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-eects 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
SEGERS, J. (2010) Weak convergence of empirical copula processes under nonrestrictive smoothness assumptions |
MEIRA-MACHADO, L., ROCA-PARDINAS, J., VAN KEILEGOM, I. and C. CADARSO-SUAREZ
(2010) Estimation of transition probabilities in a non-Markov model with successive survival times |
PARK, B.U., SIMAR, L. and V. ZELENUYK (2010) Local maximum likelihood techniques with categorical data |
LAMBERT, P. (2010) Additive location-scale models for interval censored data |
BADIN, L., DARAIO, C. and L. SIMAR (2010) How to measure the impact of environmental factors in a nonparametric production model? |
DENUIT, M. and M. MESFIOUI (2010) Ordering functions of random vectors, with application to partial sums |
HUNT, J. and M. HAHN (2010) Estimation and calibration of a continuous-time semi-Markov switching model |
DENUIT, M. and L. EECKHOUDT (2010) Stronger measures of higher-order risk attitudes: an extension |
KNEIP, A., SIMAR, L. and I. VAN KEILEGOM (2010) Boundary estimation in the presence of measurement error with unknown variance |
GUILLOTTE, S., PERRON, F. and J. SEGERS (2010) Nonparametric Bayesian inference on bivariate extremes |
DENUIT, M. and M. MESFIOUI (2010) Dispersive effect of cross-aging with Archimedean copulas |
DENUIT, M. and J. DHAENE (2010) Convex order and comonotonic conditional mean risk sharing |
SCHAFFER, A., SIMAR, L. and J. RAULAND (2010) Decomposing regional efficiency |
SIMAR, L. and P. W. WILSON (2010) Two-Stage DEA: Caveat Emptor |
SIMAR, L. and A. VANHEMS (2010) Probabilistic characterization of directional distances and their robust versions |
FERRATY, F., VAN KEILEGOM, I. and P. VIEU (2010) Bootstrap and inference when both response and regressor are functional |
HUNT, J. and P. DEVOLDER (2010) Minimal entropy martingale measure in a semi Markov regime switching CIR model |
DEVOLDER, P. and F. DOMINGUEZ (2010) NDC Dynamic Equilibrium model with financial and demographic risks |
DENUIT, M., EECKHOUDT, L., and O. JOKUNG (2010) Transformations preserving stochastic dominance: Theory and applications |
DENUIT, M., EECKHOUDT, L., TSETLIN, I. and R.L. WINKLER (2010) Multivariate concave and convex stochastic dominance |
CHRISTIANSEN, M., DENUIT, M. and D. LAZAR (2010) The Solvency II square-root formula for systematic biometric risk |
WEI, J., CARROLL, R., MÜLLER, U., VAN KEILEGOM, I. and N. CHATTERJEE
(2010) Robust estimation for homoscedastic regression in the secondary analysis of case-control data |
DAVYDOV, Y. and S. LIU (2010) Estimation of parameters of regularly varying distributions on convex cones |
DARAIO, C., SIMAR, L. and P.W. WILSON (2010) Testing whether two-stage estimation is meaningful in non-parametric models of production |
von SACHS, R. and C. TIMMERMANS (2010) BAGIDIS, a new method for statistical analysis of differences between curves with sharp discontinuities |
RUSSO, F., WUNSCH, G. and M. MOUCHART (2010) Inferring causality through counterfactuals in observational studies some epistemological issues |
LAMBERT-LACROIX, S. and L. ZWALD (2010) Robust Regression through the Hubers Criterion and adaptive lasso penalty |
SCHWARZ, M., VAN BELLEGEM, S. and J.P. FLORENS (2010) Nonparametric frontier estimation from noisy data |
MEINGUET, T. (2010) Maxima of moving maxima of continuous functions |
JOHANNES, J. and M. SCHWARZ (2010) Adaptive nonparametric instrumental regression by model selection |
DENUIT, M (2010) Positive dependence of signals |
DENUIT, