ISBA Reprints - 2024
RP 2024 / 28
Simar, Léopold ; Wilson, Paul W.
Inference in Dynamic, Nonparametric Models of Production for General Technologies
In: A. Emrouznejad, e.a. (eds), Advances in the Theory and Applications of Performance Measurement and Management, Springer, 2024, p. 9-20
RP 2024 / 27
Daraio, Cinzia ; Di Leo, Simone ; Simar, Léopold
Viable eco‐efficiency targets for waste collection communities
In: Nature. Scientific Reports, 2024, vol. 14, 15038
RP 2024 / 26
Daraio, Cinzia ; Simar, Léopold
Approximations and inference for envelopment estimators of production frontiers
In: Journal of Productivity Analysis, 2024, vol. 62(2), p. 197-215
RP 2024 / 25
Hanna, Vanessa ; Devolder, Pierre
Deterministic lifestyle investment strategy in mixed life insurance contracts
In: Decisions in Economics and Finance, 2024 - (in press)
RP 2024 / 24
Belhouari, Oussama ; Deelstra, Griselda ; Devolder, Pierre
Hybrid life insurance valuation based on a new standard deviation premium principle in a stochastic interest rate framework
In: European Actuarial Journal, 2024 - (in press)
RP 2024 / 23
Marion, Rebecca ; Lederer, Johannes ; Goevarts, Bernadette ; von Sachs, Rainer
VC-PCR: A prediction method based on variable selection and clustering
In: Statistica Neerlandica, 2024 - (in press)
RP 2024 / 22
Denuit, Michel ; Robert, Christian Y.
Conditional Mean Risk Sharing of Independent Discrete Losses in Large Pools
In: Methodology and Computing in Applied Probability, 2024, vol. 26, 36
RP 2024 / 21
Fülle, Markus J. ; Hafner, Christian M. ; Herwartz, Helmut ; Lange, Alexander
BEKKs: An R Package for Estimation of Conditional Volatility of Multivariate Time Series
In: Journal of Statistical Software, 2024 - (in press)
RP 2024 / 20
Denuit, Michel ; Trufin, Julien
Convex and Lorenz orders under balance correction in nonlife insurance pricing: Review and new developments
In: Insurance: Mathematics and Economics, 2024, vol. 118, p. 123-128
RP 2024 / 19
Hentschel, Manuel ; Engelke, Sebastian ; Segers, Johan
Statistical Inference for Hüsler–Reiss Graphical Models Through Matrix Completions
In: Journal of the American Statistical Association, 2024 - (in press)
RP 2024 / 18
Deelstra, Griselda ; Devolder, Pierre ; Roelants du Vivier, Benjamin
Impact of correlation between interest rates and mortality rates on the valuation of various life insurance products
In: Astin Bulletin, 2024 - (in press)
RP 2024 / 17
Ortega-Jiménez, Patricia ; Pellerey, Franco ; Sordo, Miguel ; Suárez-Llorens, Alfonso
Probability equivalent level for CoVaR and VaR
In: Insurance Mathematics and Economics, 2024, vol. 115, p. 22-35
RP 2024 / 16
Van Oirbeek, Robin ; Vandervorst, Félix ; Bury, Thomas ; Willame, Gireg ; Grumiau, Christopher ; Verdonck, Tim
Non-Differentiable Loss Function Optimization and Interaction Effect Discovery in Insurance Pricing Using the Genetic Algorithm
In: Risks, 2024, vol. 12 (5), 79
RP 2024 / 15
Denuit, Michel ; Huyghe, Julie ; Trufin, Julien ; Verdebout, Thomas
Testing for auto-calibration with Lorenz and Concentration curves
In: Insurance Mathematics and Economics, 2024, vol. 117, p. 130-139
RP 2024 / 14
Huyghe, Julie ; Trufin, Julien ; Denuit, Michel
Boosting cost-complexity pruned trees on Tweedie responses: the ABT machine for insurance ratemaking
In: Scandinavian Actuarial Journal, 2024, vol. 2024 (5), p. 417-439
RP 2024 / 13
Parmeter, Christopher F. ; Simar, Léopold ; Van Keilegom, Ingrid ; Zelenyuk, Valentin
Inference in the nonparametric stochastic frontier model
In: Econometric Reviews, 2024, vol. 43(7), p. 518-539
RP 2024 / 12
Simar, Léopold ; Zelenyuk, Valentin ; Zhao, Shirong
Inference for aggregate efficiency: Theory and guidelines for practitioners
In: European Journal of Operational Research, 2024, vol. 316 (1), p. 240-254
RP 2024 / 11
Ketelbuters, John John ; Hainaut, Donatien
A Recursive Method for Fractional Hawkes Intensities and the Potential Approach of Credit Risk
In: Journal of Computational and Applied Mathematics, 2024 - (in press)
RP 2024 / 10
Devolder, Pierre ; Russo, Emilio ; Staino, Alessandro
Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach
In: ASTIN Bulletin, 2024 - (in press)
RP 2024 / 09
Nezakati, Ensiyeh ; Pircalabelu, Eugen
Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting
In: Electronic Journal of Statistics, 2024, vol. 18(1), p. 599-652
RP 2024 / 08
Servais, Thomas ; Deketelaere, Benjamin ; Maiter, Dominique ; Hermans, Michel ; Yombi, Jean Cyr ; Orioli, Laura ; e.a.,
Mortality-related risk factors of inpatients with diabetes and COVID-19: A multicenter retrospective study in Belgium
In: Annales d'endocrinologie, 2024, vol. 85(1), p. 36-43
RP 2024 / 07
Fall, Fanta ; Mamede, Lucia ; Vast, Madeline ; De Tullio, Pascal ; Hayette, Marie‑Pierre ; Govaerts, Bernadette ; e.a.,
First comprehensive untargeted metabolomics study of suramin-treated Trypanosoma brucei: an integrated data analysis workflow from multifactor data modelling to functional analysis
In: Metabolomics, 2024, vol. 20, 25
RP 2024 / 06
Mamede, Lúcia ; Fall, Fanta ; Schoumacher, Matthieu ; Ledoux, Allison ; Bugli, Céline ; Govaerts, Bernadette ; e.a.,
Comparison of extraction methods in vitro Plasmodium falciparum: A1H NMR and LC-MS joined approach
In: Biochemical and Biophysical Research Communications, 2024, vol. 703, 149684
RP 2024 / 05
Jacquemain, Alexandre ; Heuchenne, Cédric ; Pircalabelu, Eugen
A penalised bootstrap estimation procedure for the explained Gini coefficient
In : Electronic Journal of Statistics, 2024, vol. 18(1), p. 247-300
RP 2024 / 04
Janssen, Anja ; Segers, Johan
Invariance properties of limiting point processes and applications to clusters of extremes
In: Dependence Modeling, 2024, vol. 12(1), p. 20230109
RP 2024 / 03
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, 2024, vol. 231, 106140
RP 2024 / 02
Hainaut, Donatien
A mutually exciting rough jump-diffusion for financial modelling
In: Fractional Calculus and Applied Analysis, 2024, vol. 27(1), p. 319-352
RP 2024 / 01
Leunga Njike, Charles Guy ; Hainaut, Donatien
Affine Heston model style with self-exciting jumps and long memory
In: Annals of Finance, 2024 - (in press)
2023
RP 2023 / 33
Zeddouk, Fadoua ; Devolder, Pierre
Pricing and hedging of longevity basis risk through securitisation
In: ASTIN Bulletin, 2024, vol. 54(1), p. 159-184
RP 2023 / 32
Asenova, Stefka ; Segers, Johan
Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments
In: Advances in Applied Probability, 2024 - (in press)
RP 2023 / 31
Hu, Shuang ; Peng, Zuoxiang ; Segers, Johan
Modeling multivariate extreme value distributions via Markov trees
In: Scandinavian Journal of Statistics, 2024, vol. 51 (2), p. 760-800
RP 2023 / 30
Hafner, Christian M. ; Herwartz, Helmut
Correlation impulse response functions
In: Finance Research Letters, 2023, vol. 57, 104176
RP 2023 / 29
Hafner, Christian M. ; Herwartz, Helmut
Asymmetric volatility impulse response functions
In: Economics Letters, 2023, vol. 222, 110968
RP 2023 / 28
Hafner, Christian M.
Explanatory factors of French retail wine prices
In: Applied Economics Letters, 2024 - (in press)
RP 2023 / 27
Hafner, Christian M. ; Linton, Oliver B. ; Wang, Linqi
Dynamic Autoregressive Liquidity (DArLiQ)
In: Journal of Business & Economic Statistics, 2024, vol. 42(2), p. 774-785
RP 2023 / 26
Cadena, Meitner ; Denuit, Michel
Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models
In: Decisions in Economics and Finance, 2023, vol. 46(2), p. 569-582
RP 2023 / 25
Denuit, Michel ; Trufin, Julien
Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration
In: European Actuarial Journal, 2023, vol. 13(2), p. 871-878
RP 2023 / 24
Lambert, Philippe ; Gressani , Oswaldo
Penalty parameter selection and asymmetry corrections to Laplace approximations in Bayesian P-splines models
In: Statistical Modelling, 2023, vol. 23(5-6), p. 409-423
RP 2023 / 23
Simar, Léopold ; Wilson, Paul
Another Look at Productivity Growth in Industrialized Countries
In : Journal of Productivity Analysis, 2023, vol. 60(3), p. 257-272
RP 2023 / 22
Hanna, Vanessa ; Devolder, Pierre
Optimal Choice between Defined Contribution and Cash Balance Pension Schemes: Balancing Interests of Employers and Workers
In: Risks, 2023, vol. 11(7), 135
RP 2023 / 21
Lambert, Philippe
Comments on: Nonparametric estimation in mixture cure models with covariates
In: Test, 2023, vol. 32, p. 506-509
RP 2023 / 20
Clémençon, Stéphan ; Jalalzai, Hamid ; Lhaut, Stéphane ; Sabourin, Anne ; Segers, Johan
Concentration bounds for the empirical angular measure with statistical learning applications
In: Bernoulli, 2023, vol. 29(4), p. 2797-2827
RP 2023 / 19
Thiel, Michel ; Benaiche, Nadia ; Martin, Manon ; Franceschini, Sébastien ; Van Oirbeek, Robin ; Govaerts, Bernadette
limpca: An R package for the linear modeling of high- dimensional designed data based on ASCA/APCA family of methods
In: Journal of Chemometrics, 2023, vol. 37(7), e3482
RP 2023 / 18
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). Ed. by S. Koyejo, e.a. NeurIPS, 2023, p. 11842-11853. - ISBN 9781713871088
RP 2023 / 17
Pircalabelu, Eugen
A spline-based time-varying reproduction number for modelling epidemiological outbreaks
In: Journal of the Royal Statistical Society. Series C: Applied Statistics, 2023, vol. 72(3), p. 688-702
RP 2023 / 16
Nezakati, Ensiyeh ; Pircalabelu, Eugen
Unbalanced distributed estimation and inference for the precision matrix in Gaussian graphical models
In: Statistics and Computing, 2023, vol. 33, # 47
RP 2023 / 15
Hanna, Vanessa ; Devolder, Pierre
Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates
In: European Actuarial Journal, 2024 - (in press)
RP 2023 / 14
Denuit, Michel ; Robert, Christian Y.
Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
In: Insurance: Mathematics and Economics, 2023, vol. 112, p. 23-32
RP 2023 / 13
Asenova, Stefka ; Segers, Johan
Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler–Reiss distributions
In: Extremes, 2023, vol. 26(3), p. 433-468
RP 2023 / 12
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, 2023, vol. 328(2), p. 1365-1386
RP 2023 / 11
Fève, Frédérique ; Florens, Jean-Pierre ; Simar, Léopold
Proportional incremental cost probability functions and their frontiers
In: Empirical Economics, 2023, vol. 64(6), p. 2721-2756
RP 2023 / 10
Pham, Manh ; Simar, Léopold ; Zelenyuk, Valentin
Statistical Inference for Aggregation of Malmquist Productivity Indices
In: Operations Research, 2024, vol. 72(4), p. 1615-1629
RP 2023 / 09
O’Loughlin, Caitlin ; Simar, Léopold ; Wilson, Paul W.
Methodologies for assessing government efficiency
In: Handbook on Public Sector Efficiency, ed. by António Afonso, João Tovar Jalles and Ana Venâncio, E. Elgar, 2023, p. 72-101 (chap. 4)
RP 2023 / 08
Simar, Léopold ; Zelenyuk, Valentin ; Zhao, Shirong
Further Improvements of Finite Sample Approximation of Central Limit Theorems for Envelopment Estimators
In: Journal of Productivity Analysis, 2023, vol. 59(2), p. 189-194
RP 2023 / 07
Ciatto, Nicolas ; Verelst, Harrison ; Trufin, Julien ; Denuit, Michel
Does autocalibration improve goodness of lift?
In: European Actuarial Journal, 2023, vol. 13(1), p. 479-486
RP 2023 / 06
Oorschot, Jochem ; Segers, Johan ; Zhou, Chen
Tail inference using extreme U-statistics
In: Electronic Journal of Statistics, 2023, vol. 17(1), p. 1113-1159
RP 2023 / 05
Devolder, Pierre
Viabilité financière, adéquation sociale et équité de notre système de pension
In: Revue Bancaire et Financière, 2023
RP 2023 / 04
Devolder, Pierre ; Hindriks, Jean
Cadre pour une réforme acceptable des pensions
In: Regards économiques, 2023, nr. 178
RP 2023 / 03
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, 2023, vol. 39, #5
RP 2023 / 02
Plassier, Vincent ; Portier, François ; Segers, Johan
Risk bounds when learning infinitely many response functions by ordinary linear regression
In: Annales de l'Institut Henri Poincaré : Probabilités et Statistiques, 2023, vol. 59(1), p. 53-78
RP 2023 / 01
Lambert, Philippe
Nonparametric density estimation and risk quantification from tabulated sample moments
In: Insurance: Mathematics and Economics, 2023, vol. 108, p. 177-189
2022
RP 2022 / 43
Legrand, Catherine ; Tubeuf, Sandy
Le développement des vaccins anti-Covid-19 est-il allé trop vite ?
In: Regards économiques, 2022, Focus 29
RP 2022 / 42
Lanotte, Myriam ; Devolder, Pierre
Communication relative aux pensions : digitalisation et défis pour l'avenir
In: Revue Belge de Sécurité Sociale, 2021(4), p. 517-538
RP 2022 / 41
Hohage, Thorsten ; Maréchal, Pierre ; Simar, Léopold ; Vanhems, Anne
A mollifier approach to the deconvolution of probability densities
In: Econometric Theory, 2024, vol. 40(2), p. 320-359
RP 2022 / 40
Simar, Léopold ; Wilson, Paul W.
Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs
In : Journal of Business & Economic Statistics, 2023, vol. 41(4), p. 1391-1403
RP 2022 / 39
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, 2022, vol. 303(3), p. 1469-1480
RP 2022 / 38
Denuit, Michel ; Robert, Christian Y.
From risk reduction to risk elimination by conditional mean risk sharing of independent losses
In: Insurance: Mathematics and Economics, 2023, vol. 108, p. 46-59
RP 2022 / 37
Hainaut, Donatien ; Trufin, Julien ; Denuit, Michel
Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link
In: Scandinavian Actuarial Journal, 2022, vol. 2022(10), p. 841-866
RP 2022 / 36
Seck, Ndeye Arame ; Denuit, Michel
Adaptive Splines for Continuous Features in Risk Assessment
In: CAS E-Forum, 2022
RP 2022 / 35
Hainaut, Donatien
Multivariate claim processes with rough intensities: Properties and estimation
In: Insurance: Mathematics and Economics, 2022, vol. 107, p. 269-287
RP 2022 / 34
Hainaut, Donatien
Pricing of spread and exchange options in a rough jump–diffusion market
In: Journal of Computational and Applied Mathematics, 2023, vol. 419, 114752
RP 2022 / 33
Hafner, Christian M. ; Majeri , Sabrine
Analysis of cryptocurrency connectedness based on network to transaction volume ratios
In: Digital Finance, 2022, vol. 4, p. 187-216
RP 2022 / 32
Bocart, Fabian Y.R.P. ; Hafner, Christian M. ; Kasperskaya, Yulia ; Sagarra, Marti
Investing in superheroes? Comic art as a new alternative investment
In: The Journal of Alternative Investments, 2023, vol. 25(3), p. 9-27
RP 2022 / 31
Kyriakopoulou, Dimitra ; Hafner, Christian M.
Reconciling negative return skewness with positive time-varying risk premia
In: Econometric Reviews, 2022, vol. 41(8), p. 877-894
RP 2022 / 30
Denuit, Michel ; Hieber, Peter ; Robert, Christian Y.
Mortality credits within large survivor funds
In: ASTIN Bulletin, 2022, vol. 52(3), p. 813-834
RP 2022 / 29
Declercq, Jozefien ; Van Damme, Karel ; De Leeuw, Elisabeth ; Maes, Bastiaan ; Wittebole, Xavier ; Legrand, Catherine ; e.a.
Effect of anti-interleukin drugs in patients with COVID-19 and signs of cytokine release syndrome (COV-AID): a factorial, randomised, controlled trial
In: The Lancet. Respiratory Medicine, 2021, vol. 9(12), p. 1427-1438
RP 2022 / 28
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, 2023, vol. 32(2), p. 378-387
RP 2022 / 27
Donatien Hainaut
Continuous Time Processes for Finance : Switching, Self-exciting, Fractional and other Recent Dynamics
Springer, 2022. - ISBN 978-3-031-06360-2
RP 2022 / 26
Denuit, Michel ; Dhaene, Jan ; Robert, Christian Y.
Risk-sharing rules and their properties, with applications to peer‐to‐peer insurance
In: Journal of Risk and Insurance, 2022, vol. 89(3), p. 615-667
RP 2022 / 25
Denuit, Michel ; Robert, Christian Y.
Conditional Tail Expectation Decomposition and Conditional Mean Risk Sharing for Dependent and Conditionally Independent Losses
In: Methodology and Computing in Applied Probability, 2022, vol. 24, p. 1953-1985
RP 2022 / 24
Orsi, Renzo ; Mouchart, Michel ; Wunsch, Guillaume
Causality in Econometric Modeling : From Theory to Structural Causal Modeling
In: Journal of Econometrics and Statistics, 2022, vol. 2(1), p. 61-90
RP 2022 / 23
Lhaut, Stéphane ; Sabourin, Anne ; Segers, Johan
Uniform concentration bounds for frequencies of rare events
In: Statistics & Probability Letters, 2022, vol. 189, 109610
RP 2022 / 22
Dupret, Jean-Loup ; Barbarin, Jérôme ; Hainaut , Donatien
Impact of rough stochastic volatility models on long-term life insurance pricing
In: European Actuarial Journal, 2023, vol. 13(1), p. 235-275
RP 2022 / 21
Denuit, Michel ; Robert, Christian Y.
Polynomial Series Expansions and Moment Approximations for Conditional Mean Risk Sharing of Insurance Losses
In: Methodology and Computing in Applied Probability, 2022, vol. 24, p. 693-711
RP 2022 / 20
Denuit, Michel ; Robert, Christian Y.
Conditional mean risk sharing in the individual model with graphical dependencies
In: Annals of Actuarial Science, 2022, vol. 16(1), p. 183-209
RP 2022 / 19
Soetewey, Antoine ; Legrand, Catherine ; Denuit, Michel ; Silversmit, Geert
Semi-markov modeling for cancer insurance
In: European Actuarial Journal, 2022, vol. 12, p. 813-837
RP 2022 / 18
Devolder, Pierre ; Hindriks, Jean
Une pension légale sous forme d’un compte pension
In: Regards économiques, 2022, Focus 28
RP 2022 / 17
Ngugnie Diffouo, Pauline ; Devolder, Pierre
Solvency measurement of life annuity products
In: International Journal of Theoretical and Applied Finance, 2022, vol. 25(2), 2250003
RP 2022 / 16
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, 2022, vol. 174, 107477
RP 2022 / 15
Haedo, Christian ; Mouchart , Michel
Two-mode clustering through profiles of regions and sectors
In: Empirical Economics, 2022, vol. 63, p. 1971-1996
RP 2022 / 14
Denuit, Michel ; Robert, Christian Y.
Collaborative Insurance with Stop-Loss Protection and Team Partitioning
In: North American Actuarial Journal, 2022, vol. 26(1), p. 143-160
RP 2022 / 13
Hafner, Christian M. ; Wang, Linqi
Dynamic portfolio selection with sector-specific regularization
In: Econometrics and Statistics, 2024 - (in press)
RP 2022 / 12
Hafner, Christian M. ; Wang, Linqi
A dynamic conditional score model for the log correlation matrix
In: Journal of Econometrics, 2023, vol. 237 (2, part B), 105176
RP 2022 / 11
Yang, Bingduo ; Hafner, Christian M. ; Liu, Guannan ; Long, Wei
Semiparametric estimation and variable selection for single-index copula models
In: Journal of Applied Econometrics, 2021, vol. 36(7), p. 962-988
RP 2022 / 10
Hafner, Christian M. ; Herwartz, Helmut
Dynamic score driven independent component analysis
In: Journal of Business & Economic Statistics, 2023, vol. 41(2), p. 298-308
RP 2022 / 09
El Mehdi, Rachida ; Hafner, Christian M.
Panel stochastic frontier analysis with dependent error terms
In: International Econometric Review, 2021, vol. 13(2), p. 24-40
RP 2022 / 08
Yang, Bingduo ; Cai, Zongwu ; Hafner, Christian M. ; Liu, Guannan
Time-Varying Mixture Copula Models with Copula Selection
In: Statistica Sinica, 2022, vol. 32, p. 1049-1077
RP 2022 / 07
Pircalabelu, Eugen ; Artemiou, Andreas
High-dimensional Sufficient Dimension Reduction through principal projections
In: Electronic Journal of Statistics, 2022, vol. 16(1), p. 1804-1830
RP 2022 / 06
Denuit, Michel ; Robert, Christian
Peering ahead
In: The Actuary, January-February 2022, p. 38-39
RP 2022 / 05
Mathieu, Sophie ; Lefèvre, Laure ; von Sachs, Rainer ; Delouille, Véronique ; Ritter, Christian ; Clette, Frédéric
Nonparametric monitoring of sunspot number observations
In: Journal of Quality Technology, 2023, vol. 55(1), p. 104-118
RP 2022 / 04
Corradin, Alexandre ; Denuit, Michel ; Detyniecki, Marcin ; Grari, Vincent ; Sammarco, Matteo ; Trufin, Julien
Joint modeling of claim frequencies and behavioral signals in motor insurance
In: ASTIN Bulletin, 2022, vol. 52(1), p. 33-54
RP 2022 / 03
Njike Leunga, Charles G. ; Hainaut, Donatien
Valuation of Annuity Guarantees under a Self-Exciting Switching Jump Model
In: Methodology and Computing in Applied Probability, 2022, vol. 24, p. 963-990
RP 2022 / 02
Ketelbuters, John John ; Hainaut, Donatien
CDS Pricing with Fractional Hawkes Processes
In: European Journal of Operational Research, 2022, vol. 297(3), p. 1139-1150
RP 2022 / 01
Hainaut, Donatien
Lévy Interest Rate Models with a Long Memory
In: Risks, 2022, vol. 10(1), 2
2021
RP2021/57
Lambert, Philippe
Fast Bayesian inference using Laplace approximations in nonparametric double additive location-scale models with right- and interval-censored data
Computational Statistics & Data Analysis, vol. 161, 107250, 2021
RP2021/56
Gressani, O., Lambert, P.
Laplace approximations for fast Bayesian inference in generalized additive models based on P-splines
Computational Statistics & Data Analysis, vol. 154, 107088, 2021
RP2021/55
Denuit, M.
Reply to Edward Furman, Yisub Kye, and Jianxi Su on Their Discussion on the Paper Titled “Size-Biased Risk Measures of Compound Sums”
North American Actuarial Journal, 25, 637-638, 2021
RP2021/54
Denuit, M.
Reply to Jiandong Ren on Their Discussion on the Paper Titled “Size-Biased Risk Measures of Compound Sums”
North American Actuarial Journal, 25, 643-643, 2021
RP2021/53
Mordant, G., Segers, J.
Measuring dependence between random vectors via optimal transport
Journal of Multivariate Analysis, 189, 104912, 2022
RP 2021/52
Wunsch, G., Russo, F., Mouchart, M., R. Orsi
Time and causality in the social sciences
Time & Society, vol 31(2), p. 177-204, 2022
RP2021/51
Dupret, J-L., Hainaut, D.
Portfolio insurance under rough volatility and Volterra processes
International Journal of Theoretical and Applied Finance, vol. 24, no. 6-7, p. 2150036, 2021
RP2021/50
Denuit, M., Robert, C. Y.
Corrigendum and addendum to “From risk sharing to pure premium for a large number of heterogeneous losses” in Insurance: Mathematics and Economics, 96 116–126, 2021
Insurance: Mathematics and Economics, 101, 640-644, 2021
RP2021/49
Denuit, M., Charpentier , A., Trufin, J.
Autocalibration and Tweedie-dominance for insurance pricing with machine learning
Insurance: Mathematics and Economics, 101, 485-497, 2021
RP2021/48
Denuit, M., Trufin, J., Verdebout, T.
Testing for more positive expectation dependence with application to model comparison
Insurance: Mathematics and Economics, 101, 163-172, 2021
RP2021/47
Hanna, V., Hieber, P., Devolder, P.
Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy
Scandinavian Actuarial Journal, vol. 2022(5), p. 421-446, 2022
RP2021/46
Hainaut, D.
Moment generating function of non-Markov self-excited claims processes
Insurance: Mathematics and Economics, 101, part B, 406-424, 2021
RP2021/45
Ketelbuters, J-J., Hainaut, D.
Time-consistent evaluation of credit risk with contagion.
Journal of Computational and Applied Mathematics, 403, 113848, 2022
RP2021/44
Cadena, M., Denuit, M.
A new measure of mortality differentials based on precedence probability
European Actuarial Journal, 11, 717–724, 2021
RP2021/43
Heuchenne, C., Jacquemain, A.
Inference for monotone single-index conditional means: a Lorenz regression approach
Computational Statistics & Data Analysis, 167, 107347, 2022
RP2021/42
Tran, P., Heuchenne, C.
Monitoring the coefficient of variation using variable sampling interval CUSUM control charts
Journal of Statistical Computation and Simulation, 91, 501-521, 2021
RP2021/41
Tran, P., Heuchenne, C., Nguyen, H., Marie, H.
Monitoring Coefficient of Variation using One-Sided Run Rules control charts in the presence of Measurement Errors
Journal of Applied Statistics, 48, 2178-2204, 2021
RP2021/40
Saghir, A., Aslam, M., Faraz, A., Ahmad, L., Heuchenne, C.
Monitoring process variation using modified EWMA
Quality and Reliability Engineering International, 36, 328-339, 2020
RP2021/39
Tran, K., Nguyen, H., Tran, P., Heuchenne, C.
On the performance of CUSUM control charts for monitoring the coefficient of variation with measurement errors
The International Journal of Advanced Manufacturing Technology, 104, 1903–1917, 2019
RP2021/38
Bazgour, T., Heuchenne, C., Hübner, G., Sougné, D.
How do volatility regimes affect the pricing of quality and liquidity in the stock market?
Studies in Nonlinear Dynamics & Econometrics, 25, 20180127, 2021
RP2021/37
Nguyen, Q-T., Giner-Bosch, V., Tran, K., Heuchenne, C., e.a.
One-sided variable sampling interval EWMA control charts for monitoring the multivariate coefficient of variation in the presence of measurement errors
The International Journal of Advanced Manufacturing Technology, 5-6, 19174938, 2021
2021/36
Beretta, A., Heuchenne, C.
penPHcure: Variable Selection in Proportional Hazards Cure Model with Time-Varying Covariates
The R Journal, 13/1, 116-129, 2021
RP2021/35
Beretta, A., Heuchenne, C., Restaino, M.
Competing risks proportional-hazards cure model and generalized extreme value regression: an application to bank failures and acquisitions in the United States
Journal of Applied Statistics, 49(16), 4162-4180, 2022
RP2021/34
Chown, Justin ; Heuchenne, Cédric ; Van Keilegom, Ingrid. The nonparametric location-scale mixture cure model
Test, 29, 1008–1028, 2020
RP2021/33
Heuchenne, C., De uña Alvarez, J., Laurent, G.
Supplementary material for Estimation from cross-sectional data under a semiparametric truncation model
Biometrika, Accepté/Sous presse
RP2021/32
Heuchenne, Cédric ; De uña Alvarez, Jacobo ; Laurent, Géraldine. Estimation from cross-sectional data under a semiparametric truncation model
Biometrika, 107, 449–465, 2020
RP2021/31
Devolder, P.
Coût réel pour l’Etat du deuxième pilier belge de pension pour salariés : l’approche actuarielle bouscule quelques à priori
Regards Économiques, 166, 2021
RP2021/30
Diakite, K., Devolder, P.
Progressive Pension Formula and Life Expectancy Heterogeneity
Risks, 9, 127, 2021
RP2021/29
Denuit, M., Robert, C.
Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction
Journal of Multivariate Analysis, 186, 104803, 2021
RP2021/28
Pircalabelu, Eugen ; Artemiou, Andreas.
Graph informed sliced inverse regression
Computational Statistics & Data Analysis, 164, 107302, 2021
RP2021/27
Jacquemain, A., Heuchenne, C., Pircalabelu, E.
A lasso-type estimation for the Lorenz regression
In: Andreas Makridis, Fotios S. Milienos, Panagiotis Papastamoulis, Christina Parpoula & Athanasios Rakitzis (eds.), Proceedings of the 22nd European Young Statistician Meeting, Panteion University of Social and Political Sciences: Athens, Greece, 41-45, 2021
RP2021/26
Bücher, A., El Ghouch, A., Van Keilegom, I.
Single-Index Quantile Regression Models for Censored Data
In: Daouia A., Ruiz-Gazen A. (eds), Advances in Contemporary Statistics and Econometrics, Springer, 177-196, 2021
RP2021/25
Denuit, M., Trufin, J.
Generalization error for Tweedie models: decomposition and error reduction with bagging
European Actuarial Journal, 11, 325-331, 2021
RP2021/24
Leluc, R., Portier, F., Segers, J.
Control variate selection for Monte Carlo integration
Statistics and Computing, 31, 50, 2021
RP2021/23
Kneip, A., Simar, L., Wilson, P.
Inference in Dynamic, Nonparametric Models of Production: Central Limit Theorems for Malmquist Indices
Econometric Theory, 37, 3, 537-572, 2021
RP2021/22
Devolder, P., Degoli, M-C.
Les enjeux et les perspectives de la pension à points à la lumière de l'expérience belge.
Droit Social, 5, 5, 413-421, 2021
RP2021/21
Ngugnie Diffouo, P., Devolder, P.
Design of risk sharing for risk-linked annuities
International Journal of Financial Engineering, 2150021, 2021
RP2021/20
Denuit, M., Robert, C.
Risk sharing under the dominant peer‐to‐peer property and casualty insurance business models
Risk Management and Insurance Review, 24, 2, 181-205, 2021
RP2021/19
Denuit, M., Robert, C.
Stop-loss protection for a large P2P insurance pool
Insurance: Mathematics and Economics, 100, 210-233, 2021
RP2021/18
Kiriliouk, A., Segers, J., Tsukahara, H.
Resampling Procedures with Empirical Beta Copulas
Pioneering Works on Extreme Value Theory, Eds. Nobuaki Hoshino, Shuhei Mano, Takaaki Shimura, Springer: Singapore, p. 27-53, 2021
RP2021/17
Bettonville, C., d'Oultremont, L., Denuit, M., Trufin, J. and R. Van Oirbeek
Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model
Scandinavian Actuarial Journal, 2021, 5, 380-407, 2021
RP2021/16
Bibal, A., Marion, R., von Sachs, R., Frénay, B.
BIOT: Explaining Multidimensional Nonlinear MDS Embeddings using the Best Interpretable Orthogonal Transformation
Neurocomputing, 453, 109-118, 2021
RP2021/15
Legrand, C.
Advanced Survival Models
Chapman and Hall/CRC Press, ISBN 9780429054167, 360 pages, 2021
RP2021/14
Hainaut, D.
A fractional multi-states model for insurance
Insurance: Mathematics and Economics, 98, 120-132, 2021
RP2021/13
Deelstra, G., Devolder, P., Melis, R.
Optimal annuitisation in a deterministic financial environment
Decisions in Economics and Finance, 44, 161-175, 2021
RP2021/12
Fall, F., Tchuigoua, H., Vanhems, A., Simar, L.
Gender effect on microfinance social efficiency: A robust nonparametric approach
European Journal of Operational Research, 295, 2, 744-757, 2021
RP2021/11
Daraio, C., Simar, L., Wilson, P.
Quality as a Latent Heterogeneity Factor in the Efficiency of Universities
Economic Modelling, 99, June 2021, 105485, 2021
RP2021/10
Mastromarco, C., Simar, L., Zelenyuk, V.
Predicting recessions with a frontier measure of output gap: an application to Italian economy
Empirical Economics, 60, 2701–2740, 2021
RP2021/09
Mastromarco, C., Simar, L.
Latent heterogeneity to evaluate the effect of human capital on world technology frontier
Journal of Productivity Analysis, 55, 71–89, 2021
RP2021/08
Mordant, G. Segers, J.
Maxima and near-maxima of a Gaussian random assignment field
Statistics & Probability Letters, 173, 109087, 2021
RP2021/07
Pechon, F., Denuit, M., Trufin, J.
Home and Motor insurance joined at a household level using multivariate credibility
Annals of Actuarial Science, 15, 1, 82-114, 2021
RP2021/06
Thiel, M., Sauwen, N., Khamiakova, T., Maes, T., Govaerts, B.
Comparison of chemometrics strategies for the spectroscopic monitoring of active pharmaceutical ingredients in chemical reactions
Chemometrics and Intelligent Laboratory Systems, 211, 104273, 2021
RP2021/05
Hallin, M., Mordant, G., Segers, J.
Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance
Electronic Journal of Statistics, 15, 1, 1328-1371, 2021
RP2021/04
Asenova, S., Mazo, G., Segers, J.
Inference on extremal dependence in the domain of attraction of a structured Hüsler–Reiss distribution motivated by a Markov tree with latent variables
Extremes, 24, 431-500, 2021
RP2021/03
Einmahl, J., Segers, J.
Empirical tail copulas for functional data
Annals of Statistics, 49, 2672-2696, 2021
RP2021/02
Hainaut, D.
An Actuarial Approach for Modeling Pandemic Risk
Risks, 9, 1, 3, 2021
RP2021/01
Denuit, M., Robert, C. Y.
From risk sharing to pure premium for a large number of heterogeneous losses
Insurance: Mathematics and Economics, 96, 116-126, 2021
2020
RP2020/49
Florens, Jean-Pierre ; Simar, Léopold ; Van Keilegom, Ingrid
Estimation of the Boundary of a Variable Observed With Symmetric Error
Journal of the American Statistical Association, 115, 425-441, 2020
RP2020/48 - BEYENE, K. M. and A. EL GHOUCH
Smoothed time‐dependent receiver operating characteristic curve for right censored survival data
Statistics in Medicine, 39, 3373-3396, 2020
RP2020/47 – P. DEVOLDER
Propositions de réforme des retraites publiques en Belgique, Principes et instruments
Revue de l'OFCE : observations et diagnostics économiques, 170, 85-104, 2020
RP2020/46 - BRAVO, F., ESCANCIANO, J. C. and I. VAN KEILEGOM
Two-Step Semiparametric Empirical Likelihood Inference
Annals of Statistics, 48, 1-26, 2020
RP2020/45 - DELSOL, L. and I. VAN KEILEGOM
Semiparametric M-estimation with non-smooth criterion functions
Annals of the Institute of Statistical Mathematics, 72, 577-605, 2020
RP2020/44 - NOH, H. and I. VAN KEILEGOM
On relaxing the distributional assumption of stochastic frontier models
Journal of the Korean Statistical Society, 49, 1-14, 2020
RP2020/43 - DERESA, NEGERA W. and I. VAN KEILEGOM
Flexible parametric model for survival data subject to dependent censoring
Biometrical journal, 62, 136-156, 2020
RP2020/42 - PATILEA, V. and I. VAN KEILEGOM
A general approach for cure models in survival analysis
Annals of Statistics, 48, 2323-2346, 2020
RP2020/41 - MOLENBERGHS, G., BUYSE, M., ABRAMS, S., HENS, N., BEUTELS, P. et. al.
