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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

2017006: Measuring Firm Performance Using Nonparametric Quantile-type Distances

Abdelaati Daouia, Leopold Simar and Paul Wilson

2017005: The empirical beta copula

Johan Segers, Masaaki Sibuya and Hideatsu Tsukahara

2017004: Tail mutual exclusivity and Tail-VaR lower bounds

Ka Chun Cheung, Michel Denuit and Jan Dhaene

2017003: Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials

Giulia Marcon, Simone Padoan, Philippe Naveau, Pietro Muliere and Johan Segers

2017002: Preserving the Rothschild–Stiglitz type increase in risk with background risk: A characterization

Michel Denuit and Mhamed Mesfioui

2017001: Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models

Ana Lopez-Cheda, Ricardo Cao, Amalia Jacome and Ingrid Van Keilegom

2016049: Mixed scale joint graphical lasso

Eugen Pircalabelu, Gerda Claeskens and Lourens J. Waldorp

2016048: Focused model selection for social networks

Eugen Pircalabelu and Gerda Claeskens

2016047: Incorporation of nested frailties into semiparametric multi-state models

Federico Rotolo, Virginie Rondeau and Catherine Legrand

2016046: Testing parametric models in linear-directional regression

Eduardo Garcia Portugues, Ingrid Van Keilegom, Crujeiras and, Rosa M. and Wenceslao Gonzalez-Manteiga

2016045: Impact of volatility clustering on equity indexed annuities

Donatien Hainaut

2016044: Testing Hypotheses in Nonparametric Models of Production

Alois Kneip, Leopold Simar and Paul Wilson

2016043: SHAH: SHape-Adaptive Haar wavelets for image processing

Piotr Fryzlewicz and Catherine Timmermans

2016042: How to regress and predict in a Bland-Altman plot? Review and contribution based on tolerance intervals and correlated-errors-in-variables models

Bernard G. Francq and Bernadette Govaerts

2016041: Adaptive estimation of functionals in nonparametric instrumental regression

Christoph Breunig and Jan Johannes

2016040: A simple model for now-casting volatility series

Jörg Breitung and Christian Hafner

2016039: Nonparametric Estimation of Extremal Dependence

Anna Kiriliouk, Johan Segers and Michal Warchol

2016038: Controlling Variables in Social Systems - A Structural Modelling Approach

Michel Mouchart, Guillaume Wunsch and Federica Russo

2016037: From regulatory life tables to stochastic mortality projections: The exponential decline model

Michel Denuit and Julien Trufin

2016036: Multivariate Higher-Degree Stochastic Increasing Convexity

Michel Denuit and Mhamed Mesfioui

2016035: Inference in dynamic systems using B-splines and quasilinearized ODE penalties

Gianluca Frasso, Jonathan Jaeger and Philippe Lambert

2016034: Parameter estimation and inference in dynamic systems described by linear partial differential equations

Gianluca Frasso, Jonathan Jaeger and Philippe Lambert

2016033: A Bayesian approach to the semiparametric estimation of a minimum inhibitory concentration distribution

Stijn Jaspers, Philippe Lambert and Marc Aerts

2016032: Semi-parametric frailty model for clustered interval-censored data

Aysun Cetinyurek and Philippe Lambert

2016031: Bayesian inference in an extended SEIR model with nonparametric disease transmission rate: an application to the Ebola epidemic in Sierra Leone

Gianluca Frasso and Philippe Lambert

2016030: A Statistically adaptive sampling policy to the Hotelling's T^{2} Control Chart: Markov Chain Approach

Asghar Seif, Alireza Faraz, Cedric Heuchenne and Erwin Saniga

2016029: The Robust Economic Statistical Design of the Hotelling’s T^2 Chart

Alireza Faraz, Kamyar Chalaki, Erwin Saniga and Cedric Heuchenne

2016028: Estimating the out-of-sample predictive ability of trading rules: a robust bootstrap approach

Julien Hambuckers and Cedric Heuchenne

2016027: The effect of additive outliers on a fractional unit root test

Christian Hafner and Arie Premiger

2016026: Locally stationary Hawkes processes

Francois Roueff, Rainer von Sachs and Laure Sansonnet

2016025: Functional mixed effects wavelet estimation for spectra of replicated time series

Van Vinh Chau and Rainer von Sachs

2016024: Cost-effectiveness analysis in melanoma detection: A transition model applied to dermoscopy

Isabelle Tromme, Catherine Legrand, Brecht Devleesschauwer, Ulrike Leiter, Stefan Suciu, Alexander Eggermont and E.A.

2016023: Fertility progression in Germany: An analysis using flexible nonparametric cure survival models

Vincent Bremhorst, Michaela Kreyenfeld and Philippe Lambert

2016022: Assessing dataset equivalence and leveling data in geochemical mapping

Benoit Pereira, Aubry Vandeuren, Bernadette Govaerts and Philippe Sonnet

2016021: Heteroscedastic semiparametric transformation models: estimation and testing for validity

Natalie Neumeyer, Hohsuk Noh and Ingrid Van Keilegom