Statistical Modeling and Inference

Find here all articles published in the discipline of Statistical Modeling and Inference (STAT)

Journal Articles

1. Lederer, Johannes; von Sachs, Rainer. Simultaneous estimation of stable parameters for multiple autoregressive processes from datasets of nonuniform sizes. In: Journal of Time Series Analysis, (2025). (Accepté/Sous presse). http://hdl.handle.net/2078.1/295090

2. Asenova, Stefka; Segers, Johan. Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments. In: Advances in Applied Probability, (2024). doi:10.1017/apr.2023.46 (Accepté/Sous presse). http://hdl.handle.net/2078.1/282929

3. Hu, Shuang; Peng, Zuoxiang; Segers, Johan. Modeling multivariate extreme value distributions via Markov trees. In: Scandinavian Journal of Statistics : theory and applications, Vol. 51, no. 2, p. 760-800 (2024). doi:10.1111/sjos.12698. http://hdl.handle.net/2078.1/281628

4. Hafner, Christian. Explanatory factors of French retail wine prices. In: Applied Economics Letters, (2024). doi:10.1080/13504851.2023.2266565 (Accepté/Sous presse). http://hdl.handle.net/2078.1/281197

5. Rademacher, Daniel; Krebs, Johannes; von Sachs, Rainer. Statistical inference for wavelet curve estimators of symmetric positive definite matrices. In: Journal of Statistical Planning and Inference, Vol. 231, p. 106140 (2024). doi:10.1016/j.jspi.2023.106140. http://hdl.handle.net/2078.1/283644

6. Janssen, Anja; Segers, Johan. Invariance properties of limiting point processes and applications to clusters of extremes. In: Dependence Modeling, Vol. 12, no.1, p. 20230109 (2024). doi:10.1515/demo-2023-0109. http://hdl.handle.net/2078.1/284859

7. Mourahib, Anas; Kiriliouk, Anna; Segers, Johan. Multivariate generalized Pareto distributions along extreme directions. In: Extremes, (2024). doi:10.1007/s10687-024-00501-4 (Accepté/Sous presse). http://hdl.handle.net/2078.1/292687

8. Hohage, Thorsten; Maréchal, Pierre; Simar, Léopold; Vanhems, Anne. A mollifier approach to the deconvolution of probability densities. In: Econometric Theory, Vol. 40, no. 2, p. 320-359 (2024). doi:10.1017/S0266466622000457. http://hdl.handle.net/2078.1/267997

9. Daraio, Cinzia; Di Leo, Simone; Simar, Léopold. Viable eco‐efficiency targets for waste collection communities. In: Scientific Reports, Vol. 14, p. 15038 (2024). doi:10.1038/s41598-024-66077-y. http://hdl.handle.net/2078.1/292190

10. Fülle, Markus J.; Hafner, Christian; Herwartz, Helmut; Lange, Alexander. BEKKs: An R Package for Estimation of Conditional Volatility of Multivariate Time Series. In: Journal of Statistical Software, (2024). (Accepté/Sous presse). http://hdl.handle.net/2078.1/291591

11. Marion, Rebecca; Lederer, Johannes; Goevarts, Bernadette; von Sachs, Rainer. VC-PCR: A prediction method based on variable selection and clustering. In: Statistica Neerlandica, (2024). doi:10.1111/stan.12358 (Accepté/Sous presse). http://hdl.handle.net/2078.1/292125

12. D’Adamo, Idiano; Daraio, Cinzia; Di Leo, Simone; Simar, Léopold. A Flexible and Sustainable Analysis of Waste Efficiency at the European Level. In: Global Journal of Flexible Systems Management, (2024). doi:10.1007/s40171-024-00416-w (Accepté/Sous presse). http://hdl.handle.net/2078.1/292201

13. Hentschel, Manuel; Engelke, Sebastian; Segers, Johan. Statistical Inference for Hüsler–Reiss Graphical Models Through Matrix Completions. In: Journal of the American Statistical Association, (2024). doi:10.1080/01621459.2024.2371978 (Accepté/Sous presse). http://hdl.handle.net/2078.1/288717

14. Simar, Léopold; Zelenyuk, Valentin; Zhao, Shirong. Inference for aggregate efficiency: Theory and guidelines for practitioners. In: European Journal of Operational Research, Vol. 316, no.1, p. 240-254 (2024). doi:10.1016/j.ejor.2024.01.028. http://hdl.handle.net/2078.1/286920

15. Parmeter, Christopher F.; Simar, Léopold; Van Keilegom, Ingrid; Zelenyuk, Valentin. Inference in the nonparametric stochastic frontier model. In: Econometric Reviews, Vol. 43, no. 7, p. 518-539 (2024). doi:10.1080/07474938.2024.2339193. http://hdl.handle.net/2078.1/286921

16. Pham, Manh; Simar, Léopold; Zelenyuk, Valentin. Statistical Inference for Aggregation of Malmquist Productivity Indices. In: Operations Research, Vol. 72, no. 4, p. 1615-1629 (2024). doi:10.1287/opre.2022.2424. http://hdl.handle.net/2078.1/274651

17. Daraio, Cinzia; Di Leo, Simone; Simar, Léopold. Impact of a Regulatory Target and External Factors on the Waste Efficiency of Italian Municipalities. In: Waste Management and Research, (2024). doi:10.1177/0734242X241262698 (Accepté/Sous presse). http://hdl.handle.net/2078.1/292351

18. Ortega Jiménez, Patricia; Pellerey, Franco; Sordo, Miguel; Suárez-Llorens, Alfonso. Probability equivalent level for CoVaR and VaR. In: Insurance: Mathematics and Economics, Vol. 115, p. 22-35 (2024). doi:10.1016/j.insmatheco.2023.12.004. http://hdl.handle.net/2078.1/288397

19. Daraio, Cinzia; Simar, Léopold. Approximations and inference for envelopment estimators of production frontiers. In: Journal of Productivity Analysis, Vol. 62, no.2, p. 197-215 (2024). doi:10.1007/s11123-024-00726-2. http://hdl.handle.net/2078.1/292189

20. Hafner, Christian; Linton, Oliver B.; Wang, Linqi. Dynamic Autoregressive Liquidity (DArLiQ). In: Journal of Business and Economic Statistics, Vol. 42, no. 2, p. 774-785 (2024). doi:10.1080/07350015.2023.2238790. http://hdl.handle.net/2078.1/281194

21. Hafner, Christian; Wang, Linqi. Dynamic portfolio selection with sector-specific regularization. In: Econometrics and Statistics, (2024). doi:10.1016/j.ecosta.2022.01.001 (Accepté/Sous presse). http://hdl.handle.net/2078.1/258976

22. El Mehdi, Rachida; Hafner, Christian. Panel Stochastic Frontier Analysis with Positive Skewness. In: Computational Economics, (2024). doi:10.1007/s10614-024-10646-w (Accepté/Sous presse). http://hdl.handle.net/2078.1/292582

23. Pircalabelu, Eugen; Claeskens, Gerda. Linear manifold modeling and graph estimation based on multivariate functional data with different coarseness scales. In: Journal of Computational and Graphical Statistics, Vol. 32, no. 2, p. 378-387 (2023). doi:10.1080/10618600.2022.2108818. http://hdl.handle.net/2078.1/264877

24. Simar, Léopold; Wilson, Paul W. Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs. In: Journal of Business and Economic Statistics, Vol. 41, no. 4, p. 1391-1403 (2023). doi:10.1080/07350015.2022.2110882. http://hdl.handle.net/2078.1/267992

25. Oorschot, Jochem; Segers, Johan; Zhou, Chen. Tail inference using extreme U-statistics. In: Electronic Journal of Statistics, Vol. 17, no.1, p. 1113-1159 (2023). doi:10.1214/23-EJS2129. http://hdl.handle.net/2078.1/274252

26. Simar, Léopold; Zelenyuk, Valentin; Zhao, Shirong. Further Improvements of Finite Sample Approximation of Central Limit Theorems for Envelopment Estimators. In: Journal of Productivity Analysis, Vol. 59, no.2, p. 189-194 (2023). doi:10.1007/s11123-023-00661-8. http://hdl.handle.net/2078.1/274616

27. Fall, François Seck; Tchakoute Tchuigoua, Hubert; Vanhems, Anne; Simar, Léopold. Investigating the unobserved heterogeneity effect on outreach to women: lessons from microfinance institutions. In: Annals of Operations Research, Vol. 328, no. 2, p. 1365-1386 (2023). doi:10.1007/s10479-023-05353-y. http://hdl.handle.net/2078.1/274667

28. Plassier, Vincent; Portier, François; Segers, Johan. Risk bounds when learning infinitely many response functions by ordinary linear regression. In: Annales de l'Institut Henri Poincare. B, Probability and Statistics, Vol. 59, no.1, p. 53-78 (2023). doi:10.1214/22-AIHP1259. http://hdl.handle.net/2078.1/271638

29. Fève, Frédérique; Florens, Jean-Pierre; Simar, Léopold. Proportional incremental cost probability functions and their frontiers. In: Empirical Economics, Vol. 64, no. 6, p. 2721-2756 (2023). doi:10.1007/s00181-023-02386-x. http://hdl.handle.net/2078.1/274664

30. Hafner, Christian; Herwartz, Helmut. Correlation impulse response functions. In: Finance Research Letters, Vol. 57, p. 104176 (2023). doi:10.1016/j.frl.2023.104176. http://hdl.handle.net/2078.1/281209

31. Hafner, Christian; Herwartz, Helmut. Asymmetric volatility impulse response functions. In: Economics Letters, Vol. 222, p. 110968 (2023). doi:10.1016/j.econlet.2022.110968. http://hdl.handle.net/2078.1/281207

32. Kreyenfeld, Michaela; Konietzka, Dirk; Lambert, Philippe; Ramos, Vincent Jerald. Second Birth Fertility in Germany: Social Class, Gender, and the Role of Economic Uncertainty. In: European Journal of Population, Vol. 39, no. 5 (2023). doi:10.1007/s10680-023-09656-5. http://hdl.handle.net/2078.1/273300

33. Lambert, Philippe. Nonparametric density estimation and risk quantification from tabulated sample moments. In: Insurance: Mathematics and Economics, Vol. 108, p. 177-189 (2023). doi:10.1016/j.insmatheco.2022.12.004. http://hdl.handle.net/2078.1/269362

34. Lambert, Philippe. Comments on: Nonparametric estimation in mixture cure models with covariates. In: Test, Vol. 32, p. 506-509 (2023). doi:10.1007/s11749-023-00860-3. http://hdl.handle.net/2078.1/277704

35. Asenova, Stefka; Segers, Johan. Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler–Reiss distributions. In: Extremes, Vol. 26, no. 3, p. 433-468 (2023). doi:10.1007/s10687-023-00467-9. http://hdl.handle.net/2078.1/275073

36. Simar, Léopold; Wilson, Paul. Another Look at Productivity Growth in Industrialized Countries. In: Journal of Productivity Analysis, Vol. 60, no. 3, p. 257-272 (2023). doi:10.1007/s11123-023-00689-w. http://hdl.handle.net/2078.1/278736

37. Lambert, Philippe; Gressani , Oswaldo. Penalty parameter selection and asymmetry corrections to Laplace approximations in Bayesian P-splines models. In: Statistical Modelling, Vol. 23, no.5-6, p. 409-423 (2023). doi:10.1177/1471082X231181173. http://hdl.handle.net/2078.1/279573

