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Journal Articles


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

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

3. Noh, Hohsuk; Van Keilegom, Ingrid. On relaxing the distributional assumption of stochastic frontier models. In: Journal of the Korean Statistical Society, Vol. to appear. (Accepté/Sous presse). http://hdl.handle.net/2078.1/219446

4. Lambert, Philippe; Bremhorst, Vincent. Inclusion of time-varying covariates in cure survival models with an application in fertility studies. In: Journal of the Royal Statistical Society. Series A, Statistics in society, Vol. 183, no. 1, p. 333-354 (2020). doi:10.1111/rssa.12501. http://hdl.handle.net/2078.1/219491

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

6. Chau, Joris; von Sachs, Rainer. Intrinsic wavelet regression for curves of Hermitian positive definite matrices. In: Journal of the American Statistical Association, Vol. to appear, no. to appear, p. to appear (2020). doi:10.1080/01621459.2019.1700129 (Accepté/Sous presse). http://hdl.handle.net/2078.1/203429 ; http://hdl.handle.net/2078.1/224111

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

8. Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano; von Sachs, Rainer. Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. In: The Journal of Econometrics, Vol. to appear, no. to appear, p. to appear (2020). doi:10.1016/j.jeconom.2020.07.004 (Accepté/Sous presse). http://hdl.handle.net/2078.1/224107

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

10. Patilea, Valentin; Van Keilegom, Ingrid. A general approach for cure models in survival analysis. In: Annals of Statistics, Vol. to appear, p. n/a-n/a. (Accepté/Sous presse). http://hdl.handle.net/2078.1/219466

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

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

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

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

15. Mathieu, Sophie; von Sachs, Rainer; Ritter, Christian; Delouille, Véronique; Lefèvre, Laure. UNCERTAINTY QUANTIFICATION IN SUNSPOT COUNTS. In: The Astrophysical Journal, Vol. 886, no. 1, p. 14 pp (2019). http://hdl.handle.net/2078.1/220927

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

90. Pircalabelu, Eugen; Claeskens, Gerda. Focused model selection for social networks. In: Social Networks, Vol. 46, no./, p. 76-86 (2016). doi:10.1016/j.socnet.2016.03.002. http://hdl.handle.net/2078/219719

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

113. 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 (2014). doi:10.1007/s11222-014-9504-y. http://hdl.handle.net/2078/219724

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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


Conference Papers


1. Haine, Thomas; Segers, Johan; Flandre, Denis; Bol, David. Gradient Importance Sampling: an Efficient Statistical Extraction methodology of High-Sigma SRAM Dynamic Characteristics. In: 2018 Design, Automation Test in Europe Conference Exhibition (PROCEEDINGS), 2018, 195-200. doi:10.23919/DATE.2018.8342002. http://hdl.handle.net/2078.1/191730


Book Chapters


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

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

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

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

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

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


Working Papers


1. Bibal, Adrien; Marion, Rebecca; Frénay, Benoît; von Sachs, Rainer. BIOT: Explaining Multidimensional MDS Embeddings Using the Best Interpretable Orthogonal Transformation (xxx), 2019. http://hdl.handle.net/2078.1/224108

2. Wunsch, Guillaume; Mouchart, Michel; Russo, Federica. La modélisation en sciences sociales: Incertitudes et défis (xxx), 2019. 17 p. http://hdl.handle.net/2078.1/214740

3. Kiriliouk, Anna; Segers, Johan; Tsukahara, Hideatsu. On Some Resampling Procedures with the Empirical Beta Copula (xxx), 2019. 21 p. http://hdl.handle.net/2078/216244

4. Haedo, Christian; Mouchart, Michel. Two-mode clustering through profiles of regions and sectors (xxx), 2019. 19 p. http://hdl.handle.net/2078.1/216613

5. Portier François; Van Keilegom, Ingrid; El Ghouch, Anouar. ON AN EXTENSION OF THE PROMOTION TIME CURE MODEL (xxx), 2019. http://hdl.handle.net/2078.1/219645

6. Wunsch, Guillaume; Mouchart, Michel; Russo, Federica. Examining Cause-Effect Relations in the Social Sciences A Structural Causal Modelling Approach (xxx), 2019. 7 p. http://hdl.handle.net/2078.1/214739

7. Segers, Johan. One- versus multi-component regular variation and extremes of Markov trees (xxx), 2019. 21 p. http://hdl.handle.net/2078.1/214600

8. Leluc, Rémi; Portier, François; Segers, Johan. Control variate selection for Monte Carlo integration (xxx), 2019. 23 p. http://hdl.handle.net/2078.1/217638

