Discussion papers

Discussion Papers 2018
 

DP2018/22 - ALONSO-GARCÍA, J., BOADO-PENAS, M. and P. DEVOLDER
Adequacy, fairness and sustainability of pay-as-you-go-pension-systems: defined benefit versus defined contribution

DP2018/21 - SIMAR, L. AND P. WILSON
Central Limit Theorems and Inference for Sources of Productivity Change Measured by Nonparametric Malmquist Indices

DP2018/20 - SIMAR, L. AND V. ZELENYUK
Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores

DP2018/19 - PECHON, F., DENUIT, M. AND J. TRUFIN
Multivariate Modelling of Multiple Guarantees in Motor Insurance of a Household

DP2018/18 - SIMAR, L. AND P. WILSON
Technical, Allocative and Overall Efficiency: Inference and Hypothesis Testing

DP2018/17 - DARAIO, C., SIMAR, L. AND P. WILSON
Fast and Efficient Computation of Directional Distance Estimators

DP2018/16 - FÉRAUD, B., LEENDERS, J., MARTINEAU, E., GIRAUDEAU, P., GOVAERTS, B. AND P. DE TULLIO
Two data pre-processing workflows to facilitate the discovery of biomarkers by 2D NMR metabolomics

DP2018/15 - D. HAINAUT
A self-organizing predictive map for non-life insurance

DP2018/14 - HAINAUT, D. AND S. GOUTTE
A switching microstructure model for stock prices

DP2018/13 - HAINAUT, H. AND F. MORAUX
A switching self-exciting jump diffusion process for stock prices

DP2018/12 - D. HAINAUT
Hedging of crop harvest with derivatives on temperature

DP2018/11 - HAINAUT, D. AND G. DEELSTRA
A Bivariate Mutually-Excited Switching Jump Diffusion (BMESJD) for asset prices

DP2018/10 - KNEIP A., SIMAR, L. AND P. WILSON
Inference in Dynamic, Nonparametric Models of Production: Central Limit Theorems for Malmquist Indices

DP2018/09 - MARTIN, M., LEGAT, B., LEENDERS, J., VANWINSBERGHE, J., ROUSSEAU, R., BOULANGER, B., EILERS, P., DE TULLIO, P. AND B. GOVAERTS
PepsNMR for 1H-NMR metabolomic data pre-processing

DP2018/08 - FLORENS, J.P., SIMAR, L. AND I. VAN KEILEGOM
Estimation of the Boundary of a Variable observed with Symmetric Error

DP2018/07 - BADIN, L., DARAIO, C. and L. SIMAR
A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures

DP2018/06 - CHIAPINO, M., SABOURIN, A. and J. SEGERS
Identifying groups of variables with the potential of being large simultaneously

DP2018/05 - GUILLOTE, S., PERRON, F. and J. SEGERS
Bayesian Inference For Bivariate Ranks

DP2018/04 - PARK, B., SIMAR, L. and V. ZELENYUK
Forecasting of Recessions via Dynamic Probit for Time Series: Replication and Extension of Kauppi and Saikkonen (2008)

DP2018/03 - DAOUIA, A., FLORENS, J-P. and L. SIMAR
Robustified expected maximum production frontiers

DP2018/02 - DAVIS, R., HOLGER, D., SEGERS, J. and M. WARCHOL
Inference on the tail process with application to financial time series modelling

DP2018/01 - PORTIER, F. and J. SEGERS
Monte Carlo integration with a growing number of control variates

 

Discussion Papers 2017
 

DP2017/30 - MASTROMARCO, C. and L. SIMAR
Cross-Section Dependence and Latent Heterogeneity to Evaluate the Impact of Human Capital on Country Performance

DP2017/29 - WUNSCH, G., MOUCHART, M. and F. RUSSO
Causal attribution in block-recursive social sytems. A structural modeling perspective

DP2017/28 - KIRILIOUK, A., SEGERS, J. and L. TAFAKORI
An estimator of the stable tail dependence function based on the empirical beta copula

DP2017/27 - A. KIRILIOUK
Hypothesis testing for tail dependence parameters on the boundary of the parameter space with application to generalized max-linear models

DP2017/26 - LAMBERT, P. and V. BREMHORST
Estimation and identication issues in the promotion time cure model when the same covariates enter the cure probability and time-to-event model components

DP2017/25 - BERTRAND, A., VAN KEILEGOM, I. and C. LEGRAND
Flexible parametric approach to classical measurement error variance estimation without auxiliary data

DP2017/24 - RACINE, J. and I. VAN KEILEGOM
A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test

DP2017/23 - VAN DELFT, A. and M. EICHLER
Locally Stationary Functional Time Series

DP2017/22 - MARTIN, M., LEGAT, B., LEENDERS, J., VANWINSBERGHE, J., ROUSSEAU, R., BOULANGER, B., EILERS, P., De TULLIO, P. and B. GOVAERTS
PepsNMR for the 1H-NMR metabolomic data pre-processing

DP2017/21 - HJORT, N., MCKEAGUE, I. and I. VANKEILEGOM
Hybrid combinations of parametric and empirical likelihoods

DP2017/20 - FERAUD, BAPTISTE, MUNAUT, C., MARTIN, M., VERLEYSEN, M. and B. GOVAERTS
Combining strong sparsity and competitive predictive power with the L-sOPLS approach for biomarker discovery in metabolomics

DP2017/19 - CHAU, J. OMBAO, H. and R. VON SACHS
Data depth and rank-based tests for covariance and spectral density matrices

DP2017/18 - BÜCHER, A. and J. SEGERS
Inference for heavy tailed stationary time series based on sliding blocks

DP2017/17 - VETTORI, S., HUSER, R., SEGERS, J. and M. GENTON
Bayesian Clustering and Dimension Reduction in Multivariate Extremes

DP2017/16 -  ROOTZÉN, H., SEGERS, J. and J. WADSWORTH
Multivariate generalized Pareto distributions: parametrizations, representations, and properties

DP2017/15 - BERGHAUS, B. and J. SEGERS
Weak convergence of the weighted empirical beta copula process

DP2017/14 - ASMUSSEN, S., IVANOVS, J. and J. SEGERS
On the longest gap between power-rate arrivals

DP2017/13 - BREMHORST, V. and P. LAMBERT
Inclusion of time-varying covariates in cure survival models with an application in fertility studies

DP2017/12 - HAINAUT, D. and F. MORAUX
Hedging of options in presence of jump clustering

DP2017/11 - HAINAUT, D., DEVOLDER, P. and A. PELSSER
Robust evaluation of SCR for participating life insurances under Solvency II

DP2017/10 - DANIEL, B., HAFNER, C., MANNER, H., and L. SIMAR
Asymmetries in Business Cycles and the Role of Oil Prices

DP2017/09 - HAFNER, C. and A. PREMIGER
On asymptotic theory for ARCH(∞) models

DP2017/08 - PATILEA, V. and I. VAN KEILEGOM
A general approach for cure models in survival analysis

DP2017/07 - AMICO, M. and I. VAN KEILEGOM
Cure models in survival analysis

DP2017/06 - BOREL-MATHURIN, F., LOISEL, S. and J. SEGERS
Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views

DP2017/05 - ROUEFF, F. and R. VON SACHS
Time-frequency analysis of locally stationary Hawkes processes

DP2017/04 - BREMHORST, V., KREYENFELD M. and P. LAMBERT
Nonparametric double additive cure survival models: an application to the estimation of the nonlinear effect of age at first parenthood on fertility progression

DP2017/03 - DE BACKER, M., EL GHOUCH, A. and I. VAN KEILEGOM
An Adapted Loss Function for Censored Quantile Regression

DP2017/02 - CHAU. J. and R. VON SACHS
Positive-Definite Multivariate Spectral Estimation: A Geometric Wavelet Approach

DP2017/01 - AUE, A. and A. VAN DELFT
Testing for stationarity of functional time series in the frequency domain

 

Discussion Papers 2016

DP2016/50 - HAFNER, C. and F. WALDERS
Heterogeneous Liquidity Effects in Corporate Bond Spreads

DP2016/49 - SCOLAS, S., EL GHOUCH, A. and C. LEGRAND
The SNP representation in mixture cure models with interval-censoring: estimation and goodness-of-fit testing

DP2016/48 - OULHAJ, A., EL GHOUCH, A. and R. HOLMAN
Testing for qualitative heterogeneity: An application to composite endpoints in survival analysis

DP2016/47 - BOUEZMARNI, T., CAMIRAND, F. and A. EL GHOUCH
Estimation of a bivariate conditional copula when a variable is subject to random right censoring

DP2016/46 - M. DENUIT
Bounds on Concordance-Based Validation Statistics in Regression Models for Binary Responses

DP2016/45 - M. DENUIT and C. LEGRAND
Risk Classification in Life Insurance: Extension to Continuous Covariates

DP2016/44 - M. DENUIT
Risk Apportionment and Multiply Monotone Targets

DP2016/43 - DENUIT, M. AND M. MESFIOUI
Bounds on Kendall’s Tau for Zero-Inflated Continuous Variables

DP2016/42 - HAEDO, C. AND M. MOUCHART
Automatic biclustering of regions and sectors

DP2016/41 - GRESSANI, O. AND P. LAMBERT
Fast Bayesian inference in semi-parametric P-spline cure survival models using Laplace approximations

DP2016/40 - KIRILIOUK, A, ROOTZÉN, H., SEGERS, J. AND J. WADSWORTH
Peaks over thresholds modelling with multivariate generalized Pareto distributions

DP2016/39 - Y. ZHAO
Point processes in a metric space

DP2016/38 - STELAND, A. AND R. VON SACHS
Asymptotics for High–Dimensional Covariance Matrices and Quadratic Forms with Applications to the Trace Functional and Shrinkage

DP2016/37 - MÜLLER, U. AND I. VAN KEILEGOM
Goodness-of-t tests for the cure rate in a mixture cure model

DP2016/36 - HAFNER, C. and O. LINTON
An Almost Closed Form Estimator for the EGARCH model

DP2016/35 - BREITUNG, J. and C. HAFNER
A simple model for now-casting volatility series

DP2016/34 - HAFNER, C., LAURENT, S. and F. VIOLANTE
Weak Diffusion Limits of Dynamic Conditional Correlation Models

DP2016/33 - THIEL, M., FERAUD, B. and B. GOVAERTS
ASCA+ and APCA+: extensions of ASCA and APCA in the analysis of unbalanced multifactorial designs

DP2016/32 - SEGERS, J., MASAAKI, S. and H. TSUKAHARA
The Empirical Beta Copula

DP2016/31 - COLLING, B. and I. VAN KEILEGOM
Goodness-of-fit tests in semiparametric transformation models using the integratedregression function

DP2016/30 - DENUIT, M. and J. TRUFIN
Beyond the Tweedie Reserving Model: The Collective Approach to Loss Development

DP2016/29 - DENUIT. M. and J. TRUFIN
Collective Loss Reserving with Two Types of Claims in Motor Third Party Liability Insurance

DP2016/28 - DAOUIA, A., FLORENS, J-P. and L. SIMAR (This discussion paper replaces DP2014/23)
Robust frontier estimation from noisy data: a Tikhonov regularization approach

DP2016/27 - DARAIO, C., SIMAR, L. and P. WILSON (This discussion paper replaces DP2015/18)
Nonparametric Estimation of Efficiency in the Presence of Environmental Variables

DP2016/26 - G. MAZO
A semiparametric and location-shift copula-based mixture model

DP2016/25 - DEVOLDER, P. and H. TASSA (This discussion paper replaces DP2011/16)
Solvency measurement for defined benefits pension schemes

DP2016/24 - SIMAR, L. and V. ZELENYUK
Asymptotic Theory for Aggregate Efficiency

DP2016/23 - DEVOLDER, P. and A. LEBEGUE
Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances

DP2016/22 - NALPAS, N., SIMAR, L. and A. VANHEMS
Portfolio Selection in a Multi-Input Multi-Output Setting:a Simple Monte-Carlo-FDH Algorithm

DP2016/21 - FLORENS, J-P., HOROWITZ, J. and I. VAN KEILEGOM
Bias-corrected condence intervals in a class of linear inverse problems

DP2016/20 - MARCON, G., PADOAN, S., NAVEAU, P., MULIERE, P. and J. SEGERS
Multivariate Nonparametric Estimation of the Pickands Dependence Function using Bernstein Polynomials

DP2016/19 - SABOURIN, A. and J. SEGERS
Marginal standardization of upper semicontinuous processes with application to max-stable processes

DP2016/18 - ROOTZEN, H., SEGERS, J. and J. WADSWORTH
Multivariate peaks over thresholds models

DP2016/17 - SEGERS, J., ZHAO, Y. and T. MEINGUET
Radial-angular decomposition of regularly varying time series in star-shaped metric spaces

DP2016/16 - DAVIS, R., HOLGER, D., SEGERS, J. and M. WARCHOL
Modeling serial extremal dependence

DP2016/15 - ASIN, N. and J. JOHANNES
Adaptive non-parametric instrumental regression in the presence of dependence

DP2016/14 - SCOLAS, S. LEGRAND, C., OULHAJ, A. and A. EL GHOUCH
Diagnostic checks in mixture cure models with interval-censoring

DP2016/13 - CHAU, J.V.V. - R. VON SACHS
Functional mixed effects wavelet estimation for spectra of replicated time series

DP2016/12 - GBARI, S., POULAIN, M, DAL, L. and M. DENUIT
Extreme value analysis of mortality at the oldest ages: a case study based on individual ages at death

DP2016/11 - TALAMAKROUNI, M., EL GHOUCH, A. and I. VAN KEILEGOM
Parametrically guided local quasi-likelihood with censored data

DP2016/10 - LEBIGRE, C. TIMMERMANS, C. and C. SOULSBURY
Black grouse males do not modulate their lekking behaviour according to their neighbour’s kinship

DP2016/09 - DE BACKER, M., EL GHOUCH, A. and I. VAN KEILEGOM
Semiparametric Copula Quantile Regression for Complete or Censored Data

DP2016/08 - DENUIT, M. and J. TRUFIN
Hybrid Loss Development Modelling in P&C Insurance with an Application to Motor Third Party Liability

DP2016/07 - ASIN, N. and J. JOHANNES
Adaptive non-parametric estimation in the presence of dependence

DP2016/06 - BERTRAND, A., LEGRAND, C., LEONARD, D. and I. VAN KEILEGOM
Robustness of estimation methods in a survival cure model with mismeasured covariates

DP2016/05 - N. UYTTENDAELE (This discussion paper replaces DP2014/28)
On the estimation of nested Archimedean copulas: A theoretical and an experimental comparison

DP2016/04 - MAZO, G. and N. UYTTENDAELE
Building conditionally dependent parametric one-factor copulas

DP2016/03 - BÜCHER, A. and J. SEGERS
On the Maximum Likelihood Estimator for the Generalized Extreme-Value Distribution

DP2016/02 - EINMAHL, J., KIRILIOUK, A. and J. SEGERS
A continuous updating weighted least squares estimator of tail dependence in high dimensions

DP2016/01 - MOUCHART, M., BOUCKAERT, A. and G. WUNSCH
Assessing causality in clinical trials, A Sure Outcome of Random Events (SORE) Model
 

Discussion Papers 2015

DP2015/28 - HAFNER, C. and A. LAUWERS
An augmented Taylor rule for the Federal Reserve’s response to asset prices

DP2015/27 - HAFNER, C. and A. PREMINGER
The effect of additive outliers on a fractional unit root test

DP2015/26 - DENUIT, M. and J. TRUFIN
From Regulatory Life Tables to Stochastic Mortality Projections: The Exponential Decline Model

DP2015/25 - BREMHORST, V., KREYENFELD, M. and P. LAMBERT
Fertility progression in Germany: An analysis using flexible nonparametric cure survival models

DP2015/24 - PORTIER, F. and J. SEGERS
On the weak convergence of the empirical conditional copula under a simplifying assumption

DP2015/23 - BUCHER, A. and J. SEGERS
Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series

DP2015/22 - MOUCHART, M. and R. ORSI
Building a structural model: parameterization and structurality

DP2015/21 - HAFNER, C. and J. BREITUNG
A simple model for now-casting volatility series

DP2015/20 - DEVOLDER, P. AND A. LEBEGUE
Compositions of Conditional Risk Measures and Solvency Capital

DP2015/19 - MOUCHART, M. WUNSCH, G. AND F. RUSSO
The issue of control in multivariate systems, A contribution of structural modelling

DP 2015/18 - DARAIO, D., SIMAR, L. AND P. WILSON
Testing the "Separability" Condition in Two-Stage Nonparametric Models of Production

DP2015/17 - DAOUIA, A. AND I. VAN KEILEGOM
A random locational M-estimation problem based on the L2-Wasserstein distance

DP2015/16 - BRAVO, F., ESCANCIANO, J.C. AND I. VAN KEILEGOM
Wilks' Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference

DP2015/15 - FRANCQ, B. AND B. GOVAERTS
How to regress and predict in a Bland and Altman plot? Review and contribution based on tolerance intervals and correlated errors in variables models

DP2015/14 - LÓPEZ-CHEDA, A., CAO, R., JÁCOME, M.A. AND I. VAN KEILEGOM
Nonparametric incidence and latency estimation in mixture cure models

DP2015/13 - CADENA, M. and M. DENUIT
Semi-parametric accelerated hazard Relational models with applications to Mortality projections

DP2015/12 - PORTIER, F., EL GHOUCH, A. and I. VAN KEILEGOM
Efficiency and Bootstrap in the Promotion Time Cure Model

DP2015/11 - ROUEFF, F., VON SACHS, R. and L. SANSONNET
Time-frequency analysis of locally stationary Hawkes processes

DP2015/10 - ALONSO, J. and P. DEVOLDER
Optimal mix between pay-as-you-go and funding in a multi-generational Overlapping Generations model

DP2015/09 - ALONSO, J. and P. DEVOLDER
Guarantee valuation in Notional Defined Contribution pension systems

DP2015/08 - DHAENE, J., GODECHARLE, E., ANTONIO, K. and M. DENUIT
On the transferability of reserves in lifelong health insurance contracts

DP2015/07 - DONNEAU A-F., MAUER, M., LAMBERT, P., MOLENBERGHS, G. and A. ALBERT
Simulation-based study comparing multiple imputation methods for non-monotone missing ordinal data in longitudinal settings

DP2015/06 - HAFNER, C., MANNER, H. AND L. SIMAR (This discussion paper replaces DP2013/46)
The “wrong skewness” problem in stochastic frontier models: A new approach

