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2011037: Ideal denoising within a family of tree-structured wavelet estimators

Florent Autin, Jean-Marc Freyermuth and Rainer von Sachs

2011036: Discussion: Statistical models and methods for dependence in insurance data

Ingrid Van Keilegom and Noel Veraverbeke

2011035: Performance of the bootstrap for DEA estimators and iterating the principle

Leopold Simar and Paul Wilson

2011034: Health Insurance Coverage and Adverse Selection

Philippe Lambert, Sergio Perelman, Pierre Pestieau and J. Schoenmaeckers

2011033: Comments on: Inference in multivariate Archimedean copula models

Philippe Lambert

2011032: Nonparametric additive location-scale models for interval censored data

Philippe Lambert

2011031: Two-Stage DEA: Caveat Emptor

Leopold Simar and Paul Wilson

2011030: Computational Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators

Alois Kneip, Leopold Simar and Paul Wilson

2011029: Single-index modeling of conditional probabilities in two-way contingency tables

Gery Geenens and Leopold Simar

2011028: Innovation and export activities in the German mechanical engineering sector: an application of testing restrictions in production analysis

Torben Schubert and Leopold Simar

2011027: Inference by the m out of n bootstrap in nonparametric frontier models

Leopold Simar and Paul Wilson

2011026: Stochastic FDH/DEA estimators for frontier analysis

Leopold Simar and Valentin Zelenyuk

2011025: Large-sample tests of extreme-value dependence for multivariate copulas

Ivan Kojadinovic, Johan Segers and Jun Yan

2011024: Longevity-indexed life annuities

Michel Denuit, Steven Haberman and Arthur Renshaw

2011023: Dispersive effect of cross-aging with archimedean copulas

Michel Denuit and Mhamed Mesfioui

2011022: A note on subadditivity of zero-utility premiums

Michel Denuit, Louis Eeckhoudt and Mario Menegatti

2011021: Risk classification in life insurance: Methodology and case study

Susanne Gschlossl, Pascal Schoenmaekers and Michel Denuit

2011020: Composite Lognormal-Pareto model with random threshold

Mathieu Pigeon and Michel Denuit

2011019: Properties of risk measures derived from ruin theory

Julien Trufin, Hansjoerg Albrecher and Michel Denuit

2011018: Bases Giving Distances. A New Semimetric and its Use for Nonparemetric Functional Data Analysis

Catherine Timmermans, Laurent Delsol and Rainer von Sachs

2011017: Transformations des lois multivariees a queue reguliere

Y. Davidov and Shuyan Liu

2011016: Uniform in bandwidth exact rates for a class of kernel estimators

Davit Varron and Ingrid Van Keilegom

2011015: Inferring causal relations by modelling structures

Michel Mouchart, Federica Russo and Guillaume Wunsch

2011014: Inferring causality through counterfactuals in observational studies - Some epistemological issues

Federica Russo, Guillaume Wunsch and Michel Mouchart

2011013: Fitting dynamic factor models to non-stationary time series

Michael Eichler, Giovanni Motta and Rainer von Sachs

2011012: On the Bayesian nonparametric generalization of IRT-type models

Ernesto San Martin, Alejandro Jara, Jean-Marie Rolin and Michel Mouchart

2011011: Non-parametric Bayesian inference on bivariate extremes

Simon Guillotte, Francois Perron and Johan Segers

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