9. De Backer Mickaël; El Ghouch, Anouar; Van Keilegom, Ingrid. Linear Censored Quantile Regression: A Novel Minimum-Distance Approach (xxx), 2019. http://hdl.handle.net/2078.1/219644

10. von Sachs, Rainer. Spectral Analysis of Multivariate Time Series (xxx), 2019. 24 p. http://hdl.handle.net/2078.1/215112

11. Davis, Richard; Drees, Holger; Segers, Johan; Warchol, Michal. Inference on the tail process with application to financial time series modelling (xxx), 2018. 22 p. http://hdl.handle.net/2078.1/195211

12. Portier, François; Segers, Johan. Monte Carlo integration with a growing number of control variates (xxx), 2018. 33 p. http://hdl.handle.net/2078.1/195210

13. de Valk, Cees Fouad; Segers, Johan. Stability and tail limits of transport-based quantile contours (xxx), 2018. 40 p. http://hdl.handle.net/2078.1/207814

14. Florens, Jean-Pierre; Simar, Léopold; Van Keilegom, Ingrid. Estimation of the Boundary of a Variable observed with Symmetric Error (xxx), 2018. 36 p. http://hdl.handle.net/2078.1/196601

15. Haedo, Christian; Mouchart, Michel. Automatic biclustering of regions and sectors (xxx), 2018. 25 p. http://hdl.handle.net/2078.1/203982

16. Beretta, Alessandro; Heuchenne, Cédric. Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures (xxx), 2018. 20 p. http://hdl.handle.net/2078.1/209024

17. Nguyen, Huu Du; Tran, Kim Phuc; Heuchenne, Cédric. Monitoring the ratio of two normal variables using variable sampling interval exponentially weighted moving average control charts (xxx), 2018. 29 p. http://hdl.handle.net/2078.1/209026

18. Russo, Federica; Wunsch, Guillaume; Mouchart, Michel. Causality in the Social Sciences: A structural modelling framework (xxx), 2018. 16 p. http://hdl.handle.net/2078.1/207278

19. Guillote, Simon; Perron, François; Segers, Johan. Bayesian Inference For Bivariate Ranks (xxx), 2018. 21 p. http://hdl.handle.net/2078.1/196291

20. Chiapino, Maël; Sabourin, Anne; Segers, Johan. Identifying groups of variables with the potential of being large simultaneously (xxx), 2018. 23 p. http://hdl.handle.net/2078.1/196292

21. Tran, Kim Phuc; Heuchenne, Cédric; Balakrishnan, Narayanaswamy. On the Performance of Coefficient of Variation Charts in the Presence of Measurement Errors (xxx), 2018. 35 p. http://hdl.handle.net/2078.1/209027

22. Kiriliouk, Anna; Segers, Johan; Tafakori, Laleh. An estimator of the stable tail dependence function based on the empirical beta copula (xxx), 2018. 19 p. http://hdl.handle.net/2078.1/207360

23. Chau, Van Vinh; von Sachs, Rainer. Intrinsic wavelet regression for surfaces of Hermitian positive definite matrices (xxx), 2018. 51 p. http://hdl.handle.net/2078.1/203429

24. Asmussen, Soren; Ivanovs, Jevgenijs; Segers, Johan. On the longest gap between power-rate arrivals (xxx), 2017. 18 p. http://hdl.handle.net/2078.1/185482

25. Borel-Mathurin, Fabrice; Loisel, Stéphane; Segers, Johan. Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views (xxx), 2017. 25 p. http://hdl.handle.net/2078.1/184734

26. Berghaus, Betina; Segers, Johan. Weak convergence of the weighted empirical beta copula process (xxx), 2017. 23 p. http://hdl.handle.net/2078.1/185483

27. Kiriliouk, Anna; Segers, Johan; Tafakori, Laleh. An estimator of the stable tail dependence function based on the empirical beta copula (xxx), 2017. http://hdl.handle.net/2078.1/189492

28. Chau, Van Vinh; von Sachs, Rainer. Positive-Definite Multivariate Spectral Estimation: A Geometric Wavelet Approach (xxx), 2017. 47 p. http://hdl.handle.net/2078.1/182634

29. Roueff, François; von Sachs, Rainer. Time-frequency analysis of locally stationary Hawkes processes (xxx), 2017. 34 p. http://hdl.handle.net/2078.1/183997

30. Wang, Lan; Van Keilegom, Ingrid; Maidman, Adam. Wild residual bootstrap inference for penalized quantile regression with heteroscedastic errors (xxx), 2017. 17 p. http://hdl.handle.net/2078.1/187128

