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Content
2019
2018
- 2018035 On the Performance of Coefficient of Variation Charts in the Presence of Measurement Errors
by Tran, Kim Phuc & Heuchenne, Cedric & Balakrishnan, Narayanaswamy
- 2018034 Monitoring the ratio of two normal variables using variable sampling interval exponentially weighted moving average control charts
by Nguyen, Huu Du & Tran, Kim Phuc & Heuchenne, Cedric
- 2018033 Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures
by Beretta, Alessandro & Heuchenne, Cedric
- 2018032 Multivariate credibility modeling for usage-based motor insurance pricing with behavioral data
by Denuit, Michel & Guillen, Montserrat & Trufin, Julien
- 2018031 Stability and tail limits of transport-based quantile contours
by de Valk, Cees Fouad & Segers, Johan
- 2018030 Comparison of PARAFASCA, AComDim, and AMOPLS approaches in the multivariate GLM modelling of multi-factorial designs
by Guisset, Severine & Martin, Manon & Govaerts, Bernadette
- 2018029 An estimator of the stable tail dependence function based on the empirical beta copula
by Kiriliouk, Anna & Segers, Johan & Tafakori, Laleh
- 2018028 A mollifier approach to the deconvolution of probability densities
by Marechal, Pierre & Simar, Leopold & Vanhems, Anne
- 2018027 Causality in the Social Sciences: A structural modelling framework
by Russo, Federica & Wunsch, Guillaume & Mouchart, Michel
- 2018026 Automatic biclustering of regions and sectors
by Haedo, Christian & Mouchart, Michel
- 2018025 Intrinsic wavelet regression for surfaces of Hermitian positive definite matrices
by Chau, Van Vinh & von Sachs, Rainer
- 2018024 Static risk measurement of life annuity products: the longevity model
by Ngugnie Diffouo, Pauline & Devolder, Pierre
- 2018023 Valuation of insurer's solvency for a life annuity within the equity-longevity model
by Devolder, Pierre & Ngugnie Diffouo, Pauline
- 2018022 Adequacy, Fairness and Sustainability of Pay as you go systems : Defined Benefit versus Defined Contribution
by Alonso-Garcia, Jennifer & Boado-Penas, Maria Del Carmen & Devolder, Pierre
- 2018021 Central Limit Theorems and Inference for Sources of Productivity Change Measured by Nonparametric Malmquist Indices
by Simar, Leopold & Wilson, Paul
- 2018020 Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores
by Simar, Leopold & Zelenyuk, Valentin
- 2018019 Multivariate Modelling of Multiple Guarantees in Motor Insurance of a Household
by Pechon, Florian & Denuit, Michel & Trufin, Julien
- 2018018 Technical, Allocative and Overall Efficiency: Inference and Hypothesis Testing
by Simar, Leopold & Wilson, Paul
- 2018017 Fast and Efficient Computation of Directional Distance Estimators
by Daraio, Cinzia & Simar, Leopold & Wilson, Paul
- 2018016 Two data pre-processing workflows to facilitate the discovery of biomarkers by 2D NMR metabolomics
by Feraud, Baptiste & Leenders, Justine & Martineau, Estelle & Giraudeau, Patrick & Govaerts, Bernadette & de Tullio, Pascal
- 2018015 A self-organizing predictive map for non-life insurance
by Hainaut, Donatien
- 2018014 A switching microstructure model for stock prices
by Hainaut, Donatien & Goutte, Stephane
- 2018013 A switching self-exciting jump diffusion process for stock prices
by Hainaut, Donatien & Moraux, Franck
- 2018012 Hedging of crop harvest with derivatives on temperature
by Hainaut, Donatien
- 2018011 A Bivariate Mutually-Excited Switching Jump Diffusion (BMESJD) for asset prices
by Hainaut, Donatien & Deelstra, Griselda
- 2018010 Inference in Dynamic, Nonparametric Models of Production: Central Limit Theorems for Malmquist Indices
by Kneip, Alois & Simar, Leopold & Wilson, Paul
- 2018009 PepsNMR for 1H-NMR metabolomic data pre-processing
by Martin, Manon & Legat, Benoit & Leenders, Justine & Vanwinsberghe, Julien & Rousseau, Rejane & De Tullio, Pascal & Govaerts, Bernadette
- 2018008 Estimation of the Boundary of a Variable observed with Symmetric Error
by Florens, Jean-Pierre & Simar, Leopold & Van Keilegom, Ingrid
