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Content
2016
- 2016015 Tradeoffs for Downside Risk-Averse Decision-Makers and the Self-Protection Decision
by Denuit, Michel & Eeckhoudt, Louis & Liu, Liqun & Meyer, Jack
- 2016014 Non Parametric Instrumental Variables Estimation for Efficiency Frontier
by Cazals, Catherine & Feve, Frederique & Florens, Jean-Pierre & Simar, Leopold
- 2016013 Efficiency and benchmarking with directional distances: a data-driven approach
by Daraio, Cinzia & Simar, Leopold
- 2016012 Semi-parametric accelerated hazard relational models with applications to mortality projections
by Cadena, Meitner & Denuit, Michel
- 2016011 Data envelope fitting with constrained polynomial splines
by Daouia, Abdelaati & Noh, Hohsuk & Park, Byeong U.
- 2016010 Goodness-of-fit test in parametric mixed effects models based on estimation of the error distribution
by Gonzales-Manteiga, Wenceslao & Martinez-Miranda, Maria Dolores & Van Keilegom, Ingrid
- 2016009 Risk aversion, prudence, and asset allocation : a review and some new developments
by Denuit, Michel & Eeckhoudt, Louis
- 2016008 Data-driven risk identification in phase III clinical trials using central statistical monitoring
by Timmermans, Catherine & Venet, David & Burzykowski, Tomasz
- 2016007 Unobserved heterogeneity and endogeneity in nonparametric frontier estimation
by Simar, Leopold & Vanhems, Anne & Van Keilegom, Ingrid
- 2016006 Statistical monitoring of data quality and consistency in the Stomach Cancer Adjuvant Multi-institutional Trial Group Trial
by Timmermans, Catherine & Doffagne, Erik & Venet, David & Desmet, Lieven & Legrand, Catherine & Burzykowski, Tomasz & Buyse, Marc
- 2016005 Melanoma burden by melanoma stage: Assessment through a disease transition model
by Tromme, Isabelle & Legrand, Catherine & Devleesschauwer, Brecht & Baurain, Jean-Francois & Speybroeck, Niko & e.a.
- 2016004 An M-estimator of spatial tail dependence
by Einmahl, John & Kiriliouk, Anna & Krajina, Andrea & Segers, Johan
- 2016003 Stochastic approximations in CBD mortality projection models
by Gbari, Kock Yed Ake Samuel & Denuit, Michel
- 2016002 Flexible estimation in cure survival models using Bayesian P-splines
by Bremhorst, Vincent & Lambert, Philippe
- 2016001 Parametrically guided nonparametric density and hazard estimation with censored data
by Talamakrouni, Majda & Van Keilegom, Ingrid & El Ghouch, Anouar
2015
- 2015045 A focused information criterion for graphical models in fMRI connectivity with high-dimensional data
by Pircalabelu, Eugen & Claeskens, Gerda & Jahfari, Sara & Waldorp, Lourens J.
- 2015044 A focused information criterion for graphical models
by Pircalabelu, Eugen & Claeskens, Gerda & Waldorp, Lourens J.
- 2015043 Constructing Graphical Models via the Focused Information Criterion
by Pircalabelu, Eugen & Claeskens, Gerda & Waldorp, Lourens J.
- 2015042 A Note on Weak Convergence of the Sequential Multivariate Empirical Process Under Strong Mixing
by Bucher, Axel
- 2015041 Volatility of price indices for heterogenous goods with applications to the fine art market
by Bocart, Fabian & Hafner, Christian
- 2015040 Fair Revaluation of Wine as an Investment
by Bocart, Fabian Y.R.P. & Hafner, Christian
- 2015039 An ARCH model without intercept
by Hafner, Christian & Preminger, Arie
- 2015038 A note on the Tobit model in the presence of a duration variable
by Hafner, Christian & Preminger, Arie
- 2015037 Guaranteed conditional performance of the S^2 control chart with estimated parameters
by Faraz, Alireza & Woodall, William H. & Heuchenne, Cedric
- 2015036 Shewhart Control Charts for Monitoring Reliability with Weibull Lifetimes
by Faraz, Alireza & Saniga, Erwin & Heuchenne, Cedric
- 2015035 First-time whole blood donation: A critical step for donor safety and retention on first three donations
by Gillet, Philippe & Rapaille, A. & Benoit, Anne & Ceinos, Manon & Govaerts, Bernadette & e.a.
