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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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

2011029: Econometric analysis of volatile art markets

F. Bocart and Christian Hafner

2011028: On heterogeneous latent class models with applications to the analysis of rating scores

Aurelie Bertrand and Christian Hafner

2011027: Bernstein Estimator for Unbounded Density Copula

Taoufik Bouezmarni, Anouar El Ghouch and Abderrahim Taamouti

2011026: Efficient parameter estimation in regression with missing responses

Ursula U. Muller and Ingrid Van Keilegom

2011025: Quality of fit measures in the framework of quantile regression

Hohsuk Noh, Anouar El Ghouch and Ingrid Van Keilegom

2011024: On assessing model adequacy in linear quantile regression

Hohsuk Noh, Anouar El Ghouch and Ingrid Van Keilegom

2011023: Estimation of the error density in a semiparametric transformation model

R. Samb, C. Heuchenne and I. van Keilegom

2011022: Likelihood based inference for semi-competing risks

Cedric Heuchenne, Stephane Laurent, Catherine Legrand and Ingrid Van Keilegom

2011021: Combining thresholding rules: a new way to improve the performance of wavelet estimators

Florent Autin, Jean-Marc Freyermuth and Rainer von Sachs

2011020: Using Bagidis in nonparametric functional data analysis: predicting from curves with sharp local features

Catherine Timmermans, Laurent Delsol and Rainer von Sachs

2011019: How to Measure the Impact of Environmental Factors in a Nonparametric Production Model?

Luiza Badin, Cinzia Daraio and Leopold Simar

2011018: Nonparametric estimation of multivariate extreme-value copulas

Gordon Gudendorf and Johan Segers

2011017: Block-Threshold-Adapted Estimators via a maxiset approach

Florent Autin, Jean-Marc Freyermuth and Rainer von Sachs

2011016: Solvency capital, inflation and time horizon in pension liabilities

Pierre Devolder and Habiba Tassa

2011015: Solvency requirement for long term guarantee: risk measure versus probability of ruin

Pierre Devolder

2011014: When Ross meets Bell: the linex utility function

M. Denuit, L. Eeckhoudt and Harris Schlesinger

2011013: Multivariate volatility modeling of electricity futures

Luc Bauwens, Christian Hafner and Diane Pierret

2011012: Large-sample tests of extreme-value dependence for multivariate copulas

Jean D. Kojadinovic, Johan Segers and Yun Yan

2011011: Semiparametric transformation model with endogeneity: a control function approach

Anne Vanhems and Ingrid Van Keilegom

2011010: Semi Markov regime switching interest rate models and minimal entropy measure

Julien Hunt and Pierre Devolder

2011009: A semi-Markov regime switching extension of the Vasicek model

Julien Hunt and Pierre Devolder

2011008: Estimation in semiparametric models with missing data: Article de recherche

Song Xi Chen and Ingrid Van Keilegom

2011007: Inferring causal relations by modelling structures: Article de recherche

Michel Mouchart, Federica Russo and Guillaume Wunsch

2011006: A Stochastic Independence Approach for different Measures of Global Specialization

Christian Haedo and Michel Mouchart

2011005: An M-Estimator For Tail Dependence In Arbitrary Dimensions

John Einmahl, Andrea Krajina and Johan Segers

2011004: Nonparametric endogenous post-stratification estimation

Mark Dahlke, F. Jay Breidt, Jean D. Opsomer and Ingrid Van Keilegom

2011003: Statistical models and methods for dependence in insurance data

Ingrid Van Keilegom and Noel Veraverbeke

2011002: Ideal denoising within a family of tree-structured wavelet estimators

F. Autin, Jean-Marc Freyermuth and Rainer von Sachs

2011001: Bayesian generalized profiling estimation in hierarchical linear dynamic systems

Jonathan Jaeger and Philippe Lambert

2010054: Weak convergence of empirical copula processes under nonrestrictive smoothness assumptions

J. Segers

2010053: Probabilities in a non-Markov model with successive survival times

L. Meira-Machado, J. Roca-Pardinas, I. Van Keilegom and C. Cadarso-Suarez