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From Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)
Voie du Roman Pays 20, 1348 Louvain-la-Neuve (Belgium).
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2018009: The “wrong skewnessâ€Ω problem in stochastic frontier models: A new approach

Christian Hafner, Hans Manner and Leopold Simar

2018008: Globalization and productivity: A robust nonparametric world frontier analysis

Camilla Mastromarco and Leopold Simar

2018007: Inference for heavy tailed stationary time series based on sliding blocks

Axel Bucher and Johan Segers

2018006: EM algorithm estimation of a structural equation model for the longitudinal study of the quality of life

Antoine Barbieri, Myriam Tami, Xavier Bry, David Azria, Sophie Gourgou, Caroline Bascoul-Mollevi and Christian Lavergne

2018005: Multivariate peaks over thresholds models

Holger Rootzen, Johan Segers and Jennifer Wadsworth

2018004: Risk apportionment and multiply monotone targets

Michel Denuit

2018003: Multivariate generalized Pareto distributions: Parametrizations, representations, and properties

Holger Rootzen, Johan Segers and Jennifer L. Wadsworth

2018002: Collective loss reserving with two types of claims in motor third party liability insurance

Michel Denuit and Julien Trufin

2018001: Maximum likelihood estimation for the Frechet distribution based on block maxima extracted from a time series

Axel Bucher and Johan Segers

2017047: Iterated VaR or CTE measures: A false good idea?

Pierre Devolder and Adrien Lebegue

2017046: Inference in a survival cure model with mismeasured covariates using a simulation-extrapolation approach

Aurelie Bertrand, Catherine Legrand, Raymond J. Carroll, Christophe de Meester de Ravenstein and Ingrid Van Keilegom

2017045: Combining strong sparsity and competitive predictive power with the L-sOPLS approach for biomarker discovery in metabolomics

Baptiste Feraud, Carine Munaut, Manon Martin, Michel Verleysen and Bernadette Govaerts

2017044: The np Chart with Guaranteed In-control Average Run Lengths

Alireza Faraz, Cedric Heuchenne and Erwin Saniga

2017043: A Semiparametric and Location-Shift Copula-Based Mixture Model

Gildas Mazo

2017042: Continuous Mixed-Laplace Jump Diffusion Models for Stocks and Commodities

Donatien Hainaut

2017041: On Asymptotic Theory for ARCH (infinity) Models

Christian Hafner and Arie Preminger

2017040: An Almost Closed Form Estimator For The EGARCH Model

Christian Hafner and Oliver Linton

2017039: On the maximum likelihood estimator for the Generalized Extreme-Value distribution

Axel Bucher and Johan Segers

2017038: Beyond the Tweedie Reserving Model: The Collective Approach to Loss Development

Michel Denuit and Julien Trufin

2017037: Heterogeneous Liquidity Effects in Corporate Bond Spreads

Christian Hafner and Fabian Walders

2017036: Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation

Jan Dhaene, Els Godecharle, Katrien Antonio, Michel Denuit and Hamza Hanbali

2017035: Use of the beta-binomial model for central statistical monitoring of multicenter clinical trials

Lieven Desmet, David Venet, Erik Doffagne, Catherine Timmermans, Catherine Legrand, Tomasz Burzykowski and Marc Buyse

2017034: Copula directed acyclic graphs

Eugen Pircalabelu, Gerda Claeskens and Irène Gijbels

2017033: Top-down joint graphical lasso

Eugen Pircalabelu, Gerda Claeskens and Lourens J. Waldorp

2017032: Shrinkage Estimation for Multivariate Hidden Markov Mixture Models

Marc Fiecas, Jurgen Franke, Rainer von Sachs and Joseph Tadjuidje

2017031: A robust statistical approach to select adequate error distributions for financial returns

Julien Hambuckers and Cedric Heuchenne

2017030: Marginal standardization of upper semicontinuous processes with application to max-stable processes

Anne Sabourin and Johan Segers

2017029: Polar decomposition of regularly varying time series in star-shaped metric spaces

Johan Segers, Yuwei Zhao and Thomas Meinguet

2017028: Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death

Kock Yed Ake Samuel Gbari, Michel Poulain, Luc Dal and Michel Denuit

2017027: Portfolio selection in a multi-moment setting: A simple Monte-Carlo-FDH algorithm

Nicolas Nalpas, Leopold Simar and Anne Vanhems

2017026: Nonparametric Least Squares Methods for Stochastic Frontier Models

Leopold Simar, Ingrid Van Keilegom and Valentin Zelenyuk

2017025: Parametrically guided local quasi-likelihood with censored data

Majda Talamakrouni, Anouar El Ghouch and Ingrid Van Keilegom

2017024: Goodness-of-fit tests in semiparametric transformation models using the integrated regression function

Benjamin Colling and Ingrid Van Keilegom

2017023: ASCA+ and APCA+: Extensions of ASCA and APCA in the analysis of unbalanced multifactorial designs

Michel Thiel, Baptiste Feraud and Bernadette Govaerts

2017022: Semi-parametric Estimation in a Single-index Model with Endogenous Variables

Melanie Birke, Sebastien Van Bellegem and Ingrid Van Keilegom

2017021: Robustness of estimation methods in a survival cure model with mismeasured covariates

Aurelie Bertrand, Catherine Legrand, Daniel Leonard and Ingrid Van Keilegom

2017020: Semiparametric copula quantile regression for complete or censored data

Mickael De Backer, Anouar El Ghouch and Ingrid Van Keilegom

2017019: Efficiency and bootstrap in the promotion time cure model

Francois Portier, Anouar El Ghouch and Ingrid Van Keilegom

2017018: Updating mechanism for lifelong insurance contracts subject to medical inflation

Michel Denuit, Jan Dhaene, Hamza Hanbali, Nathalie Lucas and Julien Trufin

2017017: Clustered Levy processes and their financial applications

Donatien Hainaut

2017016: Contagion modeling between the financial and insurance markets with time changed processes

Donatien Hainaut

2017015: Large-Sample Approximations for Variance-Covariance Matrices of High-Dimensional Time Series

Ansgar Steland and Rainer von Sachs

2017014: Weak Diffusion Limits of Dynamic Conditional Correlation Models

Christian Hafner, Sébastien Laurent and Francesco Violante

2017013: Bounds on Kendall’s tau for zero-inflated continuous variables

Michel Denuit and Mhamed Mesfioui

2017012: Parametric conditional variance estimation in location-scale models with censored data

Cedric Heuchenne and Geraldine Laurent

2017011: Nonparametric estimation of dynamic discrete choice models for time series data

Byeong U. Park, Leopold Simar and Valentin Zelenyuk

2017010: Minimum Protection in DC Funding Pension Plans and Margrabe Options

Pierre Devolder and Sebastien de Valeriola

2017009: The Three Is of Public Schools: Irrelevant Inputs, Insufficient Resources and Inefficiency

Daniel Henderson, Leopold Simar and Le Wang

2017008: An augmented Taylor rule for the Federal Reserve's response to asset prices

Christian Hafner and Alexandre Lauwers

2017007: Semiparametric Estimation of Risk-return Relationships

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