- 2015034 Effect of FDI and Time on Catching-up: New Insights from a Conditional Nonparametric Frontier Analysis
by Mastromarco, Camilla & Simar, Leopold
- 2015033 Rapamycin improves TIE2-mutated venous malformation in murine model and human subjects
by Boscolo, Elisa & Limaye, Nisha & Soblet, Julie & Uebelhoer, Melanie & Legrand, Catherine & Mendola, Antonella & Seront, Emmanuel
- 2015032 Nonparametric Transient Classification using Adaptive Wavelets
by Varughese, Melvin & von Sachs, Rainer & Stephanou, Michael & Bassett, Bruce
- 2015031 Testing the proportional odds assumption in multiply imputed ordinal longitudinal data
by Donneau, Anne-Francoise & Mauer, Murielle E L & Lambert, Philippe & Lesaffre, Emmanuel M E H & Albert, Aurelie
- 2015030 Modelling the potential of focal screening and treatment as elimination strategy for Plasmodium falciparum malaria in the Peruvian Amazon Region
by Rosas Aguirre, Angel & Lambert, Philippe & Speybroeck, Niko & e.a.
- 2015029 Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework
by Devolder, Pierre & Melis, Roberta
- 2015028 Macroeconomic news surprises and volatility spillover in foreign exchange markets
by Ben Omrane, Walid & Hafner, Christian
- 2015027 Almost expectation and excess dependence notions
by Denuit, Michel & Huang, Rachel & Tzeng, Larry
- 2015026 Segmentation et mutualisation, les deux faces d'une meme piece?
by Charpentier, Arthur & Denuit, Michel & Elie, Romuald
- 2015025 Estimating the error distribution in semiparametric transformation models
by Heuchenne, Cedric & Samb, Rawane & Van Keilegom, Ingrid
- 2015024 Statistical treatment of 2D NMR COSY spectra in metabolomics: data preparation, clustering-based evaluation of the Metabolomic Informative Content and comparison with 1H-NMR
by Feraud, Baptiste & Govaerts, Bernadette & Verleysen, Michel & de Tullio, Pascal
- 2015023 Statistics for Tail Processes of Markov Chains
by Drees, Holger & Segers, Johan & Warchol, Michal
- 2015022 Statistical Approaches for Nonparametric Frontier Models: A Guided Tour
by Simar, Leopold & Wilson, Paul
- 2015021 Longevity-contingent deferred life annuities
by Denuit, Michel & Haberman, Steven & Renshaw, Arthur E.
- 2015020 Model points and Tail-VaR in life insurance
by Denuit, Michel & Trufin, Julien
- 2015019 The BAGIDIS distance: about a fractal topology, with applications to functional classification and prediction
by von Sachs, Rainer & Timmermans, Catherine
- 2015018 Categorical data in local maximum likelihood: theory and applications to productivity analysis
by Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin
- 2015017 Efficiency and economies of scale and specialization in European universities: a directional distance approach
by Daraio, Cinzia & Bonaccorsi, Andrea & Simar, Leopold
- 2015016 Estimation of location and scale functionals in nonparametric regression under copula dependent censoring
by Sujica, Aleksandar & Van Keilegom, Ingrid
- 2015015 Guided Censored Regression
by Talamakrouni, Majda & El Ghouch, Anouar & Van Keilegom, Ingrid
- 2015014 The minimal entropy martingale measure in a market of traded financial and actuarial risks
by Dhaene, Jan & Stassen, Ben & Devolder, Pierre & Vellekoop, Michel
- 2015013 Semiparametric Conditional Quantile Estimation Through Copula-Based Multivariate Models
by Noh, Hohsuk & El Ghouch, Anouar & Van Keilegom, Ingrid
- 2015012 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
- 2015011 Max-factor individual risk models with application to credit portfolios
by Denuit, Michel & Kiriliouk, Anna & Segers, Johan
- 2015010 Markov tail chains
by Janssens, Anja & Segers, Johan
- 2015009 Rankings and university performance: A conditional multidimensional approach
by Daraio, Cinzia & Bonaccorsi, Andrea & Simar, Leopold
- 2015008 When Bias Kills the Variance: Central Limit Theorems for DEA and FDH Efficiency Scores
by Kneip, Alois & Simar, Leopold & Wilson, Paul
- 2015007 A novel semi-distance for measuring dissimilarities of curves with sharp local patterns
by Timmermans, Catherine & von Sachs, Rainer
- 2015006 Specialized agglomerations with Lattice data: Model and detection
by Haedo, Christian & Mouchart, Michel
- 2015005 Hybrid copula estimators
by Segers, Johan
- 2015004 Frontier estimation in the presence of measurement error with unknown variance
by Kneip, Alois & Simar, Leopold & Van Keilegom, Ingrid
- 2015003 Nonparametric estimation of pair-copula constructions with the empirical pair-copula
by Hoaek Haff, Ingrid & Segers, Johan
- 2015002 Estimation of the Error Density in a Semiparametric Transformation Model
by Colling, Benjamin & Heuchenne, Cedric & Samb, Rawane & Van Keilegom, Ingrid
- 2015001 Comonotonicity, orthant convex order and sums of random variables
by Mesfioui, Mhamed & Denuit, Michel
2014
- 2014054 Nodewise graphical modeling using the Focused Information Criterion for ‘p larger than n’ settings
by Pircalabelu, Eugen & Claeskens, Gerda & Jahfari, Sara & Waldorp, Lourens
- 2014053 The variable parameters T ^{2} chart with run rules
by Faraz, Alireza & Celano, Giovanni & Saniga, Erwin & Heuchenne, Cedric & Fichera , Sergio
- 2014052 Generalized partially linear varying coefficient models with multiple smoothing variables
by Yang, Seong Jun & Lee, Young Kyung
- 2014051 Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables
by Yang, Seong Jun & Park, Byeong U.
- 2014050 Bootstrap testing of the rank of a matrix via least- squared constrained estimation
by Portier, Francois & Delyon, Bernard
- 2014049 Bootstrap in Errors-in-Variables Regressions Applied to Methods Comparison Studies
by Francq, Bernard G.
- 2014048 Dark signal correction for a lukecold frame-transfer CCD: New method and application to the solar imager of the PICARD space mission
by Hochedez, J.-F. & Timmermans, Catherine & Hauchecorne, A. & Meftah, M.
- 2014047 Double Objective Economic Statistical Design of the VP T^{2} Control Chart: Wald’s identity approach
by Faraz, Alireza & Heuchenne, Cedric & Saniga, Erwin & Costa, Antonio
- 2014046 Testing Normality of latent variables in the polychoric correlation
by Almeida Rodriguez, Carlos & Mouchart, Michel
- 2014045 Data-driven shrinkage of the spectral density matrix of a high-dimensional time series
by Fiecas, Mark & von Sachs, Rainer
- 2014044 A review on ROC curves in the presence of covariates
by Pardo-Fernandez, Juan Carlos & Rodriguez-Alvarez, Maria Xose & Van Keilegom, Ingrid
- 2014043 A separation theorem for the weak s-convex orders
by Denuit, Michel & Liu, Liqun & Meyer, Jack
- 2014042 Selective use of sequential digital dermoscopy imaging allows a cost reduction in the melanoma detection process: a belgian study of patients with a single or a small number of atypical nevi
by Marot, Liliane & Van Eeckhout, Pascal & Legrand, Catherine & e.a.
