Reprints

Reprints 2018

RP2018/22 - DAVIS, R., DREES, H., SEGERS, J. and M. WARCHOŁ
Inference on the tail process with application to financial time series modelling.
In: Journal of Econometrics, 205, 505-525, 2018

RP2018/21 - DENUIT, M. and C. LEGRAND
Risk classification in life and health insurance: extension to continuous covariates
European Actuarial Journal, 8, 245–255, 2018

RP2018/20 - STELAND, A. and R. VON SACHS
Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage
Stochastic Processes and their Applications, 128, 2816-2855, 2018

RP2018/19 - EINMAHL, J., KIRILIOUK, A. and J. SEGERS,
A continuous updating weighted least squares estimator of tail dependence in high dimensions.
Extremes, 21, 205-233, 2018

RP2018/18 - BERGHAUS, B. and J. SEGERS
Weak convergence of the weighted empirical beta copula process
Journal of Multivariate Analysis, 166, 266-281, 2018

RP2018/17 - WUNSCH, G., MOUCHART, M. and F. RUSSO
Causal attribution in block-recursive social systems: A structural modeling perspective
Methodological Innovations, 11, 1-11, 2018

RP2018/16 - FÈVE, F., FLORENS, J-P. and I. VAN KEILEGOM
Estimation of Conditional Ranks and Tests of Exogeneity in Nonparametric Nonseparable Models
Journal of Business and Economic Statistics, 36 , 334-345, 2018

RP2018/15 - KIRILIOUK, A., ROOTZÉN, H., SEGERS, J. and J. WADSWORTH
Peaks over thresholds modelling with multivariate generalized Pareto distributions
Technometrics, Vol. to appear, p. n/a-n/a, 2018

RP2018/14 - J. SEGERS
Comments on “Human life is unlimited – but short” by H. Rootzén and D. Zholud
Extremes, Vol. to appear, p. n/a-n/a, 2018

RP2018/13 - GRESSANI, O. AND P. LAMBERT
Fast Bayesian inference using Laplace approximations in a flexible promotion time cure model based on P-splines
Computational Statistics & Data Analysis, 124, 151-167, 2018

RP2018/12 - PORTIER, F. and J. SEGERS
On the weak convergence of the empirical conditional copula under a simplifying assumption
Journal of Multivariate Analysis, 166, 160-181, 2018

RP2018/11 - HAINAUT, D., DEVOLDER, P. and A. PELSSER

Robust evaluation of SCR for participating life insurances under Solvency II
Insurance: Mathematics and Economics, 79, 107-123, 2018

RP2018/10 - SIMAR, L. and V. ZELENYUK
Central Limit Theorems for Aggregate Efficiency
Operations Research, 66, 137-149, 2018

RP2018/09 - HAFNER, C. MANNER, H. and L. SIMAR
The "Wrong Skewness" Problem in Stochastic Frontier Models: a new approach
Econometric Review, 37, 380-400, 2018

RP2018/08 - MASTROMARCO, C. and L. SIMAR
Globalization and productivity: A robust nonparametric world frontier analysis
Economic Modelling, 69, 134–149, 2018

RP2018/07 - BÜCHER, A. and J. SEGERS
Inference for heavy tailed stationary time series based on sliding blocks
Electronic Journal of Statistics, 12, 1098-1125, 2018

RP2018/06 - BARBIERI, A., TAMI, M., BRY, X., AZRIA, D., GOURGOU, S., BASCOUL-MOLLEVI, C. and C. LAVERGNE
EM algorithm estimation of a structural equation model for the longitudinal study of the quality of life
Statistics in Medicine, 37, 1031-1046, 2018

RP2018/05 - ROOTZÉN, H., SEGERS, J. and J. WADSWORTH
Multivariate peaks over thresholds models
Extremes, 21, 115-145, 2018

RP2018/04 - M. DENUIT
Risk apportionment and multiply monotone targets
Mathematical Social Sciences, 92, 74-77, 2018

RP2018/03 - ROOTZÉN, H., SEGERS, J. and J. WADSWORTH
Multivariate generalized Pareto distributions: Parametrizations, representations, and properties
Journal of Multivariate Analysis, 165, 117-131, 2018

RP2018/02 - DENUIT, M. and J. TRUFIN
Collective loss reserving with two types of claims in motor third party liability insurance
Journal of Computational and Applied Mathematics, 335, 168-184, 2018

RP2018/01 - BÜCHER, A. and J. SEGERS
Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series
Bernoulli, 24, 1427-1462, 2018 (Accepté/Sous presse)

Reprints 2017

RP2017/42 - D. HAINAUT
Continuous Mixed-Laplace Jump Diffusion Models for Stocks and Commodities.
Quantitative Finance and Economics, 1, 145-173, 2017

RP2017/41 - HAFNER, C. and A. PREMINGER
On asymptotic theory for ARCH(infinity) models
Journal of Time Series Analysis, 38, 865-879, 2017

RP2017/40 - HAFNER, C. and O. LINTON
An almost closed form estimator of the exponential GARCH model
Econometric Theory, 33, 1013-1038, 2017

RP2017/39 - BÜCHER, A. and J. SEGERS
On the maximum likelihood estimator for the Generalized Extreme-Value distribution
Extremes, 20, 839-872, 2017

RP2017/38 - DENUIT, M. and J. TRUFIN
Beyond the Tweedie Reserving Model: The Collective Approach to Loss Development
North American Actuarial Journal, 21, 611-619, 2017

RP2017/37 - HAFNER, C. and F. WALDERS
Heterogeneous Liquidity Effects in Corporate Bond Spreads
The Journal of Fixed Income, 26, 73-91, 2017

RP2017/36 - DHAENE, J., GODECHARLE, E., ANTONIO, K. DENUIT, M. and H. HANBALI
Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation
ASTIN Bulletin, 47, 803-836, 2017

RP2017/35 - DESMET, L., VENET, D., DOFFAGNE, E., TIMMERMANS, C., LEGRAND, C. BURZYKOWSKI, T. and M. BUYSE
Use of the beta-binomial model for central statistical monitoring of multicenter clinical trials
Statistics in Biopharmaceutical Research, 9, 1-11, 2017

RP2017/34 - BERTRAND, A., LEGRAND, C., CARROLL, R., DE MEESTER, C. and I. VAN KEILEGOM
Inference in a survival cure model with mismeasured covariates using a simulation-extrapolation approach
Biometrika, 104, 31-50, 2017

RP2017/33 - DEVOLDER, P. and A. LEBÈGUE
Iterated VaR or CTE measures: A false good idea?
Scandinavian Actuarial Journal, 2017, 287-318, 2017

RP2017/32 - FIECAS, M., FRANKE, J., VON SACHS, R. and J. TADJUIDJE
Shrinkage Estimation for Multivariate Hidden Markov Mixture Models
Journal of the American Statistical Association, 112, 424-435, 2017

RP2017/31 - HAMBUCKERS, J. and C. HEUCHENNE
A robust statistical approach to select adequate error distributions for financial returns. In: Journal of Applied Statistics, 44, 137-161, 2017

RP2017/30 - SABOURIN, A. and J. SEGERS
Marginal standardization of upper semicontinuous processes with application to max-stable processes
Journal of Applied Probability, 54, 773-796, 2017

RP2017/29 - SEGERS, J., ZHAO, Y. and T. MEINGUET
Polar decomposition of regularly varying time series in star-shaped metric spaces
Extremes, 20, 539-566 , 2017

RP2017/28 - GBARI, S., POULAIN, M., DAL, L. and M. DENUIT
Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death
North American Actuarial Journal, 21, 397-416, 2017

RP2017/27 - NALPAS, N., SIMAR, L. and A. VANHEMS
Portfolio selection in a multi-moment setting: A simple Monte-Carlo-FDH algorithm
European Journal of Operational Research, 263, 308-320, 2017

RP2017/26 - SIMAR, L., VAN KEILEGOM, I. and V. ZELENYUK
Nonparametric Least Squares Methods for Stochastic Frontier Models
Journal of Productivity Analysis, 47, 189-204, 2017

RP2017/25 - TALAMAKROUNI, M., EL GHOUCH, A. and I. VAN KEILEGOM
Parametrically guided local quasi-likelihood with censored data
Electronic Journal of Statistics, 11, 2773-2799, 2017

RP2017/24 - COLLING, B. and I. VAN KEILEGOM
Goodness-of-fit tests in semiparametric transformation models using the integrated regression function
Journal of Multivariate Analysis, 160, 10-30, 2017

RP2017/23 - THIEL, M., FERAUD, B. and B. GOVAERTS
ASCA+ and APCA+: Extensions of ASCA and APCA in the analysis of unbalanced multifactorial designs
Journal of Chemometrics, Available online: 21 June 2017, (to appear)

RP2017/22 - BIRKE, M., VAN BELLEGEM, S. and I. VAN KEILEGOM
Semi-parametric Estimation in a Single-index Model with Endogenous Variables
Scandinavian Journal of Statistics : theory and applications, 44, 168-191, 2017

RP2017/21 - BERTRAND, A., LEGRAND, C., LÉONARD, D. and I. VAN KEILEGOM

Robustness of estimation methods in a survival cure model with mismeasured covariates
Computational Statistics & Data Analysis, 113, 3-18, 2017

RP2017/20 - DE BACKER, M., EL GHOUCH, A. and I. VAN KEILEGOM
Semiparametric copula quantile regression for complete or censored data
Electronic Journal of Statistics, 11, 1660-1698, 2017

RP2017/19 - PORTIER, F., EL GHOUCH, A. and I. VAN KEILEGOM

Efficiency and bootstrap in the promotion time cure model
Bernoulli, 23, 3437–3468, 2017

RP2017/18 - DENUIT, M., DHAENE, J., HANBALI, H., LUCAS, N. and J. TRUFIN
Updating mechanism for lifelong insurance contracts subject to medical inflation
European Actuarial Journal, 7, 133-163, 2017

RP2017/17 - D. HAINAUT
Clustered Lévy processes and their financial applications
Journal of Computational and Applied Mathematics, 319, 117-140, 2017

RP2017/16 - D. HAINAUT
Contagion modeling between the financial and insurance markets with time changed processes
Insurance: Mathematics and Economics, 74, 63-77, 2017

RP2017/15 - STELAND, A. and R. VON SACHS
Large-Sample Approximations for Variance-Covariance Matrices of High-Dimensional Time Series
Bernoulli, 23(4A), 2299–2329, 2017

RP2017/14 – HAFNER, C., LAURENT, S. and F. VIOLANTE
Weak diffusion limits of dynamic conditional correlation models
Econometric Theory, 33, 691-716, 2017

RP2017/13 - DENUIT, M. and M. MESFIOUI
Bounds on Kendall’s tau for zero-inflated continuous variables
Statistics & Probability Letters, 126, 173-178, 2017

RP2017/12 - HEUCHENNE, C. and G. LAURENT
Parametric conditional variance estimation in location-scale models with censored data
Electronic Journal of Statistics, 11, 148-176, 2017

RP2017/11 - PARK, B.U., SIMAR, L. and V. ZELENYUK
Nonparametric estimation of dynamic discrete choice models for time series data
Computational Statistics & Data Analysis, 108, 97-120, 2017

RP217/10 - DEVOLDER, P. and S. DE VALERIOLA.
Minimum Protection in DC Funding Pension Plans and Margrabe Options
Risks, 5, 5, 1-14, 2017

RP2017/09 - HENDERSON, D., SIMAR, L. and L. WANG
The Three Is of Public Schools: Irrelevant Inputs, Insufficient Resources and Inefficiency
Applied Economics, 49, 1164-1184, 2017

RP2017/08 - HAFNER, C. and A. LAUWERS
An augmented Taylor rule for the Federal Reserve's response to asset prices
International Journal of Computational Economics and Econometrics, 7, 115-151, 2017

RP2017/07 - ESCANCIANO, J. C., PARDO-FERNANDEZ, J. C. and I. VAN KEILEGOM
Semiparametric Estimation of Risk-return Relationships
Journal of Business and Economic Statistics, 35, 40-52, 2017

RP2017/06 - DAOUIA, A., SIMAR, L. and P. WILSON
Measuring Firm Performance Using Nonparametric Quantile-type Distances
Econometric Reviews, 36, 156-181, 2017

RP2017/05 - SEGERS, J., SIBUYA, M. and H. TSUKAHARA
The Empirical Beta Copula
Journal of Multivariate Analysis, 155, 35-51, 2017

RP2017/04 - CHEUNG, K. C., DENUIT, M. and J. DHAENE
Tail mutual exclusivity and Tail-VaR lower bounds
Scandinavian Actuarial Journal, 2017, 88-104, 2017

RP2017/03 - MARCON, G., PADOAN, S., NAVEAU P. MULIERE, P. and J. SEGERS
Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
Journal of Statistical Planning and Inference, 183, 1-17, 2017

RP2017/02 - DENUIT, M. and M. MESFIOUI
Preserving the Rothschild–Stiglitz type increase in risk with background risk: A characterization
Insurance: Mathematics and Economics, 72, 1–5, 2017

RP2017/01 - LOPEZ-CHEDA, A., CAO, R., JACOME, A. and I. VAN KEILEGOM
Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models
Computational Statistics & Data Analysis, 105, 144-165, 2017

Reprints 2016

RP2016/47 - ROTOLO, F., RONDEAU, V. and C. LEGRAND
Incorporation of nested frailties into semiparametric multistate models
Statistics in Medicine, 35, 609-621, 2016

RP2016/46 - GARCIA PORTUGUES, E., VAN KEILEGOM, I., CRUJEIRAS, R. and W. GONZALES-MANTEIGA
Testing parametric models in linear-directional regression
Scandinavian Journal of Statistics, 43, 1178-1191, 2016

RP2016/45 - D. HAINAUT
Impact of volatility clustering on equity indexed annuities
Insurance: Mathematics and Economics, 71, 367-381, 2016

RP2016/44 - KNEIP, A.; SIMAR, L. AND P. WILSON
Testing Hypotheses in Nonparametric Models of Production
Journal of Business and Economic Statistics, 34, 435-456, 2016

RP2016/43 - FRYZLEWICZ, P. AND C. TIMMERMANS
SHAH: SHape-Adaptive Haar wavelets for image processing
Journal of Computational and Graphical Statistics, 25, 879-898, 2016

RP2016/42 - FRANCQ, B. AND B. GOVAERTS
How to regress and predict in a Bland-Altman plot? Review and contribution based on tolerance intervals and correlated-errors-in-variables models
Statistics in Medicine, 35, 2328-2358, 2016

RP2016/41 - BREUNIG, C. AND J. JOHANNES
Adaptive estimation of functionals in nonparametric instrumental regression
Econometric Theory, 32, 612-654, 2016

RP2016/40 - BREITUNG, J. and C. HAFNER
A simple model for now-casting volatility series
International Journal of Forecasting, 32, 1247-1255, 2016

RP2016/39 - KIRILIOUK, A., SEGERS, J. and M. WARCHOL
Nonparametric Estimation of Extremal Dependence
In: Dipak K. Dey, Jun Yan (eds.), Extreme Value Modeling and Risk Analysis: Methods and Applications
Taylor & Francis Group, 353-369, 2016

RP2016/38 - MOUCHART, M., WUNSCH, G. and F. RUSSO
Controlling Variables in Social Systems - A Structural Modelling Approach
Bulletin de méthodologie sociologique, 132, 5-25, 2016

RP2016/37 - M. DENUIT, M. and J. TRUFIN
From regulatory life tables to stochastic mortality projections: The exponential decline model.
Insurance: Mathematics and Economics, 71, 295-303, 2016

RP2016/36 - DENUIT, M. and M. MESFIOUI
Multivariate Higher-Degree Stochastic Increasing Convexity.
Journal of Theoretical Probability, 29,1599-1623, 2016

RP2016/35 - FRASSO, G., JAEGER, J. and P. LAMBERT
Inference in dynamic systems using B-splines and quasilinearized ODE penalties
Biometrical Journal : journal of mathematical methods in biosciences, 58, 691-714, 2016

RP2016/34 - FRASSO, G., JAEGER, J. and P. LAMBERT
Parameter estimation and inference in dynamic systems described by linear partial differential equations
A St A, 100, 259-287, 2016

RP2016/33 - JASPERS, S., LAMBERT, P. and M. AERTS
A Bayesian approach to the semiparametric estimation of a minimum inhibitory concentration distribution
Annals of Applied Statistics, 10, 906-924, 2016

RP2016/32 - CETINYÜREK, A. and P. LAMBERT
Semi-parametric frailty model for clustered interval-censored data
Statistical Modelling, 16, 360-391, 2016

RP2016/31 - FRASSO, G. and P. LAMBERT
Bayesian inference in an extended SEIR model with nonparametric disease transmission rate: an application to the Ebola epidemic in Sierra Leone
Biostatistics, 17, 779-792, 2016

RP2016/30 - SEIF, A., FARAZ, A., HEUCHENNE, C. and E. SANIGA
A Statistically adaptive sampling policy to the Hotelling's T^{2} Control Chart: Markov Chain Approach
Communications in Statistics: Theory and Methods, 45, 3919-3929, 2016

RP2016/29 - FARAZ, A., CHALAKI, K., SANIGA, E. and C. HEUCHENNE
The Robust Economic Statistical Design of the Hotelling’s T^2 Chart
Communications in Statistics: Theory and Methods, 45, 6989-7001, 2016

RP2016/28 - HAMBUCKERS, J. and C. HEUCHENNE
Estimating the out-of-sample predictive ability of trading rules: a robust bootstrap approach
Journal of Forecasting, 35, 347-372, 2016

RP2016/27 - HAFNER, C. and A. PREMIGER
The effect of additive outliers on fractional unit root test
A St A - Advances in Statistical Analysis, 100, 401-420, 2016

RP2016/26 - ROUEFF, F. VON SACHS, R. and L. SANSONNET
Locally stationary Hawkes processes
Stochastic Processes and Their Applications, 126, 1710-1743, 2016

RP2016/25 - CHAU, J. and R. VON SACHS
Functional mixed effects wavelet estimation for spectra of replicated time series
Electronic Journal of Statistics, 10, 2461-2510, 2016

RP2016/24 - TROMME, I., LEGRAND, C., DEVLEESSCHAUWER, B., LEITER, U., SUCIU, S., EGGERMONT, A., SACRÉ, L.; BAURAIN, J-F., THOMAS, L., BEUTELS, P. and N. SPEYBROECK

Cost-effectiveness analysis in melanoma detection: A transition model applied to dermoscopy
European Journal of Cancer, 67, 38-45, 2016

RP2016/23 - BREMHORST, V., KREYENFELD, M. and P. LAMBERT
Fertility progression in Germany: An analysis using flexible nonparametric cure survival models
Demographic Research, 35, 505-534, 2016

RP2016/22 - PEREIRA, B., VANDEUREN, A. GOVAERTS, B. and P. SONNET (2016)
Assessing dataset equivalence and leveling data in geochemical mapping
Journal of Geochemical Exploration, 168, 36-48, 2016

RP2016/21 - NEUMEYER, N., NOH, H. and I. VAN KEILEGOM (2016)
Heteroscedastic semiparametric transformation models: estimation and testing for validity
Statistica Sinica, 26, 925-954, 2016

RP2016/20 - LI, D., SIMAR, L. and V. ZELENYUK (2016)
Generalized nonparametric smoothing with mixed discrete and continuous data
Computational Statistics & Data Analysis, 100, 422-444, 2016

RP2016/19 - SCHINZINGER, E., DENUIT, M. and M. CHRISTIANSEN (2016)
A multivariate evolutionary credibility model for mortality improvement rates
Insurance: Mathematics and Economics, 69, 70-81, 2016

RP2016/18 - COLLING, B. and I. VAN KEILEGOM (2016)
Goodness-of-fit tests in semiparametric transformation models
Test, 25, 297-308, 2016

RP2016/17 - MOUCHART, M. and R. ORSI (2016)
Building a Structural Model: Parameterization and Structurality
Econometrics, 4, 1-16, 2016

RP2016/16 - SCOLAS, S., EL GHOUCH, A., LEGRAND, C. and A. OULHAJ (2016)
Variable selection in a flexible parametric mixture cure model with interval-censored data
Statistics in Medicine, 35, 1210-1225, 2016

RP2016/15 - DENUIT, M., EECKHOUDT, L. LIU, L. and J. MEYER (2016)
Tradeoffs for Downside Risk-Averse Decision-Makers and the Self-Protection Decision
The Geneva Risk and Insurance Review, 41, 19-47, 2016

RP2016/14 - CAZALS, C., FEVE, F., FLORENS, J-P. and L. SIMAR (2016)
Non Parametric Instrumental Variables Estimation for Efficiency Frontier
Journal of Econometrics, 190, 349-359, 2016

RP2016/13 - DARAIO, C. and L. SIMAR (2016)
Efficiency and benchmarking with directional distances: a data-driven approach
The journal of the Operational Research Society, 67, 928-944, 2016

RP2016/12 - CADENA, M. and M. DENUIT (2016)
Semi-parametric accelerated hazard relational models with applications to mortality projections
Insurance: Mathematics and Economics, 68, 1-16, 2016

RP2016/11 - DAOUIA, A., NOH, H. and B. PARK (2016)
Data envelope fitting with constrained polynomial splines
Journal of the Royal Statistical Society. Series B, Statistical methodology, 78, 3-30, 2016

RP2016/10 - GONZALEZ-MANTEIGA, W., MARTINEZ-MIRANDA, M. and I. VAN KEILEGOM (2016)

Goodness-of-fit test in parametric mixed effects models based on estimation of the error distribution
Biometrika, 1–14, 2016

RP2016/09 - DENUIT, M. and L. EECKHOUDT (2016)
Risk aversion, prudence, and asset allocation: a review and some new developments
Theory and Decision, 80, 227-243, 2016

RP2016/08 - TIMMERMANS, C., VENET, D. and T. BURZYKOWSKI (2016)
Data-driven risk identification in phase III clinical trials using central statistical monitoring
International Journal of Clinical Oncology, 21, 38-45, 2016

RP2016/07 - SIMAR, L., VANHEMS, A. and I. VAN KEILEGOM (2016)
Unobserved heterogeneity and endogeneity in nonparametric frontier estimation
Journal of Econometrics, 190, 360-373, 2016

RP2016/06 - TIMMERMANS, C., DOFFAGNE, E., VENET, D., LEGRAND, C., BURZYKOWSKI, T. and M. BUYSE (2016)
Statistical monitoring of data quality and consistency in the Stomach Cancer Adjuvant Multi-institutional Trial Group Trial
Gastric Cancer, 19, 24-30, 2016

RP2016/05 - TROMME, I., LEGRAND, C., DEVLEESSCHAUWER, B., LEITER, U., SUCIU, S., EGGERMONT, A., FRANCART, J., CALAY, F. HAAGSMA, J. BAURAIN, J-F., THOMAS, L., BEUTELS, P. and N. SPEYBROEK (2016)
Melanoma burden by melanoma stage: Assessment through a disease transition model
European Journal of Cancer, 53, 33-41, 2016

RP2016/04 - EINMAHL, J. KIRILIOUK, A., KRAJINA, A. and J. SEGERS (2016)
An M-estimator of spatial tail dependence
Journal of the Royal Statistical Society, 78, 275-298, 2016

RP2016/03 - GBARI, S. and M. DENUIT (2016)
Stochastic approximations in CBD mortality projection models
Journal of Computational and Applied Mathematics, 296, 102-115, 2016

RP2016/02 - BREMHORST, V. and P. LAMBERT (2016)
Flexible estimation in cure survival models using Bayesian P-splines
Computational Statistics & Data Analysis, 93, 270-284, 2016

RP2016/01 - TALAMAKROUNI, M., VAN KEILEGOM, I. and A. EL GHOUCH (2016)
Parametrically guided nonparametric density and hazard estimation with censored data
Computational Statistics & Data Analysis, 93, 308-323, 2016

Reprints 2015

RP2015/42 - A. BÜCHER (2015)
A Note on Weak Convergence of the Sequential Multivariate Empirical Process Under Strong Mixing
Journal of Theoretical Probability, 28, 1028-1037, 2015

RP2015/41 - BOCART, F. and C. HAFNER (2015)
Volatility of price indices for heterogenous goods with applications to the fine art market
Journal of Applied Econometrics, 30, 291–312, 2015

RP2015/40 - BOCART, F. and C. HAFNER (2015)
Fair Revaluation of wine as an investment
Journal of Wine Economics, 10, 190-203, 2015

RP2015/39 - HAFNER, C. and A. PREMIGER (2015)
An ARCH model without intercept
Economics Letters, 129, 13-17, 2015

RP2015/38 - Hafner, C.M., Preminger, A. (2015)
A note on the Tobit model in the presence of a duration variable
Economics Letters, 126, 47-50, 2015

RP2015/37 - FARAZ, A., HEUCHENNE, C. and W. WOODALL (2015)
Guaranteed conditional performance of the S2 control chart with estimated parameters
International Journal of Production Research, 53, 4405-4413, 2015

RP2015/36 - FARAZ, A., SANIGA, E. and C. HEUCHENNE (2015)
Shewhart Control Charts for Monitoring Reliability with Weibull Lifetimes
Quality and Reliability Engineering International, 31, 1565-1574, 2015

RP2015/35 - GILLET, P., RAPAILLE, A. BENOIT, A., CEINOS, M., BERTRAND, O., DE BOUYALSKY, I. GOVAERTS,B. and M. LAMBERMONT (2015)
First-time whole blood donation: A critical step for donor safety and retention on first three donations
Transfusion Clinique et Biologique, 22, 312-317, 2015

RP2015/34 - MASTROMARCO, C., and L. SIMAR (2015)
Effect of FDI and Time on Catching-up: New Insights from a Conditional Nonparametric Frontier Analysis
Journal of Applied Econometrics, 30, 826-847, 2015

RP2015/33 - BOSCOLO, E., LIMAYE, N., HUANG, L., KANG, K-T., SOBLET, J., UEBELHOER, M., MENDOLA, A., NATYNKI, M., SERONT, E., DUPONT, S., HAMMER, J., LEGRAND, C., BRUGNARA, C., EKLUND, L., VIKKULA, M., BISCHOFF, J. and L. BOON (2015)
Rapamycin improves TIE2-mutated venous malformation in murine model and human subjects
Journal of Clinical Investigation, 125, 3491-3504, 2015

RP2015/32 - VARUGHESE, M. , VON SACHS, R., STEPHANOU, M. and B. BASSET (2015)
Non-parametric Transient Classification using Adaptive Wavelets
Monthly Notices of the Royal Astronomical Society, 453, 2848-2861, 2015

RP2015/31 - DONNEAU, A-F., MAUER, M., LAMBERT, P. LESAFFRE, E. and A. ALBERT (2015)
Testing the proportional odds assumption in multiply imputed ordinal longitudinal data
Journal of Applied Statistics, 42, 2257-2279, 2015

RP2015/30 - ROSAS AGUIRRE, A., ERHART, A., LLANOS-CUENTAS, A., BRANCH, O., BERKVENS, D. ABATIH, E., LAMBERT, P., FRASSO, G., RODRIGUEZ, H., GAMBOA, D., SIHUINCHA, M., ROSANAS-URGELL, A., D'ALESSANDRO, U. and N. SPEYBROEK (2015)
Modelling the potential of focal screening and treatment as elimination strategy for Plasmodium falciparum malaria in the Peruvian Amazon Region
Parasites & Vectors, 8, 1-12, 2015

RP2015/29 - DEVOLDER, P. and R. MELIS (2015)
Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework
Astin Bulletin, 45, 551-575, 2015

RP2015/28 - BEN OMRANE, W. and C. HAFNER (2015)
Macroeconomic news surprises and volatility spillover in foreign exchange markets
Empirical Economics, 48, 577-607, 2015

RP2015/27 - DENUIT, M. HUANG, R. and L. TZENG (2015)
Almost expectation and excess dependence notions
Theory and Decision, 79, 375-401, 2014

RP2015/26 - CHARPENTIER, A., DENUIT, M. and R. ELIE (2015)
Segmentation et mutualisation, les deux faces d'une même pièce?
Risques, 103, 57-61, 2015

RP2015/25 - HEUCHENNE, C., RAWANE, S. anc I. VAN KEILEGOM (2015)
Estimating the error distribution in semiparametric transformation models
Electronic Journal of Statistics, 9, 2391-2419, 2015

RP2015/24 - FERAUD, B., GOVAERTS, B., VERLEYSEN, M. and P. DE TULLIO (2015)
Statistical treatment of 2D NMR COSY spectra in metabolomics: data preparation, clustering-based evaluation of the Metabolomic Informative Content and comparison with 1H-NMR
Metabolomics, 11, 1756-1768, 2015

RP2015/23 - DREES, H., SEGERS, J. and M. WARCHOL (2015)
Statistics for Tail Processes of Markov Chains
Extremes, 18, 369-402, 2015

RP2015/22 - SIMAR, L. and P. WILSON (2015)
Statistical Approaches for Nonparametric Frontier Models: A Guided Tour
International Statistical Review, 83, 77-110, 2015

RP2015/21 - DENUIT, M., HABERMAN, S. and A. RENSHAW (2015)
Longevity-contingent deferred life annuities
Journal of Pension Economics and Finance, 14, 315-327, 2015

RP2015/20 - DENUIT, M. and J. TRUFIN (2015)
Model points and Tail-VaR in life insurance
Insurance: Mathematics and Economics, 64, 268-272, 2015

RP2015/19 - VON SACHS, R. and C. TIMMERMANS (2015)
The BAGIDIS distance: about a fractal topology, with applications to functional classification and prediction
In: Anestis Antoniadis, Jean-Michel Poggi, Xavier Brossat, Modeling and Stochastic Learning for Forecasting in High Dimensions (Lecture Notes in Statistics; 217)
Springer, 319-339, 2015

RP2015/18 - PARK, B., SIMAR, L. and V. ZELENYUK (2015)
Categorical data in local maximum likelihood: theory and applications to productivity analysis
Journal of Productivity Analysis, 43, 199-214, 2015

RP2015/17 - DARAIO, C., BONACCORSI, A. and L. SIMAR (2015)
Efficiency and economies of scale and specialization in European universities: a directional distance approach
Journal of Informetrics, 9, 430-448, 2015

RP2015/16 - SUJICA, A. and I. VAN KEILEGOM (2015)
Estimation of location and scale functionals in nonparametric regression under copula dependent censoring
Canadian Journal of Statistics, 43, 306-335, 2015

RP2015/15 - TALAMAKROUNI, M., EL GHOUCH, A. and I. VAN KEILEGOM (2015)
Guided Censored Regression
Scandinavian Journal of Statistics : theory and applications, 42, 214-233, 2015

RP2015/14 - DHAENE, J., STASSEN, B., DEVOLDER, P. and M. VELLEKOOP (2015)

The minimal entropy martingale measure in a market of traded financial and actuarial risks
Journal of Computational and Applied Mathematics, 282, p. 111-133, 2015

RP2015/13 - NOH, H., EL GHOUCH, A. and I. VAN KEILEGOM (2015)
Semiparametric Conditional Quantile Estimation Through Copula-Based Multivariate Models
Journal of Business & Economic Statistics, 33, 167-178, 2015

Best paper award 2014

RP2015/12 - DONNEAU, A-F., MAUER, M., LAMBERT, P., MOLENBERGHS, G. and A. ALBERT (2015)
Simulation-based study comparing multiple imputation methods for non-monotone missing ordinal data in longitudinal settings
Journal of Biopharmaceutical Statistics, 25, 570-601, 2015

RP2015/11 - DENUIT, M., KIRILIOUK, A. and J. SEGERS (2015)
Max-factor individual risk models with application to credit portfolios
Insurance: Mathematics and Economics, 62, 162-172, 2015

RP2015/10 - JANSSENS, A. and J. SEGERS (2014)
Markov tail chains
Journal of Applied Probability, 51, 1133-1153, 2014

RP2015/09 - DARAIO, C. BONACCORSI, A. and L. SIMAR (2015)
Rankings and university performance: A conditional multidimensional approach
European Journal of Operational Research, 244, 918-930, 2015

RP2015/08 - KNEIP, A., SIMAR, L. and P. WILSON (2015)
When Bias Kills the Variance: Central Limit Theorems for DEA and FDH Efficiency Scores
Econometric Theory, 31, 394–422, 2015

RP2015/07 - TIMMERMANS, C. and R. VON SACHS (2015)
A novel semi-distance for measuring dissimilarities of curves with sharp local patterns
Journal of Statistical Planning and Inference, 160, 35-50, 2015

RP2015/06 - HAEDO, C. and M. MOUCHART (2015)
Specialized agglomerations with Lattice data: Model and detection
Spatial Statistics, 11, 113-131, 2015

RP2015/05 - J. SEGERS (2015)
Hybrid copula estimators
Journal of Statistical Planning and Inference, 160, 23-34, 2015

RP2015/04 - KNEIP, A., SIMAR, L. and I. VAN KEILEGOM (2015)
Frontier estimation in the presence of measurement error with unknown variance
Journal of Econometrics, 184, 379-393, 2015

RP2015/03 - HOBAEK HAFF, I. and J. SEGERS (2015)
Nonparametric estimation of pair-copula constructions with the empirical pair-copula
Computational Statistics & Data Analysis, 84, 1-13, 2015

RP2015/02 - COLLING, B., HEUCHENNE, C., SAMB, R. and I. VAN KEILEGOM (2015)
Estimation of the Error Density in a Semiparametric Transformation Model
Annals of the Institute of Statistical Mathematics, 67, 1-18, 2015

RP2015/01 - MESFIOUI, M. and M. DENUIT (2015)
Comonotonicity, orthant convex order and sums of random variables
Statistics & Probability Letters, 96, 356-364, 2015

Reprints 2014

RP2014/53 - FARAZ, A., CELANO, G., SANIGA, E., HEUCHENNE, C. and S. FICHERA (2014)
The variable parameters T ^{2} chart with run rules
Statistical Papers, 55, 933-950, 2014

RP2014/52 - YANG, S. J. and Y. K. LEEY (2014)
Generalized partially linear varying coefficient models with multiple smoothing variables
Journal of the Korean Statistical Society, 43, 315-321 (2014)

RP2014/51 - YANG, S. J. and B. U. PARK (2014)
Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables
Journal of Multivariate Analysis, 126, 100-113 (2014)

RP2014/50 - PORTIER, F. and B. DELYON (2014)
Bootstrap testing of the rank of a matrix via least- squared constrained estimation
Journal of the American Statistical Association, 109, 160-172, 2014

RP2014/49 - B. FRANCQ (2014)
Bootstrap in Errors-in-Variables Regressions Applied to Methods Comparison Studies
Informatica Medica Slovenica, 19, 1-11, 2014

RP2014/48 - HOCHEDEZ, J-F., TIMMERMANS, C., HAUCHECORNE, A. and M. MEFTAH (2014)
Dark signal correction for a lukecold frame-transfer CCD: New method and application to the solar imager of the PICARD space mission
Astronomy & Astrophysics, 561, A17, 2014

RP2014/47 - FARAZ, A., HEUCHENNE, C., SANIGA, E. and A. COSTA (2014)
Double Objective Economic Statistical Design of the VP T² Control Chart: Wald’s identity approach
Journal of Statistical Computation and Simulation, 84, 2123-2137, 2014

RP2014/46 - ALMEIDA RODRIGUEZ, C. and M. MOUCHART (2014)
Testing Normality of latent variables in the polychoric correlation
Statistica, 1, 3-25, 2014

RP2014/45 - FIECAS, M. and R. VON SACHS (2014)
Data-driven shrinkage of the spectral density matrix of a high-dimensional time series
Electronic Journal of Statistics, 8, 2975-3003, 2014

RP2014/44 - PARDO-FERNANDEZ, J.C., RODRIGUEZ-ALVAREZ, M. and I. VAN KEILEGOM (2014)
A review on ROC curves in the presence of covariates
Revstat Statistical Journal, 12, 21-24, 2014

RP2014/43 - DENUIT, M. LIU, L. and J. MEYER (2014)
A separation theorem for the weak s-convex orders
Insurance: Mathematics and Economics, 59, 279-284, 2014

RP2014/42 - TROMME, I., DEVLEESSCHAUWER, B., BEUTELS, P., RICHEZ, P., PRAET, N., SACRÉ, L. , MAROT, L., VAN EECKHOUT, P., THEATE, I., BAURAIN, J-F., LAMBERT, J., LEGRAND, C., THOMAS, L. and N. SPEYBROECK
Selective use of sequential digital dermoscopy imaging allows a cost reduction in the melanoma detection process: a belgian study of patients with a single or a small number of atypical nevi
PLoS One, 9, e109339, 2014

RP2014/41 - PIGEON, M., DE FRAHAN, B., and M. DENUIT (2014)
Evaluation of the EU proposed farm income stabilisation tool by skew normal linear mixed models
European Actuarial Journal, 4, 383-409, 2014

RP2014/40 - DENUIT, M., HUANG, R. and L. TZENG (2014)
Bivariate almost stochastic dominance
Economic Theory, 57, 377-405, 2014

RP2014/39 - MOREIRA, C., DE UÑA-ÁLVAREZ, J., and I. VAN KEILEGOM (2014)
Goodness-of-fit tests for a semiparametric model under random double truncation
Computational Statistics, 29, 1365-1379, 2014

RP2014/38 - TROMME, I., DEVLEESSCHAUWER, B., BEUTELS, P., RICHEZ, P., LEROY, A., BAURAIN, J.-F., CORNELIS, F., BERTRAND, C., LEGRAND, N., DEGUELDRE, J. , THOMAS, L. , LEGRAND, C., LAMBERT, J. , HAAGSMA, J. and N. SPEYBROECK (2014)
Health-related quality of life in patients with melanoma expressed as utilities and disability weights
British Journal of Dermatology, 171, 1443-1450, 2014

RP2014/37 - DESMET, L., VENET, D., DOFFAGNE, E., TIMMERMANS, C., BURZYKOWSKI, T., LEGRAND, C., and M. BUYSE (2014)
Linear mixed-effects models for central statistical monitoring of multicenter clinical trials
Statistics in Medicine, 33, 5265-5279, 2014

RP2014/36 - DEVOLDER, P. and G. PISCOPO (2014)
Solvency Analysis of defined benefit pension schemes
In: Marco Corazza, Claudio Pizzi, Mathematical and Statistical Methods for Actuarial Sciences and Finance
Springer International Publishing, 141-150, 2014

RP2014/35 - LOEYS, T., LEGRAND, C., SCHETTINO, A., and G. POURTOIS (2014)
Semi-parametric proportional hazards models with crossed random effects for psychometric response times
British Journal of Mathematical and Statistical Psychology, 67, 304-327, 2014

RP2014/34 - MUNDA, M. and C. LEGRAND (2014)

Adjusting for centre heterogeneity in multicentre clinical trials with a time-to-event outcome
Pharmaceutical Statistics : the journal of applied statistics in the pharmaceutical industry, 13, 145-152, 2014

RP2014/33 - JAEGER, J. and P. LAMBERT (2014)
Bayesian penalized smoothing approaches in models specified using differential equations with unknown error distributions
Journal of Applied Statistics, 41, 2709-2726, 2014

RP2014/32 - P. LAMBERT (2014)
Spline approximations to conditional Archimedean copula
Stat, 3, 200-217, 2014

RP2014/31 - GAO, R., WANG, C. and C. HAFNER (2014)
The Impact of Acquisitions on New Technology Stocks: The Google–Motorola Case
Annals of Financial Economics, 9, 3-35, 2014

RP2014/30 - MCALEER, M. and C. HAFNER (2014)
A One Line Derivation of EGARCH
Econometrics, 2, 92-97, 2014

RP2014/29 - EL MEHDI, R. and C. HAFNER (2014)
Local Government Efficiency: The Case of Moroccan Municipalities
African Development Review, 26, 88-101, 2014

RP2014/28 - EL MEHDI, R. and C. HAFNER (2014)
Inference in stochastic frontier analysis with dependent error terms
Mathematics and Computers in Simulation, 102, 104-116, 2014

RP2014/27 - BERTRAND, A. and C. HAFNER (2014)
On heterogeneous latent class models with applications to the analysis of rating scores
Computational Statistics, 29, 307-330, 2014

RP2014/26 - JOHANNES, J., SCHENK, R. and A. SIMONI (2014)
Adaptive Bayesian estimation in Gaussian
In: Enea G. Bongiorno, Ernesto Salinelli, Aldo Goia, Philippe Vieu, Contributions in Infinite-Dimensional Statistics And Related Topics
Società Editrice Escapulio sad, 162-172, 2014

RP2014/25 - TAAMOUTI, A., BOUEZMARNI, T. and A. EL GHOUCH (2014)
Nonparametric estimation and inference for conditional density based Granger causality measures
Journal of Econometrics, 180, 251-264, 2014

RP2014/24 - PIGEON, M., ANTONIO, K. and M. DENUIT (2014)
Individual loss reserving using paid–incurred data
Insurance: Mathematics and Economics, 58, 121-131, 2014

RP2014/23 - GBARI, S. and M. DENUIT (2014)
Efficient approximations for numbers of survivors in the Lee–Carter model
Insurance: Mathematics and Economics, 59, 71-77, 2014

RP2014/22 - ACHARYA, V., ENGLE, R. and D. PIERRET (2014)
Testing macroprudential stress tests: The risk of regulatory risk weights
Journal of Monetary Economics, 65, 36-53, 2014

RP2014/21 - SEGERS, J., VAN DEN AKKER, R. and B. WERKER (2014)
Semiparametric Gaussian copula models: Geometry and efficient rank-based Estimation
Annals of Statistics, 42, 1911-1940, 2014

RP2014/20 - BÜCHER, A. KOJADINOVIC, I. ROHMER, T. and J. SEGERS (2014)
Detecting changes in cross-sectional dependence in multivariate time series
Journal of Multivariate Analysis, 132, 111-128, 2014

RP2014/19 -BÜCHER, A. and J. SEGERS (2014)
Extreme value copula estimation based on block maxima of a multivariate stationary time series
Extremes : statistical theory and applications in science, engineering and economics, 17, 495-528, 2014

RP2014/18 - BÜCHER, A., SEGERS, J. and S. VOLGUSHEV (2014)
When uniform weak convergence fails: empirical processes for dependence functions via epi- and hypographs
Annals of Statistics, 42, 1598-1634, 2014

RP2014/17 - CHRISTIANSEN, M., DENUIT, M. and J. DHAENE (2014)
Reserve-dependent benefits and costs in life and health insurance contracts
Insurance: Mathematics and Economics, 57, 132-137, 2014

RP2014/16 - HÄRDLE, W., PRASTYO, D. and C. HAFNER (2014)

Support Vector Machines with Evolutionary Model Selection for Default Prediction
In: Jeffrey S. Racine, Liangjun Su, and Aman Ullah (eds.), The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
Oxford University Press, 346-373, 2014

RP2014/15 - FRANCQ, B. and B. GOVAERTS (2014)
Measurement methods comparison with errors-in-variables regressions. From horizontal to vertical OLS regression, review and new perspectives
Chemometrics and Intelligent Laboratory Systems, 134, 123-139, 2014

RP2014/14 - FRANCQ, B. and B. GOVAERTS (2014)
Hyperbolic confidence bands of errors-in-variables regression lines applied to method comparison studies
Journal de la Société Française de Statistique & Revue de Statistique Appliquée, 155, 23-45, 2014

RP2014/13 - MULLER, U. and VAN KEILEGOM (2014)
Efficient Quantile Regression with Auxiliary Information
In: Soumendra Lahiri, Anton Schick, Ashis SenGupta, T.N. Sriram (eds.), Contemporary Developments in Statistical Theory
Springer International Publishing, 365-374, 2014

RP2014/12 - DARAIO, C. and L. SIMAR (2014)
Directional distances and their robust versions: Computational and testing issues
European Journal of Operational Research, 237, 358-369, 2014

RP2014/11 - WUNSCH, G., MOUCHART, M. and F. RUSSO (2014)
Functions and Mechanisms in Structural-Modelling Explanations
Journal for General Philosophy of Science, 45, 187-208, 2014

RP2014/10 - HEUCHENNE, C., LAURENT, S., LEGRAND, C. and I. VAN KEILEGOM (2014)
Likelihood-Based Inference for Semi-Competing Risks
Communications in Statistics - Simulation and Computation, 43, 1112-1132, 2014

RP2014/09 - BONACCORSI, A., DARAIO, C. and L. SIMAR (2014)
Scale and research specialization in European Universities: a directional distance approach to teaching efficiency
In: Bonaccorsi, A., (eds.), Knowledge, Diversity and Performance in European Higher Education: A Changing Landscape
Edward Elgar Publishing, 292-311, 2014

RP2014/08 - YANG, S., EL GHOUCH and I. VAN KEILEGOM (2014)
Varying coefficient models having different smoothing variables with randomly censored data
Electronic Journal of Statistics, 8, 226–252, 2014

RP2014/07 - DUNKER, F., FLORENS, J-P. HOHAGE, T., JOHANNES, J. and E. MAMMEN (2014)
Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression
Journal of Econometrics, 178, 444-455, 2014

RP2014/06 - KLEIN, N., DENUIT, M., LANG, S. and T. KNEIB (2014)
Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape
Insurance: Mathematics and Economics, 55, 225-249, 2014

RP2014/05 - BADIN, L., DARAIO, C. and L. SIMAR (2014)
Explaining inefficiency in nonparametric production models: the state of the art
Annals of Operations Research, 214, 5-30, 2014

RP2014/04 - AUTIN, F., FREYERMUTH, J-M. and R. VON SACHS (2014)
Block-threshold-adapted Estimators via a Maxiset Approach
Scandinavian Journal of Statistics : theory and applications, 41, 240-258, 2014

RP2014/03 - DENUIT, M., HUANG, R., TZENG, L. and Ch. WANG (2014)
Almost Marginal Conditional Stochastic Dominance
Journal of Banking and Finance, 41, 57-66, 2014

RP2014/02 - DENUIT, M. and L. LI (2014)
Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance
Theory and Decision 76, 287-295, 2014

RP2014/01 - DENUIT, M. and B. REY (2014)
Benchmark values for higher order coefficients of relative risk aversion
Theory and Decision 76, 81-94, 2014

Reprints 2013

RP2013/50 - DEVOLDER, P. and C. AZIZIEH (2013)
Margrabe Option And Life Insurance With Participation
Bulletin français d'actuariat, 13, 44-47, 2013

RP2013/49 - BERESWILL, M. and J. JOHANNES (2013)
On the effect of noisy measurements of the regressor in functional linear models
Test, 22, 488-513, 2013

RP2013/48 - JOHANNES, J. and M. SCHWARZ (2013)
Adaptive circular deconvolution by model selection under unknown error distribution
Bernoulli : a journal of mathematical statistics and probability, 19, 1576-1611, 2013

RP2013/47 - BOUEZMARNI, T., EL GHOUCH, A. and A. TAAMOUTI (2013)
Bernstein estimator for unbounded copula densities
Statistics and Risk Modeling with Applications in Finance and Insurance, Vol. 30, no.4, p. 343-360 (2013).

RP2013/46 - EL GHOUCH, A., GENTON, M. and T. BOUEZMARNI (2013)
Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing
Scandinavian Journal of Statistics : theory and applications, 40, 455-470, 2013

RP 2013/45 - NOH, H., EL GHOUCH, A. and T. BOUEZMARNI (2013)
Copula-Based Regression Estimation and Inference
Journal of the American Statistical Association, 108, 676-688, 2013

RP2013/44 - FORGET, P., MACHIELS, J-P., COULIE, P., BERLIERE, M., PONCELET, A.; TOMBAL, B., STAINIER, A., LEGRAND, C., CANON, J-L., KREMER, Y. and M. DE KOCK (2013)
Neutrophil:Lymphocyte Ratio and Intraoperative Use of Ketorolac or Diclofenac are Prognostic Factors in Different Cohorts of Patients Undergoing Breast, Lung, and Kidney Cancer Surgery
Annals of Surgical Oncology, 20, 650-660, 2013

RP2013/43 - FARAZ, A., HEUCHENNE, C., SANIGA E. and E. FOSTER (2013)
Monitoring delivery chains using multivariate control charts
European Journal of Operational Research, 228, 282-289, 2013

RP2013/42 - WANG, L., KAI, B., HEUCHENNE, C. and C-L. TSAI (2013)
Penalized profiled semiparametric estimating functions
Electronic Journal of Statistics, 7, 2656-2682, 2013

RP2013/41 - LEBRUN, P., BOULANGER, B., DEBRUS, B., LAMBERT, P. and H. PHILIPPE (2013)
A Bayesian design space for analytical methods based on multivariate models and predictions
Journal of Biopharmaceutical Statistics, 23, 1330-1351, 2013

RP2013/40 - DENUIT, M. and L. EECKHOUDT (2013)
Risk attitudes and the value of risk transformations
International Journal of Economic Theory, 9, 3, 245-254, 2013

RP2013/39 - BONACCORSI A., DARAIO C. and L. SIMAR (2013)
What is the impact of scale and specialization on the research efficiency of European universities?
In J. Gorraiz, E. Schiebel, C. Gumpenberger, M. Horlesberger and H. Moed (eds.)
Proceedings of ISSI 2013, Vienna, 2, 1817-1829, 2013

RP2013/38 - DAOUIA, A., GARDES, L. and S. GIRARD (2013)
On kernel smoothing for extremal quantile regression
Bernoulli, 19 (5B), 2557-2589, 2013

RP2013/37 - DAOUIA, A., GIRARD, S. and A. GUILLOUC (2013)
A Gamma-moment approach to monotonic boundary estimation
Journal of Econometrics, 178, 2, 727-740, 2013

RP2013/36 - SEGERS, J. and N. UYTTENDAELE (2014)
Nonparametric estimation of the tree structure of a nested Archimedean copula
Computational Statistics and Data Analysis, 72, 190-204, 2014

RP2013/35 - FLORENS, J.-P., SIMAR, L. and I. van KEILEGOM (2014)
Frontier estimation in nonparametric location-scale models
Journal of Econometrics, 178, 456-470, 2014

RP2013/34 - GROTHE, O., SCHNIEDERS, J. and J. SEGERS (2014)
Measuring association and dependence between random vectors
Journal of Multivariate Analysis, 123, 96-110 , 2014

RP2013/33 - MEIRA-MACHADO, L., ROCA-PARDIÑAS, J., VAN KEILEGOM, I. and C. CADARSO-SUÁREZ (2013)
Bandwidth selection for the estimation of transition probabilities in the location-scale progressive three-state model
Springer-Verlag Berlin Heidelberg, 28, 2185-2210, 2013

RP2013/32 - DEWE, W., BENOIT, A. and C. LEGRAND (2013)
Assessing vaccine efficacy in influenza clinical trials: challenges and difficulties
Expert review of clinical pharmacology, 6, 403-411, 2013

RP2013/31 - MUNDA, M., ROTOLO, F., and C. LEGRAND (2012)
PARFM: Parametric Frailty Models in R
Journal of Statistical Software, 51, 2012

RP2013/30 - BAUWENS, L. HAFNER, C. and D. PIERRET (2013)
Modelling multivariate volatility of electricity futures
Journal of Applied Econometrics, 28, 743-761, 2013

