In Press

 

Journal Articles

1. Bertrand, Aurelie; Legrand, Catherine; Carroll, Raymond J.; de Meester, Christophe; Van Keilegom, Ingrid. Inference in a survival cure model with mismeasured covariates using a simulation-extrapolation approach. In: Biometrika, Vol. 104, no.Available online on January 3, 2017 , p. 31-50 (2017). doi:10.1093/biomet/asw054 (Accepté/Sous presse). http://hdl.handle.net/2078.1/183242
 
2. 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, (2017). doi:10.1007/s10687-017-0292-6 (Accepté/Sous presse). http://hdl.handle.net/2078.1/183984
 
3. Bücher, Axel; Segers, Johan. Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series. In: Bernouill,. (Accepté/Sous presse). http://hdl.handle.net/2078.1/180480
 
4. Daniel, Betty; Hafner, Christian; Manner, Hans; Simar, Léopold. Asymmetries in Business Cycles and the Role of Oil Prices. In: Macroeconomic Dynamics, p. n/a-n/a. (Accepté/Sous presse). http://hdl.handle.net/2078.1/187200
 
5. Desmet, Lieven; Venet, David; Doffagne, Erik; Timmermans, Catherine; Legrand, Catherine; Burzykowski, Tomasz; Buyse, Marc. Use of the beta-binomial model for central statistical monitoring of multicenter clinical trials. In: Statistics in Biopharmaceutical Research, Vol. (to appear) online 06 April, 2016 (2016). doi:10.1080/19466315.2016.1164751 (Accepté/Sous presse). http://hdl.handle.net/2078.1/173822
 
6. Devolder, Pierre; Lebègue, Adrien. Iterated VaR or CTE measures: A false good idea?. In: Scandinavian Actuarial Journal, Vol. Published online: 12 Jan 2016, p. n/a - n/a (2016). doi:10.1080/03461238.2015.1126343 (Accepté/Sous presse). http://hdl.handle.net/2078.1/170565
 
7. Escanciano, Juan Carlos; Pardo-Fernandez, Juan Carlos; Van Keilegom, Ingrid. Asymptotic distribution-free tests for semiparametric regressions with dependent data. In: Annals of Statistics, , no.n/a , p. n/a-n/a (to appear). (Accepté/Sous presse). http://hdl.handle.net/2078.1/185665
 
8. 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
 
9. Fiecas, Marc; Franke, Jürgen; von Sachs, Rainer; Tadjuidje, Joseph. Shrinkage Estimation for Multivariate Hidden Markov Mixture Models. In: Journal of the American Statistical Association, , p. in press (2016). doi:10.1080/01621459.2016.1148608 (Accepté/Sous presse). http://hdl.handle.net/2078.1/170146
 
10. 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, , p. n/a-n/a (to appear). doi:10.1080/07350015.2016.1166120 (Accepté/Sous presse). http://hdl.handle.net/2078.1/185668
 
11. Haedo, Christian; Mouchart, Michel. A stochastic independence approach for measuring regional specialization and concentration. In: Papers in Regional Science, , p. n/a-n/a (2017). doi:10.1111/pirs.12294 (Accepté/Sous presse). http://hdl.handle.net/2078.1/187203
 
12. Hafner, Christian; Manner, Hans; Simar, Léopold. The “wrong skewness” problem in stochastic frontier models: A new approach. In: Econometric Reviews, no. (n/a, Available online: 14 Jan 2016), p. 1-21 (2016). doi:10.1080/07474938.2016.1140284 (Accepté/Sous presse). http://hdl.handle.net/2078.1/162910
 
13. Hambuckers, Julien; Heuchenne, Cédric. A robust statistical approach to select adequate error distributions for financial returns. In: Journal of Applied Statistics, , no.(n/a, Available online 29 Mar 2016), p. 1-25 (2016). doi:10.1080/02664763.2016.1165803 (Accepté/Sous presse). http://hdl.handle.net/2078.1/180485
 
14. Rootzén, Holger; Segers, Johan; L. Wadsworth, Jennifer. Multivariate peaks over thresholds models. In: Extremes : statistical theory and applications in science, engineering and economics, Vol. Firs online 23 June 2017 (2017). doi:10.1007/s10687-017-0294-4 (Accepté/Sous presse). http://hdl.handle.net/2078.1/187125
 
15. Sabourin, Anne; Segers, Johan. Marginal standardization of upper semicontinuous processes with application to max-stable processes. In: Journal of Applied Probability, , p. in press. (Accepté/Sous presse). http://hdl.handle.net/2078.1/183731
 
16. 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, , no.(n/a, First Online: 24 February 2017) (2017). doi:10.1007/s10687-017-0287-3 (Accepté/Sous presse). http://hdl.handle.net/2078.1/183733
 
17. Simar, Léopold; Zelenyuk, Valentin. Asymptotic Theory for Aggregate Efficiency. In: Operations Research, , p. n/a-n/a. (Accepté/Sous presse). http://hdl.handle.net/2078.1/187202
 
18. Wang, Lan; Van Keilegom, Ingrid; Maidman, Adam. Wild residual bootstrap inference for penalized quantile regression with heteroscedastic errors. In: Biometrika, Vol. Submitted, p. n/a-n/a (2017). (Soumis). http://hdl.handle.net/2078.1/187128
 
19. de Valk, Cees Fouad; Cai, Juan-Juan. A high quantile estimator based on the log-generalized Weibull tail limit. In: Econometrics and Statistics, , p. n/a-n/a (2017). doi:10.1016/j.ecosta.2017.03.001 (Accepté/Sous presse). http://hdl.handle.net/2078.1/185518