Working Papers

From Catholique de Louvain - Institut de statistique
Universite Catholique de Louvain, Institut de Statistique, Voie du Roman Pays, 34 B-1348 Louvain- La-Neuve, Belgique..
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9917: A Simple GCV Method of Span Selection for Periodigram Smoothing: H.C. Ombao, J.A. Raz, R.L. Strawderman and R. von Sachs
9916: Nonparametric Estimation of Hazard Rate under the Constraint of Monotonicity: J.A. Gifford, I. Gijbels, P. Hall and L.-S. Huang
9912: A Nonparametric Least-Squares Test for Checking a Polynomial Relationship: I. Gijbels and V. Rousson
9908: Automatic Statistical Analysis of Bivariate Non-Stationary Time Series: H. Ombao, J. Raz, R. von Sachs and B. Malow
9906: Survival Data with Explanatory Processes: a Full Nonparametric Bayesian Analysis: J.-M. Rolin
9904: Statistical Inference in Nonparametric Frontier Models: the State of the Art: Leopold Simar and Paul Wilson
9901: Wavelets in Time Series Analysis: G.P. Nason and R. von Sachs
9812: The Cramer-Lundberg Approximation: A New Approach: P. Ars and J. Janssen
9811: A General Methodology for Bootstrapping in Nonparametric Frontier Models: Leopold Simar and Paul Wilson
9810: Productivity Growth in Industrialized Countries: Leopold Simar and Paul Wilson
9809: Une analyse non parametrique des distributions du revenu et des caracteristiques des menages: W. Hildenbrand, A. Kneip and K.J. Utikal
9808: Testing a Regression Model when we Have Smooth Alternatives in Mind: W. Hardle and A. Kneip
9807: Bayesian Evaluation of Non-Admissible Conditioning: The Case of Fisher Test: M. Mouchart and E. Scheihing
9806: Bayesian Evaluation of a Semi-Parametric Binary Response Model: E. Scheihing and M. Mouchart
9805: Identification Problems in a Class of Mixture Models with an Application to the LISREL Model: M. Mouchart and E. San Martin
9804: Demand Aggregation under Structural Stability: W. Hildenbrand and A. Kneip
9801: Multiple Hypotheses Testing with Partial Prior Information: J. Zhang
9704: Nonparametric Bayesian Survival Analysis: J-M Rolin
9702: A Bivariate Distribution Function Estimator and Its Variance under Left Truncation and Right Censoring: Y Gurler and I Gijbels
9612: Logarithmic Stock Returns: Leptokustosis, Heteroskedasticity and Change-Points: C Weiner
9610: Testing Monotonicity of Regression: A-W Bowman, M-C Jones and I Gijbels
9609: Interval and Band Estimation for Curves with Jumps: I Gijbels, P Hall and A Kneip
9608: Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative: Jean-Pierre Florens, Jean-Francois Richard and J-M Rolin
9606: Modelling Aggregate Consumption Expenditure and Income Distribution Effects: W Hildenbrand and A Kneip
9603: A Note on the Convergence of Nonparametric DEA Efficiency Measures: A Kneip, B-U Park and Leopold Simar
9602: Classical and Bayesian Inference Robustness in Multivariate Regression models: C Fernandez, Jacek Osiewalski and Mark Steel
9510: Model Estimation in Nonlinear Regression: J Engel and A Kneip
9504: GMM Estimation of Panel Probit Models: Nonparametric Estimation of the Optimal Instruments: I Bertsched and Michael Lechner
9501: La modelations econometrique des transitions individuelles sur le marche du travail: Jean-Pierre Florens, Denis Fougere, T Kamionka and M Mouchart
9303: Stochastic Frontiers: A Semiparametric Approach: B. Park, R.C. Sickles and Leopold Simar
9302: On the Distribution of Jumps of the Dirichlet Process: J.M. Rolin
9211: Multidimentional Change-Point Problems and Boundary Estimation: Alexandre Tsybakov
9210: Nonparametric Model For CCD Star Tracker: Korostelev, A.P.Chuslyaeva, I.
9209: Efficient Estimation of Monotone Boundaries: Alexandre Tsybakov, A.P. Korostelev and Leopold Simar
9208: Minimax Linewise Algorithm for Image Reconstruction: Alexandre Tsybakov and A.P. Korostelev
9207: Nonparametric Recursive Variance Estimation: Alexandre Tsybakov and U. Stadtmuller
9206: Roott-n Consistent Estimators of Entropy for Densities with Unbounded Support: Alexandre Tsybakov and E.C. Van Der Meulen
9205: ASymptotical Minimax Results in Image Analysis for Sets with Smooth Boundaries: Enno Mammen and Alexandre Tsybakov
9204: Applied Nonparametric Methods: W. Hardle
9203: Practical Performance of Several Data Driven Bandwidih Selectors: B. Park and B. Turlach
9202: Some Useful Properties on the Dirichlet Process: J.M. Rolin
9201: Efficient Semiparametric Estimation in Stochastic Frontier Model: B.U. Park and Leopold Simar
0116: Bootstrap Bandwidth Selection in Kernel Density Estimation from a Contaminated Sample: A. Delaigle and I. Gijbels
0115: Nonparametric Competing Risks Models: Identification and Strong Consistency: J.M. Rolin
0020: Semiparametric Efficient Estimation of AR(1) Panel Data Models: B.U. Park, R.C. Sickles and Leopold Simar
0013: Testing Restrictions in Nonparametric Efficiency Models: Leopold Simar and Paul Wilson
0012: Estimating a Changepoint, Boundary of Frontier in the Presence of Observation Error: P. Hall and Leopold Simar
7: Some Comments on Two Approximations Used for the Pricing of Reinstatements: J.F. Walhin
0007: Some Comments on Two Approximations Used for the Pricing of Reinstatements: J.F. Walhin
0004: Stochastic Analysis of Duplicates in Life Insurance Portfolios: M. Denuit
4: Stochastic Analysis of Duplicates in Life Insurance Portfolios: M. Denuit
0003: The Effect of Excess-of-Loss Reinsurance with Reinstatements of the Cedent's Portfolio: J.F. Walhin and J. Paris
3: The Effect of Excess-of-Loss Reinsurance with Reinstatements of the Cedent's Portfolio: J.F. Walhin and J. Paris
0002: Performance of the Bootstrap for DEA Estimators and Iterating the Principle: Leopold Simar and Paul Wilson
2: Performance of the Bootstrap for DEA Estimators and Iterating the Principle: Leopold Simar and Paul Wilson