38. Bocart, Fabian Y.R.P.; Hafner, Christian; Kasperskaya, Yulia; Sagarra, Marti. Investing in superheroes? Comic art as a new alternative investment. In: The Journal of Alternative Investments, Vol. 25, no. 3, p. 9-27 (2023). doi:10.3905/jai.2022.1.174. http://hdl.handle.net/2078.1/265598

39. Clémençon, Stéphan; Jalalzai, Hamid; Lhaut, Stéphane; Sabourin, Anne; Segers, Johan. Concentration bounds for the empirical angular measure with statistical learning applications. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 29, no.4, p. 2797-2827 (2023). doi:10.3150/22-BEJ1562. http://hdl.handle.net/2078.1/277537

40. Hafner, Christian; Wang, Linqi. A dynamic conditional score model for the log correlation matrix. In: Journal of Econometrics, Vol. 237, no. 2, part B, p. 105176 (2023). doi:10.1016/j.jeconom.2021.09.004. http://hdl.handle.net/2078.1/258975

41. Hafner, Christian; Herwartz, Helmut. Dynamic score driven independent component analysis. In: Journal of Business and Economic Statistics, Vol. 41, no. 2, p. 298-308 (2023). doi:10.1080/07350015.2021.2013244. http://hdl.handle.net/2078.1/258973

42. Mathieu, Sophie; Lefèvre, Laure; von Sachs, Rainer; Delouille, Véronique; Ritter, Christian; Clette, Frédéric. Nonparametric monitoring of sunspot number observations. In: Journal of Quality Technology, Vol. 55, no. 1, p. 104-118 (2023). doi:10.1080/00224065.2022.2041376. http://hdl.handle.net/2078.1/258343

43. Nguyen, Bao Hoang; Simar, Léopold; Zelenyuk, Valentin. Data sharpening for improving central limit theorem approximations for data envelopment analysis-type efficiency estimators. In: European Journal of Operational Research, Vol. 303, no.3, p. 1469-1480 (2022). doi:10.1016/j.ejor.2022.03.038. http://hdl.handle.net/2078.1/267847

44. Lhaut, Stéphane; Sabourin, Anne; Segers, Johan. Uniform concentration bounds for frequencies of rare events. In: Statistics & Probability Letters, Vol. 189, p. 109610 (2022). doi:10.1016/j.spl.2022.109610. http://hdl.handle.net/2078.1/263682

45. Hafner, Christian; Majeri, Sabrine. Analysis of cryptocurrency connectedness based on network to transaction volume ratios. In: Digital Finance, Vol. 4, p. 187-216 (2022). doi:10.1007/s42521-022-00054-w. http://hdl.handle.net/2078.1/265601

46. Orsi, Renzo; Mouchart, Michel; Wunsch, Guillaume. Causality in Econometric Modeling : From Theory to Structural Causal Modeling. In: Journal of Econometrics and Statistics, Vol. 2, no.1, p. 61-90 (2022). http://hdl.handle.net/2078.1/264319

47. Kyriakopoulou, Dimitra; Hafner, Christian. Reconciling negative return skewness with positive time-varying risk premia. In: Econometric Reviews, Vol. 41, no.8, p. 877-894 (2022). doi:10.1080/07474938.2022.2072323. http://hdl.handle.net/2078.1/265596

48. Chau, Joris; von Sachs, Rainer. Time-varying spectral matrix estimation via intrinsic wavelet regression for surfaces of Hermitian positive definite matrices. In: Computational Statistics & Data Analysis, Vol. 174, p. 107477 (2022). doi:10.1016/j.csda.2022.107477. http://hdl.handle.net/2078.1/259687

49. Wunsch, Guillaume; Russo, Federica; Mouchart, Michel; Orsi, Renzo. Time and causality in the social sciences. In: Time & Society, Vol. 31, no. 2, p. 177-204 (2022). doi:10.1177/0961463X211029488. http://hdl.handle.net/2078.1/254443

50. Pircalabelu, Eugen; Artemiou, Andreas. High-dimensional Sufficient Dimension Reduction through principal projections. In: Electronic Journal of Statistics, Vol. 16, no. 1, p. 1804-1830 (2022). http://hdl.handle.net/2078.1/258818

51. Mordant, Gilles; Segers, Johan. Measuring dependence between random vectors via optimal transport. In: Journal of Multivariate Analysis, Vol. 189, p. 104912 (2022). doi:10.1016/j.jmva.2021.104912. http://hdl.handle.net/2078.1/254444

52. Yang, Bingduo; Cai, Zongwu; Hafner, Christian; Liu, Guannan. Time-Varying Mixture Copula Models with Copula Selection. In: Statistica Sinica, Vol. 32, p. 1049-1077 (2022). http://hdl.handle.net/2078.1/258923

53. Haedo, Christian; Mouchart, Michel. Two-mode clustering through profiles of regions and sectors. In: Empirical Economics, Vol. 63, p. 1971-1996 (2022). doi:10.1007/s00181-022-02201-z. http://hdl.handle.net/2078.1/259444

54. Beretta, Alessandro; Heuchenne, Cédric; Restaino, Marialuisa. Competing risks proportional-hazards cure model and generalized extreme value regression: an application to bank failures and acquisitions in the United States. In: Journal of Applied Statistics, Vol. 49, no. 16, p. 4162-4180 (2022). doi:10.1080/02664763.2021.1973386. http://hdl.handle.net/2078.1/251423

55. Hafner, Christian; Herwartz, Helmut; Maxand, Simone. Identification of structural multivariate GARCH models. In: Journal of Econometrics, Vol. 227, no. 1, p. 212-227 (2022). doi:10.1016/j.jeconom.2020.07.019. http://hdl.handle.net/2078.1/238805

56. Heuchenne, Cédric; Jacquemain, Alexandre. Inference for monotone single-index conditional means: a Lorenz regression approach. In: Computational Statistics & Data Analysis, Vol. 167, p. 107347 (2022). doi:10.1016/j.csda.2021.107347. http://hdl.handle.net/2078.1/251823

57. Leluc, Rémi; Portier, François; Segers, Johan. Control variate selection for Monte Carlo integration. In: Statistics and Computing, Vol. 31, no. 50 (2021). doi:10.1007/s11222-021-10011-z. http://hdl.handle.net/2078.1/248899

58. Lambert, Philippe. Fast Bayesian inference using Laplace approximations in nonparametric double additive location-scale models with right- and interval-censored data. In: Computational Statistics & Data Analysis, Vol. 161, p. 107250 (2021). doi:10.1016/j.csda.2021.107250. http://hdl.handle.net/2078.1/254853

59. Yang, Bingduo; Hafner, Christian; Liu, Guannan; Long, Wei. Semiparametric estimation and variable selection for single-index copula models. In: Journal of Applied Econometrics, Vol. 36, no.7, p. 962-988 (2021). doi:10.1002/jae.2812. http://hdl.handle.net/2078.1/258974

60. Daouia, Abdelaati; Florens, Jean-Pierre; Simar, Léopold. Robustified expected maximum production frontiers. In: Econometric Theory, Vol. 37, no. 2, p. 346-387 (2021). doi:10.1017/S0266466620000171. http://hdl.handle.net/2078.1/229043

61. Bibal, Adrien; Marion, Rebecca; von Sachs, Rainer; Frénay, Benoît. BIOT: Explaining Multidimensional Nonlinear MDS Embeddings using the Best Interpretable Orthogonal Transformation. In: Neurocomputing, Vol. 453, p. 109-118 (2021). doi:10.1016/j.neucom.2021.04.088. http://hdl.handle.net/2078/246070

62. Einmahl, John H. J.; Segers, Johan. Empirical tail copulas for functional data. In: Annals of Statistics, Vol. 49, no. 5, p. 2672-2696 (2021). doi:10.1214/21-AOS2050. http://hdl.handle.net/2078.1/243712

63. El Mehdi, Rachida; Hafner, Christian. Panel stochastic frontier analysis with dependent error terms. In: International Econometric Review, Vol. 13, no.2, p. 24-40 (2021). doi:10.33818/ier.1033722. http://hdl.handle.net/2078.1/258972

64. Pircalabelu, Eugen; Artemiou, Andreas. Graph informed sliced inverse regression. In: Computational Statistics & Data Analysis, Vol. 164, p. 107302 (2021). doi:10.1016/j.csda.2021.107302. http://hdl.handle.net/2078.1/258810

65. Kneip, Alois; Simar, Léopold; Wilson, Paul W. Inference in Dynamic, Nonparametric Models of Production: Central Limit Theorems for Malmquist Indices. In: Econometric Theory, Vol. 37, no.3, p. 537-572 (2021). doi:10.1017/s0266466620000237. http://hdl.handle.net/2078.1/248896

66. Hafner, Christian; Kyriakopoulou, Dimitra. Exponential-Type GARCH Models With Linear-in-Variance Risk Premium. In: Journal of Business & Economic Statistics, Vol. 39, no. 2, p. 589-603 (2021). doi:10.1080/07350015.2019.1691564. http://hdl.handle.net/2078.1/238811

67. Hallin, Marc; Mordant, Gilles; Segers, Johan. Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance. In: Electronic Journal of Statistics, Vol. 15, no. 1, p. 1328-1371 (2021). doi:10.1214/21-EJS1816. http://hdl.handle.net/2078.1/243715

68. Beretta, Alessandro; Heuchenne, Cédric. penPHcure: Variable Selection in Proportional Hazards Cure Model with Time-Varying Covariates. In: The R Journal, Vol. 31, no.1, p. 116-129 (2021). http://hdl.handle.net/2078.1/251426

69. Asenova, Stefka Kirilova; Mazo, Gildas; Segers, Johan. Inference on extremal dependence in the domain of attraction of a structured Hüsler–Reiss distribution motivated by a Markov tree with latent variables. In: Extremes, Vol. 24, p. 461-500 (2021). doi:10.1007/s10687-021-00407-5. http://hdl.handle.net/2078.1/243714

70. Nguyen, Quoc-Thông; Giner-Bosch, Vicent; Tran, Kim Duc; Heuchenne, Cédric; Tran, Kim Phuc. One-sided variable sampling interval EWMA control charts for monitoring the multivariate coefficient of variation in the presence of measurement errors. In: International Journal of Advanced Manufacturing Technology, , no.5-6, p. 19174938 (2021). http://hdl.handle.net/2078.1/251432

71. Bazgour, Tarik; Heuchenne, Cédric; Hübner, Georges; Sougné, Danielle. How do volatility regimes affect the pricing of quality and liquidity in the stock market?. In: Studies in Nonlinear Dynamics and Econometrics, Vol. 25, no.1, p. 20180127 (2021). doi:10.1515/snde-2018-0127. http://hdl.handle.net/2078.1/251460

72. Gressani, Oswaldo; Lambert, Philippe. Laplace approximations for fast Bayesian inference in generalized additive models based on P-splines. In: Computational Statistics & Data Analysis, Vol. 154, p. 107088 (2021). doi:10.1016/j.csda.2020.107088. http://hdl.handle.net/2078.1/254851

73. Fall, François Seck; Tchuigoua, Hubert Tchakoute; Vanhems, Anne; Simar, Léopold. Gender effect on microfinance social efficiency: A robust nonparametric approach. In: European Journal of Operational Research, Vol. 295, no. 2, p. 744-757 (2021). doi:10.1016/j.ejor.2021.03.020. http://hdl.handle.net/2078.1/244686

74. Daraio, Cinzia; Simar, Léopold; Wilson, Paul W. Quality as a Latent Heterogeneity Factor in the Efficiency of Universities. In: Economic Modelling, Vol. 99, no. June 2021, p. 105485 (2021). doi:10.1016/j.econmod.2021.03.004. http://hdl.handle.net/2078.1/244684