- 2018007 A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures
by Badin, Luiza & Daraio, Cinzia & Simar, Leopold
- 2018006 Identifying groups of variables with the potential of being large simultaneously
by Chiapino, Mael & Sabourin, Anne & Segers, Johan
- 2018005 Bayesian Inference For Bivariate Ranks
by Guillote, Simon & Perron, Francois & Segers, Johan
- 2018004 Forecasting of Recessions via Dynamic Probit for Time Series: Replication and Extension of Kauppi and Saikkonen (2008)
by Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin
- 2018003 Robustified expected maximum production frontiers
by Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Leopold
- 2018002 Inference on the tail process with application to financial time series modelling
by Davis, Richard & Drees, Holger & Segers, Johan & Warchol, Michal
- 2018001 Monte Carlo integration with a growing number of control variates
by Portier, Francois & Segers, Johan
2017
- 2017032 The np Chart With Guaranteed In-control Average Run Lengths
by Faraz, Alireza & Heuchenne, Cedric & Saniga, Erwin
- 2017031 An Exact Method for Designing Shewhart X and S2 Control Charts to Guarantee In-Control Performance
by Faraz, Alireza & Heuchenne, Cedric & Saniga, Erwin
- 2017030 Cross-Section Dependence and Latent Heterogeneity to Evaluate the Impact of Human Capital on Country Performance
by Mastromarco, Camilla & Simar, Leopold
- 2017029 Causal attribution in block-recursive social sytems. A structural modeling perspective
by Wunsch, Guillaume & Mouchart, Michel & Russo, Federica
- 2017028 An estimator of the stable tail dependence function based on the empirical beta copula
by Kiriliouk, Anna & Segers, Johan & Tafakori, Laleh
- 2017027 Hypothesis testing for tail dependence parameters on the boundary of the parameter space with application to generalized max-linear models
by Kiriliouk, Anna
- 2017026 Estimation and identication issues in the promotion time cure model when the same covariates enter the cure probability and time-to-event model components
by Lambert, Philippe & Bremhorst, Vincent
- 2017025 Flexible parametric approach to classical measurement error variance estimation without auxiliary data
by Bertrand, Aurelie & Van Keilegom, Ingrid & Legrand, Catherine
- 2017024 A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test
by Racine, Jeffrey S. & Van Keilegom, Ingrid
- 2017023 Locally Stationary Functional Time Series
by van Delft, Anne & Eichler, Michael
- 2017022 PepsNMR for the 1H-NMR metabolomic data pre-processing
by Martin, Manon & Legat, Benoit & Leenders, Justine & Vanwinsberghe, Julien & Rousseau, Rejane & De Tullio, Pascal & Govaerts, Bernadette
- 2017021 Hybrid combinations of parametric and empirical likelihoods
by Hjort, Nils Lid & McKeague, Ian W. & Van Keilegom, Ingrid
- 2017020 Combining strong sparsity and competitive predictive power with the L-sOPLS approach for biomarker discovery in metabolomics
by Feraud, Baptiste & Munaut, Carine & Martin, Manon & Verleysen, Michel & Govaerts, Bernadette
- 2017019 Data depth and rank-based tests for covariance and spectral density matrices
by Chau, Van Vinh & Ombao, Hernando & von Sachs, Rainer
- 2017018 Inference for heavy tailed stationary time series based on sliding blocks
by Bucher, Axel & Segers, Johan
- 2017017 Bayesian Clustering and Dimension Reduction in Multivariate Extremes
by Vettori, Sabrina & Huser, Raphael & Segers, Johan & Genton, Marc
- 2017016 Multivariate generalized Pareto distributions: parametrizations, representations, and properties
by Rootzen, Holger & Segers, Johan & Wadsworth, Jennifer
- 2017015 Weak convergence of the weighted empirical beta copula process
by Berghaus, Betina & Segers, Johan
- 2017014 On the longest gap between power-rate arrivals
by Asmussen, Soren & Ivanovs, Jevgenijs & Segers, Johan
- 2017013 Inclusion of time-varying covariates in cure survival models with an application in fertility studies
by Bremhorst, Vincent & Lambert, Philippe
- 2017012 Hedging of options in presence of jump clustering
by Hainaut, D. & Moraux, F.
