13)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2006) View citations (2)

2007

11. Goodness-of-fit tests for multiplicativemodels with dependent data
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen
    See also Journal Article Goodness‐of‐Fit Tests for Multiplicative Models with Dependent Data, Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics (2009) View citations (12) (2009)

2006

12. Goodness-of-Fit Tests in Nonparametric Regression
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2004)

2005

13. new test for the parametric form of the variance function in nonparametric regression
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen View citations (3)
    See also Journal Article A new test for the parametric form of the variance function in non‐parametric regression, Journal of the Royal Statistical Society Series B, Royal Statistical Society (2007) View citations (26) (2007)

2003

14. Estimation of Semiparametric Models when the Criterion Function is not Smooth
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE View citations (340)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2002)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) View citations (283)
    See also Journal Article Estimation of Semiparametric Models when the Criterion Function Is Not Smooth, Econometrica, Econometric Society (2003) View citations (331) (2003)

Journal Articles

2019

1. ESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITY
   Econometric Theory, 2019, 35, (1), 73-110 View citations (6)
   See also Working Paper Estimation of a semiparametric transformation model in the presence of endogeneity, TSE Working Papers (2016) (2016)
2. Flexible parametric approach to classical measurement error variance estimation without auxiliary data
   Biometrics, 2019, 75, (1), 297-307 View citations (2)
3. Goodness-of-fit tests for the cure rate in a mixture cure model
   Biometrika, 2019, 106, (1), 211-227 View citations (5)
4. The single‐index/Cox mixture cure model
   Biometrics, 2019, 75, (2), 452-462 View citations (2)

2018

5. Estimation of Conditional Ranks and Tests of Exogeneity in Nonparametric Nonseparable Models
   Journal of Business & Economic Statistics, 2018, 36, (2), 334-345 View citations (7)
6. The copula-graphic estimator in censored nonparametric location-scale regression models
   Econometrics and Statistics, 2018, 7, (C), 89-114 View citations (4)
7. Wild residual bootstrap inference for penalized quantile regression with heteroscedastic errors
   Biometrika, 2018, 105, (4), 859-872 View citations (12)

2017

8. Bias-Corrected Confidence Intervals in a Class of Linear Inverse Problems
   Annals of Economics and Statistics, 2017, (128), 203-228
   See also Working Paper Bias-corrected confidence intervals in a class of linear inverse problems, CeMMAP working papers (2016) View citations (1) (2016)
9. Goodness-of-fit tests in semiparametric transformation models using the integrated regression function
   Journal of Multivariate Analysis, 2017, 160, (C), 10-30 View citations (5)
10. Inference in a survival cure model with mismeasured covariates using a simulation-extrapolation approach
    Biometrika, 2017, 104, (1), 31-50 View citations (5)
11. Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models
    Computational Statistics & Data Analysis, 2017, 105, (C), 144-165 View citations (15)
12. Robustness of estimation methods in a survival cure model with mismeasured covariates
    Computational Statistics & Data Analysis, 2017, 113, (C), 3-18 View citations (5)
13. Semi-parametric Estimation in a Single-index Model with Endogenous Variables
    Scandinavian Journal of Statistics, 2017, 44, (1), 168-191 View citations (7)
    See also Working Paper Semi-parametric estimation in a single-index model with endogenous variables, LIDAM Reprints CORE (2017) View citations (7) (2017)
14. Semiparametric Estimation of Risk–Return Relationships
    Journal of Business & Economic Statistics, 2017, 35, (1), 40-52 View citations (2)
    See also Working Paper SEMIPARAMETRIC ESTIMATION OF RISK-RETURN RELATIONSHIPS, CAEPR Working Papers (2013) View citations (1) (2013)

2016

15. Goodness-of-fit test in parametric mixed effects models based on estimation of the error distribution
    Biometrika, 2016, 103, (1), 133-146 View citations (3)
16. Parametrically guided nonparametric density and hazard estimation with censored data
    Computational Statistics & Data Analysis, 2016, 93, (C), 308-323 View citations (5)
17. Testing parametric models in linear-directional regression
    Scandinavian Journal of Statistics, 2016, 43, (4), 1178-1191 View citations (6)
18. Unobserved heterogeneity and endogeneity in nonparametric frontier estimation
    Journal of Econometrics, 2016, 190, (2), 360-373 View citations (48)