Infectious diseases epidemiology, quantitative methodology, and clinical research in the midst of the COVID-19 pandemic: Perspective from a European country
Contemporary Clinical Trials, 99, 106189, 2020
RP2020/40 - LAMBERT, P. and V. BREMHORST
Inclusion of time-varying covariates in cure survival models with an application in fertility studies
Journal of the Royal Statistical Society, 183, 333-354, 2020
RP2020/39 - SOETEWEY, A., LEGRAND, C., DENUIT, M. and G. SILVERSMIT
Waiting period from diagnosis for mortgage insurance issued to cancer survivors
European Actuarial Journal, published online 22 November 2020
RP2020/38 - CANTAGALLO, E., DE BACKER, M., KICINSKI, M., OZENNE, B., COLLETTE, L., LEGRAND, C., BUYSE, M. and J. PERON
A new measure of treatment effect in clinical trials involving competing risks based on generalized pairwise comparisons
Biometrical Journal, 63, 272-288, 2020
RP2020/37 - DEVOLDER, P. and I. DOMÍNGUEZ-FABIÁN
Thinking in Vertical: A Practical Application of the Two-Stage Pension System in Spain
Sustainability, 12, 23, 9928, 2020
RP2020/36 - ZEDDOUK, F. and P. DEVOLDER
Longevity Modelling and Pricing under a Dependent Multi-Cohort Framework
Risks, 8, 4, 121, 2020
RP2020/35 - DENUIT, M., HAINAUT, D. and J. TRUFIN
Effective Statistical Learning Methods for Actuaries II : Tree-Based Methods and Extensions.
Springer, 2020. ISBN 978-3-030-57555-7
RP2020/34 - M. DENUIT
Size-Biased Risk Measures of Compound Sums
North American Actuarial Journal, 24, 4, 512-532, 2020
RP2020/33 - MARION, R., GOVAERTS, B. and R. VON SACHS
AdaCLV for Interpretable Variable Clustering and Dimensionality Reduction of Spectroscopic Data
Chemometrics and Intelligent Laboratory Systems, 206, 15 November 2020, 104169, 2020
RP2020/32 - HAFNER, C., HERWARTZ, H. and S. MAXAND, SIMONE
Identification of structural multivariate GARCH models
Journal of Econometrics, 227, 1, 212-227, 2022
RP2020/31 - C. HAFNER
The Spread of the Covid-19 Pandemic in Time and Space
International Journal of Environmental Research and Public Health, 17, 11, 3827, 2020
RP2020/30 - BOCART, F., GHYSELS, E. and C. HAFNER
Monthly Art Market Returns
Journal of Risk and Financial Management, 13, 5, p. 100, 2020
RP2020/29 - HAFNER, C and D. KYRIAKOPOULOU
Exponential-Type GARCH Models With Linear-in-Variance Risk Premium
Journal of Business & Economic Statistics, 39, 2, 589-603, 2021
RP2020/28 - HAFNER, C., LINTON, O. and H. TANG
Estimation of a multiplicative correlation structure in the large dimensional case
Journal of Econometrics, 217, 2, 431-470, 2020
RP2020/27 - NJIKE, C. and D. HAINAUT
Interbank credit risk modeling with self-exciting jump processes
International Journal of Theoretical and Applied Finance, 23, 6, 2050039, 2020
RP2020/26 - M. DENUIT
Investing in your own and peers’ risks: the simple analytics of P2P insurance
European Actuarial Journal, 10, 335-359, 2020
RP2020/25 - DEVOLDER, P., LEVANTESI, S. and M. MENZIETTI
Automatic balance mechanisms for notional defined contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system
Annals of Operations Research, 299, 765-795, 2021
RP2020/24 - J. SEGERS
One- versus multi-component regular variation and extremes of Markov trees
Advances in Applied Probability, 52, 855-878, 2020
RP2020/23 - WUNSCH, G., MOUCHART, M. and F. RUSSO
La modélisation en sciences sociales : incertitudes et défis
Modèles : prévoir, comprendre, expliquer, interpréter, reproduire, trahir, Collection Mémoires, isbn 978-2-8031-0718-6
Académie Royale de Belgique, Bruxelles, 2020, 165-183, 2020
RP2020/22 - DENUIT, M. and Y. LU
Wishart‐gamma random effects models with applications to nonlife insurance
Journal of Risk and Insurance, 88, 443-481, 2021
RP2020/21 - DENUIT, M. and C. Y. ROBERT
Large-Loss Behavior Of Conditional Mean Risk Sharing
ASTIN Bulletin, 50, 3, 1093-1122, 2020
RP2020/20 - DEELSTRA, G., DEVOLDER, P., GNAMEHO, K. and P. HIEBER
Valuation Of Hybrid Financial And Actuarial Products In Life Insurance By A Novel Three-Step Method
ASTIN Bulletin, 50, 3, 709-742, 2020
RP2020/19 - P. DEVOLDER
Une alternative à la pension à points : le compte individuel pension en euros
Regards économiques, 150, 1-10, 2019
RP2020/18 - ZEDDOUK, F. and P. DEVOLDER
Mean reversion in stochastic mortality: why and how?
European Actuarial Journal, 2/2020
RP2020/17 - NGUGNIE DIFFOUO, P. and P. DEVOLDER
Longevity Risk Measurement of Life Annuity Products
Risks, 8, 1, 31, 2020
RP2020/16 - DEVOLDER, P. and S. DE VALERIOLA
Between DB and DC: optimal hybrid PAYG pension schemes
European Actuarial Journal, 2, 463-482, 2019
RP2020/15 - BARIGOZZI, M., HALLIN, M., SOCCORSI, S. and R. VON SACHS
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness
The Journal of Econometrics, 222, 1, part B, 324-343, 2021
RP2020/14 - PECHON, F., TRUFIN, J. and M. DENUIT
Preliminary selection of risk factors in P&C ratemaking
Variance, 13, 124-14, 2020
RP2020/13 - BAPTISTE, F., MARTINEAU, E., LEENDERS, J., GOVAERTS, B. and P. DE TULLIO
Combining rapid 2D NMR experiments with novel pre-processing workflows and MIC quality measures for metabolomics
Metabolomics, 16, 42, 2000
RP2020/12 - MARTIN, M. and B. GOVAERTS
LiMM‐PCA: Combining ASCA+ and linear mixed models to analyse high‐dimensional designed data
Journal of Chemometrics, 34, 6, e3232, 2020
RP2020/11 - GOVAERTS, B., FRANCQ, B., MARION, R., MARTIN, M. and M. THIEL
The Essentials on Linear Regression, ANOVA, General Linear and Linear Mixed Models for the Chemist
Comprehensive Chemometrics: Chemical and Biochemical Data Analysis; Brown, S., Tauler, R., Walczak, B., Eds., 431–463, 2020
RP2020/10 - DE BACKER, M., EL GHOUCH, A. and I. VAN KEILEGOM
Linear Censored Quantile Regression: A Novel Minimum‐Distance Approach
Scandinavian Journal of Statistics, 47, 4, 1275-1306, 2020
RP2020/09 - D. HAINAUT
Fractional Hawkes processes
Physica A: Statistical Mechanics and its Applications, 549, 124330, 2021
RP2020/08 - HAINAUT, D. and M. DENUIT
Wavelet-based feature extraction for mortality projection
Astin Bulletin, 50, 3, 675-707, 2020
RP2020/07 - HAINAUT, D. and N. LEONENKO
Option pricing in illiquid markets: A fractional jump–diffusion approach
Journal of Computational and Applied Mathematics, 381, 112995, 2021
RP2020/06 - PIRCALABELU, E. and G. CLAESKENS
Community-Based Group Graphical Lasso
Journal of Machine Learning Research, 21, 64, 1-32, 2020
RP2020/05 - MASTROMARCO, C., SIMAR, L. and P. WILSON
Nonparametric Statistical Analysis of Production
The Palgrave Handbook of Economic Performance Analysis, Thijs ten Raa, William H. Greene (eds.), Springer International Publishing, 301-381, 2020
RP2020/04 - SIMAR, L. and P. WILSON
Hypothesis Testing in Nonparametric Models of Production using Multiple Sample Splits
Journal of Productivity Analysis, 53, 287-303, 2020
RP2020/03 - DAOUIA, A. ; FLORENS, J-P. and L. SIMAR
Robustified expected maximum production frontiers
Econometric Theory, 37, 2, 346-387, 2021
RP2020/02 - SIMAR, L., and V. ZELENYUK
Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores
European Journal of Operational Research, 284, 1 August 2020, 1002-1015, 2020
RP2020/01 - SCHOKKAERT, E., DEVOLDER, P., HINDRIKS, J. and F. VANDENBROUCKE
Towards an equitable and sustainable points system. A proposal for pension reform in Belgium
Journal of Pension Economics and Finance, 19, 49-79, 2020
2019
RP2019/64 : LAMBERT, A-S., LEGRAND, C., CÈS, S., VAN DURME, T. and J. MACQ
Evaluating case management as a complex intervention: Lessons for the future
PLoS One, 14, e0224286, 2019
RP2019/63 - RACINE, J. AND I. VAN KEILEGOM
A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test
Journal of Business & Economic Statistics, 1-12, 2019
RP2019/62 - ESCOBAR-BACH, M. AND I. VAN KEILEGOM
Non-parametric cure rate estimation under insufficient follow-up by using extremes
Journal of the Royal Statistical Society, 81, 861-880, 2019
RP2019/61 - COLLING, B. AND I. VAN KEILEGOM
Estimation of fully nonparametric transformation models
Bernoulli, 25, 3762-3795, 2019
RP2019/60 - MAMMEN, E., VAN KEILEGOM, I. AND K. YU
Expansion for moments of regression quantiles with applications to nonparametric testing
Bernoulli, 25, 793-827, 2019
RP2019/59 - NEUMEYER, N. AND I. VAN KEILEGOM
Bootstrap of residual processes in regression: to smooth or not to smooth?
Biometrika, 106, 385-400, 2019
RP2019/58 - NARASIMHAIAH, D., LEGRAND, C., DAMOTTE, D., REMARK, R., MUNDA, M., DE POTTER, P., COULIE, P., VIKKULA, M. and C. GODFRAIND
DNA alteration-based classification of uveal melanoma gives better prognostic stratification than immune infiltration, which has a neutral effect in high-risk group
Cancer medicine, 8, 3036-3046, 2019
RP2019/57 - GAO, Z. and C. HAFNER
Looking Backward and Looking Forward
Econometrics, 7, 27, 2019
RP2019/56 - BEYENE, KASSU M.; EL GHOUCH, A. and A. OULHAJ
On the validity of time‐dependent AUC estimation in the presence of cure fraction
Biometrical Journal, 61, 1430-1447, 2019
RP2019/55 - BOUEZMARNI, T., CAMIRAND, F. and A. EL GHOUCH
Estimation of a bivariate conditional copula when a variable is subject to random right censoring
Electronic Journal of Statistics, 13, 5044-5087, 2019
RP2019/54 - DE BACKER, M., EL GHOUCH, A. and I. VAN KEILEGOM
An Adapted Loss Function for Censored Quantile Regression
Journal of the American Statistical Association, 114, 1126-1137, 2019
RP2019/53 - CHEN, C. and C. HAFNER
Sentiment-Induced Bubbles in the Cryptocurrency Market
Journal of Risk and Financial Management, 12, 1-12, 2019
RP2019/52 - R. VON SACHS
Nonparametric Spectral Analysis of Multivariate Time Series
Annual Review of Statistics and Its Application, 7, 361-386, 2020
RP2019/51 - CHAU, J. and R. VON SACHS
Intrinsic wavelet regression for curves of Hermitian positive definite matrices
Journal of the American Statistical Association, 116, 534, 819-832, 2021
RP2019/50 - MATHIEU, S., VON SACHS, R., RITTER, C., DELOUILLE, V. and L. LEFÈVRE
Uncertainty quantification in Sunspot Counts
The Astrophysical Journal, 886, 7, 14 p., 2019
RP2019/49 - WUNSCH, G., MOUCHART, M. and F. RUSSO
Examining Cause-Effect Relations in the Social Sciences A Structural Causal Modelling Approach
STAtOR, 3, September, 18-22, 2019
RP2019/48 - DENUIT, M., HAINAUT, D. and J. TRUFIN
Effective Statistical Learning Methods for Actuaries III : Neural Networks and Extensions
Springer: Springer Nature Switzerland AG 2019, 2019, Springer Actuarial, 9783030258269. 250 pages
RP2019/47 - DENUIT, M., MESFIOUI, M. and J. TRUFIN
Concordance-based predictive measures in regression models for discrete responses
Scandinavian Actuarial Journal, 2019, 824-836, 2019
RP2019/46 - DENUIT, M., SZNAJDER, D. and J. TRUFIN
Model selection based on Lorenz and concentration curves, Gini indices and convex order
Insurance: Mathematics and Economics, 89, 128-139; 2019
RP2019/45 - PIRCALABELU, E. and G. CLAESKENS
Zoom-in/out joint graphical lasso for different coarseness scales
Journal of the Royal Statistical Society. Series C, Applied statistics, 69, 47–67, 2019
RP2019/44 - HANBALI, H., CLAASSENS, H., DENUIT, M., DHAENE, J. and J. TRUFIN
Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system
Health Policy, 123, 970-975, 2019
RP2019/43 - LEGRAND, C. and A. BERTRAND
Cure models in oncology clinical trials
Textbook of Clinical Trials in Oncology : A Statistical Perspective (1st Edition), Susan Halabi, Stefan Michiels (Eds.), Chapman & Hall/CRC Press I Taylor & Francis Group, 465-492, 2019
RP2019/42 - BARBIERI, A. and C. LEGRAND
Joint longitudinal and time-to-event cure models for the assessment of being cured
Statistical methods in medical research, 29, 4, 1256-1270, 2020
RP2019/41 - NAJAFI, N., VEYCKEMANS, F., VANHONACKER, D., LEGRAND, C., VAN DE VELDE, A., VANDENPLAS, Y. and J. POELAERT
Incidence and risk factors for adverse events during monitored anaesthesia care for gastrointestinal endoscopy in children: A prospective observational study
European journal of anaesthesiology, 36, 390-399, 2019
RP2019/40 - DENUIT, M., HAINAUT, D. and J. TRUFIN
Effective Statistical Learning Methods for Actuaries I : GLMs and Extensions
Springer: Springer Nature Switzerland AG 2019, 2019. Springer Actuarial, 9783030258191. 441 pages.