- 2017011 Robust evaluation of SCR for participating life insurances under Solvency II
by Hainaut, D. & Devolder, P. & Pelsser, A.
- 2017010 Asymmetries in Business Cycles and the Role of Oil Prices
by Daniel, Betty & Hafner, Christian & Manner, Hans & Simar, Leopold
- 2017009 On asymptotic theory for ARCH(infinite) models
by Hafner, Christian & Preminger, Arie
- 2017008 A general approach for cure models in survival analysis
by Patilea, Valentin & Van Keilegom, Ingrid
- 2017007 Cure models in survival analysis
by Amico, Mailis & Van Keilegom, Ingrid
- 2017006 Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views
by Borel-Mathurin, Fabrice & Loisel, Stephane & Segers, Johan
- 2017005 Time-frequency analysis of locally stationary Hawkes processes
by Roueff, Francois & von Sachs, Rainer
- 2017004 Nonparametric double additive cure survival models: an application to the estimation of the nonlinear effect of age at first parenthood on fertility progression
by Bremhorst, Vincent & Kreyenfeld, Michaela & Lambert, Philippe
- 2017003 An Adapted Loss Function for Censored Quantile Regression
by De Backer, Mickael & El Ghouch, Anouar & Van Keilegom, Ingrid
- 2017002 Positive-Definite Multivariate Spectral Estimation: A Geometric Wavelet Approach
by Chau, Van Vinh & von Sachs, Rainer
- 2017001 Testing for stationarity of functional time series in the frequency domain
by Aue, Alexander & Van Delft, Anne
2016
- 2016050 Heterogeneous Liquidity Effects in Corporate Bond Spreads
by Hafner, Christian & Walders, Fabian
- 2016049 The SNP representation in mixture cure models with interval-censoring: estimation and goodness-of-fit testing
by Scolas, Sylvie & El Ghouch, Anouar & Legrand, Catherine
- 2016048 Testing for qualitative heterogeneity: An application to composite endpoints in survival analysis
by Oulhaj, Abderrahim & El Ghouch, Anouar & Holman, Rury
- 2016047 Estimation of a bivariate conditional copula when a variable is subject to random right censoring
by Bouezmarni, Taoufik & Camirand, Felix & El Ghouch, Anouar
- 2016046 Bounds on Concordance-Based Validation Statistics in Regression Models for Binary Responses
by Denuit, Michel & Mesfioui, Mhamet & Trufin, Julien
- 2016045 Risk Classification in Life Insurance: Extension to Continuous Covariates
by Denuit, Michel & Legrand, Catherine
- 2016044 Risk Apportionment and Multiply Monotone Targets
by Denuit, Michel
- 2016043 Bounds on Kendall’s Tau for Zero-Inflated Continuous Variables
by Denuit, Michel & Mesfioui, Mhamed
- 2016042 Automatic biclustering of regions and sectors
by Haedo, Christian & Mouchart, Michel
- 2016041 Fast Bayesian inference in semi-parametric P-spline cure survival models using Laplace approximations
by Gressani, Oswaldo & Lambert, Philippe
- 2016040 Peaks over thresholds modelling with multivariate generalized Pareto distributions
by Kiriliouk, Anna & Rootzen, Holger & Segers, Johan & Wadsworth, Jennifer
- 2016039 Point processes in a metric space
by Zhao, Yuwei
- 2016038 Asymptotics for High–Dimensional Covariance Matrices and Quadratic Forms with Applications to the Trace Functional and Shrinkage
by Steland, Ansgar & von Sachs, Rainer
- 2016037 Goodness-of-t tests for the cure rate in a mixture cure model
by Muller, Ursula & Van Keilegom, Ingrid
- 2016036 An Almost Closed Form Estimator for the EGARCH model
by Hafner, C. & Linton, O.
- 2016035 A simple model for now-casting volatility series
by Breitung, J. & Hafner, C.
- 2016034 Weak Diffusion Limits of Dynamic Conditional Correlation Models
by Hafner, C. & Laurent, S. & Violante, F.