75. Mastromarco, Camilla; Simar, Léopold. Latent heterogeneity to evaluate the effect of human capital on world technology frontier. In: Journal of Productivity Analysis, Vol. 55, p. 71–89 (2021). doi:10.1007/s11123-021-00597-x. http://hdl.handle.net/2078.1/244680

76. Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano; von Sachs, Rainer. Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. In: Journal of Econometrics, Vol. 222, no. 1, part B, p. 324-343 (2021). doi:10.1016/j.jeconom.2020.07.004. http://hdl.handle.net/2078.1/224107

77. Mastromarco, Camilla; Simar, Léopold; Zelenyuk, Valentin. Predicting recessions with a frontier measure of output gap: an application to Italian economy. In: Empirical Economics, Vol. 60, p. 2701–2740 (2021). doi:10.1007/s00181-021-02029-z. http://hdl.handle.net/2078.1/244682

78. Mordant, Gilles; Segers, Johan. Maxima and near-maxima of a Gaussian random assignment field. In: Statistics & Probability Letters, Vol. 173, no. June 2021, p. 109087 (2021). doi:10.1016/j.spl.2021.109087. http://hdl.handle.net/2078.1/244432

79. Chau, Joris; von Sachs, Rainer. Intrinsic wavelet regression for curves of Hermitian positive definite matrices. In: Journal of the American Statistical Association, Vol. 116, no.534, p. 819-832 (2021). doi:10.1080/01621459.2019.1700129. http://hdl.handle.net/2078.1/263657

80. Tran, Phuong Hanh; Heuchenne, Cédric; Nguyen, Huu Du; Marie, Hélène. Monitoring Coefficient of Variation using One-Sided Run Rules control charts in the presence of Measurement Errors. In: Journal of Applied Statistics, Vol. 48, no.12, p. 2178-2204 (2021). doi:10.1080/02664763.2020.1787356. http://hdl.handle.net/2078.1/251589

81. Tran, Phuong Hanh; Heuchenne, Cédric. Monitoring the coefficient of variation using variable sampling interval CUSUM control charts. In: Journal of Statistical Computation and Simulation, Vol. 91, no.3, p. 501-521 (2021). doi:10.1080/00949655.2020.1819278. http://hdl.handle.net/2078.1/251595

82. De Backer, Mickaël; El Ghouch, Anouar; Van Keilegom, Ingrid. Linear Censored Quantile Regression: A Novel Minimum‐Distance Approach. In: Scandinavian Journal of Statistics, Vol. 47, no. 4, p. 1275-1306 (2020). doi:10.1111/sjos.12475. http://hdl.handle.net/2078.1/230891

83. Heuchenne, Cédric; De uña Alvarez, Jacobo; Laurent, Géraldine. Supplementary material for Estimation from cross-sectional data under a semiparametric truncation model. In: Biometrika, (2020). (Accepté/Sous presse). http://hdl.handle.net/2078.1/251414

84. Park, Byeong U.; Simar, Léopold; Zelenyuk, Valentin. Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008). In: Empirical Economics, Vol. 58, p. 379-392 (2020). doi:10.1007/s00181-019-01708-2. http://hdl.handle.net/2078.1/216348

85. Hafner, Christian; Linton, Oliver; Tang, Haihan. Estimation of a multiplicative correlation structure in the large dimensional case. In: Journal of Econometrics, Vol. 217, no.2, p. 431-470 (2020). doi:10.1016/j.jeconom.2019.12.012. http://hdl.handle.net/2078.1/238812

86. Féraud, Baptiste; Martineau, Estelle; Leenders, Justine; Govaerts, Bernadette; de Tullio, Pascal; Giraudeau, Patrick. Combining rapid 2D NMR experiments with novel pre-processing workflows and MIC quality measures for metabolomics. In: Metabolomics, Vol. 16, no.4 (2020). doi:10.1007/s11306-020-01662-6. http://hdl.handle.net/2078.1/230906

87. ‬Saghir, Aamir‭; Aslam, Muhammad‭; Faraz, Alireza‭; Ahmad, Liaquat‭; Heuchenne, Cédric. Monitoring process variation using modified EWMA. In: Quality and Reliability Engineering International, Vol. 36, no.1, p. 328-339 (2020). doi:10.1002/qre.2576. http://hdl.handle.net/2078.1/251455

88. Molenberghs, Geert; Buyse, Marc; Abrams, Steven; Hens, Niel; Beutels, Philippe; Faes, Christel; Verbeke, Geert; Van Damme, Pierre; Goossens, Herman; Neyens, Thomas; Herzog, Sereina; Theeten, Heidi; Pepermans, Koen; Abad, Ariel Alonso; Van Keilegom, Ingrid; Speybroeck, Niko; Legrand, Catherine; De Buyser, Stefanie; Hulstaert, Frank. Infectious diseases epidemiology, quantitative methodology, and clinical research in the midst of the COVID-19 pandemic: Perspective from a European country. In: Contemporary Clinical Trials, Vol. 99, p. 106189 (2020). doi:10.1016/j.cct.2020.106189. http://hdl.handle.net/2078.1/237498

89. Beyene, Kassu Mehari; El Ghouch, Anouar. Smoothed time‐dependent receiver operating characteristic curve for right censored survival data. In: Statistics in Medicine, Vol. 39, no.24, p. 3373-3396 (2020). doi:10.1002/sim.8671. http://hdl.handle.net/2078.1/242815

90. Pircalabelu, Eugen; Claeskens, Gerda. Community-Based Group Graphical Lasso. In: Journal of Machine Learning Research, Vol. 21, no. 64, p. 1-32 (2020). (Accepté/Sous presse). http://hdl.handle.net/2078.1/228780

91. Simar, Léopold; Zelenyuk, Valentin. Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores. In: European Journal of Operational Research, Vol. 284, no. 1 August 2020, p. 1002-1015 (2020). doi:10.1016/j.ejor.2020.01.036. http://hdl.handle.net/2078.1/229042

92. Bravo, Francesco; Escanciano, Juan Carlos; Van Keilegom, Ingrid. Two-Step Semiparametric Empirical Likelihood Inference. In: Annals of Statistics, Vol. 48, no. 1, p. 1-26 (2020). doi:10.1214/18-AOS1788. http://hdl.handle.net/2078.1/219406

93. Simar, Léopold; Wilson, Paul. Hypothesis Testing in Nonparametric Models of Production using Multiple Sample Splits. In: Journal of Productivity Analysis, Vol. 53, p. 287–303 (2020). http://hdl.handle.net/2078.1/229044

94. von Sachs, Rainer. Nonparametric Spectral Analysis of Multivariate Time Series. In: Annual Review of Statistics and Its Application, Vol. 7, no. 1, p. 361-386 (2020). doi:10.1146/annurev-statistics-031219-041138. http://hdl.handle.net/2078.1/224113

95. Noh, Hohsuk; Van Keilegom, Ingrid. On relaxing the distributional assumption of stochastic frontier models. In: Journal of the Korean Statistical Society, Vol. 49, p. 1–14 (2020). doi:10.1007/s42952-019-00011-1. http://hdl.handle.net/2078.1/219446

96. Florens, Jean-Pierre; Simar, Léopold; Van Keilegom, Ingrid. Estimation of the Boundary of a Variable observed with Symmetric Error. In: Journal of the American Statistical Association, Vol. 115, no. 529, p. 425-441 (2020). doi:10.1080/01621459.2018.1555093. http://hdl.handle.net/2078.1/214601

97. Hafner, Christian. Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility. In: Journal of Financial Econometrics, Vol. 18, no. 2, p. 233–249 (2020). doi:10.1093/jjfinec/nby023. http://hdl.handle.net/2078.1/218031

98. Patilea, Valentin; Van Keilegom, Ingrid. A general approach for cure models in survival analysis. In: Annals of Statistics, Vol. 48, no. 4, p. 2323-2346 (2020). doi:10.1214/19-AOS1889. http://hdl.handle.net/2078.1/219466

99. Hafner, Christian. The Spread of the Covid-19 Pandemic in Time and Space. In: International Journal of Environmental Research and Public Health, Vol. 17, no.11, p. 3827 (2020). doi:10.3390/ijerph17113827. http://hdl.handle.net/2078.1/238815

100. Delsol, Laurent; Van Keilegom, Ingrid. Semiparametric M-estimation with non-smooth criterion functions. In: Annals of the Institute of Statistical Mathematics, Vol. 72, p. 577-605 (2020). doi:10.1007/s10463-018-0700-y. http://hdl.handle.net/2078.1/219405

101. Segers, Johan. One- versus multi-component regular variation and extremes of Markov trees. In: Advances in Applied Probability, Vol. 52, no.3, p. 855-878 (2020). doi:10.1017/apr.2020.22. http://hdl.handle.net/2078.1/238301

102. Bocart, Fabian; Ghysels, Eric; Hafner, Christian. Monthly Art Market Returns. In: Journal of Risk and Financial Management, Vol. 13, no.5, p. 100 (2020). doi:10.3390/jrfm13050100. http://hdl.handle.net/2078.1/238816

103. Manteiga, Wenceslao González; Heuchenne, Cédric; Sellero, César Sánchez; Beretta, Alessandro. Goodness-of-fit tests for censored regression based on artificial data points. In: TEST, Vol. 29, p. 599-615 (2020). doi:10.1007/s11749-019-00662-6. http://hdl.handle.net/2078.1/218813

104. Deresa, Negera Wakgari; Van Keilegom, Ingrid. Flexible parametric model for survival data subject to dependent censoring. In: Biometrical journal, Vol. 62, no. 1, p. 136-156 (2020). doi:10.1002/bimj.201800375. http://hdl.handle.net/2078.1/219467

105. Heuchenne, Cédric; De uña Alvarez, Jacobo; Laurent, Géraldine. Estimation from cross-sectional data under a semiparametric truncation model. In: Biometrika, Vol. 107, no.2, p. 449–465 (2020). doi:10.1093/biomet/asaa002. http://hdl.handle.net/2078.1/251403

106. Chown, Justin; Heuchenne, Cédric; Van Keilegom, Ingrid. The nonparametric location-scale mixture cure model. In: TEST, Vol. 29, p. 1008–1028 (2020). doi:10.1007/s11749-019-00698-8. http://hdl.handle.net/2078.1/251418

107. Beyene, Kassu M.; El Ghouch, Anouar; Oulhaj, Abderrahim. On the validity of time‐dependent AUC estimation in the presence of cure fraction. In: Biometrical Journal, Vol. 61, no. 6, p. 1430-1447 (2019). doi:10.1002/bimj.201800376. http://hdl.handle.net/2078.1/219626

108. Lambert, Philippe; Bremhorst, Vincent. Estimation and identification issues in the promotion time cure model when the same covariates influence long- and short-term survival. In: Biometrical Journal, Vol. 61, no. 2, p. 275-289 (2019). doi:10.1002/bimj.201700250. http://hdl.handle.net/2078.1/209408

109. Chiapino, Maël; Sabourin, Anne; Segers, Johan. Identifying groups of variables with the potential of being large simultaneously. In: Extremes, Vol. 22, no. 2, p. 193-222 (2019). doi:10.1007/s10687-018-0339-3. http://hdl.handle.net/2078.1/211880

110. Gorrostieta, Cristina; Ombao, Hernando; von Sachs, Rainer. Time-Dependent Dual-Frequency Coherence in Multivariate Non-Stationary Time Series. In: Journal of Time Series Analysis, Vol. 40, p. 3-22 (2019). doi:10.1111/jtsa.12408. http://hdl.handle.net/2078.1/203145