RP2019/39 - DENUIT, M., GUILLEN, M. and J. TRUFIN
Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data
Annals of Actuarial Science, 13, 378-399, 2019
RP2019/38 - M. DENUIT
Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines
ASTIN Bulletin, 49, 591-617, 2019
RP2019/37 - DENUIT, M. and J. TRUFIN
Des tables de mortalité, espérances de vie, durées de vie moyennes et probables et de leur bon usage dans l’évaluation des droits viagers
Revue du Notariat Belge, 3142, 574-608, 2019
RP2019/36 - GONZÁLEZ MANTEIGA, W., HEUCHENNE, C., SÁNCHEZ SELLERO, C. and A. BERETTA
Goodness-of-fit tests for censored regression based on artificial data points
TEST, 29, 599-615, 2020
RP2019/35 - PORTIER, F. and J. SEGERS
Monte Carlo integration with a growing number of control variates
Journal of Applied Probability, 56, 1168-1186, 2019
RP2019/34 - VETTORI, S., HUSER, R., SEGERS, J. and M. GENTON
Bayesian model averaging over tree-based dependence structures for multivariate extremes
Journal of Computational and Graphical Statistics, 29, 174-190, 2020
RP2019/33 – ZEDDOUK, F. and P. DEVOLDER
Pricing of Longevity Derivatives and Cost of Capital
Risks, 7, 2, 41, 2019
RP2019/32 - ALONSO-GARCÍA, J. and P. DEVOLDER
Continuous time model for notional defined contribution pension schemes: Liquidity and solvency
Insurance: Mathematics and Economics, 88, 57-76, 2019
RP2019/31 - PECHON, F., DENUIT, M. and J. TRUFIN
Multivariate modelling of multiple guarantees in motor insurance of a household
European Actuarial Journal, 9, 575-602, 2019
RP2019/30 - DENUIT, M., LUCAS, N. and E. PITACCO
Pricing and Reserving in LTC Insurance
Actuarial Aspects of Long Term Care, Etienne Dupourqué, Frédéric Planchet, Néfissa Sator (Eds), 129-158, 2019
RP2019/29 - TRAN, K., HEUCHENNE, C. and N. BALAKRISHNAN
On the performance of coefficient of variation charts in the presence of measurement errors
Quality and Reliability Engineering International, 35, 329-350, 2019
RP2019/28 - NGUYEN, H., TRAN, K. and C. HEUCHENNE
Monitoring the ratio of two normal variables using variable sampling interval exponentially weighted moving average control charts
Quality and Reliability Engineering International, 35, 439-460, 2019
RP2019/27 - LAMBERT, P. and V. BREMHORST
Estimation and identification issues in the promotion time cure model when the same covariates influence long- and short-term survival
Biometrical Journal, 61, 275-289, 2019
RP2019/26 - D. HAINAUT
A self-organizing predictive map for non-life insurance
European Actuarial Journal, 9, 173-207, 2019
RP2019/25 - HAINAUT, D. and G. DEELSTRA
A Bivariate Mutually-Excited Switching Jump Diffusion (BMESJD) for Asset Prices
Methodology and Computing in Applied Probability, 21, 1337-1375, 2019
RP2019/24 - D. HAINAUT
A switching microstructure model for stock prices
Mathematics and Financial Economics, 13, 459-490, 2019
RP2019/23 - FLORENS, J-P., SIMAR, L. and I. VAN KEILEGOM
Estimation of the Boundary of a Variable observed with Symmetric Error
Journal of the American Statistical Association, 115, 425-441, 2020
RP2019/22 - DARAIO, C ; SIMAR, L. and P. WILSON
Fast and efficient computation of directional distance estimators
Annals of Operations Research, First Online: 11 February 2019, to appear
RP2019/21 - CHIAPINO, M., SABOURIN, A. and J. SEGERS
Identifying groups of variables with the potential of being large simultaneously
Extremes, 22, 193-222, 2019
RP2019/20 - CHAU, J., OMBAO, H. and R. VON SACHS
Intrinsic data depth for Hermitian positive definite matrices
Journal of Computational and Graphical Statistics, 28, 427-439, 2019
RP2019/19 - BERTRAND, A., VAN KEILEGOM, I. and C. LEGRAND
Flexible parametric approach to classical measurement error variance estimation without auxiliary data : Classical Measurement Error Variance Estimation
Biometrics, 75, 297-307, 2019
RP2019/18 - BERETTA, A. and C. HEUCHENNE
Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures
Journal of Applied Statistics, 46, 1529-1549, 2019
RP2019/17 - HAINAUT, D. and F. MORAUX
A switching self-exciting jump diffusion process for stock prices
Annals of Finance, 15, 267-306, 2019
RP2019/16 - FERAUD, 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
Metabolomics, 15, published online 16 April 2019, (Accepté/Sous presse)
RP2019/15 - DANIEL, B., HAFNER, C., MANNER, H. and L. SIMAR
Asymmetries in Business Cycles and the Role of Oil Prices
Macroeconomic Dynamics, 23, 1622-1648, 2019
RP2019/14 - PARK, B., SIMAR, L. and L. ZELENYUK
Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008)
Empirical Economics, 58, 379-392, 2020
RP2019/13 - BĂDIN, L., DARAIO, C. and L. SIMAR
A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures
European Journal of Operational Research, 277, 784-797, 2019
RP2019/12 - ROUEFF, F. and R. VON SACHS
Time-frequency analysis of locally stationary Hawkes processes
Bernoulli, 25, 1355-1385, 2019
RP2019/11 - GORROSTIETA, C., OMBAO, H. and R. VON SACHS
Time-Dependent Dual-Frequency Coherence in Multivariate Non-Stationary Time Series
Journal of Time Series Analysis, 40, 3-22, 2019
RP2019/10 - SIMAR, L. and P. WILSON
Central limit theorems and inference for sources of productivity change measured by nonparametric Malmquist indices
European Journal of Operational Research, 277, 756-769, 2019
RP2019/09 - HANBALI, H., DENUIT, M. DHAENE, J. and J. TRUFIN
A dynamic equivalence principle for systematic longevity risk management
Insurance: Mathematics and Economics, 86, 158-167, 2019
RP2019/08 - CALLEGARO, A., NDOUR, C., ARIS, E. and C. LEGRAND
A note on tests for relevant differences with extremely large sample sizes
Biometrical Journal, 61, 162-165, 2019
RP2019/07 - AMICO, M., VAN KEILEGOM, I. and C. LEGRAND
The Single-Index/Cox Mixture Cure Model
Biometrics, 75, 452-462, 2020
RP2019/06 - NICOLAIE, A., TAYLOR, J. and C. LEGRAND
Vertical modeling: analysis of competing risks data with a cure fraction
Lifetime Data Analysis, 25, 1-25, 2019
RP2019/05 - BURNY, W., MARCHANT, A., HERVÉ, C., CALLEGARO, A., CAUBET, M., FISSETTE, L., GHEYLE, L., LEGRAND, C., NDOUR, C., TAVARES DA SILVA, F., VAN DER MOST, R., WILLEMS, F., DIDIERLAURENT, A. and J. YARZABAL
Inflammatory parameters associated with systemic reactogenicity following vaccination with adjuvanted hepatitis B vaccines in humans
Vaccine, 37, 2004-2015, 2019
RP2019/04 - GUISSET, S., MARTIN, M. and B. GOVAERTS
Comparison of PARAFASCA, AComDim, and AMOPLS approaches in the multivariate GLM modelling of multi-factorial designs
Chemometrics and Intelligent Laboratory Systems, 184, 44-63, 2019
RP2019/03 - D. HAINAUT
Hedging of crop harvest with derivatives on temperature
Insurance: Mathematics and Economics, 84, 98-114, 2019
RP2019/02 - HAINAUT, D. and G. DEELSTRA
A Self-Exciting Switching Jump Diffusion: properties, calibration and hitting time
Quantitative Finance, 19, 407-426, 2019
RP2019/01 - ASMUSSEN, S., IVANOVS, J. and J. SEGERS
On the longest gap between power-rate arrivals
Bernoulli, 25, 375-394, 2019
2018
RP2018/45 - C. HAFNER
Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility
Journal of Financial Econometrics, nby023, 1-17, 2018
RP2018/44 - WANG, S. and C. HAFNER
A simple solution of the spurious regression problem
Studies in Nonlinear Dynamics & Econometrics, 22, 1-14, 2018
RP2018/43 - VAN LOENHOUT, J., DELBISO,T., KIRILIOUK, A., RODRIGUEZ-LLANES, J., SEGERS, J. and D. GUHA-SAPIR
Heat and emergency room admissions in the Netherlands
BMC Public Health, 18, p. 9, 2018
RP2018/42 - HAMMER, J., SERONT, E., DUEZ, S., DUPONT, S., VAN DAMME, A., SCHMITZ, S., HOYOUX, C., CHOPINET, C., CLAPUYT, P., HAMMER, F., VIKKULA, M. and L. BOON
Sirolimus is efficacious in treatment for extensive and/or complex slow-flow vascular malformations: a monocentric prospective phase II study
Orphanet journal of rare diseases, 13, 2018
RP2018/41 - HAINE, T., SEGERS, J., FLANDRE, D. and D. BOL
Gradient Importance Sampling: an Efficient Statistical Extraction methodology of High-Sigma SRAM Dynamic Characteristics
2018 Design, Automation and Test in Europe, 19-23/03/2018, Dresden, Germany
RP2018/40 - HAEDO, C. and M. MOUCHART
A stochastic independence approach for measuring regional specialization and concentration
Papers in Regional Science, 97, 1151-1168, 2018
RP2018/39 - ESCANCIANO, JC., PARDO-FERNANDEZ, JC. and I. VAN KEILEGOM
Asymptotic distribution-free tests for semiparametric regressions with dependent data
Annals of Statistics, 46, 3, 1167-1196, 2018
RP2018/38 - SCOLAS, S., LEGRAND, C., OULHAJ, A. and A. EL GHOUCH
Diagnostic checks in mixture cure models with interval-censoring
Statistical Methods in Medical Research, 27, 2114-2131, 2018
RP2018/37 - HAINAUT, D. and F. MORAUX
Hedging of options in presence of jump clustering
The Journal of Computational Finance, 22, 1-35, 2018
RP2018/36 - D. HAINAUT
Calendar spread exchange options pricing with Gaussian random fields
Risks, 6, 1-33, 2018
RP2018/35 - PECHON, F., TRUFIN, J. and M. DENUIT
Multivariate modelling of household claim frequencies in motor third-party liability insurance
ASTIN Bulletin, 48, 969-993, 2018
RP2018/34 - FARAZ, A., HEUCHENNE, C. and E. SANIGA
An exact method for designing Shewhart and S2 control charts to guarantee in-control performance
International Journal of Production Research, 56, 2570-2584, 2018
RP2018/33 - KIRILIOUK, A., SEGERS, J. and L. TAFAKORI
An estimator of the stable tail dependence function based on the empirical beta copula
Extremes, 21, 581-600, 2018
RP2018/32 - DENUIT, M. and R. VERNIC
Bivariate Bernoulli Weighted Sums and Distribution of Single-Period Tontine Benefits
Methodology and Computing in Applied Probability, 20, 1403-1416, 2018
RP2018/31 - CHRISTIANSEN, M., DENUIT, M., LUCAS, N. and J-P. SCHMIDT
Projection models for health expenses
Annals of Actuarial Science, 12, 185–203, 2018
RP2018/30 - DE VALK, C. and J-J. CAI
A high quantile estimator based on the log-generalized Weibull tail limit
Econometrics and Statistics, 6, 107-128, 2018
RP2018/29 - UYTTENDAELE, NATHAN
On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison
Computational Statistics, 33, 1047-1070, 2018
RP2018/28 - MARTIN, M., LEGAT, B., LEENDERS, J., VANWINSBERGHE, J., ROUSSEAU, R., BOULANGER, B., EILERS, P., DE TULLIO, P. and B. GOVAERTS
PepsNMR for 1 H NMR metabolomic data pre-processing
Analytica Chimica Acta, 1019, 1-13, 2018
RP2018/27 - D. HAINAUT
A Neural-Network Analyzer for Mortality Forecast
ASTIN Bulletin, 48, 481-508, 2018
RP2018/26 - 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
European Journal of Finance, 24, 1100-1122, 2018
RP2018/25 - BERNARD, C., DENUIT, M. and S. VANDUFFEL
Measuring Portfolio Risk Under Partial Dependence Information
The Journal of Risk and Insurance, 85, 843-863, 2018
RP2018/24 - BREMHORST, V., KREYENFELD, M. and P. LAMBERT
Nonparametric double additive cure survival models: An application to the estimation of the non-linear effect of age at first parenthood on fertility progression
Statistical Modelling, 19, 248–275, 2019
RP2018/23 - DARAIO, C., SIMAR, L. and P. WILSON
Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non-parametric, two-stage models of production
The Econometrics Journal, 21, 170-191, 2018
RP2018/22 - DAVIS, R., DREES, H., SEGERS, J. and M. WARCHOŁ
Inference on the tail process with application to financial time series modelling
Journal of Econometrics, 205, 505-525, 2018
RP2018/21 - DENUIT, M. and C. LEGRAND
Risk classification in life and health insurance: extension to continuous covariates
European Actuarial Journal, 8, 245–255, 2018
RP2018/20 - STELAND, A. and R. VON SACHS
Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage
Stochastic Processes and their Applications, 128, 2816-2855, 2018
RP2018/19 - EINMAHL, J., KIRILIOUK, A. and J. SEGERS,
A continuous updating weighted least squares estimator of tail dependence in high dimensions
Extremes, 21, 205-233, 2018
RP2018/18 - BERGHAUS, B. and J. SEGERS
Weak convergence of the weighted empirical beta copula process
Journal of Multivariate Analysis, 166, 266-281, 2018
RP2018/17 - WUNSCH, G., MOUCHART, M. and F. RUSSO
Causal attribution in block-recursive social systems: A structural modeling perspective
Methodological Innovations, 11, 1-11, 2018
RP2018/16 - FÈVE, F., FLORENS, J-P. and I. VAN KEILEGOM
Estimation of Conditional Ranks and Tests of Exogeneity in Nonparametric Nonseparable Models
Journal of Business and Economic Statistics, 36 , 334-345, 2018
RP2018/15 - KIRILIOUK, A., ROOTZÉN, H., SEGERS, J. and J. WADSWORTH
Peaks over thresholds modelling with multivariate generalized Pareto distributions
Technometrics, 61, 123-135, 2019
RP2018/14 - J. SEGERS
Comments on “Human life is unlimited – but short” by H. Rootzén and D. Zholud
Extremes, 21, 387-390, 2018
RP2018/13 - GRESSANI, O. AND P. LAMBERT
Fast Bayesian inference using Laplace approximations in a flexible promotion time cure model based on P-splines
Computational Statistics & Data Analysis, 124, 151-167, 2018
RP2018/12 - PORTIER, F. and J. SEGERS
On the weak convergence of the empirical conditional copula under a simplifying assumption
Journal of Multivariate Analysis, 166, 160-181, 2018
RP2018/11 - HAINAUT, D., DEVOLDER, P. and A. PELSSER
Robust evaluation of SCR for participating life insurances under Solvency II
Insurance: Mathematics and Economics, 79, 107-123, 2018
RP2018/10 - SIMAR, L. and V. ZELENYUK
Central Limit Theorems for Aggregate Efficiency
Operations Research, 66, 137-149, 2018
RP2018/09 - HAFNER, C. MANNER, H. and L. SIMAR
The "Wrong Skewness" Problem in Stochastic Frontier Models: a new approach
Econometric Review, 37, 380-400, 2018
RP2018/08 - MASTROMARCO, C. and L. SIMAR
Globalization and productivity: A robust nonparametric world frontier analysis
Economic Modelling, 69, 134–149, 2018
RP2018/07 - BÜCHER, A. and J. SEGERS
Inference for heavy tailed stationary time series based on sliding blocks
Electronic Journal of Statistics, 12, 1098-1125, 2018
RP2018/06 - BARBIERI, A., TAMI, M., BRY, X., AZRIA, D., GOURGOU, S., BASCOUL-MOLLEVI, C. and C. LAVERGNE
EM algorithm estimation of a structural equation model for the longitudinal study of the quality of life
Statistics in Medicine, 37, 1031-1046, 2018
RP2018/05 - ROOTZÉN, H., SEGERS, J. and J. WADSWORTH
Multivariate peaks over thresholds models
Extremes, 21, 115-145, 2018
RP2018/04 - M. DENUIT
Risk apportionment and multiply monotone targets
Mathematical Social Sciences, 92, 74-77, 2018
RP2018/03 - ROOTZÉN, H., SEGERS, J. and J. WADSWORTH
Multivariate generalized Pareto distributions: Parametrizations, representations, and properties
Journal of Multivariate Analysis, 165, 117-131, 2018
RP2018/02 - DENUIT, M. and J. TRUFIN
Collective loss reserving with two types of claims in motor third party liability insurance
Journal of Computational and Applied Mathematics, 335, 168-184, 2018
RP2018/01 - BÜCHER, A. and J. SEGERS
Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series
Bernoulli, 24, 1427-1462, 201
2017
RP2017/47 - DEVOLDER, P. and A. LEBÈGUE
Iterated VaR or CTE measures: A false good idea?
Scandinavian Actuarial Journal, 2017, 287-318, 2017
RP2017/46 - BERTRAND, A., LEGRAND, C., CARROLL, R., DE MEESTER, C. and I. VAN KEILEGOM
Inference in a survival cure model with mismeasured covariates using a simulation-extrapolation approach
Biometrika, 104, 31-50, 2017
RP2017/45 - FERAUD, B., 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
Metabolomics, 13, First Online: 27 September 2017, to appear
RP2017/44 - FARAZ, A., HEUCHENNE, C. and E. SANIGA
The np Chart with Guaranteed In-control Average Run Lengths
Quality and Reliability Engineering International, 33, 1057-1066, 2017
RP2017/43 - G. MAZO
A Semiparametric and Location-Shift Copula-Based Mixture Model.
Journal of Classification, 34, 444-464, 2017
RP2017/42 - D. HAINAUT
Continuous Mixed-Laplace Jump Diffusion Models for Stocks and Commodities.
Quantitative Finance and Economics, 1, 145-173, 2017
RP2017/41 - HAFNER, C. and A. PREMINGER
On asymptotic theory for ARCH(infinity) models
Journal of Time Series Analysis, 38, 865-879, 2017
RP2017/40 - HAFNER, C. and O. LINTON
An almost closed form estimator of the exponential GARCH model
Econometric Theory, 33, 1013-1038, 2017
RP2017/39 - BÜCHER, A. and J. SEGERS
On the maximum likelihood estimator for the Generalized Extreme-Value distribution
Extremes, 20, 839-872, 2017
RP2017/38 - DENUIT, M. and J. TRUFIN
Beyond the Tweedie Reserving Model: The Collective Approach to Loss Development
North American Actuarial Journal, 21, 611-619, 2017
RP2017/37 - HAFNER, C. and F. WALDERS
Heterogeneous Liquidity Effects in Corporate Bond Spreads
The Journal of Fixed Income, 26, 73-91, 2017
RP2017/36 - DHAENE, J., GODECHARLE, E., ANTONIO, K. DENUIT, M. and H. HANBALI
Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation
ASTIN Bulletin, 47, 803-836, 2017
RP2017/35 - DESMET, L., VENET, D., DOFFAGNE, E., TIMMERMANS, C., LEGRAND, C. BURZYKOWSKI, T. and M. BUYSE
Use of the beta-binomial model for central statistical monitoring of multicenter clinical trials
Statistics in Biopharmaceutical Research, 9, 1-11, 2017
RP2017/34
Pircalabelu, Eugen ; Claeskens, Gerda ; Gijbels, Irène
Copula directed acyclic graphs
In: Statistics and Computing, vol. 27(1), p. 55-78 (2015)
RP2017/33
Pircalabelu, Eugen ; Claeskens, Gerda ; Waldorp, Lourens J.
