You will find below our latest publications (journal articles, book chapters, books) in statistics, biostatistics and actuarial sciences.
- UCL Home
- Instituts de recherche
- LIDAM
- Publications
- Refereed Publications
- LIDAM Publications in Statistics, Biostatistics and Actuarial Sciences
LIDAM Publications in Statistics, Biostatistics and Actuarial Sciences
Journal Articles
1. 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, Vol. 231, p. 106140 (2024). doi:10.1016/j.jspi.2023.106140. http://hdl.handle.net/2078.1/283644
2. Leunga Njike, Charles Guy; Hainaut, Donatien. Affine Heston model style with self-exciting jumps and long memory. In: Annals of Finance, (2024). doi:10.1007/s10436-023-00436-z (Accepté/Sous presse). http://hdl.handle.net/2078.1/283637
3. Janssen, Anja; Segers, Johan. Invariance properties of limiting point processes and applications to clusters of extremes. In: Dependence Modeling, Vol. 12, no.1, p. 20230109 (2024). doi:10.1515/demo-2023-0109. http://hdl.handle.net/2078.1/284859
4. Jacquemain, Alexandre; Heuchenne, Cédric; Pircalabelu, Eugen. A penalised bootstrap estimation procedure for the explained Gini coefficient. In: Electronic Journal of Statistics, Vol. 18, no.1, p. 247-300 (2024). doi:10.1214/23-EJS2200. http://hdl.handle.net/2078.1/284898
5. Mamede, Lúcia; Fall, Fanta; Schoumacher, Matthieu; Ledoux, Allison; Bugli, Céline; De Tullio, Pascal; Quetin-Leclercq, Joëlle; Govaerts, Bernadette; Frédérich, Michel. Comparison of extraction methods in vitro Plasmodium falciparum: A1H NMR and LC-MS joined approach. In: Biochemical and Biophysical Research Communications, Vol. 703, p. 149684 (2024). doi:10.1016/j.bbrc.2024.149684. http://hdl.handle.net/2078.1/285655
6. Fall, Fanta; Mamede, Lucia; Vast, Madeline; De Tullio, Pascal; Hayette, Marie‑Pierre; Michels, Paul A. M.; Frédérich, Michel; Govaerts, Bernadette; Quetin-Leclercq, Joëlle. First comprehensive untargeted metabolomics study of suramin-treated Trypanosoma brucei: an integrated data analysis workflow from multifactor data modelling to functional analysis. In: Metabolomics, Vol. 20, p. 25 (2024). doi:10.1007/s11306-024-02094-2. http://hdl.handle.net/2078.1/285656
7. Hohage, Thorsten; Maréchal, Pierre; Simar, Léopold; Vanhems, Anne. A mollifier approach to the deconvolution of probability densities. In: Econometric Theory, (2024). doi:10.1017/S0266466622000457 (Accepté/Sous presse). http://hdl.handle.net/2078.1/267997
8. Zeddouk, Fadoua; Devolder, Pierre. Pricing and hedging of longevity basis risk through securitisation. In: Astin Bulletin : the journal of the International Actuarial Association, Vol. 54, no. 1, p. 159-184 (2024). doi:10.1017/asb.2023.37. http://hdl.handle.net/2078.1/282936
9. Hafner, Christian; Wang, Linqi. Dynamic portfolio selection with sector-specific regularization. In: Econometrics and Statistics, (2024). doi:10.1016/j.ecosta.2022.01.001 (Accepté/Sous presse). http://hdl.handle.net/2078.1/258976
10. Hafner, Christian. Explanatory factors of French retail wine prices. In: Applied Economics Letters, (2024). doi:10.1080/13504851.2023.2266565 (Accepté/Sous presse). http://hdl.handle.net/2078.1/281197
11. Hafner, Christian; Linton, Oliver B.; Wang, Linqi. Dynamic Autoregressive Liquidity (DArLiQ). In: Journal of Business and Economic Statistics, (2024). doi:10.1080/07350015.2023.2238790 (Accepté/Sous presse). http://hdl.handle.net/2078.1/281194
12. Hainaut, Donatien. A mutually exciting rough jump-diffusion for financial modelling. In: Fractional Calculus and Applied Analysis, Vol. 27, no. 1, p. 319-352 (2024). doi:10.1007/s13540-023-00234-4. http://hdl.handle.net/2078.1/283639
13. Hu, Shuang; Peng, Zuoxiang; Segers, Johan. Modeling multivariate extreme value distributions via Markov trees. In: Scandinavian Journal of Statistics : theory and applications, (2024). doi:10.1111/sjos.12698 (Accepté/Sous presse). http://hdl.handle.net/2078.1/281628
14. Nezakati Rezazadeh, 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, Vol. 18, no.1, p. 599-652 (2024). doi:10.1214/23-EJS2193. http://hdl.handle.net/2078.1/285769
15. Servais, Thomas; Laurent, France; Roland, Thomas; Rossi, Camelia; De Groote, Elodie; Godart, Valérie; Repetto, Ernestina; Ponchon, Michel; Chasseur, Pascale; Crenier, Laurent; Van Eeckhoudt, Sandrine; Yango, John; Oriot, Philippe; Morisca Gavriliu, Mirela; Rouhard, Stéphanie; Deketelaere, Benjamin; Maiter, Dominique; Hermans, Michel; Yombi, Jean Cyr; Orioli, Laura. Mortality-related risk factors of inpatients with diabetes and COVID-19: A multicenter retrospective study in Belgium. In: Annales d'endocrinologie, Vol. 85, no. 1, p. 36-43 (2024). doi:10.1016/j.ando.2023.08.002. http://hdl.handle.net/2078.1/278333
