Technical Report Series

2012

TR12001 - GADDAH, A. and R. BRAEKERS
A Goodness-of-fit test for a flexible copula Koziol-Green model

TR12002 - GIJBELS, I. , OMELKA, M. and N. VERAVERBEKE
Multivariate and functional covariates and conditional copulas

TR12003 - OMELKA, M., VERAVERBEKE N. and I. GIJBELS
Bootstrapping the conditional copula

TR12004 - DE BRABANTER, K., DE BRABANTER, J., GIJBELS, I. and B. DE MOOR
Derivative estimation with local polynomial fitting

 

2011

TR11064 - VERBOVEN, S., HUBERT, M., and P. GOOS
Robust preprocessing and model selection for spectral data

TR11063 - HUBERT, M., GIJBELS, I. and D. VANPAEMEL
Reducing the Mean Squared Error of quantilebased estimators by smoothing

TR11062 - HUBERT, M., DIERCKX, G. and D. VANPAEMEL
Detecting influential data points for the Hill estimator in Pareto-type distributions

TR11061 - HELSEN, W.F., DE NEVE, J., D'HOOGHE, P., GIJBELS, I., GRAM, M., HUBERT, M., PEERS, K., PROBST, S. and J. VAN WINCKEL
A Ménage à Trois: Injury Prevention, Medical Attention and Time Loss Injuries

TR11060 - GIJBELS, I. and D. SZNAJDER
Testing tail monotonicity by constrained copula estimation

TR11059 - GIJBELS, I. and D. SZNAJDER
Positive quadrant dependence testing and constrained copula estimation

TR11058 - GIJBELS, I. and M. OMELKA
Testing for homogeneity if multivariate dispersions using dissimilarity measures

TR11057 - DE SPIEGELEER, J. and W. SCHOUTENS
Pricing Contingent Convertibles: A Derivatives Approach

TR11056 - DHAENE, J., LINDERS, D., SCHOUTENS, W. and D. VYNCKE
The herd behavior index: A new measure for systemic risk in financial markets

TR11055 - DHAENE, J., DONY, J., FORYS, M., LINDERS, D. and W. SCHOUTENS
FIX - The fear index. Measuring market fear

TR11054 - CROUX, C., FRIED, R., GIJBELS, I. and K. MAHIEU
Robust forecasting of non-stationary time series

TR11053 - ANTONIADIS, A., GIJBELS, I. and A. VERHASSELT
Variable selection in varying coefficient models using P-splines

TR11053 - ANTONIADIS, A. AND I. GIJBELS and A. VERHASSELT
Variable selection in varying coefficient models using P-splines

TR11052 - ANTONIADIS, A. AND X. BROSSAT, J. CUGLIARI and J.-M. POGGI
Multivariate Functional Time Series Clustering

TR11050 - TOUZANI, S.
Response surface methods based on analysis of variance expansion for sensitivity analysis

TR11049 - GARCIA-PORTUGUES, E., CRUJEIRAS, R. and W. GONZALEZ-MANTEIGA
Exploring wind direction and SO2 concentration by circularlinear density estimation

TR11048 - OVIEDO, M and M. FEBRERO-BANDE,
Utilities for Statistical Computing in Functional Data Analysis: The R package fda.usc

TR11047 - BERRENDERO, J.R., CUEVAS, A. and B. PATEIRO-LÓPEZ
Multivariate uniformity tests: the distance to boundary method for the case of unknown support

TR11046 - CARPENTER, J.R., ROGER, J.H. and M.G. KENWARD
Relevant, Accessible Sensitivity Analyses Using Multiple Imputation

TR11045 - SIMAR, L. and V. ZELENYUK
To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regressions

TR11044 - DELSOL, L. and I. VAN KEILEGOM
Semiparametric M-Estimation with Non-Smooth Criterion Functions

TR11043 - ROTOLO, F., LEGRAND, C.and I. VAN KEILEGOM
Simulation of clustered multi-state survival data based on a copula model

TR11042 - BERESWILL, M. and J. JOHANNES
On the effect of noisy observations of the regressor in a functional linear model

TR11041 - COMTE, F. and J. JOHANNES
Adaptive functional linear regression

TR11040 - JOHANNES, J. and R. SCHENK
Adaptive estimation of linear functionals in functional linear models

TR11039 - DAOUIA, A. and B.U. PARK
On Projection-Type Estimators of Multivariate Isotonic Functions

TR11038 - ANTONIADIS, A., GIJBELS, I. AND S. LAMBERT-LACROIX
Penalized estimation in additive varying coefficient models using grouped regularization

TR11037 - SIMAR, L., VANHEMS, A. and P.W. WILSON
Statistical Inference for DEA Estimators of Directional Distances

TR11036 - JOHANNES, J. and M. SCHWARZ
Adaptive Gaussian inverse regression with partially unknown operator

TR11035 - BADIN, L., DARAIO , C. and L. SIMAR
Explaining Inefficiency in Nonparametric Production Models: the State of the Art

