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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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

2017017: Bayesian Clustering and Dimension Reduction in Multivariate Extremes

Sabrina Vettori, Raphael Huser, Johan Segers and Marc Genton

2017016: Multivariate generalized Pareto distributions: parametrizations, representations, and properties

Holger Rootzen, Johan Segers and Jennifer Wadsworth

2017015: Weak convergence of the weighted empirical beta copula process

Betina Berghaus and Johan Segers

2017014: On the longest gap between power-rate arrivals

Soren Asmussen, Jevgenijs Ivanovs and Johan Segers

2017013: Inclusion of time-varying covariates in cure survival models with an application in fertility studies

Vincent Bremhorst and Philippe Lambert

2017012: Hedging of options in presence of jump clustering

D. Hainaut and Franck Moraux

2017011: Robust evaluation of SCR for participating life insurances under Solvency II

D. Hainaut, P. Devolder and Antoon Pelsser

2017010: Asymmetries in Business Cycles and the Role of Oil Prices

Betty Daniel, Christian Hafner, Hans Manner and Leopold Simar

2017009: On asymptotic theory for ARCH(infinite) models

Christian Hafner and Arie Preminger

2017008: A general approach for cure models in survival analysis

Valentin Patilea and Ingrid Van Keilegom

2017007: Cure models in survival analysis

Mailis Amico and Ingrid Van Keilegom

2017006: Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views

Fabrice Borel-Mathurin, Stéphane Loisel and Johan Segers

2017005: Time-frequency analysis of locally stationary Hawkes processes

Francois Roueff and Rainer von Sachs

2017004: Nonparametric double additive cure survival models: an application to the estimation of the nonlinear effect of age at first parenthood on fertility progression

Vincent Bremhorst, Michaela Kreyenfeld and Philippe Lambert

2017003: An Adapted Loss Function for Censored Quantile Regression

Mickael De Backer, Anouar El Ghouch and Ingrid Van Keilegom

2017002: Positive-Definite Multivariate Spectral Estimation: A Geometric Wavelet Approach

Van Vinh Chau and Rainer von Sachs

2017001: Testing for stationarity of functional time series in the frequency domain

Alexander Aue and Anne Van Delft

2016050: Heterogeneous Liquidity Effects in Corporate Bond Spreads

Christian Hafner and Fabian Walders

2016049: The SNP representation in mixture cure models with interval-censoring: estimation and goodness-of-fit testing

Sylvie Scolas, Anouar El Ghouch and Catherine Legrand