RP2013/29 - LOPEZ, O., PATILEA, V. and I. VAN KEILEGOM (2013)
Single index regression models in the presence of censoring depending on the covariates
Bernoulli, 19, 721-747, 2013

RP2013/28 - PIGEON, M., ANTONIO, K. and M. DENUIT (2013)
Individual Loss Reserving with the Multivariate Skew Normal Framework
ASTIN Bulletin, 43, 399-428, 2013

RP2013/27 - DENUIT M. and B. REY (2013)
Another look at risk apportionment
Journal of Mathematical Economics, 49, 335-343, 2013

RP2013/26 - DENUIT, M., HABERMAN, S. and A. RENSHAW (2013)
Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality
European Actuarial Journal, 3, 191-201, 2013

RP2013/25 - DENUIT, M., EECKHOUDT, L. and O. JOKUNG (2013)
Non-differentiable transformations preserving stochastic dominance
Journal of the Operational Research Society, 64, 1441-1446, 2013

RP2013/24 - CHENG, S. and I. VAN KEILEGOM (2013)
Estimation in semiparametric models with missing data
Annals of the Institute of Statistical Mathematics, 65, 785-805, 2013

RP2013/23 - SIMAR, L. and P. WILSON (2013)
Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives
Foundations and Trends® in Econometrics, 5, 183-337, 2013

RP2013/22 - JOHANNES, J. and M. SCHWARZ (2013)
Adaptive Gaussian Inverse Regression with Partially Unknown Operator
Communications in Statistics - Theory and Methods, 42, 1343-1362, 2013

RP2013/21 - ROTOLO, F., LEGRAND, C. and I. VAN KEILEGOM (2013)
A simulation procedure based on copulas to generate clustered multi-state survival data
Computer methods and programs in biomedicine, 109, 305-312, 2013

RP2013/20 - DAOUIA , A. and B. PARK (2013)
On Projection-type Estimators of Multivariate Isotonic Functions
Scandinavian Journal of Statistics, 40, 363-386, 2013

RP2013/19 - DENUIT, M. and M. MESFIOUI (2013)
Ordering Functions of Random Vectors, with Application to Partial Sums
Journal of Theoretical Probability, 26, 474-479, 2013

RP2013/18 - MOREIRA, C. and I. VAN KEILEGOM (2013)
Bandwidth selection for kernel density estimation with doubly truncated data
Computational Statistics and Data Analysis, 61, 107-123, 2013

RP2013/17 - SCHWARZ, M., JONGBLOED, G. and I. VAN KEILEGOM (2013)
On the identifiability of copulas in bivariate competing risks models
Canadian Journal of Statistics, 41, 291-303, 2013

RP2013/16 - JAEGER, J. and P. LAMBERT (2013)
Bayesian P-spline estimation in hierarchical models specified by systems of affine differential equations
Statistical Modelling, 13, 3-40, 2013

RP2013/15 - BADIN, L., DARAIO, C., and L. SIMAR (2012)
How to measure the impact of environmental factors in a nonparametric production model?
European Journal of Operational Research, 223, 818-833, 2012

RP2013/14 - JOHANNES, J. and R. SCHENK (2013)

On rate optimal local estimation in functional linear regression
Electronic Journal of Statistics, 7, 191-216, 2013

RP2013/13 - DENUIT, M., EECKHOUDT, L. and H. SCHLESINGER (2013)
When Ross meets Bell: the linex utility function
Journal of Mathematical Economics, 4, 177–182, 2013

RP2013/12 - DENUIT, M., EECKHOUDT, L., TSETLIN, I. and R. WINKLER (2013)
Multivariate concave and convex stochastic dominance
In: Biagini, F., Richter, A., Schlesinger, H. (eds.), Risk Measures and Attitudes
European Actuarial Academy (EAA) Series, Springer, 11-32, 2013

RP2013/11 - DENUIT, M. and L. EECKHOUDT (2013)
Improving your chances: A new result
Economics Letters, 118, 475–477, 2013

RP2013/10 - NOH, H., EL GHOUCH, A. and I. VAN KEILEGOM (2013)
Quality of fit measures in the framework of quantile regression
Scandinavian journal of Statistics, 40, 105-118, 2013

RP2013/09 - DAHLKE, M., BREIDT, J., OPSOMER, J., and I. VAN KEILEGOM (2013)
Nonparametric endogenous post-stratification estimation
Statistica Sinica, 23, 189-211, 2013

RP2013/08 - DE CARVALHO, M., OUMOW, B., SEGERS, J. and M. WARCHOL (2013)
A Euclidean likelihood estimator for bivariate Tail dependence
Communications in Statistics - Theroy and Methods, 42, 1176-1192, 2013

RP2013/07 - WEI, J., CARROLL, R., MULLER, U., VAN KEILEGOM, I. and N. CHATTERJEE (2013)
Robust estimation for homoscedastic regression in the secondary analysis of case–control data
Journal of the Royal Society,Series B, Statistical Methodology, 75, 185-206, 2013

RP2013/06 - TIMMERMANS, C., DELSOL, L. and R. von SACHS (2013)
Using Bagidis in nonparametric functional data analysis: predicting from curves with sharp local features
Journal of Multivariate Analysis, 115, 421-444, 2013

RP2013/05 - CHRISTIANSEN, M.C. and M. DENUIT (2013)
Worst-case actuarial calculations consistent with single- and multiple-decrement life tables
Insurance: Mathematics and Economics, 52, 1-5, 2013

RP2013/04 - DENUIT, M. and M. MESFIOUI (2013)
A sufficient condition of crossing-type for the bivariate orthant convex order
Statistics and Probability Letters, 83, 157-162, 2013

RP2013/03 - JOHANNES, J., VAN BELLEGEM, S. and A. VANHEMS (2013)
Iterative regularisation in nonparametric instrumental regression
Journal of Statistical Planning and Inference, 143, 24-39, 2013

RP2013/02 - SAN MARTÍN, E. and J-M. ROLIN (2013)
Identification of parametric Rasch-type models
Journal of Statistical Planning and Inference, 143, 116-130, 2013

RP2013/01 - NOH, H., EL GHOUCH, A. and I. VAN KEILEGOM (2013)
Assessing model adequacy in possibly misspecified quantile regression
Computational Statistics and Data Analysis, 57, 558–569, 2013

Reprints 2012

RP2012/36 - FARAZ, A., HEUCHENNE, C. and E. SANIGA
Optimal T2 control chart with a double sampling scheme - an alternative to the MEWMA chart
Quality and Reliability Engineering International, 28, 751-760, 2012

RP2012/35 - EINMAHL, J., KRAJINA, A. and J. SEGERS (2012)
An M-estimator for tail dependence in arbitrary dimensions
The Annals of Statistics, 40,1764-1793, 2012

RP2012/34 - BASRAK, B., KRIZMANIC, D. and J. SEGERS (2012)
A functional limit theorem for dependent sequences with infinite variance stable limits
The Annals of Probability, 40, 2008-2033, 2012

RP2012/33 - VENET, D., DOFFAGNE, E., BURZYKOWSKI, T., BECKERS, F., TELLIER, Y., GENEVOIS-MARLIN, E., BECKER, U., BEE, V., WILSON, V., LEGRAND, C. and M. BUYSE (2012)
A statistical approach to central monitoring of data quality in clinical trials
Clinical trials, 9, 705-713, 2012

RP2012/32 - JOHANNES, J. and R. SCHENK (2012)
Adaptive estimation of linear functionals in functional linear models
Mathematical Methods of Statistics, 21, 189-214, 2012

RP2012/31 - COMTE, F. and J. JOHANNES (2012)
Adaptive functional linear regression
The Annals of Statistics, 40, 2765-2797, 2012

RP2012/30 - KRIER, C., MOUCHART, M. and A. OULHAJ (2012)
Neural modelling of ranking data with an application to stated preference data
Statistica, 72, 3, 255-269, 2012

RP2012/29 - NOH, H. and I. VAN KEILEGOM (2012)
Efficient model selection in semivarying coefficient models

Electronic Journal of Statistics, 6, 2519-2534, 2012

RP2012/28 - BAUWENS, L., HAFNER, C. AND S. LAURENT (2012)
Volatility Models
In: Bauwens, L., Hafner, C. and S. Laurent (eds.), Handbook of Volatility Models and Their Applications
Wiley, 1-45, 2012

RP2012/27 - C. HAFNER (2012)
Cross-correlating wavelet coefficients with applications to high-frequency financial time series
Journal of Applied Statistics, 39, 1363-1379, 2012

RP2012/26 - SCHWARZ, M., VAN BELLEGEM, S. and J-P. FLORENS (2012)
Nonparametric Frontier Estimation from Noisy Data
In: Van Keilegom, I. and P.W. Wilson (eds.), Exploring research frontiers in contemporary statistics and econometrics
Festschrift in honor of L. Simar, Springer, 45-64, 2012

RP2012/25 - F. AUTIN, J.-M. FREYERMUTH and R. von SACHS (2012)
Combining thresholding rules: a new way to improve the performance of wavelet estimators
Journal of Nonparametric Statistics, 24, 905-922, 2012

RP2012/24 - TROMME, I., SACRÉ, L., HAMMOUCH, F., LEGRAND, C., MAROT, L., VEREECKEN, P., THEATE, I., VAN EECKHOUT, P., RICHEZ, P., BAURAIN, J-F., THOMAS, L. and N. SPEYBROECK; on behalf of the DEPIMELA study group (2012)
Availability of digital dermoscopy in daily practice dramatically reduces the number of excised melanocytic lesions: results from an observational study
British Journal of Dermatology, 167, 778-786, 2012

RP2012/23 - LAURENT S. and C. LEGRAND (2012)
A Bayesian Framework for the ratio of two poisson rates in the context of vaccine efficacy trials
European Series in Applied and Industrial Mathematics: Probability and Statistics, 16, 375-398,

2012

RP2012/22 - HAFNER C. and H. MANNER (2012)
Dynamic stochastic copula models: Estimation, inference and applications
Journal of Applied Econometrics, 27, 269–295, 2012

RP2012/21 - HAFNER, C. and O. REZNIKOVA (2012)
On the estimation of dynamic conditional correlation models
Computational Statistics and Data Analysis, 56, 3533-3545, 2012

RP2012/20 – BOCART, F., and C. HAFNER (2012)
Econometric analysis of volatile art markets
Computational Statistics and Data Analysis, 56, 3091-3104, 2012