2015

19. Estimation of the error density in a semiparametric transformation model
    Annals of the Institute of Statistical Mathematics, 2015, 67, (1), 1-18 View citations (4)
20. Frontier estimation in the presence of measurement error with unknown variance
    Journal of Econometrics, 2015, 184, (2), 379-393 View citations (35)
21. Guided Censored Regression
    Scandinavian Journal of Statistics, 2015, 42, (1), 214-233
22. Semiparametric Conditional Quantile Estimation Through Copula-Based Multivariate Models
    Journal of Business & Economic Statistics, 2015, 33, (2), 167-178 View citations (7)

2014

23. Frontier estimation in nonparametric location-scale models
    Journal of Econometrics, 2014, 178, (P3), 456-470 View citations (37)
24. Report of the Editors—2013
    Journal of the Royal Statistical Society Series B, 2014, 76, (1), 1-2

2013

25. Assessing model adequacy in possibly misspecified quantile regression
    Computational Statistics & Data Analysis, 2013, 57, (1), 558-569 View citations (3)
26. Bandwidth selection for kernel density estimation with doubly truncated data
    Computational Statistics & Data Analysis, 2013, 61, (C), 107-123 View citations (4)
27. Bandwidth selection for the estimation of transition probabilities in the location-scale progressive three-state model
    Computational Statistics, 2013, 28, (5), 2185-2210 View citations (2)
28. Comments on: An updated review of Goodness-of-Fit tests for regression models
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2013, 22, (3), 428-431
29. Comments on: Model-free model-fitting and predictive distributions
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2013, 22, (2), 234-236
30. Estimation in semiparametric models with missing data
    Annals of the Institute of Statistical Mathematics, 2013, 65, (4), 785-805 View citations (4)
31. Quality of Fit Measures in the Framework of Quantile Regression
    Scandinavian Journal of Statistics, 2013, 40, (1), 105-118 View citations (1)
32. Report of the Editors—2012
    Journal of the Royal Statistical Society Series B, 2013, 75, (1), 1-2
33. Robust estimation for homoscedastic regression in the secondary analysis of case–control data
    Journal of the Royal Statistical Society Series B, 2013, 75, (1), 185-206 View citations (4)

2012

34. Jackknife empirical likelihood method for copulas
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2012, 21, (1), 74-92 View citations (6)
35. Regression when both response and predictor are functions
    Journal of Multivariate Analysis, 2012, 109, (C), 10-28 View citations (27)

2011

36. EMPIRICAL LIKELIHOOD CONFIDENCE INTERVALS FOR DEPENDENT DURATION DATA
    Econometric Theory, 2011, 27, (1), 178-198 View citations (4)
37. ROC Curves in Non‐Parametric Location‐Scale Regression Models
    Scandinavian Journal of Statistics, 2011, 38, (1), 169-184 View citations (4)
38. Uniform in bandwidth exact rates for a class of kernel estimators
    Annals of the Institute of Statistical Mathematics, 2011, 63, (6), 1077-1102 View citations (1)

2010

39. A goodness-of-fit test for generalised conditional linear models under left truncation and right censoring
    Journal of Nonparametric Statistics, 2010, 22, (5), 547-566 View citations (3)
40. Estimating the error distribution in nonparametric multiple regression with applications to model testing
    Journal of Multivariate Analysis, 2010, 101, (5), 1067-1078 View citations (36)
41. Goodness-of-fit tests for the error distribution in nonparametric regression
    Computational Statistics & Data Analysis, 2010, 54, (8), 1942-1951 View citations (4)
42. Least squares estimation of nonlinear spatial trends
    Computational Statistics & Data Analysis, 2010, 54, (2), 452-465 View citations (3)
43. On the Validity of the Bootstrap in Non‐Parametric Functional Regression
    Scandinavian Journal of Statistics, 2010, 37, (2), 286-306 View citations (22)