111. Bremhorst, Vincent; Kreyenfeld, Michaela; Lambert, Philippe. Nonparametric double additive cure survival models: an application to the estimation of the nonlinear effect of age at first parenthood on fertility. In: Statistical Modelling : an international journal, Vol. 19, no. 3, p. 248-275 (2019). doi:10.1177/1471082X18784685. http://hdl.handle.net/2078.1/189284

112. Tran, Kim Phuc; Heuchenne, Cédric; Balakrishnan, Narayanaswamy. On the performance of coefficient of variation charts in the presence of measurement errors. In: Quality and Reliability Engineering International, Vol. 35, p. 329-350 (2019). doi:10.1002/qre.2402; 10.1002/qre.2402. http://hdl.handle.net/2078.1/207878

113. Daniel, Betty; Hafner, Christian; Manner, Hans; Simar, Léopold. Asymmetries in Business Cycles and the Role of Oil Prices. In: Macroeconomic Dynamics, Vol. 23, p. 1622-1648 (2019). doi:10.1017/S1365100517000360. http://hdl.handle.net/2078.1/187200

114. Asmussen, Soren; Ivanovs, Jevgenijs; Segers, Johan. On the longest gap between power-rate arrivals. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 25, no. 1, p. 375-394 (2019). doi:10.3150/17-BEJ990. http://hdl.handle.net/2078.1/191354

115. Tran, Kim Phuc; Nguyen, Huu Du; Tran, Phuong Hanh; Heuchenne, Cédric. On the performance of CUSUM control charts for monitoring the coefficient of variation with measurement errors. In: International Journal of Advanced Manufacturing Technology, Vol. 104, p. 1903–1917 (2019). doi:10.1007/s00170-019-03987-6. http://hdl.handle.net/2078.1/251453

116. Pircalabelu, Eugen; Gerda Claeskens. Zoom-in/out joint graphical lasso for different coarseness scales. In: Journal of the Royal Statistical Society. Series C, Applied statistics, Vol. 69, no. 1, p. 47–67 (2019). http://hdl.handle.net/2078.1/219725

117. De Backer, Mickaël; El Ghouch, Anouar; Van Keilegom, Ingrid. An Adapted Loss Function for Censored Quantile Regression. In: Journal of the American Statistical Association, Vol. 114, no. 527, p. 1126-1137 (2019). doi:10.1080/01621459.2018.1469996. http://hdl.handle.net/2078.1/219403

118. Chen, Cathy Yi-Hsuan; Hafner, Christian. Sentiment-Induced Bubbles in the Cryptocurrency Market. In: Journal of Risk and Financial Management, Vol. 12, no. 2, p. 1-12 (2019). doi:10.3390/jrfm12020053. http://hdl.handle.net/2078.1/227966

119. Mammen, Enno; Van Keilegom, Ingrid; Yu, Kyusang. Expansion for moments of regression quantiles with applications to nonparametric testing. In: Bernoulli, Vol. 25, no.2, p. 793-827 (2019). doi:10.3150/17-bej986. http://hdl.handle.net/2078.1/219400

120. Neumeyer, Natalie; Van Keilegom, Ingrid. Bootstrap of residual processes in regression: to smooth or not to smooth?. In: Biometrika, Vol. 106, no.2, p. 385-400 (2019). doi:10.1093/biomet/asz009. http://hdl.handle.net/2078.1/219402

121. Portier, François; Segers, Johan. Monte Carlo integration with a growing number of control variates. In: Journal of Applied Probability, Vol. 56, no. 4, p. 1168-1186 (2019). doi:10.1017/jpr.2019.78. http://hdl.handle.net/2078.1/218811

122. Bouezmarni, Taoufik; Camirand Lemyre, Félix; El Ghouch, Anouar. Estimation of a bivariate conditional copula when a variable is subject to random right censoring. In: Electronic Journal of Statistics, Vol. 13, no.2, p. 5044-5087 (2019). doi:10.1214/19-ejs1645. http://hdl.handle.net/2078.1/224329

123. Vanhems, Anne; Van Keilegom, Ingrid. ESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITY. In: Econometric Theory, Vol. 35, no.1, p. 73-110 (2018). doi:10.1017/s0266466618000026. http://hdl.handle.net/2078.1/219398

124. Bertrand, Aurélie; Van Keilegom, Ingrid; Legrand, Catherine. Flexible parametric approach to classical measurement error variance estimation without auxiliary data : Classical Measurement Error Variance Estimation. In: Biometrics, Vol. 75, no. 1, p. 297-307 (2019). doi:10.1111/biom.12960. http://hdl.handle.net/2078.1/214798

125. Bădin, Luiza; Daraio, Cinzia; Simar, Léopold. A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures. In: European Journal of Operational Research, Vol. 277, p. 784-797 (2019). doi:10.1016/j.ejor.2019.02.054. http://hdl.handle.net/2078.1/214611

126. Simar, Léopold; W. Wilson, Paul. Central limit theorems and inference for sources of productivity change measured by nonparametric Malmquist indices. In: European Journal of Operational Research, Vol. 277, no.2, p. 756-769 (2019). doi:10.1016/j.ejor.2019.02.040. http://hdl.handle.net/2078.1/215489

127. Mathieu, Sophie; von Sachs, Rainer; Ritter, Christian; Delouille, Véronique; Lefèvre, Laure. UNCERTAINTY QUANTIFICATION IN SUNSPOT COUNTS. In: The Astrophysical Journal, Vol. 886, no. 7, p. 14 pp (2019). doi:10.3847/1538-4357/ab4990. http://hdl.handle.net/2078.1/220927

128. Nguyen, Huu Du; Tran, Kim Phuc; Heuchenne, Cédric. Monitoring the ratio of two normal variables using variable sampling interval exponentially weighted moving average control charts. In: Quality and Reliability Engineering International, Vol. 35, p. 439-460 (2019). doi:10.1002/qre.2412. http://hdl.handle.net/2078.1/207880

129. Amico, Maïlis; Van Keilegom, Ingrid; Legrand, Catherine. The Single-Index/Cox Mixture Cure Model. In: Biometrics, Vol. 75, p. 452-462 (2019). doi:10.1111/biom.12999. http://hdl.handle.net/2078.1/214788

130. Escobar-Bach, Mikael; Van Keilegom, Ingrid. Non-parametric cure rate estimation under insufficient follow-up by using extremes. In: Journal of the Royal Statistical Society: Series B (Statistical Methodology), Vol. 81, no. 5, p. 861-880 (2019). doi:10.1111/rssb.12334. http://hdl.handle.net/2078.1/219454

131. Gao, Zhengyuan; Hafner, Christian. Looking Backward and Looking Forward. In: Econometrics, Vol. 7, no.2, p. article 27 (2019). doi:10.3390/econometrics7020027. http://hdl.handle.net/2078.1/218030

132. Colling, Benjamin; Van Keilegom, Ingrid. Estimation of fully nonparametric transformation models. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 25, no. 4B, p. 3762-3795 (2019). http://hdl.handle.net/2078.1/219441

133. Vettori, Sabrina; Huser, Raphaël; Segers, Johan; Genton, Marc G. Bayesian model averaging over tree-based dependence structures for multivariate extremes. In: Journal of Computational and Graphical Statistics, Vol. 29, no. 1, p. 174-190 (2020). doi:10.1080/10618600.2019.1647847. http://hdl.handle.net/2078.1/218809

134. Wunsch, Guillaume; Mouchart, Michel; Russo, Federica. Examining Cause-Effect Relations in the Social Sciences A Structural Causal Modelling Approach. In: STAtOR, Vol. 3, no.September, p. 18-22 (2019). http://hdl.handle.net/2078.1/223038

135. Kiriliouk, Anna; Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer L. Peaks over thresholds modelling with multivariate generalized Pareto distributions. In: Technometrics, Vol. 61, no. 1, p. 123-135 (2019). doi:10.1080/00401706.2018.1462738. http://hdl.handle.net/2078.1/197273

136. Racine, Jeffrey S.; Van Keilegom, Ingrid. A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test. In: Journal of Business & Economic Statistics, , p. 1-12 (2019). doi:10.1080/07350015.2019.1574227. http://hdl.handle.net/2078.1/219436

137. Sujica, Aleksandar; Van Keilegom, Ingrid. The copula-graphic estimator in censored nonparametric location-scale regression models. In: Econometrics and Statistics, Vol. 7, no.C, p. 89-114 (2018). doi:10.1016/j.ecosta.2017.07.002. http://hdl.handle.net/2078.1/219393

138. Mastromarco, Camilla; Simar, Léopold. Globalization and productivity: A robust nonparametric world frontier analysis. In: Economic Modelling, Vol. 69, p. 134–149 (2018). doi:10.1016/j.econmod.2017.09.015. http://hdl.handle.net/2078.1/189242

139. Einmahl, John H. J.; Kiriliouk, Anna; Segers, Johan. A continuous updating weighted least squares estimator of tail dependence in high dimensions. In: Extremes : statistical theory and applications in science, engineering and economics, Vol. 21, no. 2, p. 205-233 (2018). doi:10.1007/s10687-017-0303-7. http://hdl.handle.net/2078.1/189240

140. Steland, Ansgar; von Sachs, Rainer. Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage. In: Stochastic Processes and their Applications, Vol. 128, no. 8, p. 2816-2855 (2018). doi:10.1016/j.spa.2017.10.007. http://hdl.handle.net/2078.1/191604

141. Gressani, Oswaldo; Lambert, Philippe. Fast Bayesian inference using Laplace approximations in a flexible promotion time cure model based on P-splines. In: Computational Statistics & Data Analysis, Vol. 124, no.August 2018, p. 151-167 (2018). doi:10.1016/j.csda.2018.02.007. http://hdl.handle.net/2078.1/196583

142. Chau, Van Vinh; Ombao, Hernando; von Sachs, Rainer. Intrinsic data depth for Hermitian positive definite matrices. In: Journal of Computational and Graphical Statistics, Vol. 28, no. 2, p. 427-439 (2019). doi:10.1080/10618600.2018.1537926. http://hdl.handle.net/2078.1/208820

143. Beretta, Alessandro; Heuchenne, Cédric. Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures. In: Journal of Applied Statistics, Vol. 46, no. 9, p. 1529-1549 (2019). doi:10.1080/02664763.2018.1554627 (Accepté/Sous presse). http://hdl.handle.net/2078.1/208979

144. Bücher, Axel; Segers, Johan. Inference for heavy tailed stationary time series based on sliding blocks. In: Electronic Journal of Statistics, Vol. 12, no.1, p. 1098-1125 (2018). doi:10.1214/18-ejs1415. http://hdl.handle.net/2078.1/196603

145. Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer L. Multivariate generalized Pareto distributions: Parametrizations, representations, and properties. In: Journal of Multivariate Analysis, Vol. 165, p. 117-131 (2018). doi:10.1016/j.jmva.2017.12.003. http://hdl.handle.net/2078.1/195214

146. Daraio, Cinzia; Simar, Léopold; Wilson, Paul. Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non-parametric, two-stage models of production. In: The Econometrics Journal, Vol. 21, no.2, p. 170-191 (2018). doi:10.1111/ectj.12103. http://hdl.handle.net/2078.1/200723

147. Berghaus, Betina; Segers, Johan. Weak convergence of the weighted empirical beta copula process. In: Journal of Multivariate Analysis, Vol. 166, no. July 2018, p. 266-281 (2018). doi:10.1016/j.jmva.2018.03.009. http://hdl.handle.net/2078.1/196606

