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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2014051: Parametric conditional variance estimation in location-scale models with censored data

Cedric Heuchenne and Geraldine Laurent

2014050: Nonparametric regression with cross-sectional data: an alternative to conditional product-limit estimators

Cedric Heuchenne and Geraldine Laurent

2014049: Global Dependence and Productivity: A Robust Nonparametric World Frontier Analysis

Camilla Mastromarco and Leopold Simar

2014048: Max-Factor individual risk models with application to credit portfolios

Michel Denuit, Anna Kiriliouk and Johan Segers

2014047: Heteroscedastic semiparametric transformation models: estimation and testing for validity

Natalie Neumeyer, Hohsuk Noh and Ingrid Van Keilegom

2014046: A simple model for now-casting volatility series

Jörg Breitung and Christian Hafner

2014045: Stochastic approximations In CBD mortality projection models

Kock Yed Ake Samuel Gbari and Michel Denuit

2014044: Nonparametric estimation of extremal dependence

Anna Kiriliouk, Johan Segers and Michal Warchol

2014043: Semi-parametric estimation in a single-index model with endogenous variables

M. Birke, S. van Bellegem and I. van Keilegom

2014042: Tests for the equality of conditional variance functions in nonparametric regression

Juan Carlos Pardo-Fernandez, Maria Dolores Jimenez Gamero and Anouar El Ghouch

2014041: Variable selection in a flexible parametric mixture cure model with interval-censored data

Sylvie Scolas, Anouar El Ghouch, Catherine Legrand and Abderrahim Oulhaj

2014040: A separation theorem for the weak S-Convex Orders

Michel Denuit, Liqun Liu and Jack Meyer

2014039: Estimation and approximation in nonlinear dynamic systems using quasilinearization

Gianluca Frasso, Jonathan Jaeger and Philippe Lambert

2014038: Automatic balancing mechanisms for Notional Defined Contribution Accounts in the presence of uncertainty

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

2014037: Testing parametric models in linear-directional regression

Eduardo Garcia Portugues, Ingrid Van Keilegom, Rosa M. Crujeiras and Wenceslao Gonzales-Manteiga

2014036: Prudence, Diversification and Optimal Portfolios

M. Denuit and Eeckhoudt L.

2014035: Longevity-Contingent Deferred Life Annuities

Michel Denuit, Steven Haberman and Arthur E. Renshaw

2014034: Inference in a Survival Cure Model with Mismeasured Covariates using a SIMEX Approach

Aurelie Bertrand, Catherine Legrand, Raymond J. Carroll, Christophe de Meester de Ravenstein and Ingrid Van Keilegom

2014033: Statistical treatment of 2D-NMR COSY spectra: data preparation, clustering-based repeatability evaluation and comparison with 1H-NMR

Baptiste Feraud, Bernadette Govaerts, Michel Verleysen and Pascal de Tullio

2014032: Non Parametric Instrumental Variables Estimation for Efficiency Frontier

Catherine Cazals, Frederique Feve, Jean-Pierre Florens and Leopold Simar

2014031: Large-Sample Approximations for Variance-Covariance Matrices of High-Dimensional Time Series

Ansgar Steland and Rainer von Sachs

2014030: Time-Dependent Dual-Frequency Coherence in Multivariate Non-Stationary Time Series

Cristina Gorrostieta, Hernando Ombao and Rainer von Sachs

2014029: Multivariate Skew-Normal Individual Excess-of-Loss Reserving

Mathieu Pigeon and Michel Denuit

2014028: Nested Archimedean copulas: a new class of nonparametric tree structure estimators

Nathan Uyttendaele

2014027: Time Horizon and Solvency Capital within a Brownian Framework Partially Modulated by a Continuous-Time Markov Chain

Pierre Devolder and Adrien Lebegue

2014026: On the asymptotic distribution of the mean absolute deviation about the mean

Johan Segers

2014025: Rankings and university performance: a conditional multidimensional approach

Cinzia Daraio, Andrea Bonaccorsi and Leopold Simar

2014024: The copula-graphic estimator in censored nonparametric location-scale regression models

Aleksandar Sujica and Ingrid Van Keilegom

2014023: Nonparametric Robust Stochastic Frontier Analysis: a Tikhonov Regularization Approach

Jean-Pierre Florens and Leopold Simar

2014022: Statistics for Tail Processes of Markov Chains

Holger Drees, Johan Segers and Michal Warchol

2014021: An Evolutionary Credibility Model of Lee-Carter Type for Mortality Improvement Rates

Edo Schinzinger, Michel Denuit and Marcus Christiansen

2014020: Efficiency and economies of scale and scope in European universities: a directional distance approach

Andrea Bonaccorsi, Cinzia Daraio and Leopold Simar

2014019: Inflated discrete beta regression models for Likert and discrete rating scale outcomes

Cedric Taverne and Philippe Lambert

2014018: Hybrid Copula Estimators

Johan Segers

2014017: Goodness-of-fit tests in semiparametric transformation models

Benjamin Colling and Ingrid Van Keilegom

2014016: Efficiency and benchmarking with directional distances: a data driven approach

Cinzia Daraio and Leopold Simar

2014015: Parametrically guided nonparametric density and hazard estimation with censored data

Majda Talamakrouni, Ingrid Van Keilegom and Anouar El Ghouch

2014014: Individual loss reserving using paid-incurred data

Mathieu Pigeon, Katrien Antonio and Michel Denuit

2014013: Semiparametric Bayesian frailty model for clustered interval-censored data

Aysun Cetinyurek and Philippe Lambert

2014012: Nonparametric Least Squares Methods for Stochastic Frontier Models

Leopold Simar, Ingrid Van Keilegom and Valentin Zelenyuk

2014011: Estimating the Residuals Distribution in Semiparametric Transformation Models

Cedric Heuchenne, Rawane Samb and Ingrid Van Keilegom

2014010: A note on the Tobit model in the presence of a duration variable

Christian Hafner and Arie Preminger

2014009: Measuring Portfolio Risk under Partial Dependence Information

Carole Bernard, Michel Denuit and Steven Vanduffel

2014008: An M-estimator of spatial tail dependence

John Einmahl, Anna Kiriliouk, Andrea Krajina and Johan Segers

2014007: The BAGIDIS distance: about a fractal topology, with applications to functional classification and prediction

Rainer von Sachs and Catherine Timmermans

2014006: Adaptive Bayesian estimation in Gaussian sequence space models

Jan Johannes, Rudolf Schenk and Anna Simoni

2014005: Efficient approximations for numbers of survivors in the Lee-Carter model

Kock Yed Ake Samuel Gbari and Michel Denuit

2014004: Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts

Marcus C. Christiansen, Michel Denuit and Jan Dhaene

2014003: Evaluation of the EU Proposed Farm Income Stabilisation Tool by Skew Normal Linear Mixed Models

Mathieu Pigeon, Bruno Henry de Frahan and Michel Denuit

2014002: Comonotonicity, orthant convex order and sums of random variables

Mhamed Mesfioui and Michel Denuit