Les publications antérieures à 2011 sont accessibles sur
http://www.stat.ucl.ac.be/ISpub/
Discussion papers 2012
Discussion papers 2011
DIAL
Dernière mise à jour le 15 mai 2012
Discussion papers 2012
- NOH, H. and E.R. LEE
Variable Selection of Varying Coefficient Models
- NOH, H. and K. CHUNG
Component Selection in Additive Quantile Regression Models
DP2012/19 
- BOCART, F. and C. M. HAFNER
Volatility of price indices for heterogeneous goods
DP2012/18 - JAEGER, J. and Ph. LAMBERT
On the use of adhesion parameters to validate models specified using systems of affine differential equations
DP2012/17 - JAEGER, J. and Ph. LAMBERT
Bayesian penalized smoothing approaches in models specified usingaffine differential equations with unknown error distributions
DP2012/16 - FIECAS, M., FRANKE, J., von SACHS, R. and J. TADJUIDJE
Shrinkage Estimation for Multivariate Hidden Markov Mixture Models
DP2012/15 - TIMMERMANS , C. and P. FRYZLEWICZ
Shah: Shape-Adaptive Haar Wavelet Transform For Images With Application To Classification
DP2012/14 - DENUIT, M. and B. REY
Uni- And Multidimensional Risk Attitudes: Some Unifying Theorems
DP2012/13 - DE CARVALHO, Boris OUMOW, Johan SEGERS, Michał WARCHOŁ
A Euclidean likelihood estimator for bivariate tail dependence
DP2012/12 - SEGERS, J.
Nonparametric inference for max-stable dependence
DP2012/11 - SEGERS, J.
Max-Stable Models for Multivariate Extremes
DP2012/10 - NOH, N., EL GHOUCH, A. and T. BOUEZMARNI
Copula-Based Regression Estimation and Inference
DP2012/09 - TAAMOUTI, A., BOUEZMARNI, T. and A. EL GHOUCH
Nonparametric Estimation And Inference For Granger Causality Measures
DP2012/08 - DENUIT, M. and L. EECKHOUDT
Improving your chances: An extension of Jindapon and Neilson (2007)
DP2012/07 - DENUIT, M. and L. EECKHOUDT
Risk Attitudes and the Value of Risk Transformations
DP2012/06 - MOREIRA, C. and I. VAN KEILEGOM
Bandwidth Selection for Kernel Density Estimation with Doubly Truncated Data
- MUNDA, M., ROTOLO, F. and C. LEGRAND
parfm: Parametric Frailty Models in R
DP2012/04 - TIMMERMANS, C., de TULLIO, P., LAMBERT, V., FREDERICH, M., ROUSSEAU, R. and R. von SACHS
Advantages of the Bagidis methodology for metabonomics analyses: application to a spectroscopic study of Age-related Macular Degeneration
DP2012/03 - HOEBAK HAFF, I. and J. SEGERS
Nonparametric estimation of pair-copula constructions with the empirical pair-copula
DP2012/02 - KNEIP, A., SIMAR, L. and I. VAN KEILEGOM
Boundary estimation in the presence of measurement error with unknown variance - This discussion paper replaces DP 1046
DP2012/01 - EL GHOUCH, A., GENTON, G.M. and T. BOUEZMARNI
Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing
Discussion papers 2011
DP2011/43 - PIGEON, M., ANTONIO, K. and M. DENUIT
Individual Loss Reserving with the Multivariate Skew Normal Model
DP2011/42 - SIMAR, L. and V. ZELENYUK
To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regressions
DP2011/41 - DELSOL, L. and I. VAN KEILEGOM
Semiparametric M-Estimation with Non-Smooth Criterion Functions
DP2011/40 - ROTOLO, F., LEGRAND, C.and I. VAN KEILEGOM
Simulation of clustered multi-state survival data based on a copula model
DP2011/39 - BERESWILL, M. and J. JOHANNES
On the effect of noisy observations of the regressor in a functional linear model
DP2011/38 - COMTE, F. and J. JOHANNES
Adaptive functional linear regression
DP2011/37 - JOHANNES, J. and R. SCHENK
Adaptive estimation of linear functionals in functional linear models
DP2011/36 - DAOUIA, A. and B.U. PARK
On Projection-Type Estimators of Multivariate Isotonic Functions
DP2011/35 - SIMAR, L., VANHEMS, A. and P.W. WILSON
Statistical Inference for DEA Estimators of Directional Distances
DP2011/34 - JOHANNES, J. and M. SCHWARZ
Adaptive Gaussian inverse regression with partially unknown operator
DP2011/33 - BADIN, L., DARAIO , C. and L. SIMAR
Explaining Inefficiency in Nonparametric Production Models: the State of the Art