- 2014041 Evaluation of the EU proposed farm income stabilisation tool by skew normal linear mixed models
by Pigeon, Mathieu & Henry de Frahan, Bruno & Denuit, Michel
- 2014040 Bivariate almost stochastic dominance
by Denuit, Michel & Huang, Rachel & Tzeng, Larry
- 2014039 Goodness-of-fit tests for a semiparametric model under random double truncation
by Moreira, Carla & de Una-Alvarez, Jacobo & Van Keilegom, Ingrid
- 2014038 Health-related quality of life in patients with melanoma expressed as utilities and disability weights
by Tromme, Isabelle & Devleesschauwer, Brecht & Beutels, Philippe & Richez, Pauline & Leroy, Laurence & Baurain, Jean-Francois & Legrand, Catherine
- 2014037 Linear mixed-effects models for central statistical monitoring of multicenter clinical trials
by Desmet, Lieven & Venet, D & Doffagne, E & Timmermans, Catherine & Burzykowski, T & Legrand, Catherine & Buyse, M
- 2014036 Solvency Analysis of defined benefit pension schemes
by Devolder, Pierre & Piscopo, Gabriella
- 2014035 Semi-parametric proportional hazards models with crossed random effects for psychometric response times
by Loeys, Tom & Legrand, Catherine & Schettino, Antonio & Pourtois, Gilles
- 2014034 Adjusting for centre heterogeneity in multicentre clinical trials with a time-to-event outcome
by Munda, Marco & Legrand, Catherine
- 2014033 Bayesian penalized smoothing approaches in models specified using differential equations with unknown error distributions
by Jaeger, Jonathan & Lambert, Philippe
- 2014032 Spline approximations to conditional Archimedean copula
by Lambert, Philippe
- 2014031 The Impact of Acquisitions on New Technology Stocks: The Google–Motorola Case
by Gao, Renfei & Wang, Cindy & Hafner, Christian
- 2014030 A One Line Derivation of EGARCH
by McAleer, Michael & Hafner, Christian
- 2014029 Local Government Efficiency: The Case of Moroccan Municipalities
by El Mehdi, Rachida & Hafner, Christian
- 2014028 Inference in stochastic frontier analysis with dependent error terms
by El Mehdi, Rachida & Hafner, Christian
- 2014027 On heterogeneous latent class models with applications to the analysis of rating scores
by Bertrand, Aurelie & Hafner, Christian
- 2014026 Adaptive Bayesian estimation in Gaussian
by Johannes, Jan & Schenk, Rudolf & Simoni, Anna
- 2014025 Nonparametric estimation and inference for conditional density based Granger causality measures
by Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar
- 2014024 Individual loss reserving using paid–incurred data
by Pigeon, Mathieu & Antonio, Katrien & Denuit, Michel
- 2014023 Efficient approximations for numbers of survivors in the Lee–Carter model
by Gbari, Kock Yed Ake Samuel & Denuit, Michel
- 2014022 Testing macroprudential stress tests: The risk of regulatory risk weights
by Acharya, Viral & Engle, Robert & Pierret, Diane
- 2014021 Semiparametric Gaussian copula models: Geometry and efficient rank-based Estimation
by Segers, Johan & Van den Akker, Ramon & Werker, Bas
- 2014020 Detecting changes in cross-sectional dependence in multivariate time series
by Bucher, Axel & Kojadinovic, Ivan & Rohmer, Tom & Segers, Johan
- 2014019 Extreme value copula estimation based on block maxima of a multivariate stationary time series
by Bucher, Axel & Segers, Johan
- 2014018 When uniform weak convergence fails: empirical processes for dependence functions via epi- and hypographs
by Bucher, Axel & Segers, Johan & Volgushev, Stanislav
- 2014017 Reserve-dependent benefits and costs in life and health insurance contracts
by Christiansen, Marcus & Denuit, Michel & Dhaene, Jan
- 2014016 Support Vector Machines with Evolutionary Model Selection for Default Prediction
by H̭rdle, Wolfgang Karl & Prastyo, Dedy Dwi & Hafner, Christian
- 2014015 Measurement methods comparison with errors-in-variables regressions. From horizontal to vertical OLS regression, review and new perspectives
by Francq, Bernard G. & Govaerts, Bernadette
- 2014014 Hyperbolic confidence bands of errors-in-variables regression lines applied to method comparison studies
by Francq, Bernard G. & Govaerts, Bernadette
- 2014013 Efficient Quantile Regression with Auxiliary Information
by Muller, Ursula & Van Keilegom, Ingrid
- 2014012 Directional distances and their robust versions: Computational and testing issues
by Daraio, Cinzia & Simar, Leopold
- 2014011 Functions and Mechanisms in Structural-Modelling Explanations
by Wunsch, Guillaume & Mouchart, Michel & Russo, Federica
- 2014010 Likelihood-Based Inference for Semi-Competing Risks
by Heuchenne, Cedric & Laurent, Stephane & Legrand, Catherine & Van Keilegom, Ingrid
- 2014009 Scale and research specialization in European Universities: a directional distance approach to teaching efficiency
