Catherine Vermandele

Université Libre de Bruxelles (ULB)

CP 132 Av FD Roosevelt 50

Brussels, Brussels 1050

Belgium

SCHOLARLY PAPERS

3

DOWNLOADS

72

CITATIONS

1

Scholarly Papers (3)

1.

A Highly Efficient Regression Estimator for Skewed And/Or Heavy-Tailed Distributed Errors

European Stability Mechanism Working Paper No. 19
Number of pages: 11 Posted: 24 May 2017
Lorenzo Ricci, Vincenzo Verardi and Catherine Vermandele
European Stability Mechanism, FUNDP - University of Namur. CRED and Université Libre de Bruxelles (ULB)
Downloads 46 (392,994)

Abstract:

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Skewed and heavy tailed regression; Tukey’s g and h distribution; Maximum approximated likelihood estimator

2.

Semi-Parametrically Efficient Inference-Based on Signs and Ranks for Median-Restricted Models

CentER Discussion Paper No. 2004-11
Number of pages: 40 Posted: 21 Jun 2004
Marc Hallin, Catherine Vermandele and Bas J. M. Werker
ECARES, Universite Libre de Bruxelles, Université Libre de Bruxelles (ULB) and Tilburg University - Center for Economic Research (CentER)
Downloads 26 (476,449)
Citation 1

Abstract:

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Invariance structure, local asymptotic normality, median regression, quantile restrictions

3.

Serial and Nonserial Sign-and-Rank Statistics: Asymptotic Representation and Asymptotic Normality

CentER Working Paper No. 2003-23
Posted: 26 May 2004
Marc Hallin, Catherine Vermandele and Bas J. M. Werker
ECARES, Universite Libre de Bruxelles, Université Libre de Bruxelles (ULB) and Tilburg University - Center for Economic Research (CentER)

Abstract:

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Ranks, signs, Hajek representation, median regression, median restrictions, maximal invariant