DP2015/05 - VARUGHESE, M. , VON SACHS, R., STEPHANOU, M. AND B. BASSETT
Nonparametric Transient Classification using Adaptive Wavelets

DP2015/04 - FARAZ, A., WOODALL, W. and C. HEUCHENNE
Guaranteed conditional performance of the S2 control chart with estimated parameters

DP2015/03 - JOHANNES, J., SIMONI, A. and R. SCHENK
Adaptive Bayesian estimation in indirect Gaussian sequence space models

DP2015/02 - CHEUNG, K. C., DENUIT, M. and J. DHAENE
Tail mutual exclusivity and Tail-VaR lower bounds

DP2015/01 - ESCANCIANO, J. C., PARDO-FERNANDEZ, J. C. and I. VAN KEILEGOM
Asymptotic distribution-free tests for semiparametric regressions

 

Discussion Papers 2014

DP2014/56 - D. PIERRET
Systemic risk and the solvency-liquidity nexus of banks

DP2014/55 - DHAENE, J., STASSEN, B., DEVOLDER, P. and M. VELLEKOOP
The Minimal Entropy Martingale Measure in a market of traded financial and actuarial risks

DP2014/54 - DENUIT, M. and J. TRUFIN
Model points and Tail-VaR in life insurance

DP2014/53 - DEVOLDER, P. and A. LEBEGUE
Iterated VaR or CTE Measures: a False Good Idea?

DP2014/52 - HAMBUCKERS, J. and C. HEUCHENNE
A new methodological approach for error distributions selection in Finance

DP2014/51 - HEUCHENNE, C. and G. LAURENT
Parametric conditional variance estimation in location-scale models with censored data

DP2014/50 - HEUCHENNE, C. and G. LAURENT
Nonparametric regression with cross-sectional data: an alternative to conditional product-limit estimators

DP2014/49 - MASTROMARCO C. and L. SIMAR
Global Dependence and Productivity: A Robust Nonparametric World Frontier Analysis

DP2014/48 - DENUIT, M. KIRILIOUK, A. and J. SEGERS
Max-Factor individual risk models with application to credit portfolios

DP2014/47 - NEUMEYER, N., NOH, H. and I. VAN KEILEGOM
Heteroscedastic semiparametric transformation models: estimation and testing for validity

DP2014/46 - BREITUNG, J. and C. HAFNER
A simple model for now-casting volatility series

DP2014/45 - GBARI, S. and M. DENUIT
Stochastic approximations In CBD mortality projection models

DP2014/44 - KIRILIOUK, A., SEGERS. J. and M. WARCHOL
Nonparametric estimation of extremal dependence

DP2014/43 - BIRKE, M., VAN BELLEGEM, S. and I. VAN KEILEGOM
Semi-parametric estimation in a single-index model with endogenous variables

DP2014/42 - PARDO-FERNANDEZ, J.C., JIMENEZ-GAMERO, M.D. and A. EL GHOUCH
Tests for the equality of conditional variance functions in nonparametric regression

DP2014/41 - SCOLAS, S., EL GHOUCH, A., C. LEGRAND, C. ans A. OULHAJ
Variable selection in a flexible parametric mixture cure model with interval-censored data

DP2014/40 - DENUIT, M., LIU, L. and J. MEYER
A separation theorem for the weak S-Convex Orders

DP2014/39 - FRASSO, D., JAEGER, J. and P. LAMBERT
Estimation and approximation in nonlinear dynamic systems using quasilinearization

DP2014/38 - ALONSO-GARCÍA, J., BOADO-PENAS M. and P. DEVOLDER
Automatic balancing mechanisms for Notional Defined Contribution Accounts in thepresence of uncertainty

DP2014/37 - GARCÍA-PORTUGUÉS E., VAN KEILEGOM, I. CRUJEIRAS, R. and W. GONZÁLEZ-MANTEIGA
Testing parametric models in linear-directional regression

DP2014/36 - DENUIT, M. and L. EECKHOUDT
Prudence, Diversification and Optimal Portfolios

DP2014/35 - M. DENUIT, M., HABERMAN, S. and A. RENSHAW
Longevity-Contingent Deferred Life Annuities

DP2014/34 - BERTRAND, A., LEGRAND, C. CARROLL, R. DE MEESTER, C. and I. VAN KEILEGOM
Inference in a Survival Cure Model with Mismeasured Covariates using a SIMEX Approach

DP2014/33 - FÉRAUD, B., GOVAERTS, B., VERLEYSEN, M. and P. DE TULLIO
Statistical treatment of 2D-NMR COSY spectra: data preparation, clustering-based repeatability evaluation and comparison with 1H-NMR

DP2014/32 - CAZALS, C., FÈVE, F., FLORENS, J-P. and L. SIMAR
Non Parametric Instrumental Variables Estimation for Efficiency Frontier

DP2014/31 - STELAND, A. and R. VON SACH
Large-Sample Approximations for Variance-Covariance Matrices of High-Dimensional Time Series

DP2014/30 - GORROSTIETA, C., OMBAO, H. and R. VON SACHS
Time-Dependent Dual-Frequency Coherence in Multivariate Non-Stationary Time Series

DP 2014/29 - PIGEON, M. and M. DENUIT
Multivariate Skew-Normal Individual Excess-of-Loss Reserving

DP2014/28 - N. UYTTENDAELE
Nested Archimedean copulas: a new class of nonparametric tree structure estimators

DP2014/27 - DEVOLDER, P. AND A. LEBEGUE
Time Horizon and Solvency Capital within a Brownian Framework Partially Modulated by a Continuous-Time Markov Chain

DP2014/26 - J. SEGERS
On the asymptotic distribution of the mean absolute deviation about the mean

DP2014/25 - DARAIO, C., BONACCORSI, A. and L. SIMAR
Rankings and university performance: a conditional multidimensional approach

DP2014/24 - SUJICA, A. and I. VAN KEILEGOM
The copula-graphic estimator in censored nonparametric location-scale regression models

DP2014/23 - FLORENS, J-P. and L. SIMAR
Nonparametric Robust Stochastic Frontier Analysis: a Tikhonov Regularization Approach

DP2014/22 - DREES, H., SEGERS, J. and M. WARCHOL
Statistics for Tail Processes of Markov Chains