by Bonaccorsi, Andrea & Daraio, Cinzia & Simar, Leopold
- 2014008 Varying coefficient models having different smoothing variables with randomly censored data
by Yang, Seong Jun & El Ghouch, Anouar & Van Keilegom, Ingrid
- 2014007 Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression
by Dunker, Fabian & Florens, Jean-Pierre & Hohage, Thorsten & Johannes, Jan & Mammen, Enno
- 2014006 Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape
by Klein, Nadja & Denuit, Michel & Lang, Stefan & Kneib, Thomas
- 2014005 Explaining inefficiency in nonparametric production models: the state of the art
by Badin, Luiza & Daraio, Cinzia & Simar, Leopold
- 2014004 Block-threshold-adapted Estimators via a Maxiset Approach
by Autin, Florent & Freyermuth, Jean-Marc & von Sachs, Rainer
- 2014003 Almost marginal conditional stochastic dominance
by Denuit, Michel & Huang, Rachel J. & Wang, Christine
- 2014002 Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance
by Denuit, Michel & Liu, Liqun
- 2014001 Benchmark values for higher order coefficients of relative risk aversion
by Denuit, Michel & Rey, Beatrice
2013
- 2013050 Margrabe Option And Life Insurance With Participation
by Devolder, Pierre & Azizieh, Celine
- 2013049 On the effect of noisy measurements of the regressor in functional linear models
by Bereswill, Mareike & Johannes, Jan
- 2013048 Adaptive circular deconvolution by model selection under unknown error distribution
by Johannes, Jan & Schwarz, Maik
- 2013047 Bernstein estimator for unbounded copula densities
by Bouezmarni, Taoufik & El Ghouch, Anouar & Taamouti, Abderrahim
- 2013046 Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing
by El Ghouch, Anouar & Genton, Marc & Bouezmarni, Taoufik
- 2013045 Copula-Based Regression Estimation and Inference
by Noh, Hohsuk & El Ghouch, Anouar & Bouezmarni, Taoufik
- 2013044 Neutrophil:Lymphocyte Ratio and Intraoperative Use of Ketorolac or Diclofenac are Prognostic Factors in Different Cohorts of Patients Undergoing Breast, Lung, and Kidney Cancer Surgery
by Forget, Patrice & Machiels, Jean-Pascal & Coulie, Pierre & Berliere, Martine & Poncelet, Alain & Tombal, Bertrand & Legrand, Catherine
- 2013043 Monitoring delivery chains using multivariate control charts
by Faraz, Alireza & Heuchenne, Cedric & Saniga, Erwin & Foster, Earnest
- 2013042 Penalized profiled semiparametric estimating functions
by Wang, Lan & Kai, Bo & Heuchenne, Cedric & Tsai, Chih- Ling
- 2013041 A Bayesian design space for analytical methods based on multivariate models and predictions
by Lebrun, Pierre & Boulanger, Bruno & Debrus, Benjamin & Lambert, Philippe & Hubert, Philippe
- 2013040 Risk attitudes and the value of risk transformations
by Denuit, Michel & Eeckhoudt, Louis
- 2013039 What is the impact of scale and specialization on the research efficiency of European universities?
by Bonaccorsi, Andrea & Daraio, Cinzia & Simar, Leopold
- 2013038 On kernel smoothing for extremal quantile regression
by Daouia, Abdelaati & Gardes, Laurent & Girard, Stephane
- 2013037 A Gamma-moment approach to monotonic boundary estimation
by Daouia, Abdelaati & Girard, Stephanie & Guillou, Armelle
- 2013036 Nonparametric estimation of the tree structure of a nested Archimedean copula
by Segers, Johan & Uyttendaele, Nathan
- 2013035 Frontier estimation in nonparametric location-scale models
by Florens, Jean-Pierre & Simar, Leopold & Van Keilegom, Ingrid
- 2013034 Measuring association and dependence between random vectors
by Grothe, Olivier & Schnieders, Julius & Segers, Johan
- 2013033 Bandwidth selection for the estimation of transition probabilities in the location-scale progressive three-state model
by Meira-Machado, Luis & Roca-Pardinas, Javier & Van Keilegom, Ingrid & Cadarso-SuArez, Carmen
- 2013032 Assessing vaccine efficacy in influenza clinical trials: challenges and difficulties
by Dewe, Walthere & Benoit, Anne & Legrand, Catherine
- 2013031 parfm: Parametric Frailty Models in R
by Munda, Marco & Rotolo, Federico & Legrand, Catherine
- 2013030 Modelling multivariate volatility of electricity futures
by Bauwens, Luc & Hafner, Christian & Pierret, Diane
- 2013029 Single index regression models in the presence of censoring depending on the covariates
by Lopez, Olivier & Patilea, Valentin & Van Keilegom, Ingrid
- 2013028 Individual Loss Reserving with the Multivariate Skew Normal Framework
by Pigeon, Mathieu & Antonio, Katrien & Denuit, Michel
- 2013027 Another look at risk apportionment
by Denuit, Michel & Rey, Beatrice
- 2013026 Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality
by Denuit, Michel & Haberman, Steven & Renshaw, Arthur E.
