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.
Is something missing from the series or not right? See the RePEc data check for the archive and series.
- 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
- 2012020: Econometric analysis of volatile art markets
- Fabian Bocart and Christian Hafner
- 2012019: Regularization of nonparametric frontier estimators
- Abdelaati Daouia, Jean-Pierre Florens and Leopold Simar
- 2012018: Statistical inference for DEA estimators of directional distances
- Leopold Simar, Anne Vanhems and Paul Wilson
- 2012017: Instrumental regression in partially linear models
- Jean-Pierre Florens, Jan Johannes and Sebastien Van Bellegem
- 2012016: Convex order and comonotonic conditional mean risk sharing
- Michel Denuit and Jan Dhaene
- 2012015: Multivariate Analysis of Premium Dynamics in P&L Insurance
- Dorina Lazar and Michel Denuit
- 2012014: Estimation of a general parametric location in censored regression
- Cedric Heuchenne and Ingrid Van Keilegom
- 2012013: Jackknife empirical likelihood method for copulas
- Liang Peng, Yongcheng Qi and Ingrid Van Keilegom
- 2012012: Max-stable models for multivariate extremes
- Johan Segers
- 2012011: Nonparametric estimation of multivariate extreme-value copulas
- Gordon Gudendorf and Johan Segers
- 2012010: Efficient parameter estimation in regression with missing responses
- Ursula Muller and Ingrid Van Keilegom
- 2012009: Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- Johan Segers
- 2012008: Variable selection of varying coefficient models in quantile regression
- Hohsuk Noh, Kwanghun Chung and Ingrid Van Keilegom
- 2012007: Nonparametric Inference for Max-Stable Dependence
- Johan Segers
- 2012006: Testing conditional asymmetry: A residual-based approach
- Philippe Lambert, Sébastien Laurent and David Veredas
| |