Top-down joint graphical lasso
In: "Proceedings of the 32nd International Workshop on Statistical Modelling" - p. 47-50
RP2017/32 - FIECAS, M., FRANKE, J., VON SACHS, R. and J. TADJUIDJE
Shrinkage Estimation for Multivariate Hidden Markov Mixture Models
Journal of the American Statistical Association, 112, 424-435, 2017
RP2017/31 - HAMBUCKERS, J. and C. HEUCHENNE
A robust statistical approach to select adequate error distributions for financial returns
Journal of Applied Statistics, 44, 137-161, 2017
RP2017/30 - SABOURIN, A. and J. SEGERS
Marginal standardization of upper semicontinuous processes with application to max-stable processes
Journal of Applied Probability, 54, 773-796, 2017
RP2017/29 - SEGERS, J., ZHAO, Y. and T. MEINGUET
Polar decomposition of regularly varying time series in star-shaped metric spaces
Extremes, 20, 539-566 , 2017
RP2017/28 - 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
North American Actuarial Journal, 21, 397-416, 2017
RP2017/27 - NALPAS, N., SIMAR, L. and A. VANHEMS
Portfolio selection in a multi-moment setting: A simple Monte-Carlo-FDH algorithm
European Journal of Operational Research, 263, 308-320, 2017
RP2017/26 - SIMAR, L., VAN KEILEGOM, I. and V. ZELENYUK
Nonparametric Least Squares Methods for Stochastic Frontier Models
Journal of Productivity Analysis, 47, 189-204, 2017
RP2017/25 - TALAMAKROUNI, M., EL GHOUCH, A. and I. VAN KEILEGOM
Parametrically guided local quasi-likelihood with censored data
Electronic Journal of Statistics, 11, 2773-2799, 2017
RP2017/24 - COLLING, B. and I. VAN KEILEGOM
Goodness-of-fit tests in semiparametric transformation models using the integrated regression function
Journal of Multivariate Analysis, 160, 10-30, 2017
RP2017/23 - THIEL, M., FERAUD, B. and B. GOVAERTS
ASCA+ and APCA+: Extensions of ASCA and APCA in the analysis of unbalanced multifactorial designs
Journal of Chemometrics, Available online: 21 June 2017, (to appear)
RP2017/22 - BIRKE, M., VAN BELLEGEM, S. and I. VAN KEILEGOM
Semi-parametric Estimation in a Single-index Model with Endogenous Variables
Scandinavian Journal of Statistics : theory and applications, 44, 168-191, 2017
RP2017/21 - BERTRAND, A., LEGRAND, C., LÉONARD, D. and I. VAN KEILEGOM
Robustness of estimation methods in a survival cure model with mismeasured covariates
Computational Statistics & Data Analysis, 113, 3-18, 2017
RP2017/20 - DE BACKER, M., EL GHOUCH, A. and I. VAN KEILEGOM
Semiparametric copula quantile regression for complete or censored data
Electronic Journal of Statistics, 11, 1660-1698, 2017
RP2017/19 - PORTIER, F., EL GHOUCH, A. and I. VAN KEILEGOM
Efficiency and bootstrap in the promotion time cure model
Bernoulli, 23, 3437–3468, 2017
RP2017/18 - DENUIT, M., DHAENE, J., HANBALI, H., LUCAS, N. and J. TRUFIN
Updating mechanism for lifelong insurance contracts subject to medical inflation
European Actuarial Journal, 7, 133-163, 2017
RP2017/17 - D. HAINAUT
Clustered Lévy processes and their financial applications
Journal of Computational and Applied Mathematics, 319, 117-140, 2017
RP2017/16 - D. HAINAUT
Contagion modeling between the financial and insurance markets with time changed processes
Insurance: Mathematics and Economics, 74, 63-77, 2017
RP2017/15 - STELAND, A. and R. VON SACHS
Large-Sample Approximations for Variance-Covariance Matrices of High-Dimensional Time Series
Bernoulli, 23(4A), 2299–2329, 2017
RP2017/14 – HAFNER, C., LAURENT, S. and F. VIOLANTE
Weak diffusion limits of dynamic conditional correlation models
Econometric Theory, 33, 691-716, 2017
RP2017/13 - DENUIT, M. and M. MESFIOUI
Bounds on Kendall’s tau for zero-inflated continuous variables
Statistics & Probability Letters, 126, 173-178, 2017
RP2017/12 - HEUCHENNE, C. and G. LAURENT
Parametric conditional variance estimation in location-scale models with censored data
Electronic Journal of Statistics, 11, 148-176, 2017
RP2017/11 - PARK, B.U., SIMAR, L. and V. ZELENYUK
Nonparametric estimation of dynamic discrete choice models for time series data
Computational Statistics & Data Analysis, 108, 97-120, 2017
RP2017/10 - DEVOLDER, P. and S. DE VALERIOLA.
Minimum Protection in DC Funding Pension Plans and Margrabe Options
Risks, 5, 5, 1-14, 2017
RP2017/09 - HENDERSON, D., SIMAR, L. and L. WANG
The Three Is of Public Schools: Irrelevant Inputs, Insufficient Resources and Inefficiency
Applied Economics, 49, 1164-1184, 2017
RP2017/08 - HAFNER, C. and A. LAUWERS
An augmented Taylor rule for the Federal Reserve's response to asset prices
International Journal of Computational Economics and Econometrics, 7, 115-151, 2017
RP2017/07 - ESCANCIANO, J. C., PARDO-FERNANDEZ, J. C. and I. VAN KEILEGOM
Semiparametric Estimation of Risk-return Relationships
Journal of Business and Economic Statistics, 35, 40-52, 2017
RP2017/06 - DAOUIA, A., SIMAR, L. and P. WILSON
Measuring Firm Performance Using Nonparametric Quantile-type Distances
Econometric Reviews, 36, 156-181, 2017
RP2017/05 - SEGERS, J., SIBUYA, M. and H. TSUKAHARA
The Empirical Beta Copula
Journal of Multivariate Analysis, 155, 35-51, 2017
RP2017/04 - CHEUNG, K. C., DENUIT, M. and J. DHAENE
Tail mutual exclusivity and Tail-VaR lower bounds
Scandinavian Actuarial Journal, 2017, 88-104, 2017
RP2017/03 - MARCON, G., PADOAN, S., NAVEAU P. MULIERE, P. and J. SEGERS
Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
Journal of Statistical Planning and Inference, 183, 1-17, 2017
RP2017/02 - DENUIT, M. and M. MESFIOUI
Preserving the Rothschild–Stiglitz type increase in risk with background risk: A characterization
Insurance: Mathematics and Economics, 72, 1–5, 2017
RP2017/01 - LOPEZ-CHEDA, A., CAO, R., JACOME, A. and I. VAN KEILEGOM
Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models
Computational Statistics & Data Analysis, 105, 144-165, 201
2016
RP2016/49
Pircalabelu, Eugen ; Claeskens, Gerda ; Waldorp, Lourens J.
Mixed scale joint graphical lasso
In: Biostatistics, vol. 17(4), p. 793-806 (2016)
RP2016/48
Pircalabelu, Eugen ; Claeskens, Gerda
Focused model selection for social networks
In: Social Networks, vol. 46, p. 76-86 (2016)
RP2016/47 - ROTOLO, F., RONDEAU, V. and C. LEGRAND
Incorporation of nested frailties into semiparametric multistate models
Statistics in Medicine, 35, 609-621, 2016
RP2016/46 - GARCIA PORTUGUES, E., VAN KEILEGOM, I., CRUJEIRAS, R. and W. GONZALES-MANTEIGA
Testing parametric models in linear-directional regression
Scandinavian Journal of Statistics, 43, 1178-1191, 2016
RP2016/45 - D. HAINAUT
Impact of volatility clustering on equity indexed annuities
Insurance: Mathematics and Economics, 71, 367-381, 2016
RP2016/44 - KNEIP, A., SIMAR, L. AND P. WILSON
Testing Hypotheses in Nonparametric Models of Production
Journal of Business and Economic Statistics, 34, 435-456, 2016
RP2016/43 - FRYZLEWICZ, P. AND C. TIMMERMANS
SHAH: SHape-Adaptive Haar wavelets for image processing
Journal of Computational and Graphical Statistics, 25, 879-898, 2016
RP2016/42 - FRANCQ, B. AND B. GOVAERTS
How to regress and predict in a Bland-Altman plot? Review and contribution based on tolerance intervals and correlated-errors-in-variables models
Statistics in Medicine, 35, 2328-2358, 2016
RP2016/41 - BREUNIG, C. AND J. JOHANNES
Adaptive estimation of functionals in nonparametric instrumental regression
Econometric Theory, 32, 612-654, 2016
RP2016/40 - BREITUNG, J. and C. HAFNER
A simple model for now-casting volatility series
International Journal of Forecasting, 32, 1247-1255, 2016
RP2016/39 - KIRILIOUK, A., SEGERS, J. and M. WARCHOL
Nonparametric Estimation of Extremal Dependence
Dipak K. Dey, Jun Yan (eds.), Extreme Value Modeling and Risk Analysis: Methods and Applications
Taylor & Francis Group, 353-369, 2016
RP2016/38 - MOUCHART, M., WUNSCH, G. and F. RUSSO
Controlling Variables in Social Systems - A Structural Modelling Approach
Bulletin de méthodologie sociologique, 132, 5-25, 2016
RP2016/37 - M. DENUIT, M. and J. TRUFIN
From regulatory life tables to stochastic mortality projections: The exponential decline model
Insurance: Mathematics and Economics, 71, 295-303, 2016
RP2016/36 - DENUIT, M. and M. MESFIOUI
Multivariate Higher-Degree Stochastic Increasing Convexity
Journal of Theoretical Probability, 29, 1599-1623, 2016
RP2016/35 - FRASSO, G., JAEGER, J. and P. LAMBERT
Inference in dynamic systems using B-splines and quasilinearized ODE penalties
Biometrical Journal : journal of mathematical methods in biosciences, 58, 691-714, 2016
RP2016/34 - FRASSO, G., JAEGER, J. and P. LAMBERT
Parameter estimation and inference in dynamic systems described by linear partial differential equations
A St A, 100, 259-287, 2016
RP2016/33 - JASPERS, S., LAMBERT, P. and M. AERTS
A Bayesian approach to the semiparametric estimation of a minimum inhibitory concentration distribution
Annals of Applied Statistics, 10, 906-924, 2016
RP2016/32 - CETINYÜREK, A. and P. LAMBERT
Semi-parametric frailty model for clustered interval-censored data
Statistical Modelling, 16, 360-391, 2016
RP2016/31 - FRASSO, G. and P. LAMBERT
Bayesian inference in an extended SEIR model with nonparametric disease transmission rate: an application to the Ebola epidemic in Sierra Leone
Biostatistics, 17, 779-792, 2016
RP2016/30 - SEIF, A., FARAZ, A., HEUCHENNE, C. and E. SANIGA
A Statistically adaptive sampling policy to the Hotelling's T^{2} Control Chart: Markov Chain Approach
Communications in Statistics: Theory and Methods, 45, 3919-3929, 2016
RP2016/29 - FARAZ, A., CHALAKI, K., SANIGA, E. and C. HEUCHENNE
The Robust Economic Statistical Design of the Hotelling’s T^2 Chart
Communications in Statistics: Theory and Methods, 45, 6989-7001, 2016
RP2016/28 - HAMBUCKERS, J. and C. HEUCHENNE
Estimating the out-of-sample predictive ability of trading rules: a robust bootstrap approach
Journal of Forecasting, 35, 347-372, 2016
RP2016/27 - HAFNER, C. and A. PREMIGER
The effect of additive outliers on fractional unit root test
A St A - Advances in Statistical Analysis, 100, 401-420, 2016
RP2016/26 - ROUEFF, F. VON SACHS, R. and L. SANSONNET
Locally stationary Hawkes processes
Stochastic Processes and Their Applications, 126, 1710-1743, 2016
RP2016/25 - CHAU, J. and R. VON SACHS
Functional mixed effects wavelet estimation for spectra of replicated time series
Electronic Journal of Statistics, 10, 2461-2510, 2016
RP2016/24 - TROMME, I., LEGRAND, C., DEVLEESSCHAUWER, B., LEITER, U., SUCIU, S., EGGERMONT, A., SACRÉ, L., BAURAIN, J-F., THOMAS, L., BEUTELS, P. and N. SPEYBROECK
Cost-effectiveness analysis in melanoma detection: A transition model applied to dermoscopy
European Journal of Cancer, 67, 38-45, 2016
RP2016/23 - BREMHORST, V., KREYENFELD, M. and P. LAMBERT
Fertility progression in Germany: An analysis using flexible nonparametric cure survival models
Demographic Research, 35, 505-534, 2016
RP2016/22 - PEREIRA, B., VANDEUREN, A. GOVAERTS, B. and P. SONNET (2016)
Assessing dataset equivalence and leveling data in geochemical mapping
Journal of Geochemical Exploration, 168, 36-48, 2016
RP2016/21 - NEUMEYER, N., NOH, H. and I. VAN KEILEGOM (2016)
Heteroscedastic semiparametric transformation models: estimation and testing for validity
Statistica Sinica, 26, 925-954, 2016
RP2016/20 - LI, D., SIMAR, L. and V. ZELENYUK (2016)
Generalized nonparametric smoothing with mixed discrete and continuous data
Computational Statistics & Data Analysis, 100, 422-444, 2016
RP2016/19 - SCHINZINGER, E., DENUIT, M. and M. CHRISTIANSEN (2016)
A multivariate evolutionary credibility model for mortality improvement rates
Insurance: Mathematics and Economics, 69, 70-81, 2016
RP2016/18 - COLLING, B. and I. VAN KEILEGOM (2016)
Goodness-of-fit tests in semiparametric transformation models
Test, 25, 297-308, 2016
RP2016/17 - MOUCHART, M. and R. ORSI (2016)
Building a Structural Model: Parameterization and Structurality
Econometrics, 4, 1-16, 2016
RP2016/16 - SCOLAS, S., EL GHOUCH, A., LEGRAND, C. and A. OULHAJ (2016)
Variable selection in a flexible parametric mixture cure model with interval-censored data
Statistics in Medicine, 35, 1210-1225, 2016
RP2016/15 - DENUIT, M., EECKHOUDT, L. LIU, L. and J. MEYER (2016)
Tradeoffs for Downside Risk-Averse Decision-Makers and the Self-Protection Decision
The Geneva Risk and Insurance Review, 41, 19-47, 2016
RP2016/14 - CAZALS, C., FEVE, F., FLORENS, J-P. and L. SIMAR (2016)
Non Parametric Instrumental Variables Estimation for Efficiency Frontier
Journal of Econometrics, 190, 349-359, 2016
RP2016/13 - DARAIO, C. and L. SIMAR (2016)
Efficiency and benchmarking with directional distances: a data-driven approach
The journal of the Operational Research Society, 67, 928-944, 2016
RP2016/12 - CADENA, M. and M. DENUIT (2016)
Semi-parametric accelerated hazard relational models with applications to mortality projections
Insurance: Mathematics and Economics, 68, 1-16, 2016
RP2016/11 - DAOUIA, A., NOH, H. and B. PARK (2016)
Data envelope fitting with constrained polynomial splines
Journal of the Royal Statistical Society. Series B, Statistical methodology, 78, 3-30, 2016
RP2016/10 - GONZALEZ-MANTEIGA, W., MARTINEZ-MIRANDA, M. and I. VAN KEILEGOM (2016)
Goodness-of-fit test in parametric mixed effects models based on estimation of the error distribution
Biometrika, 1–14, 2016
RP2016/09 - DENUIT, M. and L. EECKHOUDT (2016)
Risk aversion, prudence, and asset allocation: a review and some new developments
Theory and Decision, 80, 227-243, 2016
RP2016/08 - TIMMERMANS, C., VENET, D. and T. BURZYKOWSKI (2016)
Data-driven risk identification in phase III clinical trials using central statistical monitoring
International Journal of Clinical Oncology, 21, 38-45, 2016
RP2016/07 - SIMAR, L., VANHEMS, A. and I. VAN KEILEGOM (2016)
Unobserved heterogeneity and endogeneity in nonparametric frontier estimation
Journal of Econometrics, 190, 360-373, 2016
RP2016/06 - TIMMERMANS, C., DOFFAGNE, E., VENET, D., LEGRAND, C., BURZYKOWSKI, T. and M. BUYSE (2016)
Statistical monitoring of data quality and consistency in the Stomach Cancer Adjuvant Multi-institutional Trial Group Trial
Gastric Cancer, 19, 24-30, 2016
RP2016/05 - TROMME, I., LEGRAND, C., DEVLEESSCHAUWER, B., LEITER, U., SUCIU, S., EGGERMONT, A., FRANCART, J., CALAY, F. HAAGSMA, J. BAURAIN, J-F., THOMAS, L., BEUTELS, P. and N. SPEYBROEK (2016)
Melanoma burden by melanoma stage: Assessment through a disease transition model
European Journal of Cancer, 53, 33-41, 2016
RP2016/04 - EINMAHL, J. KIRILIOUK, A., KRAJINA, A. and J. SEGERS (2016)
An M-estimator of spatial tail dependence
Journal of the Royal Statistical Society, 78, 275-298, 2016
RP2016/03 - GBARI, S. and M. DENUIT (2016)
Stochastic approximations in CBD mortality projection models
Journal of Computational and Applied Mathematics, 296, 102-115, 2016
RP2016/02 - BREMHORST, V. and P. LAMBERT (2016)
Flexible estimation in cure survival models using Bayesian P-splines
Computational Statistics & Data Analysis, 93, 270-284, 2016
RP2016/01 - TALAMAKROUNI, M., VAN KEILEGOM, I. and A. EL GHOUCH (2016)
Parametrically guided nonparametric density and hazard estimation with censored data
Computational Statistics & Data Analysis, 93, 308-323, 2016
2015
RP2015/45
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)
RP2015/44
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)
RP2015/43
Pircalabelu, Eugen ; Claeskens, Gerda ; Waldorp, Lourens J.
Constructing Graphical Models via the Focused Information Criterion
In: "Modeling and Stochastic Learning for Forecasting in High Dimensions" - p. 55-78
RP2015/42 - A. BÜCHER
A Note on Weak Convergence of the Sequential Multivariate Empirical Process Under Strong Mixing
Journal of Theoretical Probability, 28, 1028-1037, 2015
RP2015/41 - BOCART, F. and C. HAFNER
Volatility of price indices for heterogenous goods with applications to the fine art market
Journal of Applied Econometrics, 30, 291–312, 2015
RP2015/40 - BOCART, F. and C. HAFNER
Fair Revaluation of wine as an investment
Journal of Wine Economics, 10, 190-203, 2015
RP2015/39 - HAFNER, C. and A. PREMIGER
An ARCH model without intercept
Economics Letters, 129, 13-17, 2015
RP2015/38 - Hafner, C.M., Preminger, A.
A note on the Tobit model in the presence of a duration variable
Economics Letters, 126, 47-50, 2015
RP2015/37 - FARAZ, A., HEUCHENNE, C. and W. WOODALL
Guaranteed conditional performance of the S2 control chart with estimated parameters
International Journal of Production Research, 53, 4405-4413, 2015
RP2015/36 - FARAZ, A., SANIGA, E. and C. HEUCHENNE
Shewhart Control Charts for Monitoring Reliability with Weibull Lifetimes
Quality and Reliability Engineering International, 31, 1565-1574, 2015
RP2015/35 - GILLET, P., RAPAILLE, A. BENOIT, A., CEINOS, M., BERTRAND, O., DE BOUYALSKY, I. GOVAERTS,B. and M. LAMBERMONT
First-time whole blood donation: A critical step for donor safety and retention on first three donations
Transfusion Clinique et Biologique, 22, 312-317, 2015
RP2015/34 - MASTROMARCO, C., and L. SIMAR
Effect of FDI and Time on Catching-up: New Insights from a Conditional Nonparametric Frontier Analysis
Journal of Applied Econometrics, 30, 826-847, 2015
RP2015/33 - BOSCOLO, E., LIMAYE, N., HUANG, L., KANG, K-T., SOBLET, J., UEBELHOER, M., MENDOLA, A., NATYNKI, M., SERONT, E., DUPONT, S., HAMMER, J., LEGRAND, C., BRUGNARA, C., EKLUND, L., VIKKULA, M., BISCHOFF, J. and L. BOON
Rapamycin improves TIE2-mutated venous malformation in murine model and human subjects
Journal of Clinical Investigation, 125, 3491-3504, 2015
RP2015/32 - VARUGHESE, M. , VON SACHS, R., STEPHANOU, M. and B. BASSET
Non-parametric Transient Classification using Adaptive Wavelets
Monthly Notices of the Royal Astronomical Society, 453, 2848-2861, 2015
RP2015/31 - DONNEAU, A-F., MAUER, M., LAMBERT, P. LESAFFRE, E. and A. ALBERT
Testing the proportional odds assumption in multiply imputed ordinal longitudinal data
Journal of Applied Statistics, 42, 2257-2279, 2015
RP2015/30 - ROSAS AGUIRRE, A., ERHART, A., LLANOS-CUENTAS, A., BRANCH, O., BERKVENS, D. ABATIH, E., LAMBERT, P., FRASSO, G., RODRIGUEZ, H., GAMBOA, D., SIHUINCHA, M., ROSANAS-URGELL, A., D'ALESSANDRO, U. and N. SPEYBROEK
Modelling the potential of focal screening and treatment as elimination strategy for Plasmodium falciparum malaria in the Peruvian Amazon Region
Parasites & Vectors, 8, 1-12, 2015
RP2015/29 - DEVOLDER, P. and R. MELIS
Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework
Astin Bulletin, 45, 551-575, 2015
RP2015/28 - BEN OMRANE, W. and C. HAFNER
Macroeconomic news surprises and volatility spillover in foreign exchange markets
Empirical Economics, 48, 577-607, 2015
RP2015/27 - DENUIT, M. HUANG, R. and L. TZENG (2014)
Almost expectation and excess dependence notions
Theory and Decision, 79, 375-401, 2014
RP2015/26 - CHARPENTIER, A., DENUIT, M. and R. ELIE
Segmentation et mutualisation, les deux faces d'une même pièce?
