LIDAM Discussion Papers ISBA

From Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)
Voie du Roman Pays 20, 1348 Louvain-la-Neuve (Belgium).
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2012034: Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality

Michel Denuit, Steven Haberman and Arthur Renshaw

2012033: Almost Marginal Conditional Stochastic Dominance

Michel Denuit, Rachel Huang and Larry Tzeng

2012032: On the identifiability of copulas in bivariate competing risks models

Maik Schwarz, Geurt Jongbloed and Ingrid Van Keilegom

2012031: Functions and mechanisms in structural-modelling explanation

Guillaume Wunsch, Michel Mouchart and Federica Russo

2012030: Solvency analysis of defined benefit pension schemes

Pierre Devolder and Gabriella Piscopo

2012029: Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework

Pierre Devolder, Roberta Melis and Aurelie Miller

2012028: A sufficient condition of crossing-type for the bivariate orthant convex order

Michel Denuit and Mhamed Mesfioui

2012027: Worst-case actuarial calculations consistent with single- and multiple-decrement life tables

Marcus Christiansen and Michel Denuit

2012026: Evaluation of the EU proposed Farm Income Stabilisation Tool

Mathieu Pigeon, Bruno Henry de Frahan and Michel Denuit

2012025: Efficient Model Selection in Semivarying Coefficient Models

Hohsuk Noh and Ingrid Van Keilegom

2012024: Goodness-of-fit Tests for a Semiparametric Model under Random Double Truncation

Carla Moreira, Jacobo de Una-Alvarez and Ingrid Van Keilegom

2012023: Guided censored regression

Majda Talamakrouni, Anouar El Ghouch and Ingrid Van Keilegom

2012022: Goodness-of-fit Test in Parametric Mixed-Effects Models based on the Estimation of the Error Distribution

Wenceslao Gonzales Manteiga, Martinez Miranda Maria Dolores and Ingrid Van Keilegom

2012021: Component Selection in Additive Quantile Regression Models

Hohsuk Noh and Eun Lee

2012020: Variable Selection of Varying Coefficient Models in Quantile Regression

Hohsuk Noh, Kwanghun Chung and Ingrid Van Keilegom

2012019: Volatility of price indices for heterogeneous goods

Fabian Bocart and Christian Hafner

2012018: On the use of adhesion parameters to validate models specified using systems of affine differential equations

Jonathan Jaeger and Philippe Lambert

2012017: Bayesian penalized smoothing approaches in models specified using affine differential equations with unknown error distributions

Jonathan Jaeger and Philippe Lambert

2012016: Shrinkage Estimation for Multivariate Hidden Markov Mixture Models

Mark Fiecas , Jurgen Franke, Rainer von Sachs and Joseph Tadjuidje

2012015: Shah: Shape-Adaptive Haar Wavelet Transform For Images With Application To Classification

Catherine Timmermans and Piotr Fryzlewicz

2012014: Uni- And Multidimensional Risk Attitudes: Some Unifying Theorems

Michel Denuit and Beatrice Rey

2012013: A Euclidean likelihood estimator for bivariate tail dependence

Miguel de Carvalho, Boris Oumow, Johan Segers and Warchoł, Michał

2012012: Nonparametric inference for max-stable dependence: Discussion of "Statistical Modelling of Spatial Extremes" by A. C. Davison, S. Padoan and M. Ribatet, to appear in Statistical Science

Johan Segers

2012011: MAX-STABLE MODELS FOR MULTIVARIATE EXTREMES

Johan Segers

2012010: Copula-Based Regression Estimation and Inference

Hohsuk Noh, Anouar El Ghouch and Taoufik Bouezmarni

2012009: Nonparametric Estimation and Inference for Granger Causality Measures

Abderrahim Taamouti, Taoufik Bouezmarni and Anouar El Ghouch

2012008: Improving your chances: An extension of Jindapon and Neilson

M. Denuit and L. Eeckhoudt

2012007: Risk Attitudes and the Value of Risk Transformations

M. Denuit and L. Eeckhoudt

2012006: Bandwidth Selection for Kernel Density Estimation with Doubly Truncated Data

Carla Moreira and Ingrid Van Keilegom

2012005: parfm: Parametric Frailty Models in R

Marco Munda, Federico Rotolo and Catherine Legrand

2012004: Advantages of the Bagidis methodology for metabonomics analyses: application to a spectroscopic study of Age-related Macular Degeneration

Catherine Timmermans, Pascal de Tullio, Vincent Lambert, Michel Frederich, Rejane Rousseau and Rainer von Sachs

2012003: Nonparametric estimation of pair-copula constructions with the empirical pair-copula

Ingrid Hoebak Haff and Johan Segers

2012002: Boundary estimation in the presence of measurement error with unknown variance

Alois Kneip, Leopold Simar and Ingrid Van Keilegom

2012001: Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing

Anouar El Ghouch, Marc G. Genton and Taoufik Bouezmarni

2011045: Iterative Estimation of Solutions to Noisy Nonlinear Operator Equations in Nonparametric Instrumental Regression

Fabian Dunker, J.P. Florens, T. Hohage, J. Johannes and E. Mammen

2011044: Volatility Models

Luc Bauwens, Christian Hafner and Sébastien Laurent

2011043: Individual Loss Reserving with the Multivariate Skew Normal Model

Mathieu Pigeon, Katrien Antonio and Michel Denuit

2011042: To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regressions

Leopold Simar and Valentin Zelenyuk

2011041: Semiparametric M-Estimation with Non-Smooth Criterion Functions

Laurent Delsol and Ingrid Van Keilegom

2011040: Simulation of clustered multi-state survival data based on a copula model

Federico Rotolo, Catherine Legrand and Ingrid Van Keilegom

2011039: On the effect of noisy observations of the regressor in a functional linear model

Mareike Bereswill and Jan Johannes

2011038: Adaptive functional linear regression

Fabienne Comte and Jan Johannes

2011037: Adaptive estimation of linear functionals in functional linear models

Jan Johannes and Rudolf Schenk

2011036: On Projection-Type Estimators of Multivariate Isotonic Functions

Abdelaati Daouia and Beyong U. Park

2011035: Statistical Inference for DEA Estimators of Directional Distances

Leopold Simar, Anne Vanhems and Paul Wilson

2011034: Adaptive Gaussian inverse regression with partially unknown operator

Jan Johannes and Maik Schwarz

2011033: Explaining Inefficiency in Nonparametric Production Models: the State of the Art

Luiza Badin, Cinzia Daraio and Leopold Simar

2011032: Asymmetries in Business Cycles and the Role of Oil Production

Betty C Daniel , Christian Hafner, Hans Manner and Leopold Simar

2011031: On kernel smoothing for extremal quantile regression

Abdelaati Daouia, Laurent Gardes and Stephane Girard

2011030: Frontier estimation in nonparametric location-scale models

Mark Florens , Leopold Simar and Ingrid Van Keilegom