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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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

2010052: Local maximum likelihood techniques with categorical data

Byeong U. Park, Leopold Simar and Valentin Zelenyuk

2010051: Additive location-scale models for interval censored data

P. Lambert

2010050: How to measure the impact of environmental factors in a nonparametric production model?

Luiza Badin, Cinzia Daraio and Leopold Simar

2010049: Ordering functions of random vectors, with application to partial sums

Michel Denuit and Mhamed Mesfioui

2010048: Estimation and calibration of a continuous-time semi-Markov switching model

J. Hunt and M. Hahn

2010047: Stronger measures of higher-order risk attitudes: an extension

Michel Denuit and Louis Eeckhoudt

2010046: Boundary estimation in the presence of measurement error with unknown variance

A. Kneip, Leopold Simar and I. Van Keilegom

2010045: Nonparametric bayesian inference on bivariate extremes

Simon Guillotte, Francois Perron and Johan Segers

2010044: Dispersive effect of cross-aging with Archimedean copulas

Michel Denuit and Mhamed Mesfioui

2010043: Convex order and comonotonic conditional mean risk sharing

Michel Denuit and Jan Dhaene

2010042: Decomposing regional efficiency

Axel Schaffer, Leopold Simar and Jan Rauland

2010041: Two-Stage DEA: Caveat Emptor

Leopold Simar and Paul Wilson

2010040: Probabilistic characterization of directional distances and their robust versions

Leopold Simar and Anne Vanhems

2010039: Bootstrap and inference when both response and regressor are functional

Frederic Ferraty, Ingrid Van Keilegom and Philippe Vieu

2010038: Minimal entropy martingale measure in a semi-Markov regime switching Cox-Ross-Rubinstein model

J. Hunt and P. Devolder

2010034: The Solvency II square-root formula for systematic biometric risk

M. Christiansen, Michel Denuit and D. Lazar

2010033: Robust estimation for homoscedastic regression in the secondary analysis of case-control data

Jiawei Wei, Raymond J. Caroll, Ursula U. Muller, Ingrid Van Keilegom and Nimanjan Chatterjee

2010032: Estimation of parameters of regularly varying distributions on convex cones

Y. Davydov and Liu S.

2010031: Testing whether two-stage estimation is meaningful in non-parametric models of production

Cinzia Daraio, Leopold Simar and Paul Wilson