- 2016033 ASCA+ and APCA+: extensions of ASCA and APCA in the analysis of unbalanced multifactorial designs
by Thiel, Michel & Feraud, Baptiste & Govaerts, Bernadette
- 2016032 The Empirical Beta Copula
by Segers, Johan & Sibuya, Masaaki & Tsukahara, Hideatsu
- 2016031 Goodness-of-fit tests in semiparametric transformation models using the integrated regression function
by Colling, Benjamin & Van Keilegom, Ingrid
- 2016030 Beyond the Tweedie Reserving Model: The Collective Approach to Loss Development
by Denuit, Michel & Trufin, Julien
- 2016029 Collective Loss Reserving with Two Types of Claims in Motor Third Party Liability Insurance
by Denuit, Michel & Trufin, Julien
- 2016028 Robust frontier estimation from noisy data: a Tikhonov regularization approach
by Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Leopold
- 2016027 Nonparametric Estimation of Efficiency in the Presence of Environmental Variables
by Daraio, Cinzia & Simar, Leopold & Wilson, Paul
- 2016026 A semiparametric and location-shift copula-based mixture model
by Mazo, Gildas
- 2016025 Solvency measurement for defined benefits pension schemes
by Devolder, Pierre & Tassa, Habiba
- 2016024 Asymptotic Theory for Aggregate Efficiency
by Simar, Leopold & Zelenyuk, Valentin
- 2016023 Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances
by Devolder, Pierre & Lebegue, Adrien
- 2016022 Portfolio Selection in a Multi-Input Multi-Output Setting:a Simple Monte-Carlo-FDH Algorithm
by Nalpas, Nicolas & Simar, Leopold & Vanhems, Anne
- 2016021 Bias-corrected condence intervals in a class of linear inverse problems
by Florens, Jean-Pierre & Horowitz, Joel & Van Keilegom, Ingrid
- 2016020 Multivariate Nonparametric Estimation of the Pickands Dependence Function using Bernstein Polynomials
by Marcon, Giulia & Padoan, Simone & Naveau, Philippe & Muliere, Pietro & Segers, Johan
- 2016019 Marginal standardization of upper semicontinuous processes with application to max-stable processes
by Sabourin, Anne & Segers, Johan
- 2016018 Multivariate peaks over thresholds models
by Rootzen, Holger & Segers, Johan & Wadsworth, Jenny
- 2016017 Radial-angular decomposition of regularly varying time series in star-shaped metric spaces
by Segers, Johan & Zhao, Yuwei & Meinguet, Thomas
- 2016016 Modeling serial extremal dependence
by Davis, Richard & Holger, Drees & Segers, Johan & Warchol, Michal
- 2016015 Adaptive non-parametric instrumental regression in the presence of dependence
by Asin, Nicolas & Johannes, Jan
- 2016014 Diagnostic checks in mixture cure models with interval-censoring
by Scolas, Sylvie & Legrand, Catherine & Oulhaj, Abderrahim & El Ghouch, Anouar
- 2016013 Functional mixed effects wavelet estimation for spectra of replicated time series
by Chau, Van Vinh & von Sachs, Rainer
- 2016012 Extreme value analysis of mortality at the oldest ages: a case study based on individual ages at death
by Gbari, Kock Yed Ake Samuel & Poulain, Michel & Dal, Luc & Denuit, Michel
- 2016011 Parametrically guided local quasi-likelihood with censored data
by Talamakrouni, Majda & El Ghouch, Anouar & Van Keilegom, Ingrid
- 2016010 Black grouse males do not modulate their lekking behaviour according to their neighbour’s kinship
by Lebigre, Christophe & Timmermans, Catherine & Soulsbury, Carl
- 2016009 Semiparametric Copula Quantile Regression for Complete or Censored Data
by De Backer, Mickael & El Ghouch, Anouar & Van Keilegom, Ingrid
- 2016008 Hybrid Loss Development Modelling in P&C Insurance with an Application to Motor Third Party Liability
by Denuit, Michel & Trufin, Julien
- 2016007 Adaptive non-parametric estimation in the presence of dependence
by Asin, Nicolas & Johannes, Jan
- 2016006 Robustness of estimation methods in a survival cure model with mismeasured covariates
by Bertrand, Aurelie & Legrand, Catherine & Leonard, Daniel & Van Keilegom, Ingrid
- 2016005 On the estimation of nested Archimedean copulas: A theoretical and an experimental comparison
by Uyttendaele, Nathan
- 2016004 Building conditionally dependent parametric one-factor copulas
by Mazo, Gildas & Uyttendaele, Nathan
- 2016003 On the Maximum Likelihood Estimator for the Generalized Extreme-Value Distribution
by Bucher, Axel & Segers, Johan
- 2016002 A continuous updating weighted least squares estimator of tail dependence in high dimensions
