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).
Contact information at EDIRC.
Bibliographic data for series maintained by Nadja Peiffer ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

2013012: When Bias Kills the Variance: Central Limit Theorems for DEA and FDH Efficiency Scores

Alois Kneip, Leopold Simar and Paul Wilson

2013011: Efficient quantile regression with auxiliary information

Ursula Muller and Ingrid Van Keilegom

2013010: An Almost Closed Form Estimator for the EGARCH

Christian Hafner and Oliver Linton

2013009: Nonparametric estimation of the tree structure of a nested Archimedean copula

Johan Segers and Nathan Uyttendaele

2013008: Discussion on: "An updated review of Goodness-of-Fit tests for regression models" (by W. Gonzales-Manteiga and R.M. Crujeiras)

Ingrid Van Keilegom

2013007: Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance

Michel Denuit and Liqun Liu

2013006: Combination of Independent Component Analysis and statistical modelling for the identification of metabonomic biomarkers in 1H-NMR spectroscopy (second version)

Rejane Rousseau, Baptiste Feraud, Bernadette Govaerts and Michel Verleysen

2013005: Almost Expectation and Excess Dependence Notions

Michel Denuit, Rachel Huang and Larry Tzeng

2013004: Dark signal correction for a lukecold frame transfer CCDApplication to the SODISM solar telescope onboard the PICARD space mission

J-F. Hochedez , Catherine Timmermans, A. Hauchecorne and M. Meftah

2013003: Fair re-valuation of wine as an investment

F. Bocart and Christian Hafner

2013002: Bivariate Almost Stochastic Dominance

Michel Denuit, Rachel Huang and Larry Tzeng

2013001: Local government efficiency: The case of Moroccan municipalities

Rachida El Mehdi and Christian Hafner

2012041: A general class of time-varying coefficients models for right censored data

Catherine Legrand, Marco Munda, P. Janssen and L. Duchateau

2012040: Neutrophil: lymphocyte ratio and intraoperative use of ketorolac or diflofenac are prognostic factors in breast, lung and kidney cancer surgery

Catherine Legrand, P. Forget, J-P. Machiels, Pierre Coulie, M. Berliere, A. Poncelet and P. Tombal

2012039: Hyperbolic confidence bands of errors-in-variables regression lines applied to method comparison studies

Bernard G. Francq and Bernadette Govaerts

2012038: Inference in stochastic frontier analysis with dependent error terms

Rachida El Mehdi and Christian Hafner

2012037: Spectral density shrinkage for high-dimensional time series

Mark Fiecas and Rainer von Sachs

2012036: Estimation of conditional ranks and tests of exogeneity in nonparametric nonseparable models

Frederique Feve, Jean-Pierre Florens and Ingrid Van Keilegom

2012035: A Gamma-moment approach to monotonic boundaries estimation: with applications in econometric and nuclear fields

Abdelaati Daouia, S. Girard and A. Guillou

2012034: Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality

Michel Denuit, Steven Haberman and Arthur Renshaw

2012033: Almost Marginal Conditional Stochastic Dominance

Michel Denuit, Rachel Huang and Larry Tzeng

2012032: On the identifiability of copulas in bivariate competing risks models

Maik Schwarz, Geurt Jongbloed and Ingrid Van Keilegom

2012031: Functions and mechanisms in structural-modelling explanation

Guillaume Wunsch, Michel Mouchart and Federica Russo

2012030: Solvency analysis of defined benefit pension schemes

Pierre Devolder and Gabriella Piscopo

2012029: Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework

Pierre Devolder, Roberta Melis and Aurelie Miller

2012028: A sufficient condition of crossing-type for the bivariate orthant convex order

Michel Denuit and Mhamed Mesfioui

2012027: Worst-case actuarial calculations consistent with single- and multiple-decrement life tables

Marcus Christiansen and Michel Denuit

2012026: Evaluation of the EU proposed Farm Income Stabilisation Tool

Mathieu Pigeon, Bruno Henry de Frahan and Michel Denuit

2012025: Efficient Model Selection in Semivarying Coefficient Models

Hohsuk Noh and Ingrid Van Keilegom

2012024: Goodness-of-fit Tests for a Semiparametric Model under Random Double Truncation

Carla Moreira, Jacobo de Una-Alvarez and Ingrid Van Keilegom

2012023: Guided censored regression

Majda Talamakrouni, Anouar El Ghouch and Ingrid Van Keilegom

2012022: Goodness-of-fit Test in Parametric Mixed-Effects Models based on the Estimation of the Error Distribution

Wenceslao Gonzales Manteiga, Martinez Miranda Maria Dolores and Ingrid Van Keilegom

2012021: Component Selection in Additive Quantile Regression Models

Hohsuk Noh and Eun Lee

2012020: Variable Selection of Varying Coefficient Models in Quantile Regression

Hohsuk Noh, Kwanghun Chung and Ingrid Van Keilegom

2012019: Volatility of price indices for heterogeneous goods

Fabian Bocart and Christian Hafner

2012018: On the use of adhesion parameters to validate models specified using systems of affine differential equations

Jonathan Jaeger and Philippe Lambert

2012017: Bayesian penalized smoothing approaches in models specified using affine differential equations with unknown error distributions

Jonathan Jaeger and Philippe Lambert

2012016: Shrinkage Estimation for Multivariate Hidden Markov Mixture Models

Mark Fiecas , Jurgen Franke, Rainer von Sachs and Joseph Tadjuidje

2012015: Shah: Shape-Adaptive Haar Wavelet Transform For Images With Application To Classification

Catherine Timmermans and Piotr Fryzlewicz

2012014: Uni- And Multidimensional Risk Attitudes: Some Unifying Theorems

Michel Denuit and Beatrice Rey

2012013: A Euclidean likelihood estimator for bivariate tail dependence

Miguel de Carvalho, Boris Oumow, Johan Segers and Warchoł, Michał

2012012: Nonparametric inference for max-stable dependence: Discussion of "Statistical Modelling of Spatial Extremes" by A. C. Davison, S. Padoan and M. Ribatet, to appear in Statistical Science

Johan Segers

2012011: MAX-STABLE MODELS FOR MULTIVARIATE EXTREMES

Johan Segers

2012010: Copula-Based Regression Estimation and Inference

Hohsuk Noh, Anouar El Ghouch and Taoufik Bouezmarni

2012009: Nonparametric Estimation and Inference for Granger Causality Measures

Abderrahim Taamouti, Taoufik Bouezmarni and Anouar El Ghouch

2012008: Improving your chances: An extension of Jindapon and Neilson

M. Denuit and L. Eeckhoudt

2012007: Risk Attitudes and the Value of Risk Transformations

M. Denuit and L. Eeckhoudt

2012006: Bandwidth Selection for Kernel Density Estimation with Doubly Truncated Data

Carla Moreira and Ingrid Van Keilegom

2012005: parfm: Parametric Frailty Models in R

Marco Munda, Federico Rotolo and Catherine Legrand

2012004: Advantages of the Bagidis methodology for metabonomics analyses: application to a spectroscopic study of Age-related Macular Degeneration

Catherine Timmermans, Pascal de Tullio, Vincent Lambert, Michel Frederich, Rejane Rousseau and Rainer von Sachs