Risques, 103, 57-61, 2015
RP2015/25 - HEUCHENNE, C., RAWANE, S. anc I. VAN KEILEGOM
Estimating the error distribution in semiparametric transformation models
Electronic Journal of Statistics, 9, 2391-2419, 2015
RP2015/24 - FERAUD, B., GOVAERTS, B., VERLEYSEN, M. and P. DE TULLIO
Statistical treatment of 2D NMR COSY spectra in metabolomics: data preparation, clustering-based evaluation of the Metabolomic Informative Content and comparison with 1H-NMR
Metabolomics, 11, 1756-1768, 2015
RP2015/23 - DREES, H., SEGERS, J. and M. WARCHOL
Statistics for Tail Processes of Markov Chains
Extremes, 18, 369-402, 2015
RP2015/22 - SIMAR, L. and P. WILSON
Statistical Approaches for Nonparametric Frontier Models: A Guided Tour
International Statistical Review, 83, 77-110, 2015
RP2015/21 - DENUIT, M., HABERMAN, S. and A. RENSHAW
Longevity-contingent deferred life annuities
Journal of Pension Economics and Finance, 14, 315-327, 2015
RP2015/20 - DENUIT, M. and J. TRUFIN (2015)
Model points and Tail-VaR in life insurance
Insurance: Mathematics and Economics, 64, 268-272, 2015
RP2015/19 - VON SACHS, R. and C. TIMMERMANS
The BAGIDIS distance: about a fractal topology, with applications to functional classification and prediction
In: Anestis Antoniadis, Jean-Michel Poggi, Xavier Brossat, Modeling and Stochastic Learning for Forecasting in High Dimensions (Lecture Notes in Statistics, 217)
Springer, 319-339, 2015
RP2015/18 - PARK, B., SIMAR, L. and V. ZELENYUK
Categorical data in local maximum likelihood: theory and applications to productivity analysis
Journal of Productivity Analysis, 43, 199-214, 2015
RP2015/17 - DARAIO, C., BONACCORSI, A. and L. SIMAR
Efficiency and economies of scale and specialization in European universities: a directional distance approach
Journal of Informetrics, 9, 430-448, 2015
RP2015/16 - SUJICA, A. and I. VAN KEILEGOM
Estimation of location and scale functionals in nonparametric regression under copula dependent censoring
Canadian Journal of Statistics, 43, 306-335, 2015
RP2015/15 - TALAMAKROUNI, M., EL GHOUCH, A. and I. VAN KEILEGOM
Guided Censored Regression
Scandinavian Journal of Statistics : theory and applications, 42, 214-233, 2015
RP2015/14 - DHAENE, J., STASSEN, B., DEVOLDER, P. and M. VELLEKOOP
The minimal entropy martingale measure in a market of traded financial and actuarial risks
Journal of Computational and Applied Mathematics, 282, p. 111-133, 2015
RP2015/13 - NOH, H., EL GHOUCH, A. and I. VAN KEILEGOM
Semiparametric Conditional Quantile Estimation Through Copula-Based Multivariate Models
Journal of Business & Economic Statistics, 33, 167-178, 2015
RP2015/12 - 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
Journal of Biopharmaceutical Statistics, 25, 570-601, 2015
RP2015/11 - DENUIT, M., KIRILIOUK, A. and J. SEGERS
Max-factor individual risk models with application to credit portfolios
Insurance: Mathematics and Economics, 62, 162-172, 2015
RP2015/10 - JANSSENS, A. and J. SEGERS (2014)
Markov tail chains
Journal of Applied Probability, 51, 1133-1153, 2014
RP2015/09 - DARAIO, C. BONACCORSI, A. and L. SIMAR
Rankings and university performance: A conditional multidimensional approach
European Journal of Operational Research, 244, 918-930, 2015
RP2015/08 - KNEIP, A., SIMAR, L. and P. WILSON
When Bias Kills the Variance: Central Limit Theorems for DEA and FDH Efficiency Scores
Econometric Theory, 31, 394–422, 2015
RP2015/07 - TIMMERMANS, C. and R. VON SACHS
A novel semi-distance for measuring dissimilarities of curves with sharp local patterns
Journal of Statistical Planning and Inference, 160, 35-50, 2015
RP2015/06 - HAEDO, C. and M. MOUCHART
Specialized agglomerations with Lattice data: Model and detection
Spatial Statistics, 11, 113-131, 2015
RP2015/05 - J. SEGERS
Hybrid copula estimators
Journal of Statistical Planning and Inference, 160, 23-34, 2015
RP2015/04 - KNEIP, A., SIMAR, L. and I. VAN KEILEGOM
Frontier estimation in the presence of measurement error with unknown variance
Journal of Econometrics, 184, 379-393, 2015
RP2015/03 - HOBAEK HAFF, I. and J. SEGERS
Nonparametric estimation of pair-copula constructions with the empirical pair-copula
Computational Statistics & Data Analysis, 84, 1-13, 2015
RP2015/02 - COLLING, B., HEUCHENNE, C., SAMB, R. and I. VAN KEILEGOM
Estimation of the Error Density in a Semiparametric Transformation Model
Annals of the Institute of Statistical Mathematics, 67, 1-18, 2015
RP2015/01 - MESFIOUI, M. and M. DENUIT
Comonotonicity, orthant convex order and sums of random variables
Statistics & Probability Letters, 96, 356-364, 2015
2014
RP2014/54
Pircalabelu, Eugen ; Claeskens, Gerda ; Jahfari, Sara ; Waldorp, Lourens
Nodewise graphical modeling using the Focused Information Criterion for ‘p larger than n’ settings
In: "Proceedings of the 29th International Workshop on Statistical Modelling" - p. 273-278
RP2014/53 - FARAZ, A., CELANO, G., SANIGA, E., HEUCHENNE, C. and S. FICHERA
The variable parameters T ^{2} chart with run rules
Statistical Papers, 55, 933-950, 2014
RP2014/52 - YANG, S. J. and Y. K. LEEY
Generalized partially linear varying coefficient models with multiple smoothing variables
Journal of the Korean Statistical Society, 43, 315-321, 2014
RP2014/51 - YANG, S. J. and B. U. PARK
Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables
Journal of Multivariate Analysis, 126, 100-113, 2014
RP2014/50 - PORTIER, F. and B. DELYON
Bootstrap testing of the rank of a matrix via least- squared constrained estimation
Journal of the American Statistical Association, 109, 160-172, 2014
RP2014/49 - B. FRANCQ
Bootstrap in Errors-in-Variables Regressions Applied to Methods Comparison Studies
Informatica Medica Slovenica, 19, 1-11, 2014
RP2014/48 - HOCHEDEZ, J-F., TIMMERMANS, C., HAUCHECORNE, A. and M. MEFTAH
Dark signal correction for a lukecold frame-transfer CCD: New method and application to the solar imager of the PICARD space mission
Astronomy & Astrophysics, 561, A17, 2014
RP2014/47 - FARAZ, A., HEUCHENNE, C., SANIGA, E. and A. COSTA
Double Objective Economic Statistical Design of the VP T2 Control Chart: Wald’s identity approach
Journal of Statistical Computation and Simulation, 84, 2123-2137, 2014
RP2014/46 - ALMEIDA RODRIGUEZ, C. and M. MOUCHART
Testing Normality of latent variables in the polychoric correlation
Statistica, 1, 3-25, 2014
RP2014/45 - FIECAS, M. and R. VON SACHS
Data-driven shrinkage of the spectral density matrix of a high-dimensional time series
Electronic Journal of Statistics, 8, 2975-3003, 2014
RP2014/44 - PARDO-FERNANDEZ, J.C., RODRIGUEZ-ALVAREZ, M. and I. VAN KEILEGOM
A review on ROC curves in the presence of covariates
Revstat Statistical Journal, 12, 21-24, 2014
RP2014/43 - DENUIT, M. LIU, L. and J. MEYER
A separation theorem for the weak s-convex orders
Insurance: Mathematics and Economics, 59, 279-284, 2014
RP2014/42 - TROMME, I., DEVLEESSCHAUWER, B., BEUTELS, P., RICHEZ, P., PRAET, N., SACRÉ, L. , MAROT, L., VAN EECKHOUT, P., THEATE, I., BAURAIN, J-F., LAMBERT, J., LEGRAND, C., THOMAS, L. and N. SPEYBROECK
Selective use of sequential digital dermoscopy imaging allows a cost reduction in the melanoma detection process: a belgian study of patients with a single or a small number of atypical nevi
PLoS One, 9, e109339, 2014
RP2014/41 - PIGEON, M., DE FRAHAN, B., and M. DENUIT
Evaluation of the EU proposed farm income stabilisation tool by skew normal linear mixed models
European Actuarial Journal, 4, 383-409, 2014
RP2014/40 - DENUIT, M., HUANG, R. and L. TZENG
Bivariate almost stochastic dominance
Economic Theory, 57, 377-405, 2014
RP2014/39 - MOREIRA, C., DE UÑA-ÁLVAREZ, J., and I. VAN KEILEGOM
Goodness-of-fit tests for a semiparametric model under random double truncation
Computational Statistics, 29, 1365-1379, 2014
RP2014/38 - TROMME, I., DEVLEESSCHAUWER, B., BEUTELS, P., RICHEZ, P., LEROY, A., BAURAIN, J.-F., CORNELIS, F., BERTRAND, C., LEGRAND, N., DEGUELDRE, J. , THOMAS, L. , LEGRAND, C., LAMBERT, J. , HAAGSMA, J. and N. SPEYBROECK
Health-related quality of life in patients with melanoma expressed as utilities and disability weights
British Journal of Dermatology, 171, 1443-1450, 2014
RP2014/37 - DESMET, L., VENET, D., DOFFAGNE, E., TIMMERMANS, C., BURZYKOWSKI, T., LEGRAND, C., and M. BUYSE
Linear mixed-effects models for central statistical monitoring of multicenter clinical trials
Statistics in Medicine, 33, 5265-5279, 2014
RP2014/36 - DEVOLDER, P. and G. PISCOPO
Solvency Analysis of defined benefit pension schemes
In: Marco Corazza, Claudio Pizzi, Mathematical and Statistical Methods for Actuarial Sciences and Finance
Springer International Publishing, 141-150, 2014
RP2014/35 - LOEYS, T., LEGRAND, C., SCHETTINO, A., and G. POURTOIS
Semi-parametric proportional hazards models with crossed random effects for psychometric response times
British Journal of Mathematical and Statistical Psychology, 67, 304-327, 2014
RP2014/34 - MUNDA, M. and C. LEGRAND
Adjusting for centre heterogeneity in multicentre clinical trials with a time-to-event outcome
Pharmaceutical Statistics : the journal of applied statistics in the pharmaceutical industry, 13, 145-152, 2014
RP2014/33 - JAEGER, J. and P. LAMBERT
Bayesian penalized smoothing approaches in models specified using differential equations with unknown error distributions
Journal of Applied Statistics, 41, 2709-2726, 2014
RP2014/32 - P. LAMBERT
Spline approximations to conditional Archimedean copula
Stat, 3, 200-217, 2014
RP2014/31 - GAO, R., WANG, C. and C. HAFNER
The Impact of Acquisitions on New Technology Stocks: The Google–Motorola Case
Annals of Financial Economics, 9, 3-35, 2014
RP2014/30 - MCALEER, M. and C. HAFNER
A One Line Derivation of EGARCH
Econometrics, 2, 92-97, 2014
RP2014/29 - EL MEHDI, R. and C. HAFNER
Local Government Efficiency: The Case of Moroccan Municipalities
African Development Review, 26, 88-101, 2014
RP2014/28 - EL MEHDI, R. and C. HAFNER
Inference in stochastic frontier analysis with dependent error terms
Mathematics and Computers in Simulation, 102, 104-116, 2014
RP2014/27 - BERTRAND, A. and C. HAFNER
On heterogeneous latent class models with applications to the analysis of rating scores
Computational Statistics, 29, 307-330, 2014
RP2014/26 - JOHANNES, J., SCHENK, R. and A. SIMONI
Adaptive Bayesian estimation in Gaussian
In: Enea G. Bongiorno, Ernesto Salinelli, Aldo Goia, Philippe Vieu, Contributions in Infinite-Dimensional Statistics And Related Topics
Società Editrice Escapulio sad, 162-172, 2014
RP2014/25 - TAAMOUTI, A., BOUEZMARNI, T. and A. EL GHOUCH
Nonparametric estimation and inference for conditional density based Granger causality measures
Journal of Econometrics, 180, 251-264, 2014
RP2014/24 - PIGEON, M., ANTONIO, K. and M. DENUIT
Individual loss reserving using paid–incurred data
Insurance: Mathematics and Economics, 58, 121-131, 2014
RP2014/23 - GBARI, S. and M. DENUIT
Efficient approximations for numbers of survivors in the Lee–Carter model
Insurance: Mathematics and Economics, 59, 71-77, 2014
RP2014/22 - ACHARYA, V., ENGLE, R. and D. PIERRET
Testing macroprudential stress tests: The risk of regulatory risk weights
Journal of Monetary Economics, 65, 36-53, 2014
RP2014/21 - SEGERS, J., VAN DEN AKKER, R. and B. WERKER
Semiparametric Gaussian copula models: Geometry and efficient rank-based Estimation
Annals of Statistics, 42, 1911-1940, 2014
RP2014/20 - BÜCHER, A. KOJADINOVIC, I. ROHMER, T. and J. SEGERS
Detecting changes in cross-sectional dependence in multivariate time series
Journal of Multivariate Analysis, 132, 111-128, 2014
RP2014/19 -BÜCHER, A. and J. SEGERS
Extreme value copula estimation based on block maxima of a multivariate stationary time series
Extremes : statistical theory and applications in science, engineering and economics, 17, 495-528, 2014
RP2014/18 - BÜCHER, A., SEGERS, J. and S. VOLGUSHEV
When uniform weak convergence fails: empirical processes for dependence functions via epi- and hypographs
Annals of Statistics, 42, 1598-1634, 2014
RP2014/17 - CHRISTIANSEN, M., DENUIT, M. and J. DHAENE
Reserve-dependent benefits and costs in life and health insurance contracts
Insurance: Mathematics and Economics, 57, 132-137, 2014
RP2014/16 - HÄRDLE, W., PRASTYO, D. and C. HAFNER
Support Vector Machines with Evolutionary Model Selection for Default Prediction
In: Jeffrey S. Racine, Liangjun Su, and Aman Ullah (eds.), The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
Oxford University Press, 346-373, 2014
RP2014/15 - FRANCQ, B. and B. GOVAERTS
Measurement methods comparison with errors-in-variables regressions. From horizontal to vertical OLS regression, review and new perspectives
Chemometrics and Intelligent Laboratory Systems, 134, 123-139, 2014
RP2014/14 - FRANCQ, B. and B. GOVAERTS
Hyperbolic confidence bands of errors-in-variables regression lines applied to method comparison studies
Journal de la Société Française de Statistique & Revue de Statistique Appliquée, 155, 23-45, 2014
RP2014/13 - MULLER, U. and VAN KEILEGOM
Efficient Quantile Regression with Auxiliary Information
In: Soumendra Lahiri, Anton Schick, Ashis SenGupta, T.N. Sriram (eds.), Contemporary Developments in Statistical Theory
Springer International Publishing, 365-374, 2014
RP2014/12 - DARAIO, C. and L. SIMAR
Directional distances and their robust versions: Computational and testing issues
European Journal of Operational Research, 237, 358-369, 2014
RP2014/11 - WUNSCH, G., MOUCHART, M. and F. RUSSO
Functions and Mechanisms in Structural-Modelling Explanations
Journal for General Philosophy of Science, 45, 187-208, 2014
RP2014/10 - HEUCHENNE, C., LAURENT, S., LEGRAND, C. and I. VAN KEILEGOM
Likelihood-Based Inference for Semi-Competing Risks
Communications in Statistics - Simulation and Computation, 43, 1112-1132, 2014
RP2014/09 - BONACCORSI, A., DARAIO, C. and L. SIMAR
Scale and research specialization in European Universities: a directional distance approach to teaching efficiency
In: Bonaccorsi, A., (eds.), Knowledge, Diversity and Performance in European Higher Education: A Changing Landscape
Edward Elgar Publishing, 292-311, 2014
RP2014/08 - YANG, S., EL GHOUCH and I. VAN KEILEGOM
Varying coefficient models having different smoothing variables with randomly censored data
Electronic Journal of Statistics, 8, 226–252, 2014
RP2014/07 - 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
Journal of Econometrics, 178, 444-455, 2014
RP2014/06 - KLEIN, N., DENUIT, M., LANG, S. and T. KNEIB
Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape
Insurance: Mathematics and Economics, 55, 225-249, 2014
RP2014/05 - BADIN, L., DARAIO, C. and L. SIMAR
Explaining inefficiency in nonparametric production models: the state of the art
Annals of Operations Research, 214, 5-30, 2014
RP2014/04 - AUTIN, F., FREYERMUTH, J-M. and R. VON SACHS
Block-threshold-adapted Estimators via a Maxiset Approach
Scandinavian Journal of Statistics : theory and applications, 41, 240-258, 2014
RP2014/03 - DENUIT, M., HUANG, R., TZENG, L. and Ch. WANG
Almost Marginal Conditional Stochastic Dominance
Journal of Banking and Finance, 41, 57-66, 2014
RP2014/02 - DENUIT, M. and L. LI
Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance
Theory and Decision 76, 287-295, 2014
RP2014/01 - DENUIT, M. and B. REY
Benchmark values for higher order coefficients of relative risk aversion
Theory and Decision 76, 81-94, 2014
2013
RP2013/50 - DEVOLDER, P. and C. AZIZIEH (2013)
Margrabe Option And Life Insurance With Participation
Bulletin français d'actuariat, 13, 44-47, 2013
RP2013/49 - BERESWILL, M. and J. JOHANNES (2013)
On the effect of noisy measurements of the regressor in functional linear models
Test, 22, 488-513, 2013
RP2013/48 - JOHANNES, J. and M. SCHWARZ (2013)
Adaptive circular deconvolution by model selection under unknown error distribution
Bernoulli : a journal of mathematical statistics and probability, 19, 1576-1611, 2013
RP2013/47 - BOUEZMARNI, T., EL GHOUCH, A. and A. TAAMOUTI (2013)
Bernstein estimator for unbounded copula densities
Statistics and Risk Modeling with Applications in Finance and Insurance, Vol. 30, no.4, p. 343-360 (2013).
