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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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2015015: Guided Censored Regression

Majda Talamakrouni, Anouar El Ghouch and Ingrid Van Keilegom

2015014: The minimal entropy martingale measure in a market of traded financial and actuarial risks

Jan Dhaene, Ben Stassen, Pierre Devolder and Michel Vellekoop

2015013: Semiparametric Conditional Quantile Estimation Through Copula-Based Multivariate Models

Hohsuk Noh, Anouar El Ghouch and Ingrid Van Keilegom

2015012: Simulation-based study comparing multiple imputation methods for non-monotone missing ordinal data in longitudinal settings

Anne-Francoise Donneau, Murielle Mauer, Philippe Lambert, Geert Molenberghs and Adelin Albert

2015011: Max-factor individual risk models with application to credit portfolios

Michel Denuit, Anna Kiriliouk and Johan Segers

2015010: Markov tail chains

Anja Janssens and Johan Segers

2015009: Rankings and university performance: A conditional multidimensional approach

Cinzia Daraio, Andrea Bonaccorsi and Leopold Simar

2015008: When Bias Kills the Variance: Central Limit Theorems for DEA and FDH Efficiency Scores

Alois Kneip, Leopold Simar and Paul Wilson

2015007: A novel semi-distance for measuring dissimilarities of curves with sharp local patterns

Catherine Timmermans and Rainer von Sachs

2015006: Specialized agglomerations with Lattice data: Model and detection

Christian Haedo and Michel Mouchart

2015005: Hybrid copula estimators

Johan Segers

2015004: Frontier estimation in the presence of measurement error with unknown variance

Alois Kneip, Leopold Simar and Ingrid Van Keilegom

2015003: Nonparametric estimation of pair-copula constructions with the empirical pair-copula

Ingrid Hoaek Haff and Johan Segers

2015002: Estimation of the Error Density in a Semiparametric Transformation Model

Benjamin Colling, Cedric Heuchenne, Rawane Samb and Ingrid Van Keilegom

2015001: Comonotonicity, orthant convex order and sums of random variables

Mhamed Mesfioui and Michel Denuit

2014054: Nodewise graphical modeling using the Focused Information Criterion for ‘p larger than n’ settings

Eugen Pircalabelu, Gerda Claeskens, Sara Jahfari and Lourens Waldorp

2014053: The variable parameters T ^{2} chart with run rules

Alireza Faraz, Giovanni Celano, Erwin Saniga, Cedric Heuchenne and Sergio Fichera

2014052: Generalized partially linear varying coefficient models with multiple smoothing variables

Seong Jun Yang and Young Kyung Lee

2014051: Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables

Seong Jun Yang and Byeong U. Park

2014050: Bootstrap testing of the rank of a matrix via least- squared constrained estimation

Francois Portier and Bernard Delyon

2014049: Bootstrap in Errors-in-Variables Regressions Applied to Methods Comparison Studies

Bernard G. Francq

2014048: Dark signal correction for a lukecold frame-transfer CCD: New method and application to the solar imager of the PICARD space mission

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

2014047: Double Objective Economic Statistical Design of the VP T^{2} Control Chart: Wald’s identity approach

Alireza Faraz, Cedric Heuchenne, Erwin Saniga and Antonio Costa

2014046: Testing Normality of latent variables in the polychoric correlation

Carlos Almeida Rodriguez and Michel Mouchart

2014045: Data-driven shrinkage of the spectral density matrix of a high-dimensional time series

Mark Fiecas and Rainer von Sachs

2014044: A review on ROC curves in the presence of covariates

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

2014043: A separation theorem for the weak s-convex orders

Michel Denuit, Liqun Liu and Jack Meyer

2014042: Selective use of sequential digital dermoscopy imaging allows a cost reduction in the melanoma detection process: a belgian study of patients with a single or a small number of atypical nevi

Liliane Marot, Pascal Van Eeckhout, Catherine Legrand and E.A.

2014041: Evaluation of the EU proposed farm income stabilisation tool by skew normal linear mixed models

Mathieu Pigeon, Bruno Henry de Frahan and Michel Denuit

2014040: Bivariate almost stochastic dominance

Michel Denuit, Rachel Huang and Larry Tzeng

2014039: Goodness-of-fit tests for a semiparametric model under random double truncation

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

2014038: Health-related quality of life in patients with melanoma expressed as utilities and disability weights

Isabelle Tromme, Brecht Devleesschauwer, Philippe Beutels, Pauline Richez, Laurence Leroy, Jean-Francois Baurain and Catherine Legrand

2014037: Linear mixed-effects models for central statistical monitoring of multicenter clinical trials

Lieven Desmet, D Venet, E Doffagne, Catherine Timmermans, T Burzykowski, Catherine Legrand and M Buyse

2014036: Solvency Analysis of defined benefit pension schemes

Pierre Devolder and Gabriella Piscopo

2014035: Semi-parametric proportional hazards models with crossed random effects for psychometric response times

Tom Loeys, Catherine Legrand, Antonio Schettino and Gilles Pourtois

2014034: Adjusting for centre heterogeneity in multicentre clinical trials with a time-to-event outcome

Marco Munda and Catherine Legrand

2014033: Bayesian penalized smoothing approaches in models specified using differential equations with unknown error distributions

Jonathan Jaeger and Philippe Lambert

2014032: Spline approximations to conditional Archimedean copula

Philippe Lambert

2014031: The Impact of Acquisitions on New Technology Stocks: The Google–Motorola Case

Renfei Gao, Cindy Wang and Christian Hafner

2014030: A One Line Derivation of EGARCH

Michael McAleer and Christian Hafner

2014029: Local Government Efficiency: The Case of Moroccan Municipalities

Rachida El Mehdi and Christian Hafner

2014028: Inference in stochastic frontier analysis with dependent error terms

Rachida El Mehdi and Christian Hafner

2014027: On heterogeneous latent class models with applications to the analysis of rating scores

Aurelie Bertrand and Christian Hafner

2014026: Adaptive Bayesian estimation in Gaussian

Jan Johannes, Rudolf Schenk and Anna Simoni

2014025: Nonparametric estimation and inference for conditional density based Granger causality measures

Abderrahim Taamouti, Taoufik Bouezmarni and Anouar El Ghouch

2014024: Individual loss reserving using paid–incurred data

Mathieu Pigeon, Katrien Antonio and Michel Denuit

2014023: Efficient approximations for numbers of survivors in the Lee–Carter model

Kock Yed Ake Samuel Gbari and Michel Denuit

2014022: Testing macroprudential stress tests: The risk of regulatory risk weights

Viral Acharya, Robert Engle and Diane Pierret

2014021: Semiparametric Gaussian copula models: Geometry and efficient rank-based Estimation

Johan Segers, Ramon Van den Akker and Bas Werker

2014020: Detecting changes in cross-sectional dependence in multivariate time series

Axel Bucher, Ivan Kojadinovic, Tom Rohmer and Johan Segers