148. Portier, François; Segers, Johan. On the weak convergence of the empirical conditional copula under a simplifying assumption. In: Journal of Multivariate Analysis, Vol. 166, p. 160 - 181 (2018). doi:10.1016/j.jmva.2018.03.002. http://hdl.handle.net/2078.1/196436

149. Simar, Léopold; Zelenyuk, Valentin. Central Limit Theorems for Aggregate Efficiency. In: Operations Research, Vol. 66, no. 1, p. 137-149 (2018). doi:10.1287/opre.2017.1655. http://hdl.handle.net/2078.1/187202

150. Haedo, Christian; Mouchart, Michel. A stochastic independence approach for measuring regional specialization and concentration. In: Papers in Regional Science, Vol. 97, no. 4, p. 1151-1168 (2018). doi:10.1111/pirs.12294. http://hdl.handle.net/2078.1/187203

151. Wunsch, Guillaume; Mouchart, Michel; Russo, Federica. Causal attribution in block-recursive social systems: A structural modeling perspective. In: Methodological Innovations, Vol. 11, no. 1, p. 1-11 (2018). doi:10.1177/2059799118768415. http://hdl.handle.net/2078.1/197189

152. Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer. Multivariate peaks over thresholds models. In: Extremes : statistical theory and applications in science, engineering and economics, Vol. 21, no. 1, p. 115-145 (2018). doi:10.1007/s10687-017-0294-4. http://hdl.handle.net/2078.1/187125

153. van Loenhout, Joris; Delbiso,Tefera; Kiriliouk, Anna; Rodriguez-Llanes, Jose Manuel; Segers, Johan; Guha-Sapir, Debarati. Heat and emergency room admissions in the Netherlands. In: BMC Public Health, Vol. 18, p. 9 (2018). doi:10.1186/s12889-017-5021-1. http://hdl.handle.net/2078.1/193574

154. Escanciano, Juan Carlos; Pardo-Fernandez, Juan Carlos; Van Keilegom, Ingrid. Asymptotic distribution-free tests for semiparametric regressions with dependent data. In: Annals of Statistics, Vol. 46, no. 3, p. 1167-1196 (2018). doi:10.1214/17-AOS1581. http://hdl.handle.net/2078.1/185665

155. Fève, Frédérique; Florens, Jean-Pierre; Van Keilegom, Ingrid. Estimation of Conditional Ranks and Tests of Exogeneity in Nonparametric Nonseparable Models. In: Journal of Business and Economic Statistics, Vol. 36, no. 2, p. 334-345 (2018). doi:10.1080/07350015.2016.1166120. http://hdl.handle.net/2078.1/185668

156. Wang, Cindy Shin-Huei; Hafner, Christian. A simple solution of the spurious regression problem. In: Studies in Nonlinear Dynamics & Econometrics, Vol. 22, no. 3, p. 1-14 (2018). doi:10.1515/snde-2015-0040. http://hdl.handle.net/2078.1/196676

157. Scolas, Sylvie; Legrand, Catherine; Oulhaj, Abderrahim; El Ghouch, Anouar. Diagnostic checks in mixture cure models with interval-censoring. In: Statistical Methods in Medical Research, Vol. 27, no. 7, p. 2114-2131 (2018). doi:10.1177/0962280216676502. http://hdl.handle.net/2078.1/183240

158. Müller, Ursula U.; Van Keilegom, Ingrid. Goodness-of-fit tests for the cure rate in a mixture cure model. In: Biometrika, Vol. 106, no.1, p. 211-227 (2018). doi:10.1093/biomet/asy058. http://hdl.handle.net/2078.1/219399

159. Hjort, Nils Lid; McKeague, Ian; Van Keilegom, Ingrid. Hybrid combinations of parametric and empirical likelihoods. In: Statistica Sinica, Vol. 28, no.4, p. 2389-2407 (2018). doi:10.5705/ss.202017.0291. http://hdl.handle.net/2078.1/219394

160. Daraio, Cinzia; Simar, Léopold; Wilson, Paul W. Fast and efficient computation of directional distance estimators. In: Annals of Operations Research, Vol. https://doi.org/10.1007/s10479-019-03163-9 (2019). doi:10.1007/s10479-019-03163-9. http://hdl.handle.net/2078.1/214604 ; http://hdl.handle.net/2078.1/200676

161. Amico, Maïlis; Van Keilegom, Ingrid. Cure Models in Survival Analysis. In: Annual Review of Statistics and Its Application, Vol. 5, no.1, p. 311-342 (2018). doi:10.1146/annurev-statistics-031017-100101. http://hdl.handle.net/2078.1/219392

162. Wang, Lan; Van Keilegom, Ingrid; Maidman, Adam. Wild residual bootstrap inference for penalized quantile regression with heteroscedastic errors. In: Biometrika, Vol. 105, no.4, p. 859-872 (2018). doi:10.1093/biomet/asy037. http://hdl.handle.net/2078.1/219397

163. Faraz, Alireza; Heuchenne, Cédric; Saniga, Erwin. An exact method for designing Shewhart and S2 control charts to guarantee in-control performance. In: International Journal of Production Research, Vol. 56, no.7, p. 2570-2584 (2018). doi:10.1080/00207543.2017.1384580. http://hdl.handle.net/2078.1/207879

164. de Valk, Cees Fouad; Cai, Juan-Juan. A high quantile estimator based on the log-generalized Weibull tail limit. In: Econometrics and Statistics, Vol. 6, p. 107-128 (2018). doi:10.1016/j.ecosta.2017.03.001. http://hdl.handle.net/2078.1/185518

165. Uyttendaele, Nathan. On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison. In: Computational Statistics, Vol. 33, no. 2, p. 1047-1070 (2018). doi:10.1007/s00180-017-0743-1. http://hdl.handle.net/2078.1/191640

166. Hafner, Christian; Manner, Hans; Simar, Léopold. The “wrong skewness” problem in stochastic frontier models: A new approach. In: Econometric Reviews, Vol. 37, no. 4, p. 380-400 (2018). doi:10.1080/07474938.2016.1140284. http://hdl.handle.net/2078.1/162910

167. Roueff, François; von Sachs, Rainer. Time-frequency analysis of locally stationary Hawkes processes. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 25, no. 2, p. 1355-1385 (2019). http://hdl.handle.net/2078.1/203144

168. Davis, Richard A.; Drees, Holger; Segers, Johan; Warchoł, Michał. Inference on the tail process with application to financial time series modelling. In: Journal of Econometrics, Vol. 205, no. 2, p. 508-525 (2018). doi:10.1016/j.jeconom.2018.01.009. http://hdl.handle.net/2078.1/198233

169. Segers, Johan. Comments on “Human life is unlimited – but short” by H. Rootzén and D. Zholud. In: Extremes, Vol. 21, no. 3, p. 387–390 (2018). doi:10.1007/s10687-018-0317-9. http://hdl.handle.net/2078.1/197272

170. Kiriliouk, Anna; Segers, Johan; Tafakori, Laleh. An estimator of the stable tail dependence function based on the empirical beta copula. In: Extremes, Vol. 21, no. 4, p. 581-600 (2018). doi:10.1007/s10687-018-0315-y. http://hdl.handle.net/2078.1/196605

171. Bücher, Axel; Segers, Johan. Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 24, no. 2, p. 1427-1462 (2018). doi:10.3150/16-BEJ903. http://hdl.handle.net/2078.1/180480

172. Hafner, Christian; Preminger, Arie. On Asymptotic Theory for ARCH (∞) Models. In: Journal of Time Series Analysis, Vol. 38, p. 865-879 (2017). doi:10.1111/jtsa.12239. http://hdl.handle.net/2078.1/190444

173. Nalpas, Nicolas; Simar, Léopold; Vanhems, Anne. Portfolio selection in a multi-moment setting: A simple Monte-Carlo-FDH algorithm. In: European Journal of Operational Research, Vol. 263, no.1, p. 308-320 (2017). doi:10.1016/j.ejor.2017.05.024. http://hdl.handle.net/2078.1/187174

174. Portier, François; El Ghouch, Anouar; Van Keilegom, Ingrid. Efficiency and bootstrap in the promotion time cure model. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 23, no.4B, p. 3437-3468 (2017). doi:10.3150/16-BEJ852. http://hdl.handle.net/2078.1/185525

175. Birke, Melanie; Van Bellegem, Sébastien; Van Keilegom, Ingrid. Semi-parametric Estimation in a Single-index Model with Endogenous Variables. In: Scandinavian Journal of Statistics : theory and applications, Vol. 44, no.1, p. 168-191 (2017). doi:10.1111/sjos.12247. http://hdl.handle.net/2078.1/185667

176. Bertrand, Aurélie; Legrand, Catherine; Léonard, Daniel; Van Keilegom, Ingrid. Robustness of estimation methods in a survival cure model with mismeasured covariates. In: Computational Statistics & Data Analysis, Vol. 113, p. 3-18 (2017). doi:10.1016/j.csda.2016.11.013. http://hdl.handle.net/2078.1/183241

177. Talamakrouni, Majda; El Ghouch, Anouar; Van Keilegom, Ingrid. Parametrically guided local quasi-likelihood with censored data. In: Electronic Journal of Statistics, Vol. 11, no.2, p. 2773-2799 (2017). doi:10.1214/17-EJS1293. http://hdl.handle.net/2078.1/187171

178. López-Cheda, Ana; Cao, Ricardo; Jacome, Amalia; Van Keilegom, Ingrid. Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models. In: Computational Statistics & Data Analysis, Vol. 105, no.(n/a, Available online 10 August 2016), p. 144-165 (2017). doi:10.1016/j.csda.2016.08.002. http://hdl.handle.net/2078.1/176974

179. Hafner, Christian; Walders, Fabian. Heterogeneous Liquidity Effects in Corporate Bond Spreads. In: The Journal of Fixed Income, Vol. 26, p. 73-91 (2017). doi:10.3905/jfi.2017.26.4.073. http://hdl.handle.net/2078.1/191387

180. Oulhaj, Abderrahim; El Ghouch, Anouar; Holman, Rury R. Testing for qualitative heterogeneity: An application to composite endpoints in survival analysis. In: Statistical Methods in Medical Research, Vol. 28, no.1, p. 151-169 (2017). doi:10.1177/0962280217717761. http://hdl.handle.net/2078.1/219619

181. Faraz, Alireza; Heuchenne, Cédric; Saniga, Erwin. The np Chart with Guaranteed In-control Average Run Lengths. In: Quality and Reliability Engineering International, Vol. 33, no.5, p. 1057-1066 (2017). doi:10.1002/qre.2091. http://hdl.handle.net/2078.1/207881

182. Fiecas, Marc; Franke, Jürgen; von Sachs, Rainer; Tadjuidje, Joseph. Shrinkage Estimation for Multivariate Hidden Markov Mixture Models. In: Journal of the American Statistical Association, Vol. 112, no. 517, p. 424-435 (2017). doi:10.1080/01621459.2016.1148608. http://hdl.handle.net/2078.1/170146

183. Marcon, Giulia; Padoan, Simone; Naveau, Philippe; Muliere, Pietro; Segers, Johan. Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials. In: Journal of Statistical Planning and Inference, Vol. 183, no.(Available online 3 November 2016), p. 1-17 (2017). doi:10.1016/j.jspi.2016.10.004. http://hdl.handle.net/2078.1/180235

184. Simar, Léopold; Van Keilegom, Ingrid; Zelenyuk, Valentin. Nonparametric Least Squares Methods for Stochastic Frontier Models. In: Journal of Productivity Analysis, Vol. 47, no. 3, p. 189-204 (2017). doi:10.1007/s11123-016-0474-2. http://hdl.handle.net/2078.1/174705

