Latest publications

Léonard, L., Pircalabelu, E., & von Sachs, R. (2028). Inference for High-Dimensional Model Averaging Estimators. Statistica Sinica, 38(2), ... https://hdl.handle.net/2078.5/273867 (Original work published 2028)

Robben, J., Barigou, K., & Kleinow, T. (2026). Granular mortality modeling with temperature and epidemic shocks: a three-state regime-switching approach. Insurance: Mathematics and Economics, 128, 103250. https://doi.org/10.1016/j.insmatheco.2026.103250 (Original work published 2026)

Lhaut, S., Rootzén, H., & Segers, J. (2026). Simulation of multivariate extremes: A Wasserstein–Aitchison GAN approach. Extremes. Accepted/in-press. https://doi.org/10.1007/s10687-026-00530-1 (Original work published 2026)

Hafner, C., & Preminger, A. (2026). A Zero Intercept Vec model. Statistics & Probability Letters. Accepted/in-press. https://hdl.handle.net/2078.5/274368 (Original work published 2026)

Thanh Van Phan, Dai Thi Trang Vo, Phuc Duy Nguyen, Hung Thanh Nguyen, Nhan Nguyen Thanh Le, Tung Huu Trinh, Qui Dinh Nguyen, Nam Tran Nguyen, Trinh Tuyet Lam, Soetewey, A., Trung Vu Nguyen, Thuong Vu Nguyen, Speybroeck, N., Truong, H., Quang Duy Pham, & et al. (2026). Effectiveness of pneumococcal conjugate vaccines against invasive pneumococcal disease in Vietnamese children prior to national introduction: A matched case-control study. Vaccine, 77. https://doi.org/10.1016/j.vaccine.2026.128349 (Original work published 2026)

Soetewey, A., Heuchenne, C., Claes, A., & Descampe, A. (2026). AssociationExplorer: A user-friendly Shiny application for exploring associations and visual patterns. SoftwareX, 33, 102483. https://doi.org/10.1016/j.softx.2025.102483 (Original work published 2026)

Kneip, A., Simar, L., & Wilson, P. W. (2026). Conical FDH estimators for testing returns to scale and making inference about changes in productivity. Econometric Reviews, 45(4), 482-517. https://doi.org/10.1080/07474938.2025.2584132 (Original work published 2026)

Denuit, M., Ortega Jiménez, P., & Robert, C. Y. (2026). No-sabotage under conditional mean risk sharing of dependent-by-mixture insurance losses. Insurance: Mathematics and Economics, 126, 103195. https://doi.org/10.1016/j.insmatheco.2025.103195 (Original work published 2026)

Lin, M.-B., Wang, B., Bocart, F. Y. R. P., Hafner, C., & Härdle, W. K. (2026). DAI digital art index: a robust price index for heterogeneous digital assets. Journal of the Royal Statistical Society. Series A, Statistics in society. Accepted/in-press. https://doi.org/10.1093/jrsssa/qnag008 (Original work published 2026)

Deketelaere, B., & Van Keilegom, I. (2026). Quantile Regression for Interval Censored Data using an Enriched Laplace Distribution. Biometrical Journal : journal of mathematical methods in biosciences. Submitted. https://hdl.handle.net/2078.5/270778 (Original work published 2026)

Simon, P.-A., Denuit, M., & Trufin, J. (2026). DPTree and DPForest: tree-based methods fulfilling demographic parity. Annals of Actuarial Science, 20(1), 96-114. https://doi.org/10.1017/S1748499525100092 (Original work published 2026)

Bauwens, L., Dzuverovic, E., & Hafner, C. (2026). Asymmetric models for realized covariances. International Journal of Forecasting, 42(2), 640-656. https://doi.org/10.1016/j.ijforecast.2025.09.005 (Original work published 2026)

Lederer, J., & von Sachs, R. (2026). Simultaneous estimation of stable parameters for multiple autoregressive processes from datasets of nonuniform sizes. Journal of Time Series Analysis, 47(2), 345-363. https://hdl.handle.net/2078.5/271761 (Original work published 2026)

Li, M., von Sachs, R., & Pircalabelu, E. (2026). Time-varying degree-corrected stochastic block models. Scandinavian Journal of Statistics : theory and applications. Accepted/in-press. https://hdl.handle.net/2078.5/274268 (Original work published 2026)

Teng, H.-W., Härdle, W. K., Osterrieder, J., Hafner, C., & et al. (2026). Digital assets: risks, regulations, mitigation. Financial Innovation, 12, 65. https://doi.org/10.1186/s40854-025-00848-y (Original work published 2026)

Alimoradian, B., Barigou, K., & Eyraud, A. (2026). Information-Neutral Hedging of Derivatives Under Market Impact and Manipulation Risk. International Journal of Financial Studies, 14(1), 2. https://doi.org/10.3390/ijfs14010002 (Original work published 2026)