DP2014/21 - SCHINZINGER, E., DENUIT, M. and M. CHRISTIANSEN
An Evolutionary Credibility Model of Lee-Carter Type for Mortality Improvement Rates

DP2014/20 - BONACCORSI, A., DARAIO, C. and L. SIMAR
Efficiency and economies of scale and scope in European universities: a directional distance approach

DP2014/19 - TAVERNE, C. and P. LAMBERT
Inflated discrete beta regression models for Likert and discrete rating scale outcomes

DP2014/18 - J. SEGERS
Hybrid Copula Estimators

DP2014/17 - COLLING, B. and I. VAN KEILEGOM
Goodness-of-fit tests in semiparametric transformation models

DP2014/16 - DARAIO, C. and L. SIMAR
Efficiency and benchmarking with directional distances: a data driven approach

DP2014/15 - TALAMAKROUNI, M., VAN KEILEGOM, I. and A. EL GHOUCH
Parametrically guided nonparametric density and hazard estimation with censored data

DP2014/14 - PIGEON, M., ANTONIO, K. and M. DENUIT
Individual loss reserving using paid-incurred data

DP2014/13 - CETINYUREK, A. and P. LAMBERT
Semiparametric Bayesian frailty model for clustered interval-censored data

DP2014/12 - SIMAR, L., VAN KEILEGOM, I. and V. ZELENYUK
Nonparametric Least Squares Methods for Stochastic Frontier Models

DP2014/11 - HEUCHENNE, C., SAMB, R. and I. VAN KEILEGOM
Estimating the Residuals Distribution in Semiparametric Transformation Models

DP2014/10 - HAFNER, C. AND A. PREMINGER
A note on the Tobit model in the presence of a duration variable

DP2014/09 - BERNARD, C., DENUIT, M. AND S. VANDUFFEL
Measuring Portfolio Risk under Partial Dependence Information

DP2014/08 - EINMAHL, J., KIRILIOUK, A., KRAJINA, A. AND J. SEGERS
An M-estimator of spatial tail dependence

DP2014/07 - VON SACHS, R. and C. TIMMERMANS
The BAGIDIS distance: about a fractal topology, with applications to functional classification and prediction

DP2014/06 - JOHANNES, J., SCHENK, R. and A. SIMONIS
Adaptive Bayesian estimation in Gaussian sequence space models

DP2014/05 - GBARI, S. and M. DENUIT
Efficient approximations for numbers of survivors in the Lee-Carter model

DP2014/04  - CHRISTIANSEN, M.C., DENUIT, M. and J. DHAENE
Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts

DP2014/03  - PIGEON, M., HENRY DE FRAHAN, B. and M. DENUIT
Evaluation of the EU Proposed Farm Income Stabilisation Tool by Skew Normal Linear Mixed Models

DP2014/02  - MESFIOUI M. and M. DENUIT
Comonotonicity, orthant convex order and sums of random variables

DP2014/01  - BÜCHER, A., EL GHOUCH, A. and I. VAN KEILEGOM
Single-index quantile regression models for censored data 

 

Discussion Papers 2013

DP2013/61 - D. PIERRET
The systemic risk of energy markets

DP2013/60 - BOCART, F. and H. NOH
Investment in art companies: a proxy for physical art?

DP2013/59 - BEN OMRANE, W. and C. HAFNER
Macroeconomic news surprises and volatility spillover in foreign exchange markets

DP2013/58 -  BREUNIG, C. and J. JOHANNES
Adaptive estimation of functionals in nonparametric instrumental regression

DP2013/57 - P. LAMBERT
Spline approximations to conditional Archimedean copula

DP2013/56 - FRASSO, G., JAEGER, J. and P. LAMBERT
Estimation and approximation in multidimensional dynamics

DP2013/55 - MUNDA, M., LEGRAND, C., DUCHATEAU, L. and P. JANSSENS
Testing for Decreasing Heterogeneity Between Hospitals in Time to Death from Chronic Myeloid Leukemia

DP2013/54  - SIMAR, L., VANHEMS, A. and I. VAN KEILEGOM
Unobserved heterogeneity and endogeneity in nonparametric frontier estimation

DP2013/53 - DAOUIA, A., NOH, H. and B.U. PARK
Data envelope fitting with constrained polynomial splines

DP2013/52  - PARK, B.U., SIMAR, L. and V. ZELENYUK
Non-Parametric Approach to Dynamic Time Series Discrete Choice Models

DP2013/51  - KOJADINOVIC, I. ROHMER, T. and J. SEGERS
Detecting changes in cross-sectional dependence in multivariate time series

DP2013/50  - JC., PARDO-FERNANDEZ, RODRIGUEZ-ALVAREZ, M.X. and I. VAN KEILEGOM
A review on roc curves in the presence of covariates

DP2013/49  - BÜCHER, A. AND J. SEGERS
Extreme value copula estimation based on block maxima of a multivariate stationary time series

DP2013/48  - KNEIP A., SIMAR, L. and P. WILSON
Testing Hypotheses in Nonparametric Models of Production

DP2013/47  - SIMAR, L. and P. WILSON
Statistical Approaches for Nonparametric Frontier Models: A Guided Tour

DP2013/46  - HAFNER, C., MANNER, H. and L. SIMAR
The "wrong skewness" problem in stochastic frontier models: A new approach

DP2013/45  - KLEIN, N., DENUIT, M., LANG, S. and T. KNEIB
Nonlife Ratemaking and Risk Management with Bayesian Additive Models for Location, Scale and Shape

DP2013/44  - FIECAS, M. and R. VON SACHS
Data-driven Shrinkage of the Spectral Density Matrix of a High-dimensional Time Series

DP2013/43  - RUSSO, F., MOUCHART, M. AND G. WUNSCH
Confounding and Control in a Multivariate System An issue in causal attribution

DP2013/42 - LOEYS, T., LEGRAND, C., SCHETTINO, A. and G. POURTOIS 
Semi-parametric proportional hazards models with crossed random effects for psychometric response times

DP2013/41  - DUNKER, F., FLORENS, J-P., HOHAGE, T., JOHANNES, J. and E. MAMMEN
Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression

DP2013/40  - W. HARDLE, W., DWI PRASTYO, D. and C. HAFNER
Support Vector Machines with Evolutionary Feature Selection for Default Prediction