185. Jean-Pierre Florens; Joël L. Horowitz; Van Keilegom, Ingrid. Bias-Corrected Confidence Intervals in a Class of Linear Inverse Problems. In: Annals of Economics and Statistics, no. 128, p. 203 (2017). doi:10.15609/annaeconstat2009.128.0203. http://hdl.handle.net/2078.1/219391

186. Daouia, Abdelaati; Simar, Léopold; Wilson, Paul. Measuring Firm Performance Using Nonparametric Quantile-type Distances. In: Econometric Reviews, Vol. 36, no. 1-3, p. 156-181 (2017). doi:10.1080/07474938.2015.1114289. http://hdl.handle.net/2078.1/144756

187. Hambuckers, Julien; Heuchenne, Cédric. A robust statistical approach to select adequate error distributions for financial returns. In: Journal of Applied Statistics, Vol. 44, no. 1, p. 137-161 (2017). doi:10.1080/02664763.2016.1165803. http://hdl.handle.net/2078.1/180485

188. Hafner, Christian; Lauwers, Alexandre. An augmented Taylor rule for the Federal Reserve's response to asset prices. In: International Journal of Computational Economics and Econometrics, Vol. 7, no. 1/2, p. 115-151 (2017). doi:10.1504/IJCEE.2017.10000628. http://hdl.handle.net/2078.1/171468

189. Henderson, Daniel; Simar, Léopold; Wang, Le. The Three Is of Public Schools: Irrelevant Inputs, Insufficient Resources and Inefficiency. In: Applied Economics, Vol. 49, no. 12, p. 1164-1184 (2017). doi:10.1080/00036846.2016.1213363. http://hdl.handle.net/2078.1/175711

190. Colling, Benjamin; Van Keilegom, Ingrid. Goodness-of-fit tests in semiparametric transformation models using the integrated regression function. In: Journal of Multivariate Analysis, Vol. 160, p. 10-30 (2017). doi:10.1016/j.jmva.2017.05.006. http://hdl.handle.net/2078.1/185687

191. Segers, Johan; Zhao, Yuwei; Meinguet, Thomas. Polar decomposition of regularly varying time series in star-shaped metric spaces. In: Extremes : statistical theory and applications in science, engineering and economics, Vol. 20, no. 3, p. 539-566 (2017). doi:10.1007/s10687-017-0287-3. http://hdl.handle.net/2078.1/183733

192. Mazo, Gildas. A Semiparametric and Location-Shift Copula-Based Mixture Model. In: Journal of Classification, Vol. 34, no. 3, p. 444-464 (2017). doi:10.1007/s00357-017-9243-9. http://hdl.handle.net/2078.1/189241

193. De Backer, Mickaël; El Ghouch, Anouar; Van Keilegom, Ingrid. Semiparametric copula quantile regression for complete or censored data. In: Electronic Journal of Statistics, Vol. 11, no.1, p. 1660-1698 (2017). doi:10.1214/17-EJS1273. http://hdl.handle.net/2078.1/185666

194. Pircalabelu, Eugen; Claeskens, Gerda; Gijbels, Irène. Copula directed acyclic graphs. In: Statistics and Computing, Vol. 27, no. 1, p. 55-78 (2015). doi:10.1007/s11222-015-9599-9. http://hdl.handle.net/2078/219723

195. Steland, Ansgar; von Sachs, Rainer. Large-Sample Approximations for Variance-Covariance Matrices of High-Dimensional Time Series. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 23, no. 4A, p. 2299-2329 (2017). doi:10.3150/16-BEJ811. http://hdl.handle.net/2078.1/170149

196. Segers, Johan; Sibuya, Masaaki; Tsukahara, Hideatsu. The empirical beta copula. In: Journal of Multivariate Analysis, Vol. 155, no.(n/a, Available online 1 December 2016), p. 35-51 (2017). doi:10.1016/j.jmva.2016.11.010. http://hdl.handle.net/2078.1/180469

197. Heuchenne, Cédric; Laurent, Géraldine. Parametric conditional variance estimation in location-scale models with censored data. In: Electronic Journal of Statistics, Vol. 11, no.1, p. 148-176 (2017). doi:10.1214/16-EJS1139. http://hdl.handle.net/2078.1/183983

198. Bertrand, Aurélie; Legrand, Catherine; Carroll, Raymond J.; de Meester de Ravenstein, Christophe; Van Keilegom, Ingrid. Inference in a survival cure model with mismeasured covariates using a simulation-extrapolation approach. In: Biometrika, Vol. 104, no. 1, p. 31-50 (2017). doi:10.1093/biomet/asw054. http://hdl.handle.net/2078.1/183242

199. Park, Byeong U.; Simar, Léopold; Zelenyuk, Valentin. Nonparametric estimation of dynamic discrete choice models for time series data. In: Computational Statistics & Data Analysis, Vol. 108, p. 97-120 (2017). doi:10.1016/j.csda.2016.10.024. http://hdl.handle.net/2078.1/183745

200. Sabourin, Anne; Segers, Johan. Marginal standardization of upper semicontinuous processes with application to max-stable processes. In: Journal of Applied Probability, Vol. 54, no. 3, p. 773-796 (2017). doi:10.1017/jpr.2017.34. http://hdl.handle.net/2078.1/183731

201. Escanciano, Juan Carlos; Pardo-Fernández, Juan Carlos; Van Keilegom, Ingrid. Semiparametric Estimation of Risk-return Relationships. In: Journal of Business and Economic Statistics, Vol. 35, no. 1, p. 40-52 (2017). doi:10.1080/07350015.2015.1052879. http://hdl.handle.net/2078.1/162376

202. Hafner, Christian; Linton, Oliver. An Almost Closed Form Estimator For The EGARCH Model. In: Econometric Theory, Vol. 33, no. 4, p. 1013-1038 (2017). doi:10.1017/S0266466616000256. http://hdl.handle.net/2078.1/180489

203. Bücher, Axel; Segers, Johan. On the maximum likelihood estimator for the Generalized Extreme-Value distribution. In: Extremes : statistical theory and applications in science, engineering and economics, Vol. 20, p. 839-872 (2017). doi:10.1007/s10687-017-0292-6. http://hdl.handle.net/2078.1/183984

204. Hafner, Christian; Laurent, Sebastien; Violante, Francesco. Weak Diffusion Limits of Dynamic Conditional Correlation Models. In: Econometric Theory, Vol. 33, p. 691-716 (2017). doi:10.1017/S0266466616000128. http://hdl.handle.net/2078.1/180490

205. Pircalabelu, Eugen; Claeskens, Gerda. Focused model selection for social networks. In: Social Networks, Vol. 46, p. 76-86 (2016). doi:10.1016/j.socnet.2016.03.002. http://hdl.handle.net/2078/219719

206. Breunig, Christoph; Johannes, Jan. Adaptive estimation of functionals in nonparametric instrumental regression. In: Econometric Theory, Vol. 32, no. 3, p. 612-654 (2016). doi:10.1017/S0266466614000966. http://hdl.handle.net/2078.1/158983

207. Simar, Léopold; Vanhems, Anne; Van Keilegom, Ingrid. Unobserved heterogeneity and endogeneity in nonparametric frontier estimation. In: Journal of Econometrics, Vol. 190, p. 360-373 (2016). doi:10.1016/j.jeconom.2015.06.015. http://hdl.handle.net/2078.1/158980

208. Hambuckers, J.; Heuchenne, Cédric. Estimating the out-of-sample predictive ability of trading rules: a robust bootstrap approach. In: Journal of Forecasting, Vol. 35, no. 4, p. 347-372 (2016). doi:10.1002/for.2380. http://hdl.handle.net/2078.1/171439

209. Gonzales-Manteiga, Wenceslao; Martinez-Miranda, Maria Dolores; Van Keilegom, Ingrid. Goodness-of-fit test in parametric mixed effects models based on estimation of the error distribution. In: Biometrika, Vol. 103, no. 1, p. 133-146 (2016). doi:10.1093/biomet/asv061. http://hdl.handle.net/2078.1/171515

210. Daraio, Cinzia; Simar, Léopold. Efficiency and benchmarking with directional distances: a data-driven approach. In: The journal of the Operational Research Society, Vol. 67, p. 928-944 (2016). doi:10.1057/jors.2015.111. http://hdl.handle.net/2078.1/171386

211. Bremhorst, Vincent; Kreyenfeld, Michaela; Lambert, Philippe. Fertility progression in Germany: An analysis using flexible nonparametric cure survival models. In: Demographic Research, Vol. 35, p. 505-534 (2016). doi:10.4054/DemRes.2016.35.18. http://hdl.handle.net/2078.1/175674

212. Jaspers, Stijn; Lambert, Philippe; Aerts, Marc. A Bayesian approach to the semiparametric estimation of a minimum inhibitory concentration distribution. In: Annals of Applied Statistics, Vol. 10, no.2, p. 906-924 (2016). doi:10.1214/16-AOAS918. http://hdl.handle.net/2078.1/177217

213. Seif, Asghar; Faraz, Alireza; Heuchenne, Cédric; Saniga, Erwin. A Statistically adaptive sampling policy to the Hotelling's T^{2} Control Chart: Markov Chain Approach. In: Communications in Statistics: Theory and Methods, Vol. 45, no. 13, p. 3919-3929 (2016). doi:10.1080/03610926.2014.911910. http://hdl.handle.net/2078.1/142823

214. Frasso, Gianluca; Lambert, Philippe. Bayesian inference in an extended SEIR model with nonparametric disease transmission rate: an application to the Ebola epidemic in Sierra Leone. In: Biostatistics, Vol. 17, no.4, p. 779-792 (2016). doi:10.1093/biostatistics/kxw027. http://hdl.handle.net/2078.1/177211

215. Cazals, Catherine; Fève, Frédérique; Florens, Jean-Pierre; Simar, Léopold. Non Parametric Instrumental Variables Estimation for Efficiency Frontier. In: Journal of Econometrics, Vol. 190, p. 349-359 (2016). doi:10.1016/j.jeconom.2015.06.010. http://hdl.handle.net/2078.1/158979

216. Kneip, Alois; Simar, Léopold; Wilson, Paul. Testing Hypotheses in Nonparametric Models of Production. In: Journal of Business and Economic Statistics, Vol. 34, no. 3, p. 435-456 (2016). doi:10.1080/07350015.2015.1049747. http://hdl.handle.net/2078.1/162909

217. Neumeyer, Natalie; Noh, Hohsuk; Van Keilegom, Ingrid. Heteroscedastic semiparametric transformation models: estimation and testing for validity. In: Statistica Sinica, Vol. 26, p. 925-954 (2016). doi:10.5705/ss.202014.0128. http://hdl.handle.net/2078.1/175462

218. Mouchart, Michel; Orsi, Renzo. Building a Structural Model: Parameterization and Structurality. In: Econometrics, Vol. 4, no.2, p. 23 (2016). doi:10.3390/econometrics4020023. http://hdl.handle.net/2078.1/173684

219. Einmahl, John; Kiriliouk, Anna; Krajina, Andrea; Segers, Johan. An M-estimator of spatial tail dependence. In: Journal of the Royal Statistical Society. Series B, Statistical methodology, Vol. 78, no. 1, p. 275-298 (2016). http://hdl.handle.net/2078.1/159064

