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2011010: ROC Curves in Non-Parametric Location-Scale Regression Models

Wenceslao GonzAlez-Manteiga, Juan Carlos Pardo-FernAndez and Ingrid Van Keilegom

2011009: Locally stationary long memory estimation

Francois Roueff and Rainer von Sachs

2011008: Nonparametric regression with filtered data

Oliver Linton, Enno Mammen, Jens Perch Nielsen and Ingrid Van Keilegom

2011007: Locally Stationary Factor Models: Identification And Nonparametric Estimation

Giovanni Motta, Christian Hafner and Rainer von Sachs

2011006: Empirical likelihood confidence intervals for dependent duration data

Anouar El Ghouch, Ingrid Van Keilegom and Ian W. McKeague

2011005: Smooth semiparametric and nonparametric Bayesian estimation of bivariate densities from bivariate histogram data

Philippe Lambert

2011004: Smooth estimation of survival functions and hazard ratios from interval-censored data using Bayesian penalized B-splines

Aysun Cetinyurek-Yavuz and Philippe Lambert

2011003: Nonparametric estimation of an extreme-value copula in arbitrary dimensions

Gordon Gudendorf and Johan Segers

2011002: Tails of correlation mixtures of elliptical copulas

Hans Manner and Johan Segers

2011001: Nonparametric location-scale models for censored successive survival times

Ingrid Van Keilegom, Jacobo de Una-Alvarez and Luis Meira-Machado

2010046: Goodness-of-fit tests for the error distribution in nonparametric regression

C. Heuchenne and I. Van Keilegom

2010044: Smoothed empirical likelihood confidence intervals for the relative distribution with leftâ€πtruncated and rightâ€πcensored data

Molanesâ€πLopez, Elisa M., Ricardo Cao and Ingrid Van Keilegom

2010041: A double-frontier approach for measuring market imperfection

Michel Mouchart and Marie Vandresse

2010039: On Standardness and I-cosiness

Laurent S.

2010038: On the covariance of the asymptotic empirical copula process

Christian Genest and Johan Segers

2010037: Causalita nelle scienze sociali: una sfida o una chimera?

Federica Russo, Michel Mouchart and Guillaume Wunsch

2010036: Classification of multivariate non-stationary signals: the SLEX-shrinkage approach

Hilmar Bohm, Hernando Ombao, Rainer von Sachs and J. Sanes

2010035: Adaptive estimation in circular functional linear models

Fabienne Comte and Jan Johannes

2010034: Thresholding projection estimators in functional linear models

Herve Cardot and Jan Johannes

2010033: Efficient estimation of a semiparametric dynamic copula model

Christian Hafner and Olga Reznikova

2010032: Deciding between GARCH and Stochastic Volatility via Strong Decision Rules

Christian Hafner and A. Preminger

2010031: Perspectives pour nos regimes de pension legale

Pierre Devolder

2010029: Generalized increasing convex and directionally convex orders

Michel Denuit and Mhamed Mesfioui

2010028: Comonotonic Approximations To Quantiles of Life Annuity Conditional Expected Present Values: Extensions To General Arima Models and Comparison With the Bootstrap

Michel Denuit, S. Haberman and A. E. Renshaw

2010027: Some consequences of correlation aversion in decision science

Louis Eeckhoudt, Michel Denuit and Beatrice Rey

2010026: A General Index of Absolute Risk Attitude

M. Denuit and L. Eeckhoudt

2010025: Asymptotic distribution of conical-hull estimators of directional edges

B.U. Park, S.-O. Jeong and Leopold Simar

2010023: Diagnostic Performance of Soluble Mesothelin and Megakaryocyte Potentiating Factor in Mesothelioma

Kevin Hollevoet, Kristiaan Nackaerts, Joel Thimpont, Paul Germonpre, Lionel Bosquee, Catherine Legrand and Jan P. van Meerbeeck

2010022: Do intraoperative analgesics influence breast cancer recurrence after mastectomy?: A retrospective analysis

Patrice Forget, Julie Vandenhende, Martine Berliere, Jean-Pascal Machiels, Benoit Nussbaum, Catherine Legrand and Marc De Kock

2010021: A randomized placebo-controlled study of intravenous montelukast for the treatment of acute asthma

C.A. Camargo, D. Gurner, H. Smithline, R. Chapela, L. Fabbri and Catherine Legrand

2010020: Tree-structured wavelet estimation in a mixed effects model for Spectra of replicated time series

Jean-Marc Freyermuth, Hernando Ombao and Rainer von Sachs

2010019: A goodness-of-fit test for generalised conditional linear models under left truncation and right censoring

B. Teodorescu and I. Van Keilegom

2010018: On the Validity of the Bootstrap in Non-Parametric Functional Regression

Frederic Ferraty, Ingrid Van Keilegom and Philippe Vieu

2010017: On the covariance of the asymptotic empirical copula process

Christian Genest and Johan Segers

2010016: Do we necessarily need longitudinal data to infer causal relations?

Guillaume Wunsch, Michel Mouchart and Federica Russo

2010015: Estimation in nonparametric location-scale regression models with censored data

C. Heuchenne and I. Van Keilegom

2010014: Generalized time-dependent conditional linear models under left truncation and right censoring

B. Teodorescu, I. Van Keilegom and R. Cao

2010013: Consistent density deconvolution under partially known error distribution

M. Schwarz and S. Van Bellegem

2010012: Forecasting the Malmquist productivity index

Alexandra Daskovska, Leopold Simar and Sebastien Van Bellegem

2010011: Risk concentration and diversification: Second-order properties

Matthias Degen, Dominik D. Lambrigger and Johan Segers

2010010: Some consequences of correlation aversion in decision science

Louis Eeckhoudt, Michel Denuit and Beatrice Rey

2010009: Locally Stationary Factor Models: Identification And Nonparametric Estimation

Giovanni Motta, Christian Hafner and Rainer von Sachs

2010008: Stochastic FDH/DEA estimators for frontier analysis

Leopold Simar and Valentin Zelenyuk

2010007: Least squares estimation of nonlinear spatial trends

Rosa M. Crujeiras and Ingrid Van Keilegom

2010006: Estimating the error distribution in nonparametric multiple regression with applications to model testing

N. Neumeyer and I. Van Keilegom

2010005: Inferences From Cross-sectional, Stochastic Frontier Models

Leopold Simar and Paul Wilson

2010004: Nonparametric conditional efficiency measures: asymptotic properties

Seok-Oh Jeong, Byeong U. Park and Leopold Simar

2010003: Optimal bandwidth selection for conditional efficiency measures: A data-driven approach

Luiza Badin, Cinzia Daraio and Leopold Simar

2010002: Further comments on the representation problem for stationary processes

S. Laurent

2010001: Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data

Ingrid Van Keilegom and Lan Wang