DP2013/39  - BREMHORST, V. and P. LAMBERT
Flexible estimation in cure survival models using Bayesian P-splines  (content confidential until publication)

DP2013/38 - DARAIO, C. and L. SIMAR
Directional Distances and their Robust versions: Computational and Testing Issues

DP2013/37 - MUNDA, M. and C. LEGRAND
A diagnostic plot for guiding the choice of the frailty distribution in clustered survival data

DP2013/36 - MUNDA, M. and C. LEGRAND
Adjusting for centre differences in multicentre clinical trials: a simulation-based investigation for time-to-event outcomes

DP2013/35 - ESCANCIANO, JC., PARDO-FERNANDEZ, JC. and  I. VAN KEILEGOM
Semiparametric Estimation of Risk-return Relationships

DP2013/34 - YANG, S., EL GHOUCH, A. and I. VAN KEILEGOM
Varying coefficient models having different smoothing variables with randomly censored data

DP2013/33 - BÜCHER, A., JASCHKE, S. and D. WIED 
Nonparametric tests for constant tail dependence with an application to energy and finance

DP2013/32 - HAEDO, C. and M. MOUCHART
Specialized Agglomerations with Areal Data: Model and Detection

DP2013/31  - TIMMERMANS, C. and R. von SACHS (This discussion paper replaces DP1030)
BAGIDIS: Statistically investigating curves with sharp local patterns using a new functional measure of dissimilarity

DP2013/30  - SEGERS, J. van den AKKER, R. and B. WERKER
Semiparametric Gaussian copula models: Geometry and efficient rank-based Estimation

DP2013/29  - BÜCHER, A. and I. KOJADINOVIC
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing

DP2013/28  - BÜCHER, A.
A note on weak convergence of the sequential multivariate empirical process under strong mixing

DP2013/27  - MAMMEN, E., VAN KEILEGOM, I. and K. YU
Expansion for Moments of Regression Quantiles with Applications to Nonparametric Testing

DP2013/26  - GROTHE, O., SCHNIEDERS, J. and J. SEGERS
Measuring Association and Dependence Between Random Vectors

DP2013/25  - LI, D., SIMAR, L. and V. ZELENYUK
To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regression

DP2013/24  - SUJICA, A. and I. VAN KEILEGOM
Estimation of location and scale functionals in nonparametric regression under copula dependent censoring

DP2013/23  - NOH, H., EL GHOUCH, A. and I. VAN KEILEGOM
Semiparametric Conditional Quantile Estimation through Copula-Based Multivariate Models

DP2013/22  - PARDO-FERNANDEZ, J.C., JIMENEZ-GAMERO, M.D. and A. EL GHOUCH
A nonparametric ANOVA-type test for regression curves based on characteristic functions

DP2013/21  - DEWE, W., BENOIT, A. and C. LEGRAND
Assessing Vaccine Efficacy in Influenze Clinical Trials - Challenges and Difficulties

DP2013/20 - P. DEVOLDER
Evaluation du coût de la garantie LPC

DP2013/19  - BÜCHER, A., SEGERS, J. and S. VOLGUSHEV
When uniform weak convergence fails: empirical processes for dependence functions via epi- and hypographs

DP2013/18  - VANHEMS, A. and I. VAN KEILEGOM (This discussion paper replaces DP2011/11)
Semiparametric transformation model with endogeneity: a control function approach

DP2013/17  - JANSSEN, A. and J. SEGERS
Markov Tail Chains

DP2013/16  - DENUIT, M. and M. MESFIOUI
Multivariate higher-degree stochastic increasing convexity

DP2013/15  - MASTROMARCO, C. and L. SIMAR
Effect of FDI and Time on Catching-up: New Insights from a Conditional Nonparametric Frontier Analysis

DP2013/14  - DAOUIA, A., SIMAR, L. and P. WILSON (REVISION)
Measuring Firm Performance using Nonparametric Quantile-type Distances

DP2013/13  - HENDERSON, D., SIMAR, L. and L. WANG
Schooling inputs, property tax caps and effciency scores in public schools

DP2013/12  - KNEIP, A., SIMAR, L. and P. WILSON
When Bias Kills the Variance: Central Limit Theorems for DEA and FDH Efficiency Scores

DP2013/11  - MÜLLER U. and I. VAN KEILEGOM 
Efficient quantile regression with auxiliary information

DP2013/10  - HAFNER C. and O. LINTON
An Almost Closed Form Estimator for the EGARCH

DP2013/09  - SEGERS J. and N. UYTTENDAELE
Nonparametric estimation of the tree structure of a nested Archimedean copula

DP2013/08  - I. VANKEILEGOM
Discussion on: ‘An updated review of Goodness-of-Fit tests for regression models’ (by W. Gonzalez-Manteiga and R.M. Crujeiras)

DP2013/07  - DENUIT, M., and L. LIU
Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance

DP2013/06  - ROUSSEAU, R., FERAUD, B., GOVAERTS, B. and M. VERLEYSEN
Combination of Independent Component Analysis and statistical modelling for the identification of metabonomic biomarkers in 1H-NMR spectroscopy (second version)

DP2013/05  - DENUIT, M., HUANG, R. and L. TZENG
Almost Expectation and Excess Dependence Notions

DP2013/04  - HOCHEDEZ, J-F., TIMMERMANS, C., HAUCHECORNE, A. and M. MEFTAH
Dark signal correction for a lukecold frame transfer CCD Application to the SODISM solar telescope onboard the PICARD space mission

DP2013/03  - BOCART, F. and C. HAFNER
Fair re-valuation of wine as an investment

DP2013/02  - DENUIT, M., HUANG, R. and L. TZENG
Bivariate Almost Stochastic Dominance

DP2013/01  - EL MEHDI, R. and C. HAFNER
Local government efficiency: The case of Moroccan municipalities

 

Discussion Papers 2012

DP2012/41  - LEGRAND, C., MUNDA, M., JANSSEN, P. and L. DUCHATEAU
A general class of time-varying coefficients models for right censored data

