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From Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)
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2013038: On kernel smoothing for extremal quantile regression

Abdelaati Daouia, Laurent Gardes and Stephane Girard

2013037: A Gamma-moment approach to monotonic boundary estimation

Abdelaati Daouia, Stephanie Girard and Armelle Guillou

2013036: Nonparametric estimation of the tree structure of a nested Archimedean copula

Johan Segers and Nathan Uyttendaele

2013035: Frontier estimation in nonparametric location-scale models

Jean-Pierre Florens, Leopold Simar and Ingrid Van Keilegom

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