Yuri Goegebeur

Contact information

Yuri Goegebeur
J.B. Winsløws Vej 9
DK-5000 Odense C


Phone: +4565503360
Fax: +4565503345
 

Publications

Group by: Type / Year & Type

International journal articles

  • Beirlant, J., de Wet, T., & Goegebeur, Y. (2004). Nonparametric estimation of extreme conditional quantiles. Journal of Statistical Computation and Simulation, 74, 567-580. doi:10.1080/00949650310001623407
  • Beirlant, J., de Wet, T., & Goegebeur, Y. (2006). A goodness-of-fit statistic for Pareto-type behaviour. Journal of Computational and Applied Mathematics, 186, 99-116. doi:10.1016/j.cam.2005.01.036
  • Beirlant, J., Dierckx, G., Goegebeur, Y., & Matthys, G. (1999). Tail index estimation and an exponential regression model. Extremes, 2, 177-200. doi:10.1023/A:1009975020370
  • Beirlant, J., & Goegebeur, Y. (2003). Discussion of the paper 'Statistical tests on tail index of a probability distribution' by Jana Jureckova. Metron, 61, 175-180.
  • Beirlant, J., & Goegebeur, Y. (2003). Regression with response distributions of Pareto-type. Computational Statistics and Data Analysis, 42, 595-619. doi:10.1016/S0167-9473(02)00120-2
  • Beirlant, J., & Goegebeur, Y. (2004). Discussion of the paper 'A conditional approach for multivariate extreme values' by Janet E. Heffernan and Jonathan A. Journal of the Royal Statistical Society: Series B, 66, 539-539.
  • Beirlant, J., & Goegebeur, Y. (2004). Local polynomial maximum likelihood estimation for Pareto-type distributions. Journal of Multivariate Analysis, 89, 97-118. doi:10.1016/S0047-259X(03)00125-8
  • Beirlant, J., & Goegebeur, Y. (2004). Simultaneous tail index estimation. REVSTAT-Statistical Journal, 2, 15-39.
  • Beirlant, J., Goegebeur, Y., Verlaak, R., & Vynckier, P. (1998). Burr regression and portfolio segmentation. Insurance: Mathematics and Economics, 23, 231-250. doi:10.1016/S0167-6687(98)00045-6
  • Gelman, A., Goegebeur, Y., Tuerlinckx, F., & Van Mechelen, I. (2000). Diagnostic checks for discrete data regression models using posterior predictive simulations. Journal of the Royal Statistical Society: Series C (Applied Statistics), 49, 247-268. doi:10.1111/1467-9876.00190 PDF
  • Goegebeur, Y., Beirlant, J., & de Wet, T. (2008). Linking Pareto-tail kernel goodness-of-fit statistics with tail index at optimal threshold and second order estimation. REVSTAT-Statistical Journal, 6, 51-69.
  • Goegebeur, Y., De Boeck, P., & Molenberghs, G. (2010). Person fit for test speededness: Normal curvatures, likelihood ratio tests and empirical Bayes estimates. Methodology, 6, 3-16. doi:10.1027/1614-2241/a000002 PDF
  • Goegebeur, Y., De Boeck, P., Molenberghs, G., & del Pino, G. (2006). A local-influence-based diagnostic approach to a speeded item response theory model. Journal of the Royal Statistical Society: Series C (Applied Statistics), 55, 647-676. doi:10.1111/j.1467-9876.2006.00558.x PDF
  • Goegebeur, Y., De Boeck, P., Wollack, J. A., & Cohen, A. S. (2008). A speeded item response model with gradual process change. Psychometrika, 73, 65-87. doi:10.1007/s11336-007-9031-2 PDF
  • Goegebeur, Y., Planchon, V., Beirlant, J., & Oger, R. (2005). Quality assessment of pedochemical data using extreme value methodology. Journal of Applied Science, 5, 1092-1102. doi:10.3923/jas.2005.1092.1102

Chapters in books

  • Bang-Jensen, J., Chiarandini, M., Goegebeur, Y., & Jørgensen, B. (2007). Mixed models for the analysis of local search components. In T. Stützle, M. Birattari, & H. Hoos (Eds.), Engineering stochastic local search algorithms: Designing, implementing and analyzing effective heuristics. (pp. 91-105). Berlin: Springer.
  • Chiarandini, M., & Goegebeur, Y. (2009). Mixed models for the analysis of optimization algorithms. In T. Bartz-Beielstein, M. Chiarandini, L. Paquete, & M. Preuss (Eds.), Empirical Methods for the Analysis of Optimization Algorithms (pp. 225-264). Berlin: Springer.