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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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

2014001: Single-index quantile regression models for censored data

Axel Bucher, Anouar El Ghouch and Ingrid Van Keilegom

2013061: The systemic risk of energy markets

Diane Pierret

2013060: Investment in art companies: a proxy for physical art?

Fabian Bocart and Hohsuk Noh

2013059: Macroeconomic news surprises and volatility spillover in foreign exchange markets

Walid Ben Omrane and Christian Hafner

2013058: Adaptive estimation of functionals in nonparametric instrumental regression

Christoph Breunig and Jan Johannes

2013057: Spline approximations to conditional Archimedean copula

Philippe Lambert

2013056: Estimation and approximation in multidimensional dynamics

Gianluca Frasso, Jonathan Jaeger and Philippe Lambert

2013055: Testing for Decreasing Heterogeneity Between Hospitals in Time to Death from Chronic Myeloid Leukemia

Marco Munda, Catherine Legrand, Luc Duchateau and Paul Janssen

2013054: Unobserved heterogeneity and endogeneity in nonparametric frontier estimation

Leopold Simar, Anne Vanhems and Ingrid Van Keilegom

2013053: Data envelope fitting with constrained polynomial splines

Abdelaati Daouia, Hohsuk Noh and Byeong U. Park

2013052: Non-Parametric Approach to Dynamic Time Series Discrete Choice Models

Byeong U. Park, Leopold Simar and Valentin Zelenyuk

2013051: Detecting changes in cross-sectional dependence in multivariate time series

Ivan Kojadinovic, Tom Rohmer and Johan Segers

2013050: A review on ROC curves in the presence of covariates

Juan Carlos Pardo-Fernandez, Maria Xose Rodriguez-alvarez and Ingrid Van Keilegom

2013049: Extreme value copula estimation based on block maxima of a multivariate stationary time series

Axel Bucher and Johan Segers

2013048: Testing Hypotheses in Nonparametric Models of Production

Alois Kneip, Leopold Simar and Paul Wilson

2013047: Statistical Approaches for Nonparametric Frontier Models: A Guided Tour

Leopold Simar and Paul Wilson

2013046: The “wrong skewnessâ€Ω problem in stochastic frontier models: A new approach

Christian Hafner, Hans Manner and Leopold Simar

2013045: Nonlife Ratemaking and Risk Management with Bayesian Additive Models for Location, Scale and Shape

Nadja Klein, Michel Denuit, Stefan Lang and Thomas Kneib

2013044: Data-driven Shrinkage of the Spectral Density Matrix of a High-dimensional Time Series

Mark Fiecas and Rainer von Sachs