- 2013025 Non-differentiable transformations preserving stochastic dominance
by Denuit, Michel & Eeckhoudt, Louis & Jokung, Octave
- 2013024 Estimation in semiparametric models with missing data
by Chen, Song Xi & Van Keilegom, Ingrid
- 2013023 Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives
by Simar, Leopold & Wilson, Paul
- 2013022 Adaptive Gaussian Inverse Regression with Partially Unknown Operator
by Johannes, Jan & Schwarz, Maik
- 2013021 A simulation procedure based on copulas to generate clustered multi-state survival data
by Rotolo, Federico & Legrand, Catherine & Van Keilegom, Ingrid
- 2013020 On Projection-type Estimators of Multivariate Isotonic Functions
by Daouia, Abdelaati & Park, Byeong
- 2013019 Ordering Functions of Random Vectors, with Application to Partial Sums
by Denuit, Michel & Mesfioui, Mhamed
- 2013018 Bandwidth selection for kernel density estimation with doubly truncated data
by Moreira, Carla & Van Keilegom, Ingrid
- 2013017 On the identifiability of copulas in bivariate competing risks models
by Schwarz, Maik & Jongbloed, Geurt & Van Keilegom, Ingrid
- 2013016 Bayesian P-spline estimation in hierarchical models specified by systems of affine differential equations
by Jaeger, Jonathan & Lambert, Philippe
- 2013015 How to measure the impact of environmental factors in a nonparametric production model
by Badin, Luiza & Daraio, Cinzia & Simar, Leopold
- 2013014 On rate optimal local estimation in functional linear regression
by Johannes, Jan & Schenk, Rudolf
- 2013013 When Ross meets Bell: The linex utility function
by Denuit, Michel & Eeckhoudt, Louis & Schlesinger, Harris
- 2013012 Multivariate Concave and Convex Stochastic Dominance
by Denuit, Michel & Eeckhoudt, Louis & Tsetlin, Ilia & Winkler, Robert
- 2013011 Improving your chances: A new result
by Denuit, Michel & Eeckhoudt, Louis
- 2013010 Quality of fit measures in the framework of quantile regression
by Noh, Hohsuk & El Ghouch, Anouar & Van Keilegom, Ingrid
- 2013009 Nonparametric endogenous post-stratification estimation
by Dahlke, Mark & Breidt, Jay & Opsomer, Jean & Van Keilegom, Ingrid
- 2013008 A Euclidean Likelihood Estimator for Bivariate Tail Dependence
by de Carvalho, Miguel & Oumow, Boris & Segers, Johan & Warchol, Michal
- 2013007 Robust estimation for homoscedastic regression in the secondary analysis of case–control data
by Wei, Jiawei & Carroll, Raymond & Muller, Ursula & Van Keilegom, Ingrid & Chatterjee, Nilanjan
- 2013006 Using Bagidis in nonparametric functional data analysis: Predicting from curves with sharp local features
by Timmermans, Catherine & Delsol, Laurent & von Sachs, Rainer
- 2013005 Worst-case actuarial calculations consistent with single- and multiple-decrement life tables
by Christiansen, Marcus C. & Denuit, Michel
- 2013004 A sufficient condition of crossing type for the bivariate orthant convex order
by Denuit, Michel & Mesfioui, Mhamed
- 2013003 Iterative regularisation in nonparametric instrumental regression
by Johannes, J. & Van Bellegem, S. & Vanhems, A.
- 2013002 Identification of parametric Rasch-type models
by San Martin, Ernesto & Rolin, Jean-Marie
- 2013001 Assessing model adequacy in possibly misspecified quantile regression
by Noh, Hohsuk & El Ghouch, Anouar & Van Keilegom, Ingrid
2012
- 2012036 Optimal T2 control chart with a double sampling scheme - an alternative to the MEWMA chart
by Faraz, A. & Heuchenne, Cedric & Saniga, E.