RP2012/19 - DAOUIA, A., FLORENS, J.P. and L. SIMAR (2012)
Regularization of Non-parametric Frontier Estimators
Journal of Econometrics, 168, 285-299, 2012

RP2012/18 - SIMAR, L., VANHEMS, A. and P.W. WILSON (2012)
Statistical inference with DEA estimators of directional distances
European Journal of Operational Research, 220, 853-864, 2012

RP2012/17 - FLORENS, J.P., JOHANNES, J. and S. VAN BELLEGEM (2012)
Instrumental regression in partially linear models
The Econometrics Journal, 15, 304-324, 2012

RP2012/16 - DENUIT, M. and J. DHAENE (2012)
Convex order and comonotonic conditional mean risk sharing
Insurance: Mathematics and Economics, 51, 265-270, 2012

RP2012/15 - LAZAR, D. and M. DENUIT (2012)
Multivariate analysis of premium dynamics in P&L insurance
Journal of Risk and Insurance, 79, 431-448, 2012

RP2012/14 - HEUCHENNE, C. and I. VAN KEILEGOM (2012)
Estimation of a general parametric location in censored regression
In: Van Keilegom, I. and P.W. Wilson (eds.), Exploring research frontiers in contemporary statistics and econometrics
Festschrift in honor of L. Simar, Springer, 177-187, 2012

RP2012/13 - PENG, L., QI, Y. and I. VAN KEILEGOM (2012)
Jackknife empirical likelihood method for copulas

Test, 21, 74-92, 2012

RP2012/12 - J. SEGERS (2012)
Max-stable models for multivariate extremes
REVSTAT – Statistical Journal, 10, 61-82, 2012

RP2012/11 - GUDENDORF, G. and J. SEGERS (2012)
Nonparametric estimation of multivariate extreme-value copulas
Journal of Statistical Planning and Inference, 142, 3073–3085, 2012

RP2012/10 - MULLER, U.U. and I. VAN KEILEGOM (2012)

Efficient parameter estimation in regression with missing responses
Electronic Journal of Statistics, 6, 1200–1219, 2012

RP2012/09 - J. SEGERS (2012)
Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
Bernoulli, 18, 764–782, 2012

RP2012/08 - NOH, H., CHUNG, K. and I. VAN KEILEGOM (2012)
Variable selection of varying coefficient models in quantile regression
Electronic Journal of Statistics, 6, 1220–1238, 2012

RP2012/07 - J. SEGERS (2012)
Nonparametric Inference for Max-Stable Dependence
Statistical Science, 27, 193-196, 2012

RP2012/06 - LAMBERT, Ph., LAURENT, S. and D. VEREDAS (2012)
Testing conditional asymmetry: A residual-based approach
Journal of Economic Dynamics and Control, 36, 1229–1247, 2012

RP2012/05 - HUNT, J. and P. DEVOLDER (2011)
Semi-Markov regime switching interest rate models and minimal entropy measure
Physica A, 390, 3767-3781, 2011

RP2012/04 - FERRATY, F., VAN KEILEGOM, I. and P. VIEU (2012)
Regression when both response and predictor are functions
Journal of Multivariate Analysis, 109, 10-28, 2012

RP2012/03 - SIMAR, L. AND A. VANHEMS (2012)
Probabilistic Characterization of Directional Distances and their Robust versions
Journal of Econometrics, 166, 342-354, 2012

RP2012/02 - CHRISTIANSEN, M. C., DENUIT, M. and D. LAZAR
The Solvency II square-root formula for systematic biometric risk
Insurance: Mathematics and Economics, 50, 257-265, 2012

RP2012/01 - SANCHEZ, X., LAMBERT, Ph., JONES, G. and D. J. LLEWELLYN (2012)
Efficacy of pre-ascent climbing route visual inspection in indoor sport climbing
Scandinavian Journal of Medecine and Science in Sports, 22, 67-72, 2012

Reprints 2011

RP2011/63 - I. VAN KEILEGOM (2011)
Données censurées
In: Droesbeke, J-J. and G. Saporta (eds.), Approches non paramétriques en régression
Editions TECHNIP, 235-251, 2011

RP2011/62 - HOLLEVOET K., NACKAERTS K., GOSSELIN R., DE WEVER W., BOSQUÉE L., DE VUYST, P., GERMONPRÉ, P., KELLEN E., LEGRAND C., KISHI Y., DELANGHE J-R. and J-P. VAN MEERBEECK (2011)
Soluble mesothelin, megakaryocyte potentiating factor, and osteopontin as markers of patient response and outcome in mesothelioma
Journal of Thoracical Oncology, 6, 1930-1937, 2011

RP2011/61 - COLLÉE, A., LEGRAND, C., GOVAERTS, B., VAN DER VEKEN, P. and E. DEGRAVE (2011)
Occupational exposure to noise and the prevalence of HL in a Belgian military population: a cross-sectional study
Noise Health, 13, 64-70, 2011

RP2011/60 - HA, ID., SYLVESTER, R., LEGRAND, C. and G. MACKENZIE (2011)
Frailty modelling for survival data from multi-centre clinical trials
Statistics in Medicine, 30, 2144-2159, 2011

RP2011/59 - CARDENAS-FLORES, A., CRANENBROUCK, S., DRAYE, X., GUILLET, A., GOVAERTS, B. and S. DECLERCK (2011)
The sterol biosynthesis inhibitor molecule fenhexamid impacts the vegetative compatibility of Glomus clarum
Mycorrhiza, 21, 443-449, 2011

RP2011/58 - ROZET, E., GOVAERTS, B., LEBRUN, P., MICHAILC, K., ZIEMONSA, E., WINTERSTEIGERC, R., RUDAZE, S., BOULANGER, B. and P. HUBERT (2011)
Evaluating the reliability of analytical results using a probability criterion: A Bayesian perspective
Analytica Chimica Acta, 705, 193–206, 2011

RP2011/57 - P. DEVOLDER (2011)
Solvency requirement for long term guarantee: risk measure versus probability of ruin
European Actuarial Journal, 1, 199-214, 2011

RP2011/56 - FORGET, P., TOMBAL, B., SCHOLTÈS, J-L., NZIMBALA, J., MEULDERS, C., LEGRAND, C., VAN CANGH, P., COSYNS J-P. and M. DE KOCK (2011)
Do intraoperative analgesics influence oncological outcomes after radical prostatectomy for prostate cancer?
European Journal of Anaesthesiology, 28,830-835, 2011

RP2011/55 - HOLLEVOET, K., NACKAERTS, K., THAS, O., THIMPONT, J., GERMONPRÉ, P., DE VUYST P., BOSQUÉE, L., LEGRAND C., KELLEN E., KISHI, Y., DELANGHE, J-R. and J-P. VAN MEERBEECK (2011)
The effect of clinical covariates on the diagnostic and prognostic value of soluble mesothelin and megakaryocyte potentiating factor
Chest, 141, 477-484, 2011

RP2011/54 - AMBROISE, J., BEARZATTO B., ROBERT A., GOVAERTS B., MACQ B. and J-L. GALA (2011)
Impact of the spotted microarray preprocessing method on fold-change compression and variance stability
BMC Bioinformatics, 12, 413, 2011

RP2011/53 - HAFNER, Ch. and H. MANNER (2011)
Multivariate time series models for asset prices, in: J.-C. Duan, W.K. Haerdle, J. Gentle (eds.)
Handbook of Computational Finance, Springer Verlag, 89-115, 2011

RP2011/52 - VAN DIJK, D.J., MUNANDAR, H. and C. HAFNER (2011)
The Euro-introduction and non-Euro currencies
Applied Financial Economics, 21, 95-116, 2011

RP2011/51 - HAFNER, C., and S-H. WANG (2011)
Estimating autocorrelations in the presence of deterministic trends
Journal of Time Series Econometrics, 3, 1-23, 2011

RP2011/50 - BOUEZMARNI, T., EL GHOUCH, A. and M. MESFIOUI (2011)
Gamma Kernels Estimator of Density and Hazard Rate for Right Censored Data
Journal of Probability and Statistics, 16 pages, 2011

RP2011/49 - JOHANNES, J. and M. SCHWARZ (2011)
Partially adaptive nonparametric instrumental regression by model selection
Journal of the Indian Statistical Association, 49, 149-175, 2011

RP2011/48 - JOHANNES, J. and S. SUBBA RAO (2011)
Nonparametric estimation for dependent data
Journal of Nonparametric Statistics, 23, 661-681, 2011

RP2011/47 - JOHANNES, J., VAN BELLEGEM, S. and A. VANHEMS (2011)
Convergence rates for ill-posed inverse problems with an unknown operator
Econometric Theory, 27, 522-545, 2011

RP2011/46 - FLORENS, J.P., JOHANNES, J. and S. VAN BELLEGEM (2011)
Identification and estimation by penalization in Nonparametric Instrumental Regression
Econometric Theory, 27, 472-496, 2011

RP2011/45 - TRUFIN, J., ALBRECHER, H. and M. DENUIT (2011)
Ruin problems under IBNR dynamics
Applied Stochastic Models in Business and Industry, 27, 619-632, 2011

RP2011/44 - LAZAR, D. and M. DENUIT (2011)
New evidence for underwriting cycles in US property-liability insurance
Journal of Risk Finance, 13, 4-12, 2011

RP2011/43 - DENUIT, M., EECKHOUDT, L. and M. MENEGATTI (2011)
Correlated risks, bivariate utility and optimal choices
Economic Theory, 46, 39-54, 2011

RP2011/42 - BOUCHER, J.-Ph., DENUIT, M. and M. GUILLEN (2011)

Correlated random effects for hurdle models applied to claim counts
Variance, 5, 68-79, 2011

RP2011/41 - DARAIO, C. et al, (collective paper) (2011)
The European university landscape: A micro characterization based on evidence from the Aquameth project
Research Policy, 40, 148-164, 2011

RP2011/40 - SCHAFFER, A., SIMAR, L. and J. RAULAND (2011)
Decomposing Regional Efficiency
Journal of Regional Science, 51, 5, 931-947, 2011

RP2011/39 - SEGERS, J. (2011)
Comments on: Inference in multivariate Archimedean copula models
Test, An Official Journal of the Spanish Society of Statistics and Operations Research, 20, 281-283,

2011

RP2011/38 - BERESWILL, M. and J. JOHANNES (2011)
On the effect of noisy observations of the regressor in a functional linear model
in F. FERRATY editor, Recent Advances in Functional Data Analysis and Related Topics,

