Catholique de Louvain - Institut de statistique

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Series handle: repec:fth:louvis

• 0116 Bootstrap Bandwidth Selection in Kernel Density Estimation from a Contaminated Sample
  by Delaigle, A. & Gijbels, I.
• 0115 Nonparametric Competing Risks Models : Identification and Strong Consistency
  by Rolin, J.M.

• 0020 Semiparametric Efficient Estimation of AR(1) Panel Data Models
  by Park, B.U. & Sickles, R.C. & Simar, L.
• 0013 Testing Restrictions in Nonparametric Efficiency Models
  by Simar, L. & Wilson, P.W.
• 0012 Estimating a Changepoint, Boundary of Frontier in the Presence of Observation Error
  by Hall, P. & Simar, L.
• 7 Some Comments on Two Approximations Used for the Pricing of Reinstatements
  by Walhin, J.F.
• 4 Stochastic Analysis of Duplicates in Life Insurance Portfolios
  by Denuit, M.
• 3 The Effect of Excess-of-Loss Reinsurance with Reinstatements of the Cedent's Portfolio
  by Walhin, J.F. & Paris, J.
• 2 Performance of the Bootstrap for DEA Estimators and Iterating the Principle
  by Simar, L. & Wilson, P.W.
• 0007 Some Comments on Two Approximations Used for the Pricing of Reinstatements
  by Walhin, J.F.
• 0004 Stochastic Analysis of Duplicates in Life Insurance Portfolios
  by Denuit, M.
• 0003 The Effect of Excess-of-Loss Reinsurance with Reinstatements of the Cedent's Portfolio
  by Walhin, J.F. & Paris, J.

• 9917 A Simple GCV Method of Span Selection for Periodigram Smoothing
  by Ombao, H.C. & Raz, J.A. & Strawderman, R.L. & von Sachs, R.
• 9916 Nonparametric Estimation of Hazard Rate under the Constraint of Monotonicity
  by Gifford, J.A. & Gijbels, I. & Hall, P. & Huang, L.-S.
• 9912 A Nonparametric Least-Squares Test for Checking a Polynomial Relationship
  by Gijbels, I. & Rousson, V.
• 9908 Automatic Statistical Analysis of Bivariate Non-Stationary Time Series
  by Ombao, H. & Raz, J. & von Sachs, R. & Malow, B.
• 9906 Survival Data with Explanatory Processes: a Full Nonparametric Bayesian Analysis
  by Rolin, J.-M.
• 9904 Statistical Inference in Nonparametric Frontier Models: the State of the Art
  by Simar, L. & Wilson, P.W.
• 9901 Wavelets in Time Series Analysis
  by Nason, G.P. & von Sachs, R.
• 0002 Performance of the Bootstrap for DEA Estimators and Iterating the Principle
  by Simar, L. & Wilson, P.W.

• 9812 The Cramer-Lundberg Approximation: A New Approach
  by Ars, P. & Janssen, J.
• 9811 A General Methodology for Bootstrapping in Nonparametric Frontier Models
  by Simar, L. & Wilson, P.W.
• 9810 Productivity Growth in Industrialized Countries
  by Simar, L. & Wilson, P.W.
• 9809 Une analyse non parametrique des distributions du revenu et des caracteristiques des menages
  by Hildenbrand, W. & Kneip, A. & Utikal, K.J.
• 9808 Testing a Regression Model when we Have Smooth Alternatives in Mind
  by Hardle, W. & Kneip, A.
• 9807 Bayesian Evaluation of Non-Admissible Conditioning: The Case of Fisher Test
  by Mouchart, M. & Scheihing, E.
• 9806 Bayesian Evaluation of a Semi-Parametric Binary Response Model
  by Scheihing, E. & Mouchart, M.
• 9805 Identification Problems in a Class of Mixture Models with an Application to the LISREL Model
  by Mouchart, M. & San Martin, E.
• 9804 Demand Aggregation under Structural Stability
  by Hildenbrand, W. & Kneip, A.
• 9801 Multiple Hypotheses Testing with Partial Prior Information
  by Zhang, J.

• 9704 Nonparametric Bayesian Survival Analysis
  by Rolin, J-M
• 9702 A Bivariate Distribution Function Estimator and Its Variance under Left Truncation and Right Censoring
  by Gurler, Y & Gijbels, I

• 9612 Logarithmic Stock Returns : Leptokustosis, Heteroskedasticity and Change-Points
  by Weiner, C
• 9610 Testing Monotonicity of Regression
  by Bowman, A-W & Jones, M-C & Gijbels, I
• 9609 Interval and Band Estimation for Curves with Jumps
  by Gijbels, I & Hall, P & Kneip, A
• 9608 Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative
  by Florens, J-P & Richard, J-F & Rolin, J-M
• 9606 Modelling Aggregate Consumption Expenditure and Income Distribution Effects
  by Hildenbrand, W & Kneip, A
• 9603 A Note on the Convergence of Nonparametric DEA Efficiency Measures
  by Kneip, A & Park, B-U & Simar, L
• 9602 Classical and Bayesian Inference Robustness in Multivariate Regression models
  by Fernandez, C & Osiewalski, J & Steel, M-F-J

• 9510 Model Estimation in Nonlinear Regression
  by Engel, J & Kneip, A
• 9504 GMM Estimation of Panel Probit Models : Nonparametric Estimation of the Optimal Instruments
  by Bertsched, I & Lechner, M
• 9501 La modelations econometrique des transitions individuelles sur le marche du travail
  by Florens, J-P & Fougere, D & Kamionka, T & Mouchart, M

• 9303 Stochastic Frontiers: A Semiparametric Approach
  by Park, B. & Sickles, R.C. & Simar, L.
• 9302 On the Distribution of Jumps of the Dirichlet Process
  by Rolin, J.M.

• 9211 Multidimentional Change-Point Problems and Boundary Estimation
  by Tsybakov, A.B.
• 9210 Nonparametric Model For CCD Star Tracker
  by Korostelev, A.P.Chuslyaeva, I.
• 9209 Efficient Estimation of Monotone Boundaries
  by Tsybakov, A.B. & Korostelev, A.P. & Simar, L.
• 9208 Minimax Linewise Algorithm for Image Reconstruction
  by Tsybakov, A.B. & Korostelev, A.P.
• 9207 Nonparametric Recursive Variance Estimation
  by Tsybakov, A.B. & Stadtmuller, U.
• 9206 Roott-n Consistent Estimators of Entropy for Densities with Unbounded Support
  by Tsybakov, A.B. & Van Der Meulen, E.C.
• 9205 ASymptotical Minimax Results in Image Analysis for Sets with Smooth Boundaries
  by Mammen, E. & Tsybakov, A.B.
• 9204 Applied Nonparametric Methods
  by Hardle, W.
• 9203 Practical Performance of Several Data Driven Bandwidih Selectors
  by Park, B. & Turlach, B.
• 9202 Some Useful Properties on the Dirichlet Process
  by Rolin, J.M.
• 9201 Efficient Semiparametric Estimation in Stochastic Frontier Model
  by Park, B.U. & Simar, L.

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This page was last updated on 2009-10-24.