RP2013/46 - EL GHOUCH, A., GENTON, M. and T. BOUEZMARNI (2013)
Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing
Scandinavian Journal of Statistics : theory and applications, 40, 455-470, 2013
RP 2013/45 - NOH, H., EL GHOUCH, A. and T. BOUEZMARNI (2013)
Copula-Based Regression Estimation and Inference
Journal of the American Statistical Association, 108, 676-688, 2013
RP2013/44 - FORGET, P., MACHIELS, J-P., COULIE, P., BERLIERE, M., PONCELET, A., TOMBAL, B., STAINIER, A., LEGRAND, C., CANON, J-L., KREMER, Y. and M. DE KOCK (2013)
Neutrophil:Lymphocyte Ratio and Intraoperative Use of Ketorolac or Diclofenac are Prognostic Factors in Different Cohorts of Patients Undergoing Breast, Lung, and Kidney Cancer Surgery
Annals of Surgical Oncology, 20, 650-660, 2013
RP2013/43 - FARAZ, A., HEUCHENNE, C., SANIGA E. and E. FOSTER (2013)
Monitoring delivery chains using multivariate control charts
European Journal of Operational Research, 228, 282-289, 2013
RP2013/42 - WANG, L., KAI, B., HEUCHENNE, C. and C-L. TSAI (2013)
Penalized profiled semiparametric estimating functions
Electronic Journal of Statistics, 7, 2656-2682, 2013
RP2013/41 - LEBRUN, P., BOULANGER, B., DEBRUS, B., LAMBERT, P. and H. PHILIPPE (2013)
A Bayesian design space for analytical methods based on multivariate models and predictions
Journal of Biopharmaceutical Statistics, 23, 1330-1351, 2013
RP2013/40 - DENUIT, M. and L. EECKHOUDT (2013)
Risk attitudes and the value of risk transformations
International Journal of Economic Theory, 9, 3, 245-254, 2013
RP2013/39 - BONACCORSI A., DARAIO C. and L. SIMAR (2013)
What is the impact of scale and specialization on the research efficiency of European universities?
In J. Gorraiz, E. Schiebel, C. Gumpenberger, M. Horlesberger and H. Moed (eds.)
Proceedings of ISSI 2013, Vienna, 2, 1817-1829, 2013
RP2013/38 - DAOUIA, A., GARDES, L. and S. GIRARD (2013)
On kernel smoothing for extremal quantile regression
Bernoulli, 19 (5B), 2557-2589, 2013
RP2013/37 - DAOUIA, A., GIRARD, S. and A. GUILLOUC (2013)
A Gamma-moment approach to monotonic boundary estimation
Journal of Econometrics, 178, 2, 727-740, 2013
RP2013/36 - SEGERS, J. and N. UYTTENDAELE (2014)
Nonparametric estimation of the tree structure of a nested Archimedean copula
Computational Statistics and Data Analysis, 72, 190-204, 2014
RP2013/35 - FLORENS, J.-P., SIMAR, L. and I. van KEILEGOM (2014)
Frontier estimation in nonparametric location-scale models
Journal of Econometrics, 178, 456-470, 2014
RP2013/34 - GROTHE, O., SCHNIEDERS, J. and J. SEGERS (2014)
Measuring association and dependence between random vectors
Journal of Multivariate Analysis, 123, 96-110 , 2014
RP2013/33 - MEIRA-MACHADO, L., ROCA-PARDIÑAS, J., VAN KEILEGOM, I. and C. CADARSO-SUÁREZ (2013)
Bandwidth selection for the estimation of transition probabilities in the location-scale progressive three-state model
Springer-Verlag Berlin Heidelberg, 28, 2185-2210, 2013
RP2013/32 - DEWE, W., BENOIT, A. and C. LEGRAND (2013)
Assessing vaccine efficacy in influenza clinical trials: challenges and difficulties
Expert review of clinical pharmacology, 6, 403-411, 2013
RP2013/31 - MUNDA, M., ROTOLO, F., and C. LEGRAND (2012)
PARFM: Parametric Frailty Models in R
Journal of Statistical Software, 51, 2012
RP2013/30 - BAUWENS, L. HAFNER, C. and D. PIERRET (2013)
Modelling multivariate volatility of electricity futures
Journal of Applied Econometrics, 28, 743-761, 2013
RP2013/29 - LOPEZ, O., PATILEA, V. and I. VAN KEILEGOM (2013)
Single index regression models in the presence of censoring depending on the covariates
Bernoulli, 19, 721-747, 2013
RP2013/28 - PIGEON, M., ANTONIO, K. and M. DENUIT (2013)
Individual Loss Reserving with the Multivariate Skew Normal Framework
ASTIN Bulletin, 43, 399-428, 2013
RP2013/27 - DENUIT M. and B. REY (2013)
Another look at risk apportionment
Journal of Mathematical Economics, 49, 335-343, 2013
RP2013/26 - DENUIT, M., HABERMAN, S. and A. RENSHAW (2013)
Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality
European Actuarial Journal, 3, 191-201, 2013
RP2013/25 - DENUIT, M., EECKHOUDT, L. and O. JOKUNG (2013)
Non-differentiable transformations preserving stochastic dominance
Journal of the Operational Research Society, 64, 1441-1446, 2013
RP2013/24 - CHENG, S. and I. VAN KEILEGOM (2013)
Estimation in semiparametric models with missing data
Annals of the Institute of Statistical Mathematics, 65, 785-805, 2013
RP2013/23 - SIMAR, L. and P. WILSON (2013)
Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives
Foundations and Trends® in Econometrics, 5, 183-337, 2013
RP2013/22 - JOHANNES, J. and M. SCHWARZ (2013)
Adaptive Gaussian Inverse Regression with Partially Unknown Operator
Communications in Statistics - Theory and Methods, 42, 1343-1362, 2013
RP2013/21 - ROTOLO, F., LEGRAND, C. and I. VAN KEILEGOM (2013)
A simulation procedure based on copulas to generate clustered multi-state survival data
Computer methods and programs in biomedicine, 109, 305-312, 2013
RP2013/20 - DAOUIA , A. and B. PARK (2013)
On Projection-type Estimators of Multivariate Isotonic Functions
Scandinavian Journal of Statistics, 40, 363-386, 2013
RP2013/19 - DENUIT, M. and M. MESFIOUI (2013)
Ordering Functions of Random Vectors, with Application to Partial Sums
Journal of Theoretical Probability, 26, 474-479, 2013
RP2013/18 - MOREIRA, C. and I. VAN KEILEGOM (2013)
Bandwidth selection for kernel density estimation with doubly truncated data
Computational Statistics and Data Analysis, 61, 107-123, 2013
RP2013/17 - SCHWARZ, M., JONGBLOED, G. and I. VAN KEILEGOM (2013)
On the identifiability of copulas in bivariate competing risks models
Canadian Journal of Statistics, 41, 291-303, 2013
RP2013/16 - JAEGER, J. and P. LAMBERT (2013)
Bayesian P-spline estimation in hierarchical models specified by systems of affine differential equations
Statistical Modelling, 13, 3-40, 2013
RP2013/15 - BADIN, L., DARAIO, C., and L. SIMAR (2012)
How to measure the impact of environmental factors in a nonparametric production model?
European Journal of Operational Research, 223, 818-833, 2012
RP2013/14 - JOHANNES, J. and R. SCHENK (2013)
On rate optimal local estimation in functional linear regression
Electronic Journal of Statistics, 7, 191-216, 2013
RP2013/13 - DENUIT, M., EECKHOUDT, L. and H. SCHLESINGER (2013)
When Ross meets Bell: the linex utility function
Journal of Mathematical Economics, 4, 177–182, 2013
RP2013/12 - DENUIT, M., EECKHOUDT, L., TSETLIN, I. and R. WINKLER (2013)
Multivariate concave and convex stochastic dominance
In: Biagini, F., Richter, A., Schlesinger, H. (eds.), Risk Measures and Attitudes
European Actuarial Academy (EAA) Series, Springer, 11-32, 2013
RP2013/11 - DENUIT, M. and L. EECKHOUDT (2013)
Improving your chances: A new result
Economics Letters, 118, 475–477, 2013
RP2013/10 - NOH, H., EL GHOUCH, A. and I. VAN KEILEGOM (2013)
Quality of fit measures in the framework of quantile regression
Scandinavian journal of Statistics, 40, 105-118, 2013
RP2013/09 - DAHLKE, M., BREIDT, J., OPSOMER, J., and I. VAN KEILEGOM (2013)
Nonparametric endogenous post-stratification estimation
Statistica Sinica, 23, 189-211, 2013
RP2013/08 - DE CARVALHO, M., OUMOW, B., SEGERS, J. and M. WARCHOL (2013)
A Euclidean likelihood estimator for bivariate Tail dependence
Communications in Statistics - Theroy and Methods, 42, 1176-1192, 2013
RP2013/07 - WEI, J., CARROLL, R., MULLER, U., VAN KEILEGOM, I. and N. CHATTERJEE (2013)
Robust estimation for homoscedastic regression in the secondary analysis of case–control data
Journal of the Royal Society,Series B, Statistical Methodology, 75, 185-206, 2013
RP2013/06 - TIMMERMANS, C., DELSOL, L. and R. von SACHS (2013)
Using Bagidis in nonparametric functional data analysis: predicting from curves with sharp local features
Journal of Multivariate Analysis, 115, 421-444, 2013
RP2013/05 - CHRISTIANSEN, M.C. and M. DENUIT (2013)
Worst-case actuarial calculations consistent with single- and multiple-decrement life tables
Insurance: Mathematics and Economics, 52, 1-5, 2013
RP2013/04 - DENUIT, M. and M. MESFIOUI (2013)
A sufficient condition of crossing-type for the bivariate orthant convex order
Statistics and Probability Letters, 83, 157-162, 2013
RP2013/03 - JOHANNES, J., VAN BELLEGEM, S. and A. VANHEMS (2013)
Iterative regularisation in nonparametric instrumental regression
Journal of Statistical Planning and Inference, 143, 24-39, 2013
RP2013/02 - SAN MARTÍN, E. and J-M. ROLIN (2013)
Identification of parametric Rasch-type models
Journal of Statistical Planning and Inference, 143, 116-130, 2013
RP2013/01 - NOH, H., EL GHOUCH, A. and I. VAN KEILEGOM (2013)
Assessing model adequacy in possibly misspecified quantile regression
Computational Statistics and Data Analysis, 57, 558–569, 2013
2012
RP2012/36 - FARAZ, A., HEUCHENNE, C. and E. SANIGA
Optimal T2 control chart with a double sampling scheme - an alternative to the MEWMA chart
Quality and Reliability Engineering International, 28, 751-760, 2012
RP2012/35 - EINMAHL, J., KRAJINA, A. and J. SEGERS (2012)
An M-estimator for tail dependence in arbitrary dimensions
The Annals of Statistics, 40,1764-1793, 2012
RP2012/34 - BASRAK, B., KRIZMANIC, D. and J. SEGERS (2012)
A functional limit theorem for dependent sequences with infinite variance stable limits
The Annals of Probability, 40, 2008-2033, 2012
RP2012/33 - VENET, D., DOFFAGNE, E., BURZYKOWSKI, T., BECKERS, F., TELLIER, Y., GENEVOIS-MARLIN, E., BECKER, U., BEE, V., WILSON, V., LEGRAND, C. and M. BUYSE (2012)
A statistical approach to central monitoring of data quality in clinical trials
Clinical trials, 9, 705-713, 2012
RP2012/32 - JOHANNES, J. and R. SCHENK (2012)
Adaptive estimation of linear functionals in functional linear models
Mathematical Methods of Statistics, 21, 189-214, 2012
RP2012/31 - COMTE, F. and J. JOHANNES (2012)
Adaptive functional linear regression
The Annals of Statistics, 40, 2765-2797, 2012
RP2012/30 - KRIER, C., MOUCHART, M. and A. OULHAJ (2012)
Neural modelling of ranking data with an application to stated preference data
Statistica, 72, 3, 255-269, 2012
RP2012/29 - NOH, H. and I. VAN KEILEGOM (2012)
Efficient model selection in semivarying coefficient models
Electronic Journal of Statistics, 6, 2519-2534, 2012
RP2012/28 - BAUWENS, L., HAFNER, C. AND S. LAURENT (2012)
Volatility Models
In: Bauwens, L., Hafner, C. and S. Laurent (eds.), Handbook of Volatility Models and Their Applications
Wiley, 1-45, 2012
RP2012/27 - C. HAFNER (2012)
Cross-correlating wavelet coefficients with applications to high-frequency financial time series
Journal of Applied Statistics, 39, 1363-1379, 2012
RP2012/26 - SCHWARZ, M., VAN BELLEGEM, S. and J-P. FLORENS (2012)
Nonparametric Frontier Estimation from Noisy Data
In: Van Keilegom, I. and P.W. Wilson (eds.), Exploring research frontiers in contemporary statistics and econometrics
Festschrift in honor of L. Simar, Springer, 45-64, 2012
RP2012/25 - F. AUTIN, J.-M. FREYERMUTH and R. von SACHS (2012)
Combining thresholding rules: a new way to improve the performance of wavelet estimators
Journal of Nonparametric Statistics, 24, 905-922, 2012
RP2012/24 - TROMME, I., SACRÉ, L., HAMMOUCH, F., LEGRAND, C., MAROT, L., VEREECKEN, P., THEATE, I., VAN EECKHOUT, P., RICHEZ, P., BAURAIN, J-F., THOMAS, L. and N. SPEYBROECK, on behalf of the DEPIMELA study group (2012)
Availability of digital dermoscopy in daily practice dramatically reduces the number of excised melanocytic lesions: results from an observational study
British Journal of Dermatology, 167, 778-786, 2012
RP2012/23 - LAURENT S. and C. LEGRAND (2012)
A Bayesian Framework for the ratio of two poisson rates in the context of vaccine efficacy trials
European Series in Applied and Industrial Mathematics: Probability and Statistics, 16, 375-398,
2012
RP2012/22 - HAFNER C. and H. MANNER (2012)
Dynamic stochastic copula models: Estimation, inference and applications
Journal of Applied Econometrics, 27, 269–295, 2012
RP2012/21 - HAFNER, C. and O. REZNIKOVA (2012)
On the estimation of dynamic conditional correlation models
Computational Statistics and Data Analysis, 56, 3533-3545, 2012
RP2012/20 – BOCART, F., and C. HAFNER (2012)
Econometric analysis of volatile art markets
Computational Statistics and Data Analysis, 56, 3091-3104, 2012
RP2012/19 - DAOUIA, A., FLORENS, J.P. and L. SIMAR (2012)
Regularization of Non-parametric Frontier Estimators
Journal of Econometrics, 168, 285-299, 2012
RP2012/18 - SIMAR, L., VANHEMS, A. and P.W. WILSON (2012)
Statistical inference with DEA estimators of directional distances
European Journal of Operational Research, 220, 853-864, 2012
RP2012/17 - FLORENS, J.P., JOHANNES, J. and S. VAN BELLEGEM (2012)
Instrumental regression in partially linear models
The Econometrics Journal, 15, 304-324, 2012
RP2012/16 - DENUIT, M. and J. DHAENE (2012)
Convex order and comonotonic conditional mean risk sharing
Insurance: Mathematics and Economics, 51, 265-270, 2012
RP2012/15 - LAZAR, D. and M. DENUIT (2012)
Multivariate analysis of premium dynamics in P&L insurance
Journal of Risk and Insurance, 79, 431-448, 2012
RP2012/14 - HEUCHENNE, C. and I. VAN KEILEGOM (2012)
Estimation of a general parametric location in censored regression
In: Van Keilegom, I. and P.W. Wilson (eds.), Exploring research frontiers in contemporary statistics and econometrics
Festschrift in honor of L. Simar, Springer, 177-187, 2012
RP2012/13 - PENG, L., QI, Y. and I. VAN KEILEGOM (2012)
Jackknife empirical likelihood method for copulas
Test, 21, 74-92, 2012
RP2012/12 - J. SEGERS (2012)
Max-stable models for multivariate extremes
REVSTAT – Statistical Journal, 10, 61-82, 2012
RP2012/11 - GUDENDORF, G. and J. SEGERS (2012)
Nonparametric estimation of multivariate extreme-value copulas
Journal of Statistical Planning and Inference, 142, 3073–3085, 2012
RP2012/10 - MULLER, U.U. and I. VAN KEILEGOM (2012)
Efficient parameter estimation in regression with missing responses
Electronic Journal of Statistics, 6, 1200–1219, 2012
RP2012/09 - J. SEGERS (2012)
Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
Bernoulli, 18, 764–782, 2012
RP2012/08 - NOH, H., CHUNG, K. and I. VAN KEILEGOM (2012)
Variable selection of varying coefficient models in quantile regression
Electronic Journal of Statistics, 6, 1220–1238, 2012
RP2012/07 - J. SEGERS (2012)
Nonparametric Inference for Max-Stable Dependence
Statistical Science, 27, 193-196, 2012
RP2012/06 - LAMBERT, Ph., LAURENT, S. and D. VEREDAS (2012)
Testing conditional asymmetry: A residual-based approach
Journal of Economic Dynamics and Control, 36, 1229–1247, 2012
RP2012/05 - HUNT, J. and P. DEVOLDER (2011)
Semi-Markov regime switching interest rate models and minimal entropy measure
Physica A, 390, 3767-3781, 2011
RP2012/04 - FERRATY, F., VAN KEILEGOM, I. and P. VIEU (2012)
Regression when both response and predictor are functions
Journal of Multivariate Analysis, 109, 10-28, 2012
RP2012/03 - SIMAR, L. AND A. VANHEMS (2012)
Probabilistic Characterization of Directional Distances and their Robust versions
Journal of Econometrics, 166, 342-354, 2012
RP2012/02 - CHRISTIANSEN, M. C., DENUIT, M. and D. LAZAR
The Solvency II square-root formula for systematic biometric risk
Insurance: Mathematics and Economics, 50, 257-265, 2012
RP2012/01 - SANCHEZ, X., LAMBERT, Ph., JONES, G. and D. J. LLEWELLYN (2012)
Efficacy of pre-ascent climbing route visual inspection in indoor sport climbing
Scandinavian Journal of Medecine and Science in Sports, 22, 67-72, 2012
2011
RP2011/63 - I. VAN KEILEGOM (2011)
Données censurées
In: Droesbeke, J-J. and G. Saporta (eds.), Approches non paramétriques en régression
Editions TECHNIP, 235-251, 2011
RP2011/62 - HOLLEVOET K., NACKAERTS K., GOSSELIN R., DE WEVER W., BOSQUÉE L., DE VUYST, P., GERMONPRÉ, P., KELLEN E., LEGRAND C., KISHI Y., DELANGHE J-R. and J-P. VAN MEERBEECK (2011)
Soluble mesothelin, megakaryocyte potentiating factor, and osteopontin as markers of patient response and outcome in mesothelioma
Journal of Thoracical Oncology, 6, 1930-1937, 2011
RP2011/61 - COLLÉE, A., LEGRAND, C., GOVAERTS, B., VAN DER VEKEN, P. and E. DEGRAVE (2011)
Occupational exposure to noise and the prevalence of HL in a Belgian military population: a cross-sectional study
Noise Health, 13, 64-70, 2011
RP2011/60 - HA, ID., SYLVESTER, R., LEGRAND, C. and G. MACKENZIE (2011)
Frailty modelling for survival data from multi-centre clinical trials
Statistics in Medicine, 30, 2144-2159, 2011
RP2011/59 - CARDENAS-FLORES, A., CRANENBROUCK, S., DRAYE, X., GUILLET, A., GOVAERTS, B. and S. DECLERCK (2011)
The sterol biosynthesis inhibitor molecule fenhexamid impacts the vegetative compatibility of Glomus clarum
Mycorrhiza, 21, 443-449, 2011
RP2011/58 - ROZET, E., GOVAERTS, B., LEBRUN, P., MICHAILC, K., ZIEMONSA, E., WINTERSTEIGERC, R., RUDAZE, S., BOULANGER, B. and P. HUBERT (2011)
Evaluating the reliability of analytical results using a probability criterion: A Bayesian perspective
Analytica Chimica Acta, 705, 193–206, 2011
RP2011/57 - P. DEVOLDER (2011)
Solvency requirement for long term guarantee: risk measure versus probability of ruin
European Actuarial Journal, 1, 199-214, 2011
RP2011/56 - FORGET, P., TOMBAL, B., SCHOLTÈS, J-L., NZIMBALA, J., MEULDERS, C., LEGRAND, C., VAN CANGH, P., COSYNS J-P. and M. DE KOCK (2011)
Do intraoperative analgesics influence oncological outcomes after radical prostatectomy for prostate cancer?