31. Patilea, Valentin; Van Keilegom, Ingrid. A general approach for cure models in survival analysis (xxx), 2017. 29 p. http://hdl.handle.net/2078.1/184740

32. Amico, Maïlis; Van Keilegom, Ingrid. Cure models in survival analysis (xxx), 2017. 36 p. http://hdl.handle.net/2078.1/184737

33. Hjort, Nils Lid; McKeague, Ian W.; Van Keilegom, Ingrid. Hybrid combinations of parametric and empirical likelihoods (xxx), 2017. 26 p. http://hdl.handle.net/2078.1/187156

34. Bertrand, Aurélie; Van Keilegom, Ingrid; Legrand, Catherine. Flexible parametric approach to classical measurement error variance estimation without auxiliary data (xxx), 2017. 28 p. http://hdl.handle.net/2078.1/187163

35. Chau, Van Vinh; Ombao, Hernando; von Sachs, Rainer. Data depth and rank-based tests for covariance and spectral density matrices (xxx), 2017. 47 p. http://hdl.handle.net/2078.1/187151

36. Wunsch, Guillaume; Mouchart, Michel; Russo, Federica. Causal attribution in block-recursive social sytems. A structural modeling perspective (xxx), 2017. 20 p. http://hdl.handle.net/2078.1/187917

37. Bücher, Axel; Segers, Johan. Inference for heavy tailed stationary time series based on sliding blocks (xxx), 2017. 24 p. http://hdl.handle.net/2078.1/185486

38. Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer. Multivariate generalized Pareto distributions: parametrizations, representations, and properties (xxx), 2017. 20 p. http://hdl.handle.net/2078.1/185484

39. Racine, Jeffrey S.; Van Keilegom, Ingrid. A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test (xxx), 2017. 34 p. http://hdl.handle.net/2078.1/187161

40. Vettori, Sabrina; Huser, Raphaël; Segers, Johan; Genton, Marc. Bayesian Clustering and Dimension Reduction in Multivariate Extremes (xxx), 2017. 31 p. http://hdl.handle.net/2078.1/185485

41. De Backer, Mickaël; El Ghouch, Anouar; Van Keilegom, Ingrid. An Adapted Loss Function for Censored Quantile Regression (xxx), 2017. 23 p. http://hdl.handle.net/2078.1/183995

42. Lambert, Philippe; Bremhorst, Vincent. Estimation and identication issues in the promotion time cure model when the same covariates enter the cure probability and time-to-event model components (xxx), 2017. 20 p. http://hdl.handle.net/2078.1/189388

43. Faraz, Alireza; Heuchenne, Cédric; Saniga, Erwin. The np Chart With Guaranteed In-control Average Run Lengths (xxx), 2017. 17 p. http://hdl.handle.net/2078.1/209029

44. Bremhorst, Vincent; Lambert, Philippe. Inclusion of time-varying covariates in cure survival models with an application in fertility studies (xxx), 2017. 24 p. http://hdl.handle.net/2078.1/185481

45. Bremhorst, Vincent; Kreyenfeld, Michaela; Lambert, Philippe. Nonparametric double additive cure survival models: an application to the estimation of the nonlinear effect of age at first parenthood on fertility progression (xxx), 2017. 38 p. http://hdl.handle.net/2078.1/183996

46. Einmahl, John; Kiriliouk, Anna; Segers, Johan. A continuous updating weighted least squares estimator of tail dependence in high dimensions (xxx), 2016. 23 p. http://hdl.handle.net/2078.1/171495

47. Müller, Ursula; Van Keilegom, Ingrid. Goodness-of-t tests for the cure rate in a mixture cure model (xxx), 2016. 18 p. http://hdl.handle.net/2078.1/179287

48. Colling, Benjamin; Van Keilegom, Ingrid. Goodness-of-fit tests in semiparametric transformation models using the integrated regression function (xxx), 2016. 42 p. http://hdl.handle.net/2078.1/176391

49. De Backer, Mickaël; El Ghouch, Anouar; Van Keilegom, Ingrid. Semiparametric Copula Quantile Regression for Complete or Censored Data (xxx), 2016. 28 p. http://hdl.handle.net/2078.1/172851

50. Kiriliouk, Anna; Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer. Peaks over thresholds modelling with multivariate generalized Pareto distributions (xxx), 2016. 31 p. http://hdl.handle.net/2078.1/179269

51. Segers, Johan; Zhao, Yuwei; Meinguet, Thomas. Radial-angular decomposition of regularly varying time series in star-shaped metric spaces (xxx), 2016. 28 p. http://hdl.handle.net/2078.1/173618

52. Davis, Richard; Holger, Drees; Segers, Johan; Warchol, Michal. Modeling serial extremal dependence (xxx), 2016. 20 p. http://hdl.handle.net/2078.1/173616