Chap., p.41-47, Physica-Verlag

RP2011/37 - AUTIN, F., FREYERMUTH, J.M. and R. von SACHS (2011)
Ideal denoising within a family of tree-structured wavelet estimators
Electronic Journal of Statistics, 5, 829-855, 2011

RP2011/36 - VAN KEILEGOM, I. and N. VERAVERBEKE (2011)
Discussion: Statistical models and methods for dependence in insurance data
Journal of the Korean Statistical Society , 40, 155-157, 2011

RP2011/35 - SIMAR, L. and P.W. WILSON (2011)
Performance of the bootstrap for DEA estimators and iterating the principle
Handbook on Data Envelopment Analysis, Chap. 10, 241-271, 2011

RP2011/34 - LAMBERT, P., S. PERELMAN, P. PESTIEAU AND J. SCHOENMAECKERS (2011)
Health Insurance Coverage and Adverse Selection
The Individual and the Welfare State. Life histories in Europe,, Chap. 20, Part 3, 225-231, 2011

RP2011/33 - LAMBERT, Ph. (2011)
Comments on: Inference in multivariate Archimedean copula models
Test, 20, 2, 284-286, 2011

RP2011/32 - LAMBERT, Ph. (2011)
Nonparametric additive location-scale models for interval censored data
Statistics and Computing, 23, 75-90, 2013

RP2011/31 - SIMAR, L. and P.W. WILSON (2011)
Two-Stage DEA: Caveat Emptor
Journal of Productivity Analysis, 36, 205-218, 2011

RP2011/30 - KNEIP, A., SIMAR, L. and P.W. WILSON (2011)
A Computational Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators
Computational Economics, 38, 483-515, 2011

RP2011/29 - GEENENS, G. and L. SIMAR (2011)
Single-index modeling of conditional probabilities in two-way contingency tables
Statistics, 45, 451-478, 2011

RP2011/28 - SCHUBERT, T. and L. SIMAR (2011)
Innovation and export activities in the German mechanical engineering sector: an application of testing restrictions in production analysis
Journal of Productivity Analysis, 36, 55-69, 2011

RP2011/27 - SIMAR, L. and P.W. WILSON (2011)
Inference by the m out of n bootstrap in nonparametric frontier models
Journal of Productivity Analysis, 36, 33-53, 2011

RP2011/26 - SIMAR, L. and V. ZELENYUK (2011),
Stochastic FDH/DEA estimators for frontier analysis
Journal of Productivity Analysis, 36, 1-20, 2011

RP2011/25 - KOJADINOVIC, I., SEGERS, J. and J. YAN (2011)
Large-sample tests of extreme-value dependence for multivariate copulas
The Canadian Journal of Statistics, 39, 4, 97-111, 2011

RP2011/24 - DENUIT, M., HABERMAN, S. and A. RENSHAW (2011)
Longevity-indexed life annuities
North American Actuarial Journal, 15, 97-111, 2011

RP2011/23 - DENUIT, M. and M. MESFIOUI (2011)
Dispersive effect of cross-aging with archimedean copulas
Statistics and Probability Letters, 81, 1407-1418, 2011

RP2011/22 - DENUIT, M., EECKHOUDT, L. and M. MENEGATTI (2011)
A note on subadditivity of zero-utility premiums
ASTIN Bulletin, 41, 1, 239-250, 2011

RP2011/21 - GSCHLOSSL, S., SCHOENMAEKERS, P. and M. DENUIT (2011)
Risk classification in life insurance: Methodology and case study
European Actuarial Journal, 1, 23-41, 2011

RP2011/20 - PIGEON, M. and M. DENUIT (2011)
Composite Lognormal-Pareto model with random threshold
Scandinavian Actuarial Journal, 177-192, 2011

RP2011/19 - TRUFIN, J., ALBRECHER, H. and M. DENUIT (2011)
Properties of risk measures derived from ruin theory
Geneva Risk and Insurance Review, 36, 174-188, 2011

RP2011/18 - TIMMERMANS , C., DELSOL , L. and R. von SACHS (2011)
Bases Giving Distances. A New Semimetric and its Use for Nonparemetric Functional Data Analysis
Recent Advances in Functional Data Analysis and Related Topics, Contributions to Statistics, Physica-Verlag, 307-313, 2011

RP2011/17 - DAVYDOV, Y. and S. LIU (2011)
Transformations des lois multivariées à queue régulière
Revue Roumaine de Mathématiques Pures et Appliquées, 55, 6, 483-492, 2010

RP2011/16 - VARRON, D. and I. VAN KEILEGOM (2011)
Uniform in bandwidth exact rates for a class of kernel estimators
Annals of the Institute of Statistical Mathematics, 63, 1077-1102, 2011

RP2011/15 - MOUCHART, M., RUSSO, F. and G. WUNSCH (2010)
Inferring causal relations by modelling structures
Statistica, 70, 4, 412-432, 2010

RP2011/14 - RUSSO, F., WUNSCH, G. and M. MOUCHART (2011)
Inferring causality through counterfactuals in observational studies - Some epistemological issues
Bulletin de Methodologie Sociologique, 111, 43-64, 2011

RP2011/13 - EICHLER, M., MOTTA, G. and R. von SACHS (2011)
Fitting dynamic factor models to non-stationary time series
Journal of Econometrics, 163, 51-70, 2011

RP2011/12 - SAN MARTÍN, E., JARA, A., ROLIN, J.-M. and M. MOUCHART (2011)
On the Bayesian nonparametric generalization of IRT-type models (anciennement RP1112)
Psychometrika, 76, 3,385-409, 2011

RP2011/11 - GUILLOTTE, S., PERRON, F. and J. SEGERS (2011)
Non-parametric Bayesian inference on bivariate extremes (anciennement RP1111)
Journal of the Royal Society. Series B, Statistical Methodology, 73, 3, 377-406, 2011

RP2011/10 - GONZÀLEZ-MANTEIGA, W., PARDO-FERNANDEZ, J.C. and I. VAN KEILEGOM (2011)
ROC curves in non-parametric location-scale regression models (anciennement RP1110)
Scandinavian Journal of Statistics, 38, 169-184

RP2011/09 - ROUEFF, F. and R. von SACHS (2011)
Locally stationary long memory estimation (anciennement RP1109)
Stochastic Processes and their Applications 121, 813-844, 2011

RP2011/08 - LINTON, O., MAMMEN, E., PERCH NIELSEN, J. and I. VAN KEILEGOM (2011)
Nonparametric regression with filtered data (anciennement RP1108)
Bernoulli, 17, 1, 60-87, 2011

RP2011/07 - MOTTA, G., HAFNER, C. and R. von SACHS (2011)
Locally stationary factor models: identification and nonparametric estimation (anciennement RP1107)
Econometric Theory, 27, 6, 1279-1319, 2011

RP2011/06 - EL GHOUCH, A., VAN KEILEGOM, I. and I. W.McKEAGUE (2011)
Empirical likelihood confidence intervals for dependent duration data (anciennement RP1106)
Econometric Theory, 27, 178-198, 2011

RP2011/05 - P. LAMBERT (2011)
Smooth and semi- and nonparametric Bayesian estimation of bivariate densities from bivariate histogram data
(anciennement RP1105)
Computational Statistics and Data Analysis, 55, 429-445, 2011

RP2011/04 - CETINYUREK, A. and P. LAMBERT (2011)
Smooth estimation of survival functions and hazard ratios from interval-censored data using Bayesian penalized B-splines
Statistics in Medicine, 30, 75-90, 2011 (anciennement RP1104)

RP2011/03 - GUDENDORF, G. and J. SEGERS (2011)
Nonparametric estimation of an extreme-value copula in arbitrary dimensions (anciennement RP1103)
Journal of Multivariate Analysis, 102, 37-47, 2011

RP2011/02 - MANNER, H. and J. SEGERS (2011)
Tails of correlation mixtures of elliptical copulas (anciennement RP1102)
Insurance: Mathematics and Economics, 48, 153-160, 2011

RP2011/01 - VAN KEILEGOM, I., DE UÑA-ÁLVAREZ, J. and L. MEIRA-MACHADO (2011)
Nonparametric location-scale models for censored successive survival times (anciennement RP1101)
Journal of Statistical Planning and Inference, 141, 1118-1131, 2011

RP1054 - CHRISTIANSEN, M. and M. DENUIT (2010)
First-order mortality rates and safe-side actuarial calculations in life insurance
ASTIN Bulletin, 40, 587-614, 2010

RP1053 - DENUIT, M. (2010)
Positive dependence of signals
Journal of Applied Probability, 47, 893-897, 2010

RP1052 - BIFFIS, E., DENUIT, M. and P. DEVOLDER (2010)
Stochastic mortality under measure changes
Scandinavian Actuarial Journal, 2010(4), 284-311, 2010

RP1051 - DENUIT, M. and L. EECKHOUDT (2010)
Bivariate stochastic dominance and substitute risk (in)dependent utilities
Decision Analysis, 7, 3, 302-312, 2010

RP1050 - DENUIT, M. and L. EECKHOUDT (2010)
Stronger measures of higher-order risk attitudes
Journal of Economic Theory, 145, 5, 2027-2036, 2010

RP1049 - DENUIT, M. and B. REY (2010)
Prudence, temperance, edginess and risk apportionment as decreasing sensitivity to detrimental changes
Mathematical Social Sciences, 60, 137-143, 2010

RP1048 - DAOUIA, A., FLORENS, J.P. and L. SIMAR (2010)
Frontier estimation and extreme values theory
Bernoulli, 16(4), 1039-1063, 2010

RP1047 - GEENENS, G. and L. SIMAR (2010)
Nonparametric test for conditional independence in two-way contingency tables
Journal of Multivariate Analysis, 101, 765-788, 2010

RP1046 - HEUCHENNE, C. and I. VAN KEILEGOM (2010)
Goodness-of-fit tests for the error distribution in nonparametric regression
Computational Statistics and Data Analysis, 54, 1942-1951, 2010

RP0934 - EL GHOUCH, A. and M. GENTON
Local Polynomial Quantile Regression With Parametric Features
Journal of the American Statistical Association, 104, 1416-1429, 2009

RP0933 - TRUFIN, J., ALBRECHTER, H. and M. DENUIT (2009)
Impact of Underwriting Cycles on the Solvency of an Insurance Company
North American Actuarial Journal, 13, 385-403, 2009