DP2011/32 - DANIEL, B.C., HAFNER , C.M., MANNER, H. and L. SIMAR
Asymmetries in Business Cycles and the Role of Oil Production
DP2011/31 - DAOUIA , A., GARDES, L. and S. GIRARD
On kernel smoothing for extremal quantile regression
DP2011/30 - FLORENS, J.P., SIMAR, L. and I. VAN KEILEGOM
Frontier estimation in nonparametric location-scale models
DP2011/29 - BOCART, F. and C. M. HAFNER
Econometric analysis of volatile art markets
DP2011/28 - BERTRAND, A. and C. M. HAFNER
On heterogeneous latent class models with applications to the analysis of rating scores
DP2011/27 - BOUEZMARNI, T., EL GOUCH, A. and A. TAAMOUTI
Bernstein Estimator for Unbounded Density Copula
DP2011/26 - MÜLLER , U. and I. VAN KEILEGOM
Efficient parameter estimation in regression with missing responses
DP2011/25 - NOH, H., EL GHOUCH, A. and I. VAN KEILEGOM
Quality of fit measures in the framework of quantile
DP2011/24 - NOH, H., EL GHOUCH, A. and I. VAN KEILEGOM
On assessing model adequacy in linear quantile regression
DP2011/23 - SAMB, R., HEUCHENNE, C. and I. VAN KEILEGOM
Estimation of the error density in a semiparametric transformation model
DP2011/22 - HEUCHENNE, C., LAURENT, S., LEGRAND, C. and I. VAN KEILEGOM
Likelihood based inference for semi-competing risks
DP2011/21 - AUTIN, F., FREYERMUTH, J.M. and R. von SACHS
Combining thresholding rules: a new way to improve the performance of wavelet estimators
DP2011/20 - TIMMERMANS, C., DELSOL, L. and R. von SACHS
Using Bagadis in nonparametric functional data analysis: predicting from curves with sharp local features
DP2011/19 - BADIN, L., DARAIO, C. and L. SIMAR (2011)
How to Measure the Impact of Environmental Factors in a Nonparametric Production Model?
DP2011/18 - GUDENDORF , G. and J. SEGERS (2011)
Nonparametric estimation of multivariate extreme-value copulas
DP2011/17 - AUTIN, F., FREYERMUTH, J.M. and R. von SACH (2011)
Block-Threshold-Adapted Estimators via a maxiset approach
DP2011/16 - DEVOLDER, P. and H. TASSA (2011)
Solvency capital, inflation and time horizon in pension liabilities
DP2011/15 - DEVOLDER, P. (2011)
Solvency requirement for long term guarantee: risk measure versus probability of ruin
DP2011/14 - DENUIT, M., EECKHOUDT, L. and H. SCHLESINGER (2011)
When Ross meets Bell: the linex utility function
DP2011/13 - BAUWENS, L., HAFNER, C. and D. PIERRET (2011)
Multivariate volatility modeling of electricity futures
DP2011/12 - KOJADINOVIC, I., SEGERS, J. and J. YAN (2011)
Large-sample tests of extreme-value dependence for multivariate copulas
DP2011/11 - VANHEMS, A. and I. VAN KEILEGOM (2011)
Semiparametric transformation model with endogeneity: a control function approach
DP2011/10 - HUNT, J. and P. DEVOLDER (2011)
Semi-Markov regime switching interest rate models and minimal entropy measure
DP2011/09 - HUNT, J. and P. DEVOLDER (2011)
A semi-Markov regime switching extension of the Vasicek model
DP2011/08 - XI CHEN, S. and I. VAN KEILEGOM (2011)
Estimation in semiparametric models with missing data
DP2011/07 - MOUCHART, M., RUSSO, F. and G. WUNSCH (2011)
Inferring causal relations by modelling structures (anciennement DP1107)
DP2011/06 - HAEDO, C. and M. MOUCHART (2011)
A stochastic independence approach for different measures of global specialization (anciennement DP1106)
DP2011/05 - EINMAHL, J.H.J., KRAJINA, A. and J. SEGERS (2011)
An M-estimator for tail dependence in arbitrary dimensions (anciennement DP1105)
DP2011/04 - DAHLKE, M., JAY BREIDT, F., OPSOMER, J. and I. VAN KEILEGOM (2011)
Nonparametric endogenous post-stratification estimation (anciennement DP1104)
DP2011/03 - VAN KEILEGOM, I. and N. VERAVERBEKE (2011)
Statistical models and methods for dependence in insurance data
DP2011/02 - AUTIN, F., FREYERMUTH, J.-M. and R. von SACHS (2011)
Ideal denoising within a family of tree-structured wavelet estimators
DP2011/01 - JAEGER, J. and P. LAMBERT (2011)
Bayesian generalized profiling estimation in hierarchical linear dynamic systems
