In Press

Bădin, Luiza ; Daraio, Cinzia ; Simar, Léopold
A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures.
In: European Journal of Operational Research, (2019)
http://hdl.handle.net/2078.1/214611

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. to appear, p. n/a-n/a
http://hdl.handle.net/2078.1/208979

Chau, Joris ; Ombao, Hernando ; von Sachs, Rainer
Intrinsic data depth for Hermitian positive definite matrices.
In: Journal of Computational and Graphical Statistics, Vol. to appear (Accepted author version posted online: 28 Nov 2018)
http://hdl.handle.net/2078.1/208820

Chiapino, Maël ; Sabourin, Anne ; Segers, Johan
Identifying groups of variables with the potential of being large simultaneously.
In: Extremes, Vol. to appear (Accepted author version posted online: 05 Jan 2019), p. n/a-n/a (2019)
http://hdl.handle.net/2078.1/211880

Daniel, Betty; Hafner, Christian; Manner, Hans; Simar, Léopold
Asymmetries in Business Cycles and the Role of Oil Prices.
In: Macroeconomic Dynamics, p. n/a-n/a. (Accepté/Sous presse).
http://hdl.handle.net/2078.1/187200

Daraio, Cinzia ; Simar, Léopold ; Wilson, Paul W.
Fast and efficient computation of directional distance estimators.
In: Annals of Operations Research,
http://hdl.handle.net/2078.1/214604

Escanciano, Juan Carlos; Pardo-Fernandez, Juan Carlos; Van Keilegom, Ingrid
Asymptotic distribution-free tests for semiparametric regressions with dependent data.
In: Annals of Statistics, , no.n/a , p. n/a-n/a (to appear). (Accepté/Sous presse).
http://hdl.handle.net/2078.1/185665

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, Vol. (to appear), p. n/a-n/a. (Soumis).
http://hdl.handle.net/2078.1/171437

Feraud, Baptiste; Munaut, Carine; Martin, Manon; Verleysen, Michel; Govaerts, Bernadette
Combining strong sparsity and competitive predictive power with the L-sOPLS approach for biomarker discovery in metabolomics.
In: Metabolomics, Vol. 13, no.11, p. (n/a-n/a First Online: 27 September 2017) (2017). doi:10.1007/s11306-017-1275-y (Accepté/Sous presse).
http://hdl.handle.net/2078.1/189217

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, , p. 1-39, Vol. to appear (2019)
http://dial.uclouvain.be/pr/boreal/object/boreal:214601

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. to appear (2018).
http://hdl.handle.net/2078.1/203145

Guisset, Séverine ; Martin, Manon ; Govaerts, Bernadette
Comparison of PARAFASCA, AComDim, and AMOPLS approaches in the multivariate GLM modelling of multi-factorial designs.
In: Chemometrics and Intelligent Laboratory Systems, Vol. to appear (online first 20 November 2018), p. n/a-n/a (2018)
http://hdl.handle.net/2078.1/207565

Haedo, Christian; Mouchart, Michel
A stochastic independence approach for measuring regional specialization and concentration.
In: Papers in Regional Science, , p. n/a-n/a (2017). doi:10.1111/pirs.12294 (Accepté/Sous presse).
http://hdl.handle.net/2078.1/187203

Hainaut, Donatien
A switching microstructure model for stock prices.
In: Mathematics and Financial Economics, (Accepté/Sous presse)
http://hdl.handle.net/2078.1/208804

Hainaut, Donatien ; Deelstra, Griselda
A Bivariate Mutually-Excited Switching Jump Diffusion (BMESJD) for Asset Prices.
In: Methodology and Computing in Applied Probability, Vol. to appear (online first 06 October 2018), p. n/a-n/a
http://hdl.handle.net/2078.1/203985

Hainaut, Donatien ; Moraux, Franck
A switching self-exciting jump diffusion process for stock prices
In: Annals of Finance, , no.First Online: 29 September 2018
http://hdl.handle.net/2078.1/204024

Hainaut, Donatien
 A self-organizing predictive map for non-life insurance
In: European Actuarial Journal, Vol. to appear, p. n/a-n/a
http://hdl.handle.net/2078.1/207819
 
Haine, Thomas; Segers, Johan; Flandre, Denis; Bol, David
Gradient Importance Sampling: an Efficient Statistical Extraction methodology of High-Sigma SRAM Dynamic Characteristics.
DATE 2018, Design, Automation and Test in Europe (Dresden (Germany), du 19/03/2018 au 23/03/2018).
http://hdl.handle.net/2078.1/191730

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. to appear (Accepted author version posted online: 22 Oct 2018), p. n/a-n/a
http://hdl.handle.net/2078.1/209408

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. to appear (online first 22 October 2018), p. n/a-n/a
http://hdl.handle.net/2078.1/207880

Roueff, François; von Sachs, Rainer
Time-frequency analysis of locally stationary~Hawkes processes
In: Bernoulli, Vol. to appear, p. n/a-n/a (2018). (Accepté/Sous presse).
http://hdl.handle.net/2078.1/203144

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, to appear. (Accepté/Sous-presse).
http://hdl.handle.net/2078.1/207878