53. Sabourin, Anne; Segers, Johan. Marginal standardization of upper semicontinuous processes with application to max-stable processes (xxx), 2016. 26 p. http://hdl.handle.net/2078.1/173621

54. Mouchart, Michel; Bouckaert, André; Wunsch, Guillaume. Assessing causality in clinical trials, A Sure Outcome of Random Events (SORE) Model (xxx), 2016. http://hdl.handle.net/2078.1/171390

55. Rootzén, Holger; Segers, Johan; Wadsworth, Jenny. Multivariate peaks over thresholds models (xxx), 2016. 32 p. http://hdl.handle.net/2078.1/173619

56. Bücher, Axel; Segers, Johan. On the Maximum Likelihood Estimator for the Generalized Extreme-Value Distribution (xxx), 2016. 29 p. http://hdl.handle.net/2078.1/171497

57. Florens, Jean-Pierre; Horowitz, Joel; Van Keilegom, Ingrid. Bias-corrected condence intervals in a class of linear inverse problems (xxx), 2016. 17 p. http://hdl.handle.net/2078.1/173925

58. Gressani, Oswaldo; Lambert, Philippe. Fast Bayesian inference in semi-parametric P-spline cure survival models using Laplace approximations (xxx), 2016. 21 p. http://hdl.handle.net/2078.1/179271

59. Marcon, Giulia; Padoan, Simone; Naveau, Philippe; Muliere, Pietro; Segers, Johan. Multivariate Nonparametric Estimation of the Pickands Dependence Function using Bernstein Polynomials (xxx), 2016. 27 p. http://hdl.handle.net/2078.1/173623

60. Bertrand, Aurélie; Legrand, Catherine; Léonard, Daniel; Van Keilegom, Ingrid. Robustness of estimation methods in a survival cure model with mismeasured covariates (xxx), 2016. 31 p. http://hdl.handle.net/2078.1/171508

61. Segers, Johan; Sibuya, Masaaki; Tsukahara, Hideatsu. The Empirical Beta Copula (xxx), 2016. 21 p. http://hdl.handle.net/2078.1/176393

62. Talamakrouni, Majda; El Ghouch, Anouar; Van Keilegom, Ingrid. Parametrically guided local quasi-likelihood with censored data (xxx), 2016. 31 p. http://hdl.handle.net/2078.1/173540

63. Haedo, Christian; Mouchart, Michel. Automatic biclustering of regions and sectors (xxx), 2016. 32 p. http://hdl.handle.net/2078.1/179272

64. Mouchart, Michel; Wunsch, Guillaume; Russo, Federica. The issue of control in multivariate systems, A contribution of structural modelling. (xxx), 2015. 29 p. http://hdl.handle.net/2078.1/162165

65. Mouchart, Michel; Orsi, Renzo. Building a structural model: parameterization and structurality (xxx), 2015. 25 p. http://hdl.handle.net/2078.1/168145

66. Portier, François; Segers, Johan. On the weak convergence of the empirical conditional copula under a simplifying assumption (xxx), 2015. 36 p. http://hdl.handle.net/2078.1/168138

67. Bravo, Francesco; Escanciano, Juan Carlos; Van Keilegom, Ingrid. Wilks' Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference (xxx), 2015. 35 p. http://hdl.handle.net/2078.1/165159

68. Bücher, Axel; Segers, Johan. Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series (xxx), 2015. 40 p. http://hdl.handle.net/2078.1/168137

69. Bremhorst, Vincent; Kreyenfeld, Michaela; Lambert, Philippe. Fertility progression in Germany: An analysis using flexible nonparametric cure survival models (xxx), 2015. 27 p. http://hdl.handle.net/2078.1/170303

70. Faraz, Alireza; Woodall, William; Heuchenne, Cédric. Guaranteed conditional performance of the S^2 control chart with estimated parameters (xxx), 2015. http://hdl.handle.net/2078.1/157628

71. Taverne, Cédric; Lambert, Philippe. Inflated discrete beta regression models for Likert and discrete rating scale outcomes (xxx), 2014. 25 p. http://hdl.handle.net/2078.1/143957

72. Frasso, Gianluca; Jaeger, Jonathan; Lambert, Philippe. Estimation and approximation in nonlinear dynamic systems using quasilinearization (xxx), 2014. 19 p. http://hdl.handle.net/2078.1/152467

73. Cetinyürek, Aysun; Lambert, Philippe. Semiparametric Bayesian frailty model for clustered interval-censored data (xxx), 2014. 28 p. http://hdl.handle.net/2078.1/142176


Books


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