DP2012/40 - FORGET, P., MACHIELS, J-P., COULIE, P., BERLIÈRE, M., PONCELET, A., TOMBAL, P., STAINIER, A., LEGRAND, C., CANON, J-L., KREMER, Y. and M. DE KOCK
Neutrophil: lymphocyte ratio and intraoperative use of ketorolac or diflofenac are prognostic factors in breast, lung and kidney cancer surgery (content confidential until publication)

DP2012/39  - FRANCQ, B. and B. GOVAERTS
Hyperbolic confidence bands of errors-in-variables regression lines applied to method comparison studies

DP2012/38  - EL MEHDI, R. and C. HAFNER
Inference in stochastic frontier analysis with dependent error terms

DP2012/37  - FIECAS, M. and R. von SACHS
Spectral Density Shrinkage for High-dimensional Time Series

DP2012/36  - FÈVE, F., FLORENS, J-P. and I. VAN KEILEGOM
Estimation of conditional ranks and tests of exogeneity in nonparametric nonseparable models

DP2012/35  - DAOUIA, A., GIRARD, S. and A. GUILLOU
A Gamma-moment approach to monotonic boundaries estimation: with applications in econometric and nuclear fields

DP2012/34  - DENUIT, M., HABERMAN, S. and A. RENSHAW
Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality

DP2012/33  - DENUIT, M., HUANG, R. and L. TZENG
Almost Marginal Conditional Stochastic Dominance

DP2012/32  - SCHWARZ, M., JONGBLOED, G. and I. VAN KEILEGOM
On the identifiability of copulas in bivariate competing risks models

DP2012/31  - WUNSCH, G., MOUCHART, M. and F. RUSSO
Functions and mechanisms in structural-modelling explanation

DP2012/30  - DEVOLDER, P. and G. PISCOPO
Solvency analysis of defined benefit pension schemes

DP2012/29  - DEVOLDER, P., MELIS R. and A. MILLER
Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework

DP2012/28  - DENUIT, M. and M. MESFIOUI
A sufficient condition of crossing-type for the bivariate orthant convex order

DP2012/27  - CHRISTIANSEN, M.C. and M. DENUIT
Worst-case actuarial calculations consistent with single- and multiple-decrement life tables

DP2012/26  - PIGEON, M., HENRY de FRAHAN, B. and M. DENUIT
Evaluation of the EU proposed Farm Income Stabilisation Tool

DP2012/25 - NOH, H. and I. VAN KEILEGOM
Efficient Model Selection in Semivarying Coefficient Models

DP2012/24  - MOREIRA, C., DE UNA-ALVAREZ, J. and I. VAN KEILEGOM
Goodness-of-fit Tests for a Semiparametric Model under Random Double Truncation

DP2012/23  - TALAMAKROUNI, M., EL GHOUCH, A. and I VAN KEILEGOM 
Guided censored regression

DP2012/22  - GONZÀLEZ-MANTEIGA, W., MARTINEZ MIRANDA, M.D. and I. VAN KEILEGOM
Goodness-of-fit Test in Parametric Mixed-Effects Models based on the Estimation of the Error Distribution

DP2012/21 -  NOH, H. and E.R. LEE
Component Selection in Additive Quantile Regression Models

DP2012/20  - NOH, H., CHUNG K. and I. VAN KEILEGOM
Variable Selection of Varying Coefficient Models in Quantile Regression

DP2012/19  - BOCART, F. and C. HAFNER
Volatility of price indices for heterogeneous goods

DP2012/18  - JAEGER, J. and P. LAMBERT
On the use of adhesion parameters to validate models specified using systems of affine differential equations

DP2012/17  - JAEGER, J. and P. LAMBERT
Bayesian penalized smoothing approaches in models specified using affine differential equations with unknown error distributions

DP2012/16 - FIECAS, M., FRANKE, J., von SACHS, R. and J. TADJUIDJE
Shrinkage Estimation for Multivariate Hidden Markov Mixture Models

DP2012/15  - TIMMERMANS , C. and P. FRYZLEWICZ
Shah: Shape-Adaptive Haar Wavelet Transform For Images With Application To Classification

DP2012/14  - DENUIT, M. and B. REY
Uni- And Multidimensional Risk Attitudes: Some Unifying Theorems

DP2012/13  - DE CARVALHO, M., OUMOW, B., SEGERS, J. and M. WARCHOŁ
A Euclidean likelihood estimator for bivariate tail dependence

DP2012/12  - SEGERS, J.
Nonparametric inference for max-stable dependence

DP2012/11  - SEGERS, J.
Max-Stable Models for Multivariate Extremes

DP2012/10  - NOH, N., EL GHOUCH, A. and T. BOUEZMARNI
Copula-Based Regression Estimation and Inference

DP2012/09  - TAAMOUTI, A., BOUEZMARNI, T. and A. EL GHOUCH
Nonparametric Estimation And Inference For Granger Causality Measures

DP2012/08  - DENUIT, M. and L. EECKHOUDT
Improving your chances: An extension of Jindapon and Neilson (2007)

DP2012/07  - DENUIT, M. and L. EECKHOUDT
Risk Attitudes and the Value of Risk Transformations

DP2012/06  - MOREIRA, C. and I. VAN KEILEGOM
Bandwidth Selection for Kernel Density Estimation with Doubly Truncated Data

DP2012/05 - MUNDA, M., ROTOLO, F. and C. LEGRAND
parfm: Parametric Frailty Models in R

DP2012/04  - TIMMERMANS, C., de TULLIO, P., LAMBERT, V., FREDERICH, M., ROUSSEAU, R. and R. von SACHS
Advantages of the Bagidis methodology for metabonomics analyses: application to a spectroscopic study of Age-related Macular Degeneration

DP2012/03  - HOEBAK HAFF, I. and J. SEGERS
Nonparametric estimation of pair-copula constructions with the empirical pair-copula

DP2012/02  - KNEIP, A., SIMAR, L. and I. VAN KEILEGOM
Boundary estimation in the presence of measurement error with unknown variance  - This discussion paper replaces DP 1046

DP2012/01  - EL GHOUCH, A., GENTON, G.M. and T. BOUEZMARNI
Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing

 

Discussion Papers 2011

DP2011/45 - DUNKER, F., FLORENS, J.P., HOHAGE, T., JOHANNES, J. and E. MAMMEN
Iterative Estimation of Solutions to Noisy Nonlinear Operator Equations in Nonparametric Instrumental Regression

