EconPapers    
Economics at your fingertips  
 

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
Page updated 2026-06-19
Sorted by number, numeric