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2019029: On the performance of coefficient of variation charts in the presence of measurement errors

Kim Phuc Tran, Cedric Heuchenne and Narayanaswamy Balakrishnan

2019028: Monitoring the ratio of two normal variables using variable sampling interval exponentially weighted moving average control charts

Huu Du Nguyen, Kim Phuc Tran and Cedric Heuchenne

2019027: Estimation and identification issues in the promotion time cure model when the same covariates influence long- and short-term survival

Philippe Lambert and Vincent Bremhorst

2019026: A self-organizing predictive map for non-life insurance

Donatien Hainaut

2019025: A Bivariate Mutually-Excited Switching Jump Diffusion (BMESJD) for Asset Prices

Donatien Hainaut and Griselda Deelstra

2019024: A switching microstructure model for stock prices

Donatien Hainaut and Stéphane Goutte

2019023: Estimation of the Boundary of a Variable observed with Symmetric Error

Jean-Pierre Florens, Leopold Simar and Ingrid Van Keilegom

2019022: Fast and efficient computation of directional distance estimators

Cinzia Daraio, Leopold Simar and Paul Wilson

2019021: Identifying groups of variables with the potential of being large simultaneously

Mael Chiapino, Anne Sabourin and Johan Segers

2019020: Intrinsic data depth for Hermitian positive definite matrices

Van Vinh Chau, Hernando Ombao and Rainer von Sachs

2019019: Flexible parametric approach to classical measurement error variance estimation without auxiliary data: Classical Measurement Error Variance Estimation

Aurelie Bertrand, Ingrid Van Keilegom and Catherine Legrand

2019018: Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures

Alessandro Beretta and Cedric Heuchenne

2019017: A switching self-exciting jump diffusion process for stock prices

Donatien Hainaut and Franck Moraux

2019016: Two data pre-processing workflows to facilitate the discovery of biomarkers by 2D NMR metabolomics

Baptiste Feraud, Justine Leenders, Estelle Martineau, Patrick Giraudeau, Bernadette Govaerts and Pascal de Tullio

2019015: Asymmetries in Business Cycles and the Role of Oil Prices

Betty Daniel, Christian Hafner, Hans Manner and Leopold Simar

2019014: Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008)

Byeong U. Park, Leopold Simar and Valentin Zelenyuk

2019013: A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures

Luiza Badin, Cinzia Daraio and Leopold Simar

2019012: Time-frequency analysis of locally stationary Hawkes processes

Francois Roueff and Rainer von Sachs

2019011: Time-Dependent Dual-Frequency Coherence in Multivariate Non-Stationary Time Series

Cristina Gorrostieta, Hernando Ombao and Rainer von Sachs

2019010: Central limit theorems and inference for sources of productivity change measured by nonparametric Malmquist indices

Leopold Simar and Paul Wilson

2019009: A dynamic equivalence principle for systematic longevity risk management

Hamza Hanbali, Michel Denuit, Jan Dhaene and Julien Trufin

2019008: A note on tests for relevant differences with extremely large sample sizes

Andrea Callegaro, Cheikh Ndour, Emmanuel Aris and Catherine Legrand

2019007: The Single-Index/Cox Mixture Cure Model

Mailis Amico, Ingrid Van Keilegom and Catherine Legrand

2019006: Vertical modeling: analysis of competing risks data with a cure fraction

Mioara Alina Nicolaie, Jeremy M. G. Taylor and Catherine Legrand

2019005: Inflammatory parameters associated with systemic reactogenicity following vaccination with adjuvanted hepatitis B vaccines in humans

Wivine Burny, Arnaud Marchant, Caroline Herve, Andrea Callegaro, Catherine Legrand and Cheikh Ndour

2019004: Comparison of PARAFASCA, AComDim, and AMOPLS approaches in the multivariate GLM modelling of multi-factorial designs

Severine Guisset, Manon Martin and Bernadette Govaerts

2019003: Hedging of crop harvest with derivatives on temperature

Donatien Hainaut

2019002: A Self-Exciting Switching Jump Diffusion: properties, calibration and hitting time

Donatien Hainaut and Griselda Deelstra

2019001: On the longest gap between power-rate arrivals

Soren Asmussen, Jevgenijs Ivanovs and Johan Segers

2018045: Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility

Christian Hafner

2018044: A simple solution of the spurious regression problem

Cindy Shin-Huei Wang and Christian Hafner

2018043: Heat and emergency room admissions in the Netherlands

Joris van Loenhout, Tefera Delbiso, Anna Kiriliouk, Jose Manuel Rodriguez-Llanes, Johan Segers and Debarati Guha-Sapir

2018042: Sirolimus is efficacious in treatment for extensive and/or complex slow-flow vascular malformations: a monocentric prospective phase II study

Jennifer Hammer, Emmanuel Seront, Steven Duez, Sophie Dupont, An Van Damme, Sandra Schmitz and Claire Hoyoux

2018041: Gradient Importance Sampling: an Efficient Statistical Extraction methodology of High-Sigma SRAM Dynamic Characteristics

Thomas Haine, Johan Segers, Denis Flandre and David Bol

2018040: A stochastic independence approach for measuring regional specialization and concentration

Christian Haedo and Michel Mouchart

2018039: Asymptotic distribution-free tests for semiparametric regressions with dependent data

Juan Carlos Escanciano, Juan Carlos Pardo-Fernandez and Ingrid Van Keilegom

2018038: Diagnostic checks in mixture cure models with interval-censoring

Sylvie Scolas, Catherine Legrand, Abderrahim Oulhaj and Anouar El Ghouch

2018037: Hedging of options in presence of jump clustering

Donatien Hainaut and Franck Moraux

2018036: Calendar spread exchange options pricing with Gaussian random fields

Donatien Hainaut

2018035: Multivariate modelling of household claim frequencies in motor third-party liability insurance

Florian Pechon, Julien Trufin and Michel Denuit

2018034: An exact method for designing Shewhart and S2 control charts to guarantee in-control performance

Alireza Faraz, Cedric Heuchenne and Erwin Saniga

2018033: An estimator of the stable tail dependence function based on the empirical beta copula

Anna Kiriliouk, Johan Segers and Laleh Tafakori

2018032: Bivariate Bernoulli Weighted Sums and Distribution of Single-Period Tontine Benefits

Michel Denuit and Raluca Vernic

2018031: Projection models for health expenses

Marcus Christiansen, Michel Denuit, Nathalie Lucas and Jan-Philipp Schmidt

2018030: A high quantile estimator based on the log-generalized Weibull tail limit

Cees Fouad de Valk and Juan-Juan Cai

2018029: On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison

Nathan Uyttendaele

2018028: PepsNMR for 1 H NMR metabolomic data pre-processing

Bernadette Govaerts, Manon Martin, Benoit Legat, Rejane Rousseau, Justine Leenders, Julien Vanwinsberghe and E.A.

2018027: A Neural-Network Analyzer for Mortality Forecast

Donatien Hainaut

2018026: Adequacy, fairness and sustainability of pay-as-you-go-pension-systems: defined benefit versus defined contribution

Jennifer Alonso-Garcia, Maria del Carmen Boado-Penas and Pierre Devolder

2018025: Measuring Portfolio Risk Under Partial Dependence Information

Carole Bernard, Michel Denuit and Steven Vanduffel