by Einmahl, John & Kiriliouk, Anna & Segers, Johan
- 2016001 Assessing causality in clinical trials, A Sure Outcome of Random Events (SORE) Model
by Mouchart, Michel & Bouckaert, Andre & Wunsch, Guillaume
2015
- 2015028 An augmented Taylor rule for the Federal Reserve’s response to asset prices
by Hafner, Christian & Lauwers, Alexandre
- 2015027 The effect of additive outliers on a fractional unit root test
by Hafner, Christian & Preminger, Arie
- 2015026 From Regulatory Life Tables to Stochastic Mortality Projections: The Exponential Decline Model
by Denuit, Michel & Trufin, Julien
- 2015025 Fertility progression in Germany: An analysis using flexible nonparametric cure survival models
by Bremhorst, Vincent & Kreyenfeld, Michaela & Lambert, Philippe
- 2015024 On the weak convergence of the empirical conditional copula under a simplifying assumption
by Portier, Francois & Segers, Johan
- 2015023 Maximum likelihood estimation for the Frechet distribution based on block maxima extracted from a time series
by Bucher, Axel & Segers, Johan
- 2015022 Building a structural model: parameterization and structurality
by Mouchart, M. & Orsi, R.
- 2015021 A simple model for now-casting volatility series
by Breitung, Jorg & Hafner, Christian
- 2015020 Compositions of Conditional Risk Measures and Solvency Capital
by Devolder, Pierre & Lebegue, Adrien
- 2015019 The issue of control in multivariate systems, A contribution of structural modelling
by Mouchart, M. & Wunsch, G. & Russo, F.
- 2015018 Testing the "Separability" Condition in Two-Stage Nonparametric Models of Production
by Daraio, Cinzia & Simar, Leopold & Wilson, Paul
- 2015017 A random locational M-estimation problem based on the L2-Wasserstein distance
by Daouia, Abdelaati & Van Keilegom, Ingrid
- 2015016 Wilks' Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference
by Bravo, Francesco & Escanciano, Juan Carlos & Van Keilegom, Ingrid
- 2015015 How to regress and predict in a Bland and Altman plot? Review and contribution based on tolerance intervals andcorrelated errors in variables models
by Francq, Bernard G. & Govaerts, Bernadette
- 2015014 Nonparametric incidence and latency estimation in mixture cure models
by Lopez-Cheda , Ana & Cao, Ricardo & Jacome, Maria Amalia & Van Keilegom, Ingrid
- 2015013 Semi-parametric accelerated hazard Relational models with applications to Mortality projections
by Cadena, Meitner & Denuit, Michel
- 2015012 Efficiency and Bootstrap in the Promotion Time Cure Model
by Portier, Francois & El Ghouch, Anouar & Van Keilegom, Ingrid
- 2015011 Time-frequency analysis of locally stationary Hawkes processes
by Roueff, Francois & von Sachs, Rainer & Sansonnet, Laure
- 2015010 Optimal mix between pay-as-you-go and funding in a multi-generational Overlapping Generations model
by Alonso Garcia, Jennifer & Devolder, Pierre
- 2015009 Guarantee valuation in Notional Defined Contribution pension systems
by Alonso Garcia, Jennifer & Devolder, Pierre
- 2015008 On the transferability of reserves in lifelong health insurance contracts
by Dhaene, Jan & Godecharle, Els & Antonio, Katrien & Denuit, Michel
- 2015007 Simulation-based study comparing multiple imputation methods for non-monotone missing ordinal data in longitudinal settings
by Donneau, Anne-Francoise & Mauer, Murielle & Lambert, Philippe & Molenberghs, Geert & Albert, Adelin
- 2015006 The “wrong skewnessâ€Ω problem in stochastic frontier models: A new approach
by Hafner, Christian & Manner, Hans & Simar, Leopold
- 2015005 Nonparametric Transient Classification using Adaptive Wavelets
by Varughese, Melvin & von Sachs, Rainer & Stephanou, Michael & Bassett, Bruce
- 2015004 Guaranteed conditional performance of the S^2 control chart with estimated parameters
by Faraz, Alireza & Woodall, William & Heuchenne, Cedric
- 2015003 Adaptive Bayesian estimation in indirect Gaussian sequence space models
by Johannes, Jan & Simoni, Anna & Schenk, Rudolf
- 2015002 Tail mutual exclusivity and Tail-VaR lower bounds
by Cheung, Ka Chung & Denuit, Michel & Dhaene, Jan
- 2015001 Asymptotic distribution-free tests for semiparametric regressions
by Escanciano, Juan Carlos & Pardo-Fernandez, Juan Carlos & Van Keilegom, Ingrid
2014
- 2014056 Systemic risk and the solvency-liquidity nexus of banks
by Pierret, D.
