Latest published Articles

Journal Articles

1. Pechon, Florian; Trufin, Julien; Denuit, Michel. Preliminary selection of risk factors in P&C ratemaking. In: Variance : advancing the science of risk, Vol. 13, no.1, p. 124-14 (2020).

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

3. Martin, Manon; Govaerts, Bernadette. LiMM‐PCA: Combining ASCA+ and linear mixed models to analyse high‐dimensional designed data. In: Journal of Chemometrics, Vol. 34, no.6 (2020). doi:10.1002/cem.3232.

4. De Backer, Mickaël; El Ghouch, Anouar; Van Keilegom, Ingrid. Linear Censored Quantile Regression: A Novel Minimum‐Distance Approach. In: Scandinavian Journal of Statistics,. doi:10.1111/sjos.12475 (Accepté/Sous presse).

5. Hainaut, Donatien; Denuit, Michel. Wavelet-based feature extraction for mortality projection. In: ASTIN Bulletin, , p. 1-33 (2020). doi:; 10.1017/asb.2020.18 (Accepté/Sous presse).

6. Hainaut, Donatien. Fractional Hawkes processes. In: Physica A: Statistical Mechanics and its Applications, Vol. 549, p. 124330 (2020). doi:10.1016/j.physa.2020.124330 (Accepté/Sous presse).

7. Simar, Léopold; Wilson, Paul. Hypothesis Testing in Nonparametric Models of Production using Multiple Sample Splits. In: Journal of Productivity Analysis,. (Accepté/Sous presse).

8. Daouia, Abdelaati; Florens, Jean-Pierre; Simar, Léopold. Robustified expected maximum production frontiers. In: Econometric Theory, Vol. to appear. (Accepté/Sous presse).

9. Simar, Léopold; Zelenyuk, Valentin. Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores. In: European Journal of Operational Research, Vol. to appear. (Accepté/Sous presse).

10. Pircalabelu, Eugen; Claeskens, Gerda. Community-Based Group Graphical Lasso. In: Journal of Machine Learning Research, Vol. to appear. (Accepté/Sous presse).

11. Hainaut, Donatien; Leonenko, Nikolai. Option pricing in illiquid markets: a fractional jump-diffusion approach. In: journal of computational and applied mathematics, Vol. 381 (1/1/2021).

12. 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).

13. Schokkaert, Erik; Devolder, Pierre; Hindriks, Jean; Vandenbroucke, Frank. Towards an equitable and sustainable points system. A proposal for pension reform in Belgium. In: Journal of Pension Economics and Finance, Vol. 19, no. 1, p. 49-79 (2020). doi:10.1017/s1474747218000112.

Book Chapters

1. Govaerts, Bernadette; Francq, Bernard G.; Marion, Rebecca; Martin, Manon; Thiel, Michel. The Essentials on Linear Regression, ANOVA, General Linear and Linear Mixed Models for the Chemist. In: Comprehensive Chemometrics, Chemical and Biochemical Data Analysis , Elsevier, 2020, p. 431-463. 9780444641663. doi:10.1016/b978-0-12-409547-2.14579-2.

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