DP2011/44 - BAUWENS, L., HAFNER C. and S. LAURENT
Volatility Models

DP2011/43 - PIGEON, M., ANTONIO, K. and M. DENUIT
Individual Loss Reserving with the Multivariate Skew Normal Model

DP2011/42  - SIMAR, L. and V. ZELENYUK
To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regressions

DP2011/41  - DELSOL, L. and I. VAN KEILEGOM
Semiparametric M-Estimation with Non-Smooth Criterion Functions

DP2011/40 - ROTOLO, F., LEGRAND, C.and I. VAN KEILEGOM
Simulation of clustered multi-state survival data based on a copula model

DP2011/39  - BERESWILL, M. and J. JOHANNES
On the effect of noisy observations of the regressor in a functional linear model

DP2011/38  - COMTE, F. and J. JOHANNES
Adaptive functional linear regression

DP2011/37 - JOHANNES, J. and R. SCHENK
Adaptive estimation of linear functionals in functional linear models

DP2011/36  - DAOUIA, A. and B.U. PARK
On Projection-Type Estimators of Multivariate Isotonic Functions

DP2011/35 - SIMAR, L., VANHEMS, A. and P.W. WILSON
Statistical Inference for DEA Estimators of Directional Distances

DP2011/34  - JOHANNES, J. and M. SCHWARZ
Adaptive Gaussian inverse regression with partially unknown operator

DP2011/33  - BADIN, L., DARAIO , C. and L. SIMAR
Explaining Inefficiency in Nonparametric Production Models: the State of the Art

DP2011/32 - DANIEL, B.C., HAFNER , C.M., MANNER, H. and L. SIMAR
Asymmetries in Business Cycles and the Role of Oil Production

DP2011/31 - DAOUIA , A., GARDES, L. and S. GIRARD
On kernel smoothing for extremal quantile regression

DP2011/30 - FLORENS, J.P., SIMAR, L. and I. VAN KEILEGOM
Frontier estimation in nonparametric location-scale models

DP2011/29 - BOCART, F. and C. M. HAFNER
Econometric analysis of volatile art markets

DP2011/28 - BERTRAND, A. and C. M. HAFNER
On heterogeneous latent class models with applications to the analysis of rating scores

DP2011/27  - BOUEZMARNI, T., EL GOUCH, A. and A. TAAMOUTI
Bernstein Estimator for Unbounded Density Copula

DP2011/26  - MÜLLER , U. and I. VAN KEILEGOM
Efficient parameter estimation in regression with missing responses

DP2011/25  - NOH, H., EL GHOUCH, A. and I. VAN KEILEGOM
Quality of fit measures in the framework of quantile

DP2011/24  - NOH, H., EL GHOUCH, A. and I. VAN KEILEGOM
On assessing model adequacy in linear quantile regression

DP2011/23  - SAMB, R., HEUCHENNE, C. and I. VAN KEILEGOM
Estimation of the error density in a semiparametric transformation model

DP2011/22  - HEUCHENNE, C., LAURENT, S., LEGRAND, C. and I. VAN KEILEGOM
Likelihood based inference for semi-competing risks

DP2011/21 - AUTIN, F., FREYERMUTH, J.M. and R. von SACHS
Combining thresholding rules: a new way to improve the performance of wavelet estimators

DP2011/20  -  TIMMERMANS, C., DELSOL, L. and R. von SACHS
Using Bagadis in nonparametric functional data analysis: predicting from curves with sharp local features

DP2011/19  - BADIN, L., DARAIO, C. and L. SIMAR (2011)
How to Measure the Impact of Environmental Factors in a Nonparametric Production Model?

DP2011/18   - GUDENDORF , G. and  J. SEGERS (2011)
Nonparametric estimation of multivariate extreme-value copulas

DP2011/17  - AUTIN, F., FREYERMUTH, J.M. and R. von SACH (2011)
Block-Threshold-Adapted Estimators via a maxiset approach

DP2011/16  - DEVOLDER, P. and H. TASSA (2011)
Solvency capital, inflation and time horizon in pension liabilities

DP2011/15 - DEVOLDER, P. (2011)
Solvency requirement for long term guarantee: risk measure versus probability of ruin

DP2011/14 - DENUIT, M., EECKHOUDT, L. and H. SCHLESINGER (2011)
When Ross meets Bell: the linex utility function

DP2011/13  - BAUWENS, L., HAFNER, C. and D. PIERRET (2011)
Multivariate volatility modeling of electricity futures

DP2011/12  - KOJADINOVIC, I., SEGERS, J. and J. YAN (2011)
Large-sample tests of extreme-value dependence for multivariate copulas

DP2011/11  - VANHEMS, A. and I. VAN KEILEGOM (2011)
Semiparametric transformation model with endogeneity: a control function approach

DP2011/10 - HUNT, J. and P. DEVOLDER (2011)
Semi-Markov regime switching interest rate models and minimal entropy measure

DP2011/09 - HUNT, J. and P. DEVOLDER (2011)
A semi-Markov regime switching extension of the Vasicek model

DP2011/08  - XI CHEN, S. and I. VAN KEILEGOM (2011)
Estimation in semiparametric models with missing data

DP2011/07 - MOUCHART, M., RUSSO, F. and G. WUNSCH (2011)
Inferring causal relations by modelling structures (anciennement DP1107)

DP2011/06 - HAEDO, C. and M. MOUCHART (2011)
A stochastic independence approach for different measures of global specialization (anciennement DP1106)

DP2011/05 - EINMAHL, J.H.J., KRAJINA, A. and J. SEGERS (2011)
An M-estimator for tail dependence in arbitrary dimensions (anciennement DP1105)

DP2011/04 - DAHLKE, M., JAY BREIDT, F., OPSOMER, J. and I. VAN KEILEGOM   (2011)
Nonparametric endogenous post-stratification estimation (anciennement DP1104)

DP2011/03  - VAN KEILEGOM, I. and N. VERAVERBEKE   (2011)
Statistical models and methods for dependence in insurance data

DP2011/02  - AUTIN, F., FREYERMUTH, J.-M. and R. von SACHS   (2011)
Ideal denoising within a family of tree-structured wavelet estimators

DP2011/01  - JAEGER, J. and P. LAMBERT   (2011)
Bayesian generalized profiling estimation in hierarchical linear dynamic systems