220. Garcia Portugues, Eduardo; Van Keilegom, Ingrid; Crujeiras and, Rosa M.; Gonzalez-Manteiga, Wenceslao. Testing parametric models in linear-directional regression. In: Scandinavian Journal of Statistics : theory and applications, Vol. 43, no.4, p. 1178-1191 (2016). doi:10.1111/sjos.12236. http://hdl.handle.net/2078.1/185669

221. Chau, Van Vinh; von Sachs, Rainer. Functional mixed effects wavelet estimation for spectra of replicated time series. In: Electronic Journal of Statistics, Vol. 10, no.2, p. 2461-2510 (2016). doi:10.1214/16-EJS1181. http://hdl.handle.net/2078.1/176976

222. Frasso, Gianluca; Jaeger, Jonathan; Lambert, Philippe. Parameter estimation and inference in dynamic systems described by linear partial differential equations. In: A St A - Advances in Statistical Analysis, Vol. 100, no. 3, p. 259-287 (2016). doi:10.1007/s10182-015-0257-5. http://hdl.handle.net/2078.1/168110

223. Daouia, Abdelaati; Noh, Hohsuk; Park, Byeong U. Data envelope fitting with constrained polynomial splines. In: Journal of the Royal Statistical Society. Series B, Statistical methodology, Vol. 78, no.1, p. 3-30 (2016). http://hdl.handle.net/2078.1/172813

224. Cetinyürek, Aysun; Lambert, Philippe. Semi-parametric frailty model for clustered interval-censored data. In: Statistical Modelling : an international journal, Vol. 16, no.5, p. 360-391 (2016). doi:10.1177/1471082X16655631. http://hdl.handle.net/2078.1/177215

225. Breitung, Jörg; Hafner, Christian. A simple model for now-casting volatility series. In: International Journal of Forecasting, Vol. 32, no.4, p. 1247-1255 (2016). doi:10.1016/j.ijforecast.2016.04.007. http://hdl.handle.net/2078.1/180491

226. Roueff, François; von Sachs, Rainer; Sansonnet, Laure. Locally stationary Hawkes processes. In: Stochastic Processes and Their Applications, Vol. 126, no. 6, p. 1710-1743 (2016). doi:10.1016/j.spa.2015.12.003. http://hdl.handle.net/2078.1/170138

227. Bremhorst, Vincent; Lambert, Philippe. Flexible estimation in cure survival models using Bayesian P-splines. In: Computational Statistics & Data Analysis, Vol. 93, p. 270-284 (2016). doi:10.1016/j.csda.2014.05.009. http://hdl.handle.net/2078.1/144647

228. Hafner, Christian; Premiger, Arie. The effect of additive outliers on a fractional unit root test. In: A St A - Advances in Statistical Analysis, Vol. 100, no. 4, p. 401-420 (2016). doi:10.1007/s10182-015-0265-5. http://hdl.handle.net/2078.1/171467

229. Frasso, Gianluca; Jaeger, Jonathan; Lambert, Philippe. Inference in dynamic systems using B-splines and quasilinearized ODE penalties. In: Biometrical Journal : journal of mathematical methods in biosciences, Vol. 58, no. 3, p. 691-714 (2016). doi:10.1002/bimj.201500082. http://hdl.handle.net/2078.1/168111

230. Faraz, Alireza; Chalaki, Kamyar; Saniga, Erwin; Heuchenne, Cédric. The Robust Economic Statistical Design of the Hotelling’s T^2 Chart. In: Communications in Statistics: Theory and Methods, Vol. 45, no. 23, p. 6989-7001 (2016). doi:10.1080/03610926.2014.972574 (Accepté/Sous presse). http://hdl.handle.net/2078.1/155354

231. Li, Degui; Simar, Léopold; Zelenyuk, Valentin. Generalized nonparametric smoothing with mixed discrete and continuous data. In: Computational Statistics & Data Analysis, Vol. 100, p. 422-444 (2016). doi:10.1016/j.csda.2014.06.003. http://hdl.handle.net/2078.1/144762

232. Timmermans, Catherine; Venet, David; Burzykowski, Tomasz. Data-driven risk identification in phase III clinical trials using central statistical monitoring. In: International Journal of Clinical Oncology, Vol. 21, p. 38-45 (2016). doi:10.1007/s10147-015-0877-5. http://hdl.handle.net/2078.1/170298

233. Scolas, Sylvie; El Ghouch, Anouar; Legrand, Catherine; Oulhaj, Abderrahim. Variable selection in a flexible parametric mixture cure model with interval-censored data. In: Statistics in Medicine, Vol. 35, no.7, p. 1210-1225 (2016). doi:10.1002/sim.6767. http://hdl.handle.net/2078.1/173677

234. Mouchart, Michel; Wunsch, Guillaume; Russo, Federica. Controlling Variables in Social Systems - A Structural Modelling Approach. In: Bulletin de méthodologie sociologique, Vol. 132, p. 5-25 (2016). doi:10.1177/0759106316662811. http://hdl.handle.net/2078.1/177533

235. Fryzlewicz, Piotr; Timmermans, Catherine. SHAH: SHape-Adaptive Haar wavelets for image processing. In: Journal of Computational and Graphical Statistics, Vol. 25, no. 3, p. 879-898 (2016). doi:10.1080/10618600.2015.1048345. http://hdl.handle.net/2078.1/170296

236. Pircalabelu, Eugen; Claeskens, Gerda; Waldorp, Lourens J. Mixed scale joint graphical lasso. In: Biostatistics, Vol. 17, no.4, p. 793-806 (2016). doi:10.1093/biostatistics/kxw025. http://hdl.handle.net/2078/219718

237. Colling, Benjamin; Van Keilegom, Ingrid. Goodness-of-fit tests in semiparametric transformation models. In: Test, Vol. 25, p. 297-308 (2016). doi:10.1007/s11749-015-0448-0. http://hdl.handle.net/2078.1/162364

238. Talamakrouni, Majda; Van Keilegom, Ingrid; El Ghouch, Anouar. Parametrically guided nonparametric density and hazard estimation with censored data. In: Computational Statistics & Data Analysis, Vol. 93, p. 308-323 (2016). doi:10.1016/j.csda.2015.01.009. http://hdl.handle.net/2078.1/162367

239. Drees, Holger; Segers, Johan; Warchol, Michal. Statistics for Tail Processes of Markov Chains. In: Extremes : statistical theory and applications in science, engineering and economics, Vol. 18, no. 3, p. 369-402 (2015). doi:10.1007/s10687-015-0217-1. http://hdl.handle.net/2078.1/159066

240. Denuit, Michel; Kiriliouk, Anna; Segers, Johan. Max-factor individual risk models with application to credit portfolios. In: Insurance: Mathematics and Economics, Vol. 62, p. 162-172 (2015). doi:10.1016/j.insmatheco.2015.03.006. http://hdl.handle.net/2078.1/159060

241. Noh, Hohsuk; El Ghouch, Anouar; Van Keilegom, Ingrid. Semiparametric Conditional Quantile Estimation Through Copula-Based Multivariate Models. In: Journal of Business and Economic Statistics, Vol. 33, no.2, p. 167-178 (2015). doi:10.1080/07350015.2014.926171. http://hdl.handle.net/2078.1/160896

242. Segers, Johan. Hybrid copula estimators. In: Journal of Statistical Planning and Inference, Vol. 160, p. 23-34 (2015). doi:10.1016/j.jspi.2014.11.006. http://hdl.handle.net/2078.1/154645

243. Kneip, Alois; Simar, Léopold; Van Keilegom, Ingrid. Frontier estimation in the presence of measurement error with unknown variance. In: Journal of Econometrics, Vol. 184, no.2, p. 379-393 (2015). doi:10.1016/j.jeconom.2014.09.012. http://hdl.handle.net/2078.1/154466

244. Hobæk Haff, Ingrid; Segers, Johan. Nonparametric estimation of pair-copula constructions with the empirical pair-copula. In: Computational Statistics & Data Analysis, Vol. 84, p. 1-13 (2015). doi:10.1016/j.csda.2014.10.020. http://hdl.handle.net/2078.1/154439

245. Faraz, Alireza; Heuchenne, Cédric. A simple method for designing Shewhart and S2 control charts to guarantee the in-control performance. In: Journal of Quality Technology : a quarterly journal of methods, applications and related topics, Vol. (to appear), p. n/a-n/a. (Soumis). http://hdl.handle.net/2078.1/171437

246. Bazgour, T.; Heuchenne, Cédric; Sougne, D. Conditional asset allocation: does market wide liquidity matter?. In: Journal of Empirical Finance, Vol. (to appear), p. n/a-n/a. (Soumis). http://hdl.handle.net/2078.1/171440

247. Pardo-Fernández, Juan Carlos; Jiménez-Gamero, María Dolores; El Ghouch, Anouar. Tests for the equality of conditional variance functions in nonparametric regression. In: Electronic Journal of Statistics, Vol. 9, no.2, p. 1826-1851 (2015). doi:10.1214/15-EJS1058. http://hdl.handle.net/2078.1/180239

248. Colling, Benjamin; Heuchenne, Cédric; Samb, Rawane; Van Keilegom, Ingrid. Estimation of the Error Density in a Semiparametric Transformation Model. In: Annals of the Institute of Statistical Mathematics, Vol. 67, p. 1-18 (2015). doi:10.1007/s10463-013-0441-x. http://hdl.handle.net/2078.1/142815

249. Varughese, Melvin; von Sachs, Rainer; Stephanou, Michael; Bassett, Bruce. Nonparametric Transient Classification using Adaptive Wavelets. In: Monthly Notices of the Royal Astronomical Society, Vol. 453, no. 3, p. 2848-2861 (2015). doi:10.1093/mnras/stv1816. http://hdl.handle.net/2078.1/165197

250. Timmermans, Catherine; von Sachs, Rainer. A novel semi-distance for measuring dissimilarities of curves with sharp local patterns. In: Journal of Statistical Planning and Inference, Vol. 160, p. 35-50 (2015). doi:10.1016/j.jspi.2014.11.007. http://hdl.handle.net/2078.1/154928

251. Pircalabelu, Eugen; Claeskens, Gerda; Jahfari, Sara; Waldorp, Lourens J. A focused information criterion for graphical models in fMRI connectivity with high-dimensional data. In: The Annals of Applied Statistics, Vol. 9, no.4, p. 2179-2214 (2015). doi:10.1214/15-aoas882. http://hdl.handle.net/2078/219720

252. Faraz, Alireza; Woodall, William H.; Heuchenne, Cédric. Guaranteed conditional performance of the S^2 control chart with estimated parameters. In: International Journal of Production Research, Vol. 53, no.14, p. 4405-4413 (2015). doi:10.1080/00207543.2015.1008112. http://hdl.handle.net/2078.1/171427

253. Heuchenne, Cédric; Samb, Rawane; Van Keilegom, Ingrid. Estimating the error distribution in semiparametric transformation models. In: Electronic Journal of Statistics, Vol. 9, no.2, p. 2391-2419 (2015). doi:10.1214/15-EJS1057. http://hdl.handle.net/2078.1/168074

254. Haedo, Christian; Mouchart, Michel. Specialized agglomerations with Lattice data: Model and detection. In: Spatial Statistics, Vol. 11, p. 113-131 (2015). doi:10.1016/j.spasta.2014.11.003. http://hdl.handle.net/2078.1/155334

255. Faraz, Alireza; Saniga, Erwin; Heuchenne, Cédric. Shewhart Control Charts for Monitoring Reliability with Weibull Lifetimes. In: Quality and Reliability Engineering International, Vol. 31, no. 8, p. 1565-1575 (2015). doi:10.1002/qre.1692. http://hdl.handle.net/2078.1/155337