16. Pham, Manh; Simar, Léopold; Zelenyuk, Valentin. Statistical Inference for Aggregation of Malmquist Productivity Indices. In: Operations Research, (2024). doi:10.1287/opre.2022.2424 (Accepté/Sous presse). http://hdl.handle.net/2078.1/274651
17. Asenova, Stefka; Segers, Johan. Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments. In: Advances in Applied Probability, (2024). doi:10.1017/apr.2023.46 (Accepté/Sous presse). http://hdl.handle.net/2078.1/282929
18. Hanna, Vanessa; Devolder, Pierre. Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates. In: European Actuarial Journal, (2024). doi:10.1007/s13385-023-00354-4 (Accepté/Sous presse). http://hdl.handle.net/2078.1/276058
19. Devolder, Pierre; Russo, Emilio; Staino, Alessandro. Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach. In: Astin Bulletin : the journal of the International Actuarial Association, (2024). doi:10.1017/asb.2024.5 (Accepté/Sous presse). http://hdl.handle.net/2078.1/286031
20. 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). (Accepté/Sous presse). http://hdl.handle.net/2078.1/286211
21. Plassier, Vincent; Portier, François; Segers, Johan. Risk bounds when learning infinitely many response functions by ordinary linear regression. In: Annales de l'Institut Henri Poincare. B, Probability and Statistics, Vol. 59, no.1, p. 53-78 (2023). doi:10.1214/22-AIHP1259. http://hdl.handle.net/2078.1/271638
22. 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, Vol. 39, no. 5 (2023). doi:10.1007/s10680-023-09656-5. http://hdl.handle.net/2078.1/273300
23. Mathieu, Sophie; Lefèvre, Laure; von Sachs, Rainer; Delouille, Véronique; Ritter, Christian; Clette, Frédéric. Nonparametric monitoring of sunspot number observations. In: Journal of Quality Technology, Vol. 55, no. 1, p. 104-118 (2023). doi:10.1080/00224065.2022.2041376. http://hdl.handle.net/2078.1/258343
24. Devolder, Pierre. Viabilité financière, adéquation sociale et équité de notre système de pension. In: Revue Bancaire et Financière, (2023). (Accepté/Sous presse). http://hdl.handle.net/2078.1/273918
25. Hainaut, Donatien. Pricing of spread and exchange options in a rough jump–diffusion market. In: Journal of Computational and Applied Mathematics, Vol. 149, p. 114752 (2023). doi:10.1016/j.cam.2022.114752. http://hdl.handle.net/2078.1/265606
Book Chapters
1. O’Loughlin, Caitlin; Simar, Léopold; Wilson, Paul W.. Methodologies for assessing government efficiency. In: Handbook on Public Sector Efficiency , E. Elgar, 2023, p. 72-101 (chap. 4). 9781839109157. xxx xxx. doi:10.4337/9781839109164.00010. http://hdl.handle.net/2078.1/274630
2. 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) , NeurIPS, 2023, p. 11842-11853. 9781713871088. xxx xxx. http://hdl.handle.net/2078.1/277052
3. Bücher, Axel; El Ghouch, Anouar; Van Keilegom, Ingrid. Single-Index Quantile Regression Models for Censored Data. In: Advances in Contemporary Statistics and Econometrics , Springer, 2021, p. 177-196. 978-3-030-73248-6. xxx xxx. doi:10.1007/978-3-030-73249-3_10. http://hdl.handle.net/2078.1/249383
4. Kiriliouk, Anna; Segers, Johan; Tsukahara, Hideatsu. Resampling Procedures with Empirical Beta Copulas. In: Pioneering Works on Extreme Value Theory : SpringerBriefs in Statistics (SpringerBriefs in Statistics; xxx), Springer: (Singapore) Singapore, 2021, p. 27-53. 9789811607677. xxx xxx. doi:10.1007/978-981-16-0768-4_2. http://hdl.handle.net/2078.1/248767
5. Jacquemain, Alexandre; Heuchenne, Cédric; Pircalabelu, Eugen. A lasso-type estimation for the Lorenz regression. In: Proceedings of the 22nd European Young Statistician Meeting , Panteion University of Social and Political Sciences: Athens, Greece, 2021, p. 41-45. 978-960-7943-22-4. xxx xxx. http://hdl.handle.net/2078.1/249216
Books
1. Hainaut, Donatien. Continuous Time Processes for Finance : Switching, Self-exciting, Fractional and other Recent Dynamics. Springer, 2022. 978-3-031-06360-2. 345 pages. http://hdl.handle.net/2078.1/264705
2. Legrand, Catherine. Advanced Survival Models. Chapman and Hall/CRC Press, 2021. 9780429054167. 360 pages. http://hdl.handle.net/2078.1/245817