- 2012035 An M-estimator for tail dependence in arbitrary dimensions
by Einmahl, John H. J. & Krajina, Andrea & Segers, Johan
- 2012034 A functional limit theorem for dependent sequences with infinite variance stable limits
by Basrak, Bojan & Krizmanić, Danijel & Segers, Johan
- 2012033 A statistical approach to central monitoring of data quality in clinical trials
by Venet, David & Doffagne, Erik & Burzykowski, Tomasz & Beckers, Francois & Tellier, Yves & Genevois-Marlin, Eric & Legrand, Catherine
- 2012032 Adaptive estimation of linear functionals in functional linear models
by Johannes, Jan & Schenk, Rudolf
- 2012031 Adaptive functional linear regression
by Comte, Fabienne & Johannes, Jan
- 2012030 Neural modelling of ranking data with an application to stated preference data
by Krier, C. & Mouchart, M. & Oulhaj A.
- 2012029 Efficient model selection in semivarying coefficient models
by Noh, Hohsuk & Van Keilegom, Ingrid
- 2012028 Volatility Models
by Bauwens, L. & Hafner, C. & Laurent, S.
- 2012027 Cross-correlating wavelet coefficients with applications to high-frequency financial time series
by Hafner, Christian
- 2012026 Nonparametric Frontier Estimation from Noisy Data
by Schwarz, M. & Van Bellegem, S. & Florens, J.-P.
- 2012025 Combining thresholding rules: a new way to improve the performance of wavelet estimators
by Autin, Florent & Freyermuth, Jean-Marc & von Sachs, Rainer
- 2012024 Availability of digital dermoscopy in daily practice dramatically reduces the number of excised melanocytic lesions: results from an observational study
by Tromme, Isabelle & Sacre, L & Hammouch, Fatima & Legrand, Catherine & Marot, Liliane & e.a.
- 2012023 A bayesian framework for the ratio of two poisson rates in the context of vaccine efficacy trials Journal
by Laurent, Stephane & Legrand, Catherine
- 2012022 Dynamic stochastic copula models: Estimation, inference and applications
by Hafner, Christian & Manner H.
- 2012021 On the estimation of dynamic conditional correlation models
by Hafner, Christian & Reznikova, O.
- 2012020 Econometric analysis of volatile art markets
by Bocart, Fabian & Hafner, Christian
- 2012019 Regularization of nonparametric frontier estimators
by Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Leopold
- 2012018 Statistical inference for DEA estimators of directional distances
by Simar, Leopold & Vanhems, Anne & Wilson, Paul W.
- 2012017 Instrumental regression in partially linear models
by Florens, Jean-Pierre & Johannes, Jan & Van Bellegem, Sebastien
- 2012016 Convex order and comonotonic conditional mean risk sharing
by Denuit, Michel & Dhaene, Jan
- 2012015 Multivariate Analysis of Premium Dynamics in P&L Insurance
by Lazar, Dorina & Denuit, Michel
- 2012014 Estimation of a general parametric location in censored regression
by Heuchenne, Cedric & Van Keilegom, Ingrid
- 2012013 Jackknife empirical likelihood method for copulas
by Peng, Liang & Qi, Yongcheng & Van Keilegom, Ingrid
- 2012012 Max-stable models for multivariate extremes
by Segers, Johan
- 2012011 Nonparametric estimation of multivariate extreme-value copulas
by Gudendorf, Gordon & Segers, Johan
- 2012010 Efficient parameter estimation in regression with missing responses
by Muller, Ursula & Van Keilegom, Ingrid
- 2012009 Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
by Segers, Johan
- 2012008 Variable selection of varying coefficient models in quantile regression
by Noh, Hohsuk & Chung, Kwanghun & Van Keilegom, Ingrid
- 2012007 Nonparametric Inference for Max-Stable Dependence
by Segers, Johan
- 2012006 Testing conditional asymmetry: A residual-based approach
by Lambert, Philippe & Laurent, Sebastien & Veredas, David
- 2012005 Semi-Markov regime switching interest rate models and minimal entropy measure
by Hunt, Julien & Devolder, Pierre
- 2012004 Regression when both response and predictor are functions
by Ferraty, F. & Van Keilegom, Ingrid & Vieu, P.
- 2012003 Probabilistic characterization of directionaldistances and their robustversions
by Simar, Leopold & Vanhems, Anne
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