256. Donneau, Anne-Françoise; Mauer, Murielle; Lambert, Philippe; Molenberghs, Geert; Albert, Adelin. Simulation-based study comparing multiple imputation methods for non-monotone missing ordinal data in longitudinal settings. In: Journal of Biopharmaceutical Statistics, Vol. 25, no. 3, p. 570-601 (2015). doi:10.1080/10543406.2014.920864. http://hdl.handle.net/2078.1/142130

257. Donneau, Anne-Françoise; Mauer, Murielle E L; Lambert, Philippe; Lesaffre, Emmanuel M E H; Albert, Aurélie. Testing the proportional odds assumption in multiply imputed ordinal longitudinal data. In: Journal of Applied Statistics, Vol. 42, no.10, p. 2257-2279 (2015). doi:10.1080/02664763.2015.1023704. http://hdl.handle.net/2078.1/168109

258. Rosas Aguirre, Angel; Erhart, Annette; Llanos-Cuentas, Alejandro; Branch, Oralee; Berkvens, Dirk; Abatih, Emmanuel; Lambert, Philippe; Frasso, Gianluca; Rodriguez, Hugo; Gamboa, Dionicia; Sihuincha, Moisés; Rosanas-Urgell, Anna; D'Alessandro, Umberto; Speybroeck, Niko. Modelling the potential of focal screening and treatment as elimination strategy for Plasmodium falciparum malaria in the Peruvian Amazon Region. In: Parasites & Vectors, Vol. 8, no.61, p. 261 (2015). doi:10.1186/s13071-015-0868-4. http://hdl.handle.net/2078.1/161914

259. Talamakrouni, Majda; El Ghouch, Anouar; Van Keilegom, Ingrid. Guided Censored Regression. In: Scandinavian Journal of Statistics : theory and applications, Vol. 42, p. 214-233 (2015). doi:10.1111/sjos.12103. http://hdl.handle.net/2078.1/154927

260. Pardo-Fernández, Juan Carlos; Jiménez-Gamero, María Dolores; El Ghouch, Anouar. A Non-parametric ANOVA-type Test for Regression Curves Based on Characteristic Functions. In: Scandinavian Journal of Statistics : theory and applications, Vol. 42, no. 1, p. 197-213 (2015). doi:10.1111/sjos.12102. http://hdl.handle.net/2078.1/154923

261. Pircalabelu, Eugen; Claeskens, Gerda; Waldorp, Lourens J. A focused information criterion for graphical models. In: Statistics and Computing, Vol. 25, no. 6, p. 1071-1092 (2015). doi:10.1007/s11222-014-9504-y. http://hdl.handle.net/2078/219724

262. Sujica, Aleksandar; Van Keilegom, Ingrid. Estimation of location and scale functionals in nonparametric regression under copula dependent censoring. In: Canadian Journal of Statistics, Vol. 43, no.2, p. 306-335 (2015). doi:10.1002/cjs.11250. http://hdl.handle.net/2078.1/162369

263. Almeida Rodriguez, Carlos; Mouchart, Michel. Testing Normality of latent variables in the polychoric correlation. In: Statistica, Vol. 70, no. 1, p. 3-25 (2014). http://hdl.handle.net/2078.1/154643

264. Pardo-Fernandez, Juan Carlos; Rodriguez-Alvarez, Maria Xosé; Van Keilegom, Ingrid. A review on ROC curves in the presence of covariates. In: Revstat Statistical Journal, Vol. 12, no. 1, p. 21-41 (2014). http://hdl.handle.net/2078.1/154437

265. Almeida, Carlos; Mouchart, Michel. Bayesian testing for nested hypotheses under partial observability. In: Sankhya : the Indian journal of statistics, no. 76A, p. 305-327 (2014). http://hdl.handle.net/2078.1/160413

266. Jaeger, Jonathan; Lambert, Philippe. Bayesian penalized smoothing approaches in models specified using differential equations with unknown error distributions. In: Journal of Applied Statistics, Vol. 41, no.12, p. 2709-2726 (2014). doi:10.1080/02664763.2014.927839. http://hdl.handle.net/2078.1/152633

267. Faraz, Alireza; Celano, Giovanni; Saniga, Erwin; Heuchenne, Cédric; Fichera , Sergio. The variable parameters T ^{2} chart with run rules. In: Statistical Papers, Vol. 55, no. 4, p. 933-950 (2014). doi:10.1007/s00362-013-0537-7. http://hdl.handle.net/2078.1/142811

268. Wunsch, Guillaume; Mouchart, Michel; Russo, Federica. Functions and Mechanisms in Structural-Modelling Explanations. In: Journal for General Philosophy of Science, Vol. 45, no.1, p. 187-208 (2014). doi:10.1007/s10838-014-9242-z. http://hdl.handle.net/2078.1/142789

269. Heuchenne, Cédric; Laurent, Stéphane; Legrand, Catherine; Van Keilegom, Ingrid. Likelihood-Based Inference for Semi-Competing Risks. In: Communications in Statistics - Simulation and Computation, Vol. 43, no. 5, p. 1112-1132 (2014). doi:10.1080/03610918.2012.725495. http://hdl.handle.net/2078.1/139420

270. Lambert, Philippe. Spline approximations to conditional Archimedean copula. In: Stat, Vol. 3, no.1, p. 200-217 (2014). doi:10.1002/sta4.55. http://hdl.handle.net/2078.1/152631

Book Chapters

1. Simar, Léopold; Wilson, Paul W.. Inference in Dynamic, Nonparametric Models of Production for General Technologies. In: Advances in the Theory and Applications of Performance Measurement and Management (Lecture Notes in Operations Research; xxx), Springer, 2024, p. 9-20. 978-3-031-61596-2; 978-3-031-61599-3. xxx xxx. doi:10.1007/978-3-031-61597-9. http://hdl.handle.net/2078.1/292192

2. Lhaut, Stéphane; Segers, Johan. An asymptotic expansion of the empirical angular measure for bivariate extremal dependence. In: Recent Advances in Econometrics and Statistics , Springer, 2024, p. 187-208. 978-3-031-61855-0. xxx xxx. doi:10.1007/978-3-031-61853-6_10. http://hdl.handle.net/2078.1/293832

3. Leluc, Rémi; Portier, François; Segers, Johan; Zhuman, Aigerim. A Quadrature Rule combining Control Variates and Adaptive Importance Sampling. In: Advances in Neural Information Processing Systems 35 (36th Conference on Neural Information Processing Systems - NeurIPS 2022) , NeurIPS, 2023, p. 11842-11853. 9781713871088. xxx xxx. http://hdl.handle.net/2078.1/277052

4. O’Loughlin, Caitlin; Simar, Léopold; Wilson, Paul W.. Methodologies for assessing government efficiency. In: Handbook on Public Sector Efficiency , E. Elgar, 2023, p. 72-101 (chap. 4). 9781839109157. xxx xxx. doi:10.4337/9781839109164.00010. http://hdl.handle.net/2078.1/274630

5. Bücher, Axel; El Ghouch, Anouar; Van Keilegom, Ingrid. Single-Index Quantile Regression Models for Censored Data. In: Advances in Contemporary Statistics and Econometrics , Springer, 2021, p. 177-196. 978-3-030-73248-6. xxx xxx. doi:10.1007/978-3-030-73249-3_10. http://hdl.handle.net/2078.1/249383

6. Jacquemain, Alexandre; Heuchenne, Cédric; Pircalabelu, Eugen. A lasso-type estimation for the Lorenz regression. In: Proceedings of the 22nd European Young Statistician Meeting , Panteion University of Social and Political Sciences: Athens, Greece, 2021, p. 41-45. 978-960-7943-22-4. xxx xxx. http://hdl.handle.net/2078.1/249216

7. Kiriliouk, Anna; Segers, Johan; Tsukahara, Hideatsu. Resampling Procedures with Empirical Beta Copulas. In: Pioneering Works on Extreme Value Theory : SpringerBriefs in Statistics (SpringerBriefs in Statistics; xxx), Springer: (Singapore) Singapore, 2021, p. 27-53. 9789811607677. xxx xxx. doi:10.1007/978-981-16-0768-4_2. http://hdl.handle.net/2078.1/248767

8. Wunsch, Guillaume; Mouchart, Michel; Russo, Federica. La modélisation en sciences sociales : incertitudes et défis. In: Modèles : prévoir, comprendre, expliquer, interpréter, reproduire, trahir (Mémoires; xxx), Académie Royale de Belgique: Bruxelles, 2020, p. 165-183. 978-2-8031-0718-6. xxx xxx. http://hdl.handle.net/2078.1/238298

9. Mastromarco, Camilla; Simar, Léopold; Wilson, Paul. Nonparametric Statistical Analysis of Production. In: The Palgrave Handbook of Economic Performance Analysis , Springer International Publishing, 2020, p. 301-381. 978-3-030-23726-4. xxx xxx. doi:10.1007/978-3-030-23727-1. http://hdl.handle.net/2078.1/229045

10. Pircalabelu, Eugen; Claeskens, Gerda; Waldorp, Lourens J.. Top-down joint graphical lasso. In: Proceedings of the 32nd International Workshop on Statistical Modelling , xxx, 2017, p. 47-50. xxx xxx. http://hdl.handle.net/2078/219739

11. Kiriliouk, Anna; Segers, Johan; Warchol, Michal. Nonparametric Estimation of Extremal Dependence. In: Extreme Value Modeling and Risk Analysis: Methods and Applications (CRC Press; xxx), Taylor & Francis Group, 2016, p. 353-369. 9781498701297. xxx xxx. http://hdl.handle.net/2078.1/180222

12. von Sachs, Rainer; Timmermans, Catherine. The BAGIDIS distance: about a fractal topology, with applications to functional classification and prediction. In: Modeling and Stochastic Learning for Forecasting in High Dimensions (Lecture Notes in Statistics; xxx), Springer New York LLC: (United States) New York, 2015, 319-339. 978-3-319-18731-0. xxx xxx. doi:10.1007/978-3-319-18732-7_16. http://hdl.handle.net/2078.1/146393

13. Claeskens, Gerda; Pircalabelu, Eugen; Waldorp, Lourens J.. Constructing Graphical Models via the Focused Information Criterion. In: Modeling and Stochastic Learning for Forecasting in High Dimensions (Lecture Notes in Statistics; xxx), Springer, 2015, p. 55-78. 978-3-319-18731-0. xxx xxx. doi:10.1007/978-3-319-18732-7. http://hdl.handle.net/2078/219728

14. Pircalabelu, Eugen; Claeskens, Gerda; Jahfari, Sara; Waldorp, Lourens J.. Nodewise graphical modeling using the Focused Information Criterion for ‘p larger than n’ settings. In: Proceedings of the 29th International Workshop on Statistical Modelling , xxx, 2014, p. 273-278. xxx xxx. http://hdl.handle.net/2078/219729

15. Müller, Ursula; Van Keilegom, Ingrid. Efficient Quantile Regression with Auxiliary Information. In: Contemporary Developments in Statistical Theory (A Festschrift for Hira Lal Koul) (Springer Proceedings in Mathematics & Statistics; xxx), Springer International Publishing: Switzerland, 2014, 365-374. 978-3-319-02650-3. xxx xxx. doi:10.1007/978-3-319-02651-0. http://hdl.handle.net/2078.1/144237

Books

1. Wunsch, Guillaume; Mouchart, Michel; Russo, Federica. Les limites de la connaissance en sciences sociales : l'explication mise en cause. Académie royale de Belgique: Bruxelles, 2015. 978-2-8031-0494-9. 88 p. pages. http://hdl.handle.net/2078.1/170504