European Journal of Anaesthesiology, 28,830-835, 2011
RP2011/55 - HOLLEVOET, K., NACKAERTS, K., THAS, O., THIMPONT, J., GERMONPRÉ, P., DE VUYST P., BOSQUÉE, L., LEGRAND C., KELLEN E., KISHI, Y., DELANGHE, J-R. and J-P. VAN MEERBEECK (2011)
The effect of clinical covariates on the diagnostic and prognostic value of soluble mesothelin and megakaryocyte potentiating factor
Chest, 141, 477-484, 2011
RP2011/54 - AMBROISE, J., BEARZATTO B., ROBERT A., GOVAERTS B., MACQ B. and J-L. GALA (2011)
Impact of the spotted microarray preprocessing method on fold-change compression and variance stability
BMC Bioinformatics, 12, 413, 2011
RP2011/53 - HAFNER, Ch. and H. MANNER (2011)
Multivariate time series models for asset prices, in: J.-C. Duan, W.K. Haerdle, J. Gentle (eds.)
Handbook of Computational Finance, Springer Verlag, 89-115, 2011
RP2011/52 - VAN DIJK, D.J., MUNANDAR, H. and C. HAFNER (2011)
The Euro-introduction and non-Euro currencies
Applied Financial Economics, 21, 95-116, 2011
RP2011/51 - HAFNER, C., and S-H. WANG (2011)
Estimating autocorrelations in the presence of deterministic trends
Journal of Time Series Econometrics, 3, 1-23, 2011
RP2011/50 - BOUEZMARNI, T., EL GHOUCH, A. and M. MESFIOUI (2011)
Gamma Kernels Estimator of Density and Hazard Rate for Right Censored Data
Journal of Probability and Statistics, 16 pages, 2011
RP2011/49 - JOHANNES, J. and M. SCHWARZ (2011)
Partially adaptive nonparametric instrumental regression by model selection
Journal of the Indian Statistical Association, 49, 149-175, 2011
RP2011/48 - JOHANNES, J. and S. SUBBA RAO (2011)
Nonparametric estimation for dependent data
Journal of Nonparametric Statistics, 23, 661-681, 2011
RP2011/47 - JOHANNES, J., VAN BELLEGEM, S. and A. VANHEMS (2011)
Convergence rates for ill-posed inverse problems with an unknown operator
Econometric Theory, 27, 522-545, 2011
RP2011/46 - FLORENS, J.P., JOHANNES, J. and S. VAN BELLEGEM (2011)
Identification and estimation by penalization in Nonparametric Instrumental Regression
Econometric Theory, 27, 472-496, 2011
RP2011/45 - TRUFIN, J., ALBRECHER, H. and M. DENUIT (2011)
Ruin problems under IBNR dynamics
Applied Stochastic Models in Business and Industry, 27, 619-632, 2011
RP2011/44 - LAZAR, D. and M. DENUIT (2011)
New evidence for underwriting cycles in US property-liability insurance
Journal of Risk Finance, 13, 4-12, 2011
RP2011/43 - DENUIT, M., EECKHOUDT, L. and M. MENEGATTI (2011)
Correlated risks, bivariate utility and optimal choices
Economic Theory, 46, 39-54, 2011
RP2011/42 - BOUCHER, J.-Ph., DENUIT, M. and M. GUILLEN (2011)
Correlated random effects for hurdle models applied to claim counts
Variance, 5, 68-79, 2011
RP2011/41 - DARAIO, C. et al, (collective paper) (2011)
The European university landscape: A micro characterization based on evidence from the Aquameth project
Research Policy, 40, 148-164, 2011
RP2011/40 - SCHAFFER, A., SIMAR, L. and J. RAULAND (2011)
Decomposing Regional Efficiency
Journal of Regional Science, 51, 5, 931-947, 2011
RP2011/39 - SEGERS, J. (2011)
Comments on: Inference in multivariate Archimedean copula models
Test, An Official Journal of the Spanish Society of Statistics and Operations Research, 20, 281-283,
2011
RP2011/38 - BERESWILL, M. and J. JOHANNES (2011)
On the effect of noisy observations of the regressor in a functional linear model
in F. FERRATY editor, Recent Advances in Functional Data Analysis and Related Topics, Chap., p.41-47, Physica-Verlag
RP2011/37 - AUTIN, F., FREYERMUTH, J.M. and R. von SACHS (2011)
Ideal denoising within a family of tree-structured wavelet estimators
Electronic Journal of Statistics, 5, 829-855, 2011
RP2011/36 - VAN KEILEGOM, I. and N. VERAVERBEKE (2011)
Discussion: Statistical models and methods for dependence in insurance data
Journal of the Korean Statistical Society , 40, 155-157, 2011
RP2011/35 - SIMAR, L. and P.W. WILSON (2011)
Performance of the bootstrap for DEA estimators and iterating the principle
Handbook on Data Envelopment Analysis, Chap. 10, 241-271, 2011
RP2011/34 - LAMBERT, P., S. PERELMAN, P. PESTIEAU AND J. SCHOENMAECKERS (2011)
Health Insurance Coverage and Adverse Selection
The Individual and the Welfare State. Life histories in Europe,, Chap. 20, Part 3, 225-231, 2011
RP2011/33 - LAMBERT, Ph. (2011)
Comments on: Inference in multivariate Archimedean copula models
Test, 20, 2, 284-286, 2011
RP2011/32 - LAMBERT, Ph. (2011)
Nonparametric additive location-scale models for interval censored data
Statistics and Computing, 23, 75-90, 2013
RP2011/31 - SIMAR, L. and P.W. WILSON (2011)
Two-Stage DEA: Caveat Emptor
Journal of Productivity Analysis, 36, 205-218, 2011
RP2011/30 - KNEIP, A., SIMAR, L. and P.W. WILSON (2011)
A Computational Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators
Computational Economics, 38, 483-515, 2011
RP2011/29 - GEENENS, G. and L. SIMAR (2011)
Single-index modeling of conditional probabilities in two-way contingency tables
Statistics, 45, 451-478, 2011
RP2011/28 - SCHUBERT, T. and L. SIMAR (2011)
Innovation and export activities in the German mechanical engineering sector: an application of testing restrictions in production analysis
Journal of Productivity Analysis, 36, 55-69, 2011
RP2011/27 - SIMAR, L. and P.W. WILSON (2011)
Inference by the m out of n bootstrap in nonparametric frontier models
Journal of Productivity Analysis, 36, 33-53, 2011
RP2011/26 - SIMAR, L. and V. ZELENYUK (2011),
Stochastic FDH/DEA estimators for frontier analysis
Journal of Productivity Analysis, 36, 1-20, 2011
RP2011/25 - KOJADINOVIC, I., SEGERS, J. and J. YAN (2011)
Large-sample tests of extreme-value dependence for multivariate copulas
The Canadian Journal of Statistics, 39, 4, 97-111, 2011
RP2011/24 - DENUIT, M., HABERMAN, S. and A. RENSHAW (2011)
Longevity-indexed life annuities
North American Actuarial Journal, 15, 97-111, 2011
RP2011/23 - DENUIT, M. and M. MESFIOUI (2011)
Dispersive effect of cross-aging with archimedean copulas
Statistics and Probability Letters, 81, 1407-1418, 2011
RP2011/22 - DENUIT, M., EECKHOUDT, L. and M. MENEGATTI (2011)
A note on subadditivity of zero-utility premiums
ASTIN Bulletin, 41, 1, 239-250, 2011
RP2011/21 - GSCHLOSSL, S., SCHOENMAEKERS, P. and M. DENUIT (2011)
Risk classification in life insurance: Methodology and case study
European Actuarial Journal, 1, 23-41, 2011
RP2011/20 - PIGEON, M. and M. DENUIT (2011)
Composite Lognormal-Pareto model with random threshold
Scandinavian Actuarial Journal, 177-192, 2011
RP2011/19 - TRUFIN, J., ALBRECHER, H. and M. DENUIT (2011)
Properties of risk measures derived from ruin theory
Geneva Risk and Insurance Review, 36, 174-188, 2011
RP2011/18 - TIMMERMANS , C., DELSOL , L. and R. von SACHS (2011)
Bases Giving Distances. A New Semimetric and its Use for Nonparemetric Functional Data Analysis
Recent Advances in Functional Data Analysis and Related Topics, Contributions to Statistics, Physica-Verlag, 307-313, 2011
RP2011/17 - DAVYDOV, Y. and S. LIU (2011)
Transformations des lois multivariées à queue régulière
Revue Roumaine de Mathématiques Pures et Appliquées, 55, 6, 483-492, 2010
RP2011/16 - VARRON, D. and I. VAN KEILEGOM (2011)
Uniform in bandwidth exact rates for a class of kernel estimators
Annals of the Institute of Statistical Mathematics, 63, 1077-1102, 2011
RP2011/15 - MOUCHART, M., RUSSO, F. and G. WUNSCH (2010)
Inferring causal relations by modelling structures
Statistica, 70, 4, 412-432, 2010
RP2011/14 - RUSSO, F., WUNSCH, G. and M. MOUCHART (2011)
Inferring causality through counterfactuals in observational studies - Some epistemological issues
Bulletin de Methodologie Sociologique, 111, 43-64, 2011
RP2011/13 - EICHLER, M., MOTTA, G. and R. von SACHS (2011)
Fitting dynamic factor models to non-stationary time series
Journal of Econometrics, 163, 51-70, 2011
RP2011/12 - SAN MARTÍN, E., JARA, A., ROLIN, J.-M. and M. MOUCHART (2011)
On the Bayesian nonparametric generalization of IRT-type models (anciennement RP1112)
Psychometrika, 76, 3,385-409, 2011
RP2011/11 - GUILLOTTE, S., PERRON, F. and J. SEGERS (2011)
Non-parametric Bayesian inference on bivariate extremes (anciennement RP1111)
Journal of the Royal Society. Series B, Statistical Methodology, 73, 3, 377-406, 2011
RP2011/10 - GONZÀLEZ-MANTEIGA, W., PARDO-FERNANDEZ, J.C. and I. VAN KEILEGOM (2011)
ROC curves in non-parametric location-scale regression models (anciennement RP1110)
Scandinavian Journal of Statistics, 38, 169-184
RP2011/09 - ROUEFF, F. and R. von SACHS (2011)
Locally stationary long memory estimation (anciennement RP1109)
Stochastic Processes and their Applications 121, 813-844, 2011
RP2011/08 - LINTON, O., MAMMEN, E., PERCH NIELSEN, J. and I. VAN KEILEGOM (2011)
Nonparametric regression with filtered data (anciennement RP1108)
Bernoulli, 17, 1, 60-87, 2011
RP2011/07 - MOTTA, G., HAFNER, C. and R. von SACHS (2011)
Locally stationary factor models: identification and nonparametric estimation (anciennement RP1107)
Econometric Theory, 27, 6, 1279-1319, 2011
RP2011/06 - EL GHOUCH, A., VAN KEILEGOM, I. and I. W.McKEAGUE (2011)
Empirical likelihood confidence intervals for dependent duration data (anciennement RP1106)
Econometric Theory, 27, 178-198, 2011
RP2011/05 - P. LAMBERT (2011)
Smooth and semi- and nonparametric Bayesian estimation of bivariate densities from bivariate histogram data
(anciennement RP1105)
Computational Statistics and Data Analysis, 55, 429-445, 2011
RP2011/04 - CETINYUREK, A. and P. LAMBERT (2011)
Smooth estimation of survival functions and hazard ratios from interval-censored data using Bayesian penalized B-splines
Statistics in Medicine, 30, 75-90, 2011 (anciennement RP1104)
RP2011/03 - GUDENDORF, G. and J. SEGERS (2011)
Nonparametric estimation of an extreme-value copula in arbitrary dimensions (anciennement RP1103)
Journal of Multivariate Analysis, 102, 37-47, 2011
RP2011/02 - MANNER, H. and J. SEGERS (2011)
Tails of correlation mixtures of elliptical copulas (anciennement RP1102)
Insurance: Mathematics and Economics, 48, 153-160, 2011
RP2011/01 - VAN KEILEGOM, I., DE UÑA-ÁLVAREZ, J. and L. MEIRA-MACHADO (2011)
Nonparametric location-scale models for censored successive survival times (anciennement RP1101)
Journal of Statistical Planning and Inference, 141, 1118-1131, 2011
2010
RP1054 - CHRISTIANSEN, M. and M. DENUIT (2010)
First-order mortality rates and safe-side actuarial calculations in life insurance
ASTIN Bulletin, 40, 587-614, 2010
RP1053 - DENUIT, M. (2010)
Positive dependence of signals
Journal of Applied Probability, 47, 893-897, 2010
RP1052 - BIFFIS, E., DENUIT, M. and P. DEVOLDER (2010)
Stochastic mortality under measure changes
Scandinavian Actuarial Journal, 2010(4), 284-311, 2010
RP1051 - DENUIT, M. and L. EECKHOUDT (2010)
Bivariate stochastic dominance and substitute risk (in)dependent utilities
Decision Analysis, 7, 3, 302-312, 2010
RP1050 - DENUIT, M. and L. EECKHOUDT (2010)
Stronger measures of higher-order risk attitudes
Journal of Economic Theory, 145, 5, 2027-2036, 2010
RP1049 - DENUIT, M. and B. REY (2010)
Prudence, temperance, edginess and risk apportionment as decreasing sensitivity to detrimental changes
Mathematical Social Sciences, 60, 137-143, 2010
RP1048 - DAOUIA, A., FLORENS, J.P. and L. SIMAR (2010)
Frontier estimation and extreme values theory
Bernoulli, 16(4), 1039-1063, 2010
RP1047 - GEENENS, G. and L. SIMAR (2010)
Nonparametric test for conditional independence in two-way contingency tables
Journal of Multivariate Analysis, 101, 765-788, 2010
RP1046 - HEUCHENNE, C. and I. VAN KEILEGOM (2010)
Goodness-of-fit tests for the error distribution in nonparametric regression
Computational Statistics and Data Analysis, 54, 1942-1951, 2010
RP0934 - EL GHOUCH, A. and M. GENTON
Local Polynomial Quantile Regression With Parametric Features
Journal of the American Statistical Association, 104, 1416-1429, 2009
RP0933 - TRUFIN, J., ALBRECHTER, H. and M. DENUIT (2009)
Impact of Underwriting Cycles on the Solvency of an Insurance Company
North American Actuarial Journal, 13, 385-403, 2009