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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2018035: On the Performance of Coefficient of Variation Charts in the Presence of Measurement Errors

Kim Phuc Tran, Cedric Heuchenne and Narayanaswamy Balakrishnan

2018034: Monitoring the ratio of two normal variables using variable sampling interval exponentially weighted moving average control charts

Huu Du Nguyen, Kim Phuc Tran and Cedric Heuchenne

2018033: Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures

Alessandro Beretta and Cedric Heuchenne

2018032: Multivariate credibility modeling for usage-based motor insurance pricing with behavioral data

Michel Denuit, Montserrat Guillen and Julien Trufin

2018031: Stability and tail limits of transport-based quantile contours

Cees Fouad de Valk and Johan Segers

2018030: Comparison of PARAFASCA, AComDim, and AMOPLS approaches in the multivariate GLM modelling of multi-factorial designs

Severine Guisset, Manon Martin and Bernadette Govaerts

2018029: An estimator of the stable tail dependence function based on the empirical beta copula

Anna Kiriliouk, Johan Segers and Laleh Tafakori

2018028: A mollifier approach to the deconvolution of probability densities

Pierre Marechal, Leopold Simar and Anne Vanhems

2018027: Causality in the Social Sciences: A structural modelling framework

Federica Russo, Guillaume Wunsch and Michel Mouchart

2018026: Automatic biclustering of regions and sectors

Christian Haedo and Michel Mouchart

2018025: Intrinsic wavelet regression for surfaces of Hermitian positive definite matrices

Van Vinh Chau and Rainer von Sachs

2018024: Static risk measurement of life annuity products: the longevity model

Pauline Ngugnie Diffouo and Pierre Devolder

2018023: Valuation of insurer's solvency for a life annuity within the equity-longevity model

Pierre Devolder and Pauline Ngugnie Diffouo

2018022: Adequacy, Fairness and Sustainability of Pay as you go systems: Defined Benefit versus Defined Contribution

Jennifer Alonso-Garcia, Maria Del Carmen Boado-Penas and Pierre Devolder

2018021: Central Limit Theorems and Inference for Sources of Productivity Change Measured by Nonparametric Malmquist Indices

Leopold Simar and Paul Wilson

2018020: Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores

Leopold Simar and Valentin Zelenyuk

2018019: Multivariate Modelling of Multiple Guarantees in Motor Insurance of a Household

Florian Pechon, Michel Denuit and Julien Trufin

2018018: Technical, Allocative and Overall Efficiency: Inference and Hypothesis Testing

Leopold Simar and Paul Wilson

2018017: Fast and Efficient Computation of Directional Distance Estimators

Cinzia Daraio, Leopold Simar and Paul Wilson

2018016: Two data pre-processing workflows to facilitate the discovery of biomarkers by 2D NMR metabolomics

Baptiste Feraud, Justine Leenders, Estelle Martineau, Patrick Giraudeau, Bernadette Govaerts and Pascal de Tullio

2018015: A self-organizing predictive map for non-life insurance

Donatien Hainaut

2018014: A switching microstructure model for stock prices

Donatien Hainaut and Stéphane Goutte

2018013: A switching self-exciting jump diffusion process for stock prices

Donatien Hainaut and Franck Moraux

2018012: Hedging of crop harvest with derivatives on temperature

Donatien Hainaut

2018011: A Bivariate Mutually-Excited Switching Jump Diffusion (BMESJD) for asset prices

Donatien Hainaut and Griselda Deelstra

2018010: Inference in Dynamic, Nonparametric Models of Production: Central Limit Theorems for Malmquist Indices

Alois Kneip, Leopold Simar and Paul Wilson

2018009: PepsNMR for 1H-NMR metabolomic data pre-processing

Manon Martin, Benoit Legat, Justine Leenders, Julien Vanwinsberghe, Rejane Rousseau, Pascal De Tullio and Bernadette Govaerts

2018008: Estimation of the Boundary of a Variable observed with Symmetric Error

Jean-Pierre Florens, Leopold Simar and Ingrid Van Keilegom

2018007: A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures

Luiza Badin, Cinzia Daraio and Leopold Simar

2018006: Identifying groups of variables with the potential of being large simultaneously

Mael Chiapino, Anne Sabourin and Johan Segers

2018005: Bayesian Inference For Bivariate Ranks

Simon Guillote, Francois Perron and Johan Segers

2018004: Forecasting of Recessions via Dynamic Probit for Time Series: Replication and Extension of Kauppi and Saikkonen (2008)

Byeong U. Park, Leopold Simar and Valentin Zelenyuk

2018003: Robustified expected maximum production frontiers

Abdelaati Daouia, Jean-Pierre Florens and Leopold Simar

2018002: Inference on the tail process with application to financial time series modelling

Richard Davis, Holger Drees, Johan Segers and Michal Warchol

2018001: Monte Carlo integration with a growing number of control variates

Francois Portier and Johan Segers

2017032: The np Chart With Guaranteed In-control Average Run Lengths

Alireza Faraz, Cedric Heuchenne and Erwin Saniga

2017031: An Exact Method for Designing Shewhart X and S2 Control Charts to Guarantee In-Control Performance

Alireza Faraz, Cedric Heuchenne and Erwin Saniga

2017030: Cross-Section Dependence and Latent Heterogeneity to Evaluate the Impact of Human Capital on Country Performance

Camilla Mastromarco and Leopold Simar

2017029: Causal attribution in block-recursive social sytems. A structural modeling perspective

Guillaume Wunsch, Michel Mouchart and Federica Russo

2017028: An estimator of the stable tail dependence function based on the empirical beta copula

Anna Kiriliouk, Johan Segers and Laleh Tafakori

2017027: Hypothesis testing for tail dependence parameters on the boundary of the parameter space with application to generalized max-linear models

Anna Kiriliouk

2017026: Estimation and identication issues in the promotion time cure model when the same covariates enter the cure probability and time-to-event model components

Philippe Lambert and Vincent Bremhorst

2017025: Flexible parametric approach to classical measurement error variance estimation without auxiliary data

Aurelie Bertrand, Ingrid Van Keilegom and Catherine Legrand

2017024: A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test

Jeffrey Racine and Ingrid Van Keilegom

2017023: Locally Stationary Functional Time Series

Anne van Delft and Michael Eichler

2017022: PepsNMR for the 1H-NMR metabolomic data pre-processing

Manon Martin, Benoit Legat, Justine Leenders, Julien Vanwinsberghe, Rejane Rousseau, Pascal De Tullio and Bernadette Govaerts

2017021: Hybrid combinations of parametric and empirical likelihoods

Nils Lid Hjort, Ian W. McKeague and Ingrid Van Keilegom

2017020: Combining strong sparsity and competitive predictive power with the L-sOPLS approach for biomarker discovery in metabolomics

Baptiste Feraud, Carine Munaut, Manon Martin, Michel Verleysen and Bernadette Govaerts

2017019: Data depth and rank-based tests for covariance and spectral density matrices

Van Vinh Chau, Hernando Ombao and Rainer von Sachs

2017018: Inference for heavy tailed stationary time series based on sliding blocks

Axel Bucher and Johan Segers