- 2014055 The Minimal Entropy Martingale Measure in a market of traded financial and actuarial risks
by Dhaene, Jan & Stassen, Ben & Devolder, Pierre & Vellekoop, Michel
- 2014054 Model points and Tail-VaR in life insurance
by Denuit, Michel & Trufin, Julien
- 2014053 Iterated VaR or CTE Measures: a False Good Idea?
by Devolder, Pierre & Lebegue, Adrien
- 2014052 A new methodological approach for error distributions selection in Finance
by Hambuckers, Julien & Heuchenne, Cedric
- 2014051 Parametric conditional variance estimation in location-scale models with censored data
by Heuchenne, Cedric & Laurent, Geraldine
- 2014050 Nonparametric regression with cross-sectional data: an alternative to conditional product-limit estimators
by Heuchenne, Cedric & Laurent, Geraldine
- 2014049 Global Dependence and Productivity: A Robust Nonparametric World Frontier Analysis
by Mastromarco, Camilla & Simar, Leopold
- 2014048 Max-Factor individual risk models with application to credit portfolios
by Denuit, Michel & Kiriliouk, Anna & Segers, Johan
- 2014047 Heteroscedastic semiparametric transformation models: estimation and testing for validity
by Neumeyer, Natalie & Noh, Hohsuk & Van Keilegom, Ingrid
- 2014046 A simple model for now-casting volatility series
by Breitung, J. & Hafner, C.
- 2014045 Stochastic approximations In CBD mortality projection models
by Gbari, Kock Yed Ake Samuel & Denuit, Michel
- 2014044 Nonparametric estimation of extremal dependence
by Kiriliouk, Anna & Segers, Johan & Warchol, Michal
- 2014043 Semi-parametric estimation in a single-index model with endogenous variables
by Birke, M. & Van Bellegem, S. & Van Keilegom, I.
- 2014042 Tests for the equality of conditional variance functions in nonparametric regression
by Pardo-Fernandez, Juan Carlos & Jimenez Gamero, Maria Dolores & El Ghouch, Anouar
- 2014041 Variable selection in a flexible parametric mixture cure model with interval-censored data
by Scolas, Sylvie & El Ghouch, Anouar & Legrand, Catherine & Oulhaj, Abderrahim
- 2014040 A separation theorem for the weak S-Convex Orders
by Denuit, Michel & Liu, Liqun & Meyer, Jack
- 2014039 Estimation and approximation in nonlinear dynamic systems using quasilinearization
by Frasso, Gianluca & Jaeger, Jonathan & Lambert, Philippe
- 2014038 Automatic balancing mechanisms for Notional Defined Contribution Accounts in the presence of uncertainty
by Alonso Garcia, Jennifer & Boado-Penas, Maria del Carmen & Devolder, Pierre
- 2014037 Testing parametric models in linear-directional regression
by Garcia Portugues, Eduardo & Van Keilegom, Ingrid & Crujeiras, Rosa M. & Gonzales-Manteiga, Wenceslao
- 2014036 Prudence, Diversification and Optimal Portfolios
by Denuit, M. & Eeckhoudt L.
- 2014035 Longevity-Contingent Deferred Life Annuities
by Denuit, Michel & Haberman, Steven & Renshaw, Arthur E.