2009

44. A review on empirical likelihood methods for regression
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2009, 18, (3), 415-447 View citations (42)
45. Change‐Point Tests for the Error Distribution in Non‐parametric Regression
    Scandinavian Journal of Statistics, 2009, 36, (3), 518-541 View citations (8)
46. Empirical Likelihood for Non‐Smooth Criterion Functions
    Scandinavian Journal of Statistics, 2009, 36, (3), 413-432 View citations (8)
47. Flexible modeling based on copulas in nonparametric median regression
    Journal of Multivariate Analysis, 2009, 100, (6), 1270-1281 View citations (1)
48. Goodness‐of‐Fit Tests for Multiplicative Models with Dependent Data
    Scandinavian Journal of Statistics, 2009, 36, (4), 782-799 View citations (12)
    See also Working Paper Goodness-of-fit tests for multiplicativemodels with dependent data, Technical Reports (2007) (2007)
49. Rejoinder on: A review on empirical likelihood methods for regression
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2009, 18, (3), 468-474 View citations (37)

2008

50. An ANOVA-type nonparametric diagnostic test for heteroscedastic regression models
    Journal of Nonparametric Statistics, 2008, 20, (5), 365-382 View citations (5)
51. Non‐parametric Regression with Dependent Censored Data
    Scandinavian Journal of Statistics, 2008, 35, (2), 228-247 View citations (9)
52. Specification tests in nonparametric regression
    Journal of Econometrics, 2008, 143, (1), 88-102 View citations (23)
    See also Working Paper Specification tests in nonparametric regression, Other publications TiSEM (2008) View citations (22) (2008)

2007

53. A new test for the parametric form of the variance function in non‐parametric regression
    Journal of the Royal Statistical Society Series B, 2007, 69, (5), 903-917 View citations (26)
    See also Working Paper new test for the parametric form of the variance function in nonparametric regression, Technical Reports (2005) View citations (3) (2005)
54. Location estimation in nonparametric regression with censored data
    Journal of Multivariate Analysis, 2007, 98, (8), 1558-1582

2006

55. Comparison of Regression Curves with Censored Responses
    Scandinavian Journal of Statistics, 2006, 33, (3), 409-434 View citations (5)

2005

56. Uniform Representation of Product‐Limit Integrals with Applications
    Scandinavian Journal of Statistics, 2005, 32, (4), 563-581 View citations (17)

2003

57. Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
    Econometrica, 2003, 71, (5), 1591-1608 View citations (331)
    See also Working Paper Estimation of Semiparametric Models when the Criterion Function is not Smooth, STICERD - Econometrics Paper Series (2003) View citations (340) (2003)
58. Estimation of bivariate and marginal distributions with censored data
    Journal of the Royal Statistical Society Series B, 2003, 65, (2), 457-471 View citations (8)
59. Using difference‐based methods for inference in nonparametric regression with time series errors
    Journal of the Royal Statistical Society Series B, 2003, 65, (2), 443-456 View citations (16)

2002

60. Inference on Multivariate M Estimators Based on Bivariate Censored Data
    Journal of the American Statistical Association, 2002, 97, 328-336 View citations (1)
61. Likelihood Ratio Confidence Bands in Non–parametric Regression with Censored Data
    Scandinavian Journal of Statistics, 2002, 29, (3), 547-562 View citations (15)

2001

62. ANCOVA Methods for Heteroscedastic Nonparametric Regression Models
    Journal of the American Statistical Association, 2001, 96, 220-232 View citations (2)
63. Hazard Rate Estimation in Nonparametric Regression with Censored Data
    Annals of the Institute of Statistical Mathematics, 2001, 53, (4), 730-745 View citations (9)
64. Non‐parametric Estimation of the Residual Distribution
    Scandinavian Journal of Statistics, 2001, 28, (3), 549-567 View citations (79)

1997

65. Estimation and Bootstrap with Censored Data in Fixed Design Nonparametric Regression
    Annals of the Institute of Statistical Mathematics, 1997, 49, (3), 467-491 View citations (21)

Editor

1. Journal of the Royal Statistical Society Series B
   Royal Statistical Society