TR11034 - DANIEL, B.C., HAFNER , C.M., MANNER, H. and L. SIMAR
Asymmetries in Business Cycles and the Role of Oil Production

TR11033 - DAOUIA , A., GARDES, L. and S. GIRARD
On kernel smoothing for extremal quantile regression

TR11032 - FLORENS, J.P., SIMAR, L. and I. VAN KEILEGOM
Frontier estimation in nonparametric location-scale models

TR11031 - BOCART, F. and C. M. HAFNER
Econometric analysis of volatile art markets

TR11030 - BERTRAND, A. and C. M. HAFNER
On heterogeneous latent class models with applications to the analysis of rating scores

TR11029 - BOUEZMARNI, T., EL GOUCH, A. and A. TAAMOUTI
Bernstein Estimator for Unbounded Density Copula

TR11028 - MÜLLER , U. and I. VAN KEILEGOM
Efficient parameter estimation in regression with missing responses

TR11027 - NOH, H., EL GHOUCH, A. and I. VAN KEILEGOM
Quality of fit measures in the framework of quantile

TR11026 - NOH, H., EL GHOUCH, A. and I. VAN KEILEGOM
On assessing model adequacy in linear quantile regression

TR11025 - SAMB, R., HEUCHENNE, C. and I. VAN KEILEGOM
Estimation of the error density in a semiparametric transformation model

TR11024 - HEUCHENNE, C., LAURENT, S., LEGRAND, C. and I. VAN KEILEGOM
Likelihood based inference for semi-competing risks

TR11023 - AUTIN, F., FREYERMUTH, J.M. and R. von SACHS
Combining thresholding rules: a new way to improve the performance of wavelet estimators

TR11022 - TIMMERMANS, C., DELSOL, L. and R. von SACHS
Using Bagadis in nonparametric functional data analysis: predicting from curves with sharp local features

TR11021 - BADIN, L., DARAIO, C. and L. SIMAR (2011)
How to Measure the Impact of Environmental Factors in a Nonparametric Production Model?

TR11020 - GUDENDORF , G. and J. SEGERS (2011)
Nonparametric estimation of multivariate extreme-value copulas

TR11019 - AUTIN, F., FREYERMUTH, J.M. and R. von SACH (2011)
Block-Threshold-Adapted Estimators via a maxiset approach

TR11018 - DEVOLDER, P. and H. TASSA (2011)
Solvency capital, inflation and time horizon in pension liabilities

TR11017 - DEVOLDER, P. (2011)
Solvency requirement for long term guarantee: risk measure versus probability of ruin

TR11016 - DENUIT, M., EECKHOUDT, L. and H. SCHLESINGER (2011)
When Ross meets Bell: the linex utility function

TR11015 - BAUWENS, L., HAFNER, C. and D. PIERRET (2011)
Multivariate volatility modeling of electricity futures

TR11014 - KOJADINOVIC, I., SEGERS, J. and J. YAN (2011)
Large-sample tests of extreme-value dependence for multivariate copulas

TR11013 - VANHEMS, A. and I. VAN KEILEGOM (2011)
Semiparametric transformation model with endogeneity: a control function approach

TR11012 - HUNT, J. and P. DEVOLDER (2011)
Semi-Markov regime switching interest rate models and minimal entropy measure

TR11011 - HUNT, J. and P. DEVOLDER (2011)
A semi-Markov regime switching extension of the Vasicek model

TR11010 - XI CHEN, S. and I. VAN KEILEGOM (2011)
Estimation in semiparametric models with missing data

TR11009 - MOUCHART, M., RUSSO, F. and G. WUNSCH (2011)
Inferring causal relations by modelling structures

TR11008 - HAEDO, C. and M. MOUCHART (2011)
A stochastic independence approach for different measures of global specialization

TR11007 - EINMAHL, J.H.J., KRAJINA, A. and J. SEGERS (2011)
An M-estimator for tail dependence in arbitrary dimensions

TR11006 - LAMBERT-LACROIX, S. and F. LETUE (2011)
Partial Least Squares and Cox model with application to gene expression

TR11005 - M. GIACOFCI, S. LAMBERT-LACROIX, MAROT, G. and F. PICARD (2011)
Wavelet-based clustering for mixed-e ects functional models in high dimension

TR11004 - DAHLKE, M., JAY BREIDT, F., OPSOMER, J. and I. VAN KEILEGOM (2011)
Nonparametric endogenous post-stratification estimation

TR11003 - VAN KEILEGOM, I. and N. VERAVERBEKE (2011)
Statistical models and methods for dependence in insurance data

TR11002 - AUTIN, F., FREYERMUTH, J.-M. and R. von SACHS (2011)
Ideal denoising within a family of tree-structured wavelet estimators

TR11001 - JAEGER, J. and P. LAMBERT (2011)
Bayesian generalized profiling estimation in hierarchical linear dynamic systems