- 2014034 Inference in a Survival Cure Model with Mismeasured Covariates using a SIMEX Approach
by Bertrand, Aurelie & Legrand, Catherine & Carroll, Raymond J. & de Meester de Ravenstein, Christophe & Van Keilegom, Ingrid
- 2014033 Statistical treatment of 2D-NMR COSY spectra: data preparation, clustering-based repeatability evaluation and comparison with 1H-NMR
by Feraud, Baptiste & Govaerts, Bernadette & Verleysen, Michel & de Tullio, Pascal
- 2014032 Non Parametric Instrumental Variables Estimation for Efficiency Frontier
by Cazals, Catherine & Feve, Frederique & Florens, Jean-Pierre & Simar, Leopold
- 2014031 Large-Sample Approximations for Variance-Covariance Matrices of High-Dimensional Time Series
by Steland, Ansgar & von Sachs, Rainer
- 2014030 Time-Dependent Dual-Frequency Coherence in Multivariate Non-Stationary Time Series
by Gorrostieta, Cristina & Ombao, Hernando & von Sachs, Rainer
- 2014029 Multivariate Skew-Normal Individual Excess-of-Loss Reserving
by Pigeon, Mathieu & Denuit, Michel
- 2014028 Nested Archimedean copulas: a new class of nonparametric tree structure estimators
by Uyttendaele, Nathan
- 2014027 Time Horizon and Solvency Capital within a Brownian Framework Partially Modulated by a Continuous-Time Markov Chain
by Devolder, Pierre & Lebegue, Adrien
- 2014026 On the asymptotic distribution of the mean absolute deviation about the mean
by Segers, Johan
- 2014025 Rankings and university performance: a conditional multidimensional approach
by Daraio, Cinzia & Bonaccorsi, Andrea & Simar, Leopold
- 2014024 The copula-graphic estimator in censored nonparametric location-scale regression models
by Sujica, Aleksandar & Van Keilegom, Ingrid
- 2014023 Nonparametric Robust Stochastic Frontier Analysis: a Tikhonov Regularization Approach
by Florens, Jean-Pierre & Simar, Leopold
- 2014022 Statistics for Tail Processes of Markov Chains
by Drees, Holger & Segers, Johan & Warchol, Michal
- 2014021 An Evolutionary Credibility Model of Lee-Carter Type for Mortality Improvement Rates
by Schinzinger, Edo & Denuit, Michel & Christiansen, Marcus
- 2014020 Efficiency and economies of scale and scope in European universities: a directional distance approach
by Bonaccorsi, Andrea & Daraio, Cinzia & Simar, Leopold
- 2014019 Inflated discrete beta regression models for Likert and discrete rating scale outcomes
by Taverne, Cedric & Lambert, Philippe
- 2014018 Hybrid Copula Estimators
by Segers, Johan
- 2014017 Goodness-of-fit tests in semiparametric transformation models
by Colling, Benjamin & Van Keilegom, Ingrid
- 2014016 Efficiency and benchmarking with directional distances: a data driven approach
by Daraio, Cinzia & Simar, Leopold
- 2014015 Parametrically guided nonparametric density and hazard estimation with censored data
by Talamakrouni, Majda & Van Keilegom, Ingrid & El Ghouch, Anouar
- 2014014 Individual loss reserving using paid-incurred data
by Pigeon, Mathieu & Antonio, Katrien & Denuit, Michel
- 2014013 Semiparametric Bayesian frailty model for clustered interval-censored data
by Cetinyurek, Aysun & Lambert, Philippe
- 2014012 Nonparametric Least Squares Methods for Stochastic Frontier Models
by Simar, Leopold & Van Keilegom, Ingrid & Zelenyuk, Valentin
- 2014011 Estimating the Residuals Distribution in Semiparametric Transformation Models
by Heuchenne, Cedric & Samb, Rawane & Van Keilegom, Ingrid
- 2014010 A note on the Tobit model in the presence of a duration variable
by Hafner, Christian & Preminger, Arie
- 2014009 Measuring Portfolio Risk under Partial Dependence Information
by Bernard, Carole & Denuit, Michel & Vanduffel, Steven
- 2014008 An M-estimator of spatial tail dependence
by Einmahl, John & Kiriliouk, Anna & Krajina, Andrea & Segers, Johan
- 2014007 The BAGIDIS distance: about a fractal topology, with applications to functional classification and prediction
by von Sachs, Rainer & Timmermans, Catherine
- 2014006 Adaptive Bayesian estimation in Gaussian sequence space models
by Johannes, Jan & Schenk, Rudolf & Simoni, Anna
- 2014005 Efficient approximations for numbers of survivors in the Lee-Carter model
by Gbari, Kock Yed Ake Samuel & Denuit, Michel
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