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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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

2013043: Confounding and Control in a Multivariate System An issue in causal attribution

F. Russo, M. Mouchart and G. Wunsch

2013042: Semi-parametric proportional hazards models with crossed random effects for psychometric response times

Tom Loeys, Catherine Legrand and Antonio Schettino

2013041: Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression

Fabian Dunker, Jean-Pierre Florens, Thorsten Hohage, Jan Johannes and Enno Mammen

2013040: Support Vector Machines with Evolutionary Feature Selection for Default Prediction

Wolfgang Karl Hardle, Dedy Prastyo and Christian Hafner

2013039: Flexible estimation in cure survival models using Bayesian P-splines

Vincent Bremhorst and Philippe Lambert

2013038: Directional Distances and their Robust versions: Computational and Testing Issues

Cinzia Daraio and Leopold Simar

2013037: A diagnostic plot for guiding the choice of the frailty distribution in clustered survival data

Marco Munda and Catherine Legrand

2013036: Adjusting for centre differences in multicentre clinical trials: a simulation-based investigation for time-to-event outcomes

Marco Munda and Catherine Legrand

2013035: Semiparametric Estimation of Risk-return Relationships

Juan Carlos Escanciano, Juan Carlos Pardo-Fernandez and Ingrid Van Keilegom

2013034: Varying coefficient models having different smoothing variables with randomly censored data

Seong Jun Yang, Anouar El Ghouch and Ingrid Van Keilegom

2013033: Nonparametric tests for constant tail dependence with an application to energy and finance

Axel Bucher, Stefan Jaschke and Dominik Wied

2013032: Specialized Agglomerations with Areal Data: Model and Detection

C. Haedo and M. Mouchart

2013031: BAGIDIS: Statistically investigating curves with sharp local patterns using a new functional measure of dissimilarity

Catherine Timmermans and Rainer von Sachs

2013030: Semiparametric Gaussian copula models: Geometry and efficient rank-based Estimation

Johan Segers, Ramon van den Akker and Bas Werker

2013029: A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing

Axel Bucher and Ivan Kojadinovic

2013028: A note on weak convergence of the sequential multivariate empirical process under strong mixing

Axel Bucher

2013027: Expansion for Moments of Regression Quantiles with Applications to Nonparametric Testing

Enno Mammen, Ingrid Van Keilegom and Kyusang Yu

2013026: Measuring Association and Dependence Between Random Vectors

Oliver Grothe, Julius Schnieders and Johan Segers

2013025: To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regression

Degui Li, Leopold Simar and Valentin Zelenyuk

2013024: Estimation of location and scale functionals in nonparametric regression under copula dependent censoring

Aleksandar Sujica and Ingrid Van Keilegom

2013023: Semiparametric Conditional Quantile Estimation through Copula-Based Multivariate Models

Hohsuk Noh, Anouar El Ghouch and Ingrid Van Keilegom

2013022: A nonparametric ANOVA-type test for regression curves based on characteristic functions

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

2013021: Assessing Vaccine Efficacy in Influenze Clinical Trials - Challenges and Difficulties

Walthere Dewe, Anne Benoit and Catherine Legrand

2013020: Evaluation du cout de la garantie LPC

Pierre Devolder

2013019: When uniform weak convergence fails: empirical processes for dependence functions via epi- and hypographs

Axel Bucher, Johan Segers and Stanislav Volgushev

2013018: Semiparametric transformation model with endogeneity: a control function approach

Anne Vanhems and Ingrid Van Keilegom

2013017: Markov Tail Chains

Anja Janssen and Johan Segers

2013016: Multivariate higher-degree stochastic increasing convexity

Michel Denuit and Mhamed Mesfioui

2013015: Effect of FDI and Time on Catching-up: New Insights from a Conditional Nonparametric Frontier Analysis

Camilla Mastromarco and Leopold Simar

2013014: Measuring Firm Performance using Nonparametric Quantile-type Distances

Abdelaati Daouia, Leopold Simar and Paul Wilson

2013013: Schooling inputs, property tax caps and effciency scores in public schools

Daniel Henderson, Leopold Simar and Le Wang