LIDAM Reprints 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 Alain Gillis (). Access Statistics for this working paper series.
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- 2013034: Measuring association and dependence between random vectors
- Olivier Grothe, Julius Schnieders and Johan Segers
- 2013033: Bandwidth selection for the estimation of transition probabilities in the location-scale progressive three-state model
- Luis Meira-Machado, Javier Roca-Pardinas, Ingrid Van Keilegom and Carmen Cadarso-SuArez
- 2013032: Assessing vaccine efficacy in influenza clinical trials: challenges and difficulties
- Walthere Dewe, Anne Benoit and Catherine Legrand
- 2013031: parfm: Parametric Frailty Models in R
- Marco Munda, Federico Rotolo and Catherine Legrand
- 2013030: Modelling multivariate volatility of electricity futures
- Luc Bauwens, Christian Hafner and Diane Pierret
- 2013029: Single index regression models in the presence of censoring depending on the covariates
- Olivier Lopez, Valentin Patilea and Ingrid Van Keilegom
- 2013028: Individual Loss Reserving with the Multivariate Skew Normal Framework
- Mathieu Pigeon, Katrien Antonio and Michel Denuit
- 2013027: Another look at risk apportionment
- Michel Denuit and Beatrice Rey
- 2013026: 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 E. Renshaw
- 2013025: Non-differentiable transformations preserving stochastic dominance
- Michel Denuit, Louis Eeckhoudt and Octave Jokung
- 2013024: Estimation in semiparametric models with missing data
- Song Chen and Ingrid Van Keilegom
- 2013023: Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives
- Leopold Simar and Paul Wilson
- 2013022: Adaptive Gaussian Inverse Regression with Partially Unknown Operator
- Jan Johannes and Maik Schwarz
- 2013021: A simulation procedure based on copulas to generate clustered multi-state survival data
- Federico Rotolo, Catherine Legrand and Ingrid Van Keilegom
- 2013020: On Projection-type Estimators of Multivariate Isotonic Functions
- Abdelaati Daouia and Byeong Park
- 2013019: Ordering Functions of Random Vectors, with Application to Partial Sums
- Michel Denuit and Mhamed Mesfioui
- 2013018: Bandwidth selection for kernel density estimation with doubly truncated data
- Carla Moreira and Ingrid Van Keilegom
- 2013017: On the identifiability of copulas in bivariate competing risks models
- Maik Schwarz, Geurt Jongbloed and Ingrid Van Keilegom
- 2013016: Bayesian P-spline estimation in hierarchical models specified by systems of affine differential equations
- Jonathan Jaeger and Philippe Lambert
- 2013015: How to measure the impact of environmental factors in a nonparametric production model
- Luiza Badin, Cinzia Daraio and Leopold Simar
- 2013014: On rate optimal local estimation in functional linear regression
- Jan Johannes and Rudolf Schenk
- 2013013: When Ross meets Bell: The linex utility function
- Michel Denuit, Louis Eeckhoudt and Harris Schlesinger
- 2013012: Multivariate Concave and Convex Stochastic Dominance
- Michel Denuit, Louis Eeckhoudt, Ilia Tsetlin and Robert Winkler
- 2013011: Improving your chances: A new result
- Michel Denuit and Louis Eeckhoudt
- 2013010: Quality of fit measures in the framework of quantile regression
- Hohsuk Noh, Anouar El Ghouch and Ingrid Van Keilegom
- 2013009: Nonparametric endogenous post-stratification estimation
- Mark Dahlke, Jay Breidt, Jean Opsomer and Ingrid Van Keilegom
- 2013008: A Euclidean Likelihood Estimator for Bivariate Tail Dependence
- Miguel de Carvalho, Boris Oumow, Johan Segers and Michal Warchol
- 2013007: Robust estimation for homoscedastic regression in the secondary analysis of case–control data
- Jiawei Wei, Raymond Carroll, Ursula Muller, Ingrid Van Keilegom and Nilanjan Chatterjee
- 2013006: Using Bagidis in nonparametric functional data analysis: Predicting from curves with sharp local features
- Catherine Timmermans, Laurent Delsol and Rainer von Sachs
- 2013005: Worst-case actuarial calculations consistent with single- and multiple-decrement life tables
- Marcus C. Christiansen and Michel Denuit
- 2013004: A sufficient condition of crossing type for the bivariate orthant convex order
- Michel Denuit and Mhamed Mesfioui
- 2013003: Iterative regularisation in nonparametric instrumental regression
- J. Johannes, S. Van Bellegem and A. Vanhems
- 2013002: Identification of parametric Rasch-type models
- Ernesto San Martin and Jean-Marie Rolin
- 2013001: Assessing model adequacy in possibly misspecified quantile regression
- Hohsuk Noh, Anouar El Ghouch and Ingrid Van Keilegom
- 2012036: Optimal T2 control chart with a double sampling scheme - an alternative to the MEWMA chart
- A. Faraz, Cedric Heuchenne and E. Saniga
- 2012035: An M-estimator for tail dependence in arbitrary dimensions
- John Einmahl, Andrea Krajina and Johan Segers
- 2012034: A functional limit theorem for dependent sequences with infinite variance stable limits
- Bojan Basrak, Krizmanić, Danijel and Johan Segers
- 2012033: A statistical approach to central monitoring of data quality in clinical trials
- David Venet, Erik Doffagne, Tomasz Burzykowski, Francois Beckers, Yves Tellier, Eric Genevois-Marlin and Catherine Legrand
- 2012032: Adaptive estimation of linear functionals in functional linear models
- Jan Johannes and Rudolf Schenk
- 2012031: Adaptive functional linear regression
- Fabienne Comte and Jan Johannes
- 2012030: Neural modelling of ranking data with an application to stated preference data
- C. Krier, M. Mouchart and Oulhaj A.
- 2012029: Efficient model selection in semivarying coefficient models
- Hohsuk Noh and Ingrid Van Keilegom
- 2012028: Volatility Models
- Luc Bauwens, Christian Hafner and Sébastien Laurent
- 2012027: Cross-correlating wavelet coefficients with applications to high-frequency financial time series
- Christian Hafner
- 2012026: Nonparametric Frontier Estimation from Noisy Data
- M. Schwarz, S. Van Bellegem and J.-P. Florens
- 2012025: Combining thresholding rules: a new way to improve the performance of wavelet estimators
- Florent Autin, Jean-Marc Freyermuth and Rainer von Sachs
- 2012024: Availability of digital dermoscopy in daily practice dramatically reduces the number of excised melanocytic lesions: results from an observational study
- Isabelle Tromme, L Sacre, Fatima Hammouch, Catherine Legrand, Liliane Marot and E.A.
- 2012023: A bayesian framework for the ratio of two poisson rates in the context of vaccine efficacy trials Journal
- Stephane Laurent and Catherine Legrand
- 2012022: Dynamic stochastic copula models: Estimation, inference and applications
- Christian Hafner and Manner H.
- 2012021: On the estimation of dynamic conditional correlation models
- Christian Hafner and O. Reznikova
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