Gerda Claeskens

KU Leuven - Department of Economics

Leuven, B-3000

Belgium

SCHOLARLY PAPERS

45

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31

Scholarly Papers (45)

1.

Time to Default in Credit Scoring Using Survival Analysis: A Benchmark Study

Number of pages: 27 Posted: 22 Sep 2015
Lore Dirick, Gerda Claeskens and Bart Baesens
KU Leuven - Faculty of Business and Economics (FEB), KU Leuven - Department of Economics and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 481 (57,849)

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Benchmarking; Credit risk modeling; Competing risks; Mixture cure model; Survival analysis

2.

Unraveling the Predictive Power of Telematics Data in Car Insurance Pricing

Number of pages: 28 Posted: 18 Nov 2016 Last Revised: 07 Feb 2018
Verbelen Roel, Katrien Antonio and Gerda Claeskens
KU Leuven, KU LeuvenUniversity of Amsterdam and KU Leuven - Department of Economics
Downloads 474 (58,882)
Citation 1

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Pay-as-you-drive insurance, Usage-based insurance, Risk classification, Generalized additive models, Compositional predictors, Structural zeros

3.

Variable Selection for Logistic Regression Using a Prediction Focussed Information Criterion

Number of pages: 22 Posted: 23 Jan 2006
Gerda Claeskens, Christophe Croux and Johan Van Kerckhoven
KU Leuven - Department of Economics, Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and Katholieke Universiteit Leuven (KUL)
Downloads 291 (103,618)

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Error rate, Focussed information criterion, Forward selection, Logistic regression, Model selection, Risk measures

4.

Nonparametric Small Area Estimation Using Penalized Spline Regression

Number of pages: 18 Posted: 12 Jan 2006
Iowa State University, KU Leuven - Department of Economics, University of Perugia, Technische Universität Berlin (TU Berlin) and Colorado State University
Downloads 170 (174,903)

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Mixed model, Best linear unbiased prediction, Bootstrap inference, Natural resource survey

The Forecast Combination Puzzle: A Simple Theoretical Explanation

Number of pages: 18 Posted: 23 Oct 2013 Last Revised: 01 Sep 2014
Gerda Claeskens, J.R. Magnus, Andrey L. Vasnev and Wendun Wang
KU Leuven - Department of Economics, Vrije Universiteit Amsterdam, School of Business and Economics, University of Sydney and Erasmus University Rotterdam (EUR)
Downloads 70 (331,400)
Citation 1

Abstract:

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forecast combination, optimal weights, model selection

The Forecast Combination Puzzle: A Simple Theoretical Explanation

Tinbergen Institute Discussion Paper 14-127/III
Number of pages: 20 Posted: 20 Sep 2014
Gerda Claeskens, J.R. Magnus, Andrey L. Vasnev and Wendun Wang
KU Leuven - Department of Economics, Vrije Universiteit Amsterdam, School of Business and Economics, University of Sydney and Erasmus University Rotterdam (EUR)
Downloads 37 (444,183)
Citation 1

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forecast combination, optimal weights, model selection

The Forecast Combination Puzzle: A Simple Theoretical Explanation

Number of pages: 22 Posted: 05 Mar 2016
Gerda Claeskens, J.R. Magnus, Andrey L. Vasnev and Wendun Wang
KU Leuven - Department of Economics, Vrije Universiteit Amsterdam, School of Business and Economics, University of Sydney and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 16 (563,052)
Citation 2

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forecast combination, optimal weights

6.

An Information Criterion for Variable Selection in Support Vector Machines

Number of pages: 33 Posted: 19 Feb 2008
Gerda Claeskens, Christophe Croux and Johan Van Kerckhoven
KU Leuven - Department of Economics, KU Leuven - Faculty of Business and Economics (FEB) and Katholieke Universiteit Leuven (KUL)
Downloads 96 (270,791)

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Classification, Criteria, Error rate, Information, Information criterion, IT, Model, Models, Performance, Problems, Selection, Simulation, Space, Studies, Supervised classification, Support vector machine, Variable selection

7.

Model-Assisted Estimation for Complex Surveys Using Penalized Splines

Number of pages: 31 Posted: 12 Jan 2006
F. J. Breidt, Gerda Claeskens and J. D. Opsomer
Colorado State University, KU Leuven - Department of Economics and Iowa State University
Downloads 91 (280,302)

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Calibration, Generalized regression estimation, Nonparametric regression, Restricted maximum likelihood

Goodness-of-Fit Tests in Mixed Models

Number of pages: 26 Posted: 09 Apr 2009
Gerda Claeskens and Jeffrey D. Hart
KU Leuven - Department of Economics and affiliation not provided to SSRN
Downloads 59 (362,831)

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mixed model, hypothesis test, nonparametric test, minimum distance, orderselection

Goodness-of-Fit Tests in Mixed Models

Number of pages: 26 Posted: 08 Dec 2009
Gerda Claeskens and Jeffrey D. Hart
KU Leuven - Department of Economics and affiliation not provided to SSRN
Downloads 25 (505,629)

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mixed model, hypothesis test, nonparametric test, minimum distance, order selection

9.

Mining Telecommunication Networks to Enhance Customer Lifetime Predictions

Number of pages: 14 Posted: 12 Mar 2014
Backiel Aimée, Bart Baesens and Gerda Claeskens
KU Leuven - Faculty of Business and Economics (FEB), KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - Department of Economics
Downloads 70 (327,641)
Citation 1

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10.

Focused Model Selection in Quantile Regression

KU Leuven - Faculty of Economics and Business Working Paper No. KBI 1301
Number of pages: 26 Posted: 06 Apr 2013
Peter Behl, Gerda Claeskens and Holger Dette
Ruhr Universität Bochum, KU Leuven - Department of Economics and Ruhr Universität Bochum - Faculty of Mathematics
Downloads 67 (335,489)

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quantile regression, model selection focused information criterion

11.

Variable Selection with Incomplete Covariate Data

Number of pages: 22 Posted: 14 Feb 2008
Gerda Claeskens and Fabrizio Consentino
KU Leuven - Department of Economics and Katholieke Universiteit Leuven. KUL. Faculty of Business and Economics
Downloads 67 (335,489)

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AIC, Akaike's information criterion, Criteria, Data, Information, Information criterion, Methods, Model, Model selection, Problems, Selection, Simulation, Studies, Variable selection, Work

12.

Nonparametric Estimation of Mean and Dispersion Functions in Extended Generalized Linear Models

Number of pages: 31 Posted: 24 Oct 2008
Irene Gijbels, Ilaria Prosdocimi and Gerda Claeskens
Catholic University of Louvain (UCL) - School of Statistics, KU Leuven - Department of Mathematics and KU Leuven - Department of Economics
Downloads 64 (343,558)

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Double exponential family, Extended Quasi-Likelihood, Modeling

13.

S-Estimation and a Robust Conditional Akaike Information Criterion for Linear Mixed Models

Number of pages: 28 Posted: 21 Dec 2011
Kukatharmini Tharmaratnam and Gerda Claeskens
Catholic University of Leuven (KUL). Faculty of Business and Economics and KU Leuven - Department of Economics
Downloads 63 (346,331)

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Akaike information criterion, conditional likelihood, effective degrees of freedom, mixed model, penalized regression spline, S-estimation

14.

Focused Estimation and Model Averaging for High-Dimensional Data, An Overview

Number of pages: 28 Posted: 30 Jan 2011
Gerda Claeskens
KU Leuven - Department of Economics
Downloads 62 (349,134)

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variable selection, focused information criterion, penalized estimation, lasso, model averaging, efficiency, prediction loss

15.

S-Estimation for Penalized Regression Splines

Number of pages: 22 Posted: 27 Mar 2009
Catholic University of Leuven (KUL). Faculty of Business and Economics, KU Leuven - Faculty of Business and Economics (FEB), KU Leuven - Department of Economics and University of British Columbia. Department of Statistics
Downloads 62 (349,134)

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M-estimator, Penalized least squares method, Penalized regression

16.

On Model Selection and Model Misspecification in Causal Inference

Number of pages: 46 Posted: 23 Nov 2010
Stijn Vansteelandt, Maarten Bekaert and Gerda Claeskens
Ghent University.Faculty of Scoiences, Ghent University.Faculty of Sciences. Department of Applied Mathematics and Computer Sciences and KU Leuven - Department of Economics
Downloads 58 (360,784)
Citation 1

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Causal inference, Confounder selection, Double robustness, Influential weights, Model selection, Model uncertainty, Propensity score

17.

Minimum Mean Squared Error Model Averaging in Likelihood Models

Number of pages: 31 Posted: 04 Sep 2015
Ali Charkhi, Gerda Claeskens and Bruce Hansen
KU Leuven - Faculty of Business and Economics (FEB), KU Leuven - Department of Economics and University of Wisconsin - Madison - Department of Economics
Downloads 52 (379,726)

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Frequentist model averaging, mean squared error, weight choice, local misspecification, likelihood regression

18.

An Akaike Information Criterion for Multiple Event Mixture Cure Models

Number of pages: 30 Posted: 13 Sep 2014
Lore Dirick, Gerda Claeskens and Bart Baesens
KU Leuven - Faculty of Business and Economics (FEB), KU Leuven - Department of Economics and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 52 (379,726)

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Akaike information criterion, Competing risks, EM-algorithm, Mixture cure model, Model selection.

19.

Simultaneous Confidence Bands for Penalized Spline Estimators

Number of pages: 34 Posted: 18 Jan 2010
Tatyana Krivobokova, Gerda Claeskens and T. Kneib
KU Leuven - Department of Applied Economics, KU Leuven - Department of Economics and University of Goettingen (Gottingen)
Downloads 52 (379,726)
Citation 5

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Bayesian penalized splines, B-splines, Confidence band, Mixed model, Penalization

20.

Lack-of-Fit Tests in Semiparametric Mixed Models

Number of pages: 23 Posted: 03 Mar 2008
Gerda Claeskens, Huijuan Ding and Maarten Jansen
KU Leuven - Department of Economics, Katholieke Universiteit Leuven. KUL. Faculty of Business and Economics and affiliation not provided to SSRN
Downloads 51 (382,990)

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Lack-off-fittest; Likelihood ratio test; Mixed models; One-sided test; Penalization; Restricted maximum likelihood; Variance components; Wavel; Asymptotic distribution; Distribution; Likelihood; Tests; Models; Model; Random effects; Effects; Studies; Lack-of-fit; Mixed model; Framework; Functions; D

21.

An Asymptotic Theory for Model Selection Inference in General Semiparametric Problems

Number of pages: 17 Posted: 15 Dec 2005
Gerda Claeskens and Raymond Carroll
KU Leuven - Department of Economics and Texas A&M University - Department of Statistics
Downloads 48 (393,194)

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Akaike information criterion, Bayes information criterion, Efficient semi-parametric estimation, Frequentist model averaging, Model averaging, Model selection, Profile likelihood, Semiparametric model

22.

A Comparison of Robust Versions of the AIC Based on M, S and MM-Estimators

Number of pages: 27 Posted: 28 Sep 2010
Kukatharmini Tharmaratnam and Gerda Claeskens
Catholic University of Leuven (KUL). Faculty of Business and Economics and KU Leuven - Department of Economics
Downloads 47 (396,587)

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Akaike's information criterion, robust estimation, variable selection

23.

Mixed Scale Joint Graphical Lasso

Number of pages: 23 Posted: 10 May 2016
Eugen Pircalabelu, Gerda Claeskens and Lourens Waldorp
KU Leuven - Faculty of Business and Economics (FBE), KU Leuven - Department of Economics and University of Amsterdam - Department of Psychological Methods
Downloads 46 (400,127)
Citation 1

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24.

A Focused Information Criterion for Graphical Models in fMRI Connectivity with High-Dimensional Data

Number of pages: 32 Posted: 07 Nov 2015
KU Leuven - Faculty of Business and Economics (FBE), KU Leuven - Department of Economics, VU University Amsterdam and University of Amsterdam - Department of Psychological Methods
Downloads 42 (414,644)

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fMRI connectivity, Focused information criterion, Model selection, Gaussian graphical model, Penalization, High-dimensional data

25.

Multivariate Mixtures of Erlangs for Density Estimation Under Censoring and Truncation

Lifetime Data Analysis, 2016, 22(3), 429-455.
Number of pages: 36 Posted: 07 Jan 2015 Last Revised: 17 May 2017
Verbelen Roel, Katrien Antonio and Gerda Claeskens
KU Leuven, KU LeuvenUniversity of Amsterdam and KU Leuven - Department of Economics
Downloads 42 (414,644)
Citation 1

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Multivariate Erlang mixtures with a common scale parameter, Density estimation, Censored data, Truncated data, Expectation-maximization algorithm, Maximum likelihood.

26.

Multivariate Functional Halfspace Depth

KU Leuven - Faculty of Business and Economics Working Paper KBI 1229
Number of pages: 36 Posted: 06 Apr 2013
Gerda Claeskens, Mia Hubert, Leen Slaets and Kaveh Vakili
KU Leuven - Department of Economics, KU Leuven - Department of Mathematics, Catholic University of Leuven (KULeuven). Faculty of Business and Economics and KU Leuven - Department of Mathematics
Downloads 42 (414,644)

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statistical depth, functional data, time warping, multivariate data

27.

Phase and Amplitude-Based Clustering for Functional Data

Number of pages: 26 Posted: 27 Jan 2011
Gerda Claeskens, Mia Hubert and Leen Slaets
KU Leuven - Department of Economics, KU Leuven - Department of Mathematics and Catholic University of Leuven (KULeuven). Faculty of Business and Economics
Downloads 33 (451,141)

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Functional data, clustering, phase variation, amplitude variation, warping

28.

Copula Directed Acyclic Graphs

Number of pages: 33 Posted: 04 Sep 2015
Eugen Pircalabelu, Gerda Claeskens and Irene Gijbels
KU Leuven - Faculty of Business and Economics (FBE), KU Leuven - Department of Economics and Catholic University of Louvain (UCL) - School of Statistics
Downloads 30 (465,037)

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Directed acyclic graph, Copula, C-vine, D-vine, Model selection

29.

Testing for Lack of Fit in Inverse Regression - With Applications to Photonic Imaging

Number of pages: 23 Posted: 14 Feb 2008
Nicolai Bissantz, Gerda Claeskens, Hajo Holzmann and Axel Munk
Ruhr-Universitaet Bochum. Lehrstuhl fuer Stochastik, KU Leuven - Department of Economics, Georg-August-Universitaet Goettingen. Institut fuer Mathematik and Georg-August-Universitaet. Institut fuer Mathematische Stochastik
Downloads 29 (469,834)

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Regression, Problems, Lack-of-fit, Applications

30.

Order Selection Tests with Multiply-Imputed Data

Number of pages: 29 Posted: 06 Jul 2009
Fabrizio Consentino and Gerda Claeskens
Katholieke Universiteit Leuven. KUL. Faculty of Business and Economics and KU Leuven - Department of Economics
Downloads 28 (474,840)

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Akaike information criterion, hypothesis test, multiple imputation, lack-of-fit test, missing data, omnibus test, order selection

31.

Warping Functional Data in R and C via a Bayesian Multiresolution Approach

Number of pages: 23 Posted: 28 Sep 2010
Leen Slaets, Gerda Claeskens and Bernard Silverman
Catholic University of Leuven (KULeuven). Faculty of Business and Economics, KU Leuven - Department of Economics and University of Oxford
Downloads 26 (485,326)
Citation 2

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functional data, time warping, curve registration, adaptive MCMC, C, R

32.

Constructing Graphical Models via the Focused Information Criterion

Number of pages: 26 Posted: 03 Apr 2014
Gerda Claeskens, Eugen Pircalabelu and Lourens Waldorp
KU Leuven - Department of Economics, KU Leuven - Faculty of Business and Economics (FBE) and University of Amsterdam - Department of Psychological Methods
Downloads 25 (490,796)
Citation 1

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33.

A High-Dimensional Focused Information Criterion

KU Leuven, Faculty of Economics and Business, KBI_1706
Number of pages: 62 Posted: 29 May 2017
Thomas Gueuning and Gerda Claeskens
KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - Department of Economics
Downloads 23 (501,848)
Citation 1

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Desparsified estimator; Focused information criterion; High-dimensional data; Variable selection.

34.

Focused Model Selection for Social Networks

Number of pages: 25 Posted: 29 Mar 2016
Eugen Pircalabelu and Gerda Claeskens
KU Leuven - Faculty of Business and Economics (FBE) and KU Leuven - Department of Economics
Downloads 23 (501,848)

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Variable selection, Social network, Focused information criterion, Exponential random graphs, Network based models

35.

Structure Learning Using a Focused Information Criterion in Graphical Models

Number of pages: 25 Posted: 23 Oct 2012
Eugen Pircalabelu, Gerda Claeskens and Lourens Waldorp
KU Leuven - Faculty of Business and Economics (FBE), KU Leuven - Department of Economics and University of Amsterdam - Department of Psychological Methods
Downloads 22 (507,659)
Citation 1

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Focused information criterion, model selection, directed acyclic graph, Gaussian graphical model, ancestral graph

36.

Confidence Intervals for High-Dimensional Partially Linear Single-Index Models

Number of pages: 34 Posted: 27 Apr 2016
Thomas Gueuning and Gerda Claeskens
KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - Department of Economics
Downloads 19 (525,157)

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high-dimensional data, single-index model, regularized estimation, sparsity, asymptotic normality, confidence interval

37.

On the Performance of Isotropic and Hyperbolic Wavelet Estimators

KU Leuven - Faculty of Economics and Business Working Paper No. KBI 1302
Number of pages: 33 Posted: 06 Apr 2013
Florent Autin, Gerda Claeskens and Jean-Marc Freyermuth
Aix-Marseille University. L.A.T.P., KU Leuven - Department of Economics and KU Leuven. Faculty of Business and Economics (FBE)
Downloads 19 (525,157)

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Anisotropy, Besov spaces, minimax and maxiset approaches, linear and non linear methods, thresholding rules, multidimensional wavelet basis

38.

Copula Based Flexible Modeling of Associations between Clustered Event Times

Number of pages: 21 Posted: 04 Sep 2015
Candida Geerdens, Gerda Claeskens and Paul Janssen
Hasselt University, KU Leuven - Department of Economics and Hasselt University. Center for Statistics
Downloads 17 (542,564)

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clustered data, copulas, model selection, multivariate data, right-censoring, survival data.

39.

Multivariate Mixtures of Erlangs for Density Estimation Under Censoring and Truncation: Additional Examples

Number of pages: 23 Posted: 12 Apr 2015
Verbelen Roel, Katrien Antonio and Gerda Claeskens
KU Leuven, KU LeuvenUniversity of Amsterdam and KU Leuven - Department of Economics
Downloads 15 (548,462)

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Goodness-of-Fit Tests for the Frailty Distribution in Proportional Hazards Models with Shared Frailty

Number of pages: 26 Posted: 23 Oct 2012
Candida Geerdens, Gerda Claeskens and Paul Janssen
Hasselt University, KU Leuven - Department of Economics and Hasselt University. Center for Statistics
Downloads 9 (610,643)

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Gamma distribution, Goodness-of-fit, Frailty model, Order selection test, Orthogonal polynomials

Goodness-of-Fit Tests for the Frailty Distribution in Proportional Hazards Models with Shared Frailty

Number of pages: 26 Posted: 22 Oct 2012
Candida Geerdens, Gerda Claeskens and Paul Janssens
Hasselt University, KU Leuven - Department of Economics and affiliation not provided to SSRN
Downloads 6 (631,745)

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gamma distribution, goodness-of-fit, frailty model, order selection test, orthogonal polynomials

41.

A Multiresolution Approach to Time Warping Achieved by a Bayesian Prior-Posterior Transfer Fitting Strategy

Number of pages: 32 Posted: 10 Apr 2009
Leen Slaets, Gerda Claeskens and Bernard Silverman
Catholic University of Leuven (KULeuven). Faculty of Business and Economics, KU Leuven - Department of Economics and affiliation not provided to SSRN
Downloads 15 (548,462)

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Bayesian Inference, Functional data analysis, Markov chain Monte Carlo sampling,Bayesian Inference, Functional data analysis, Markov chain Monte Carlo sampling,

42.

Hyperbolic Wavelet Thresholding Methods and the Curse of Dimensionality through the Maxiset Approach

Number of pages: 26 Posted: 23 Oct 2012
Florent Autin, Gerda Claeskens and Jean-Marc Freyermuth
Aix-Marseille University. L.A.T.P., KU Leuven - Department of Economics and KU Leuven. Faculty of Business and Economics (FBE)
Downloads 14 (554,523)
Citation 1

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anisotropy, hyperbolic wavelet basis, information pooling, maxiset, wavelet thresholding, atomic dimension

43.

Asymptotic Post-Selection Inference for Akaike's Information Criterion

Number of pages: 35 Posted: 08 May 2018
Ali Charkhi and Gerda Claeskens
KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - Department of Economics
Downloads 11 (572,958)

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Akaike information criterion, confidence region, likelihood model, model selection, post-selection inference

44.

Asymptotic Performance of Projection Estimators in Standard and Hyperbolic Wavelet Bases

Number of pages: 33 Posted: 04 Sep 2015
Florent Autin, Gerda Claeskens and Jean-Marc Freyermuth
Aix-Marseille University. L.A.T.P., KU Leuven - Department of Economics and KU Leuven. Faculty of Business and Economics (FBE)
Downloads 10 (579,240)

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Anisotropy, Besov spaces, information pooling, linear and non linear methods, multivariate wavelet basis, thresholding

45.
Downloads 0 (666,984)

Statistical Model Choice

Posted: 04 Sep 2015 Last Revised: 26 Feb 2016
Gerda Claeskens
KU Leuven - Department of Economics

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Model selection, Variable selection, Information criteria, Model averaging

Statistical Model Choice

Annual Review of Statistics and Its Application, Vol. 3, Issue 1, pp. 233-256, 2016
Posted: 03 Jun 2016
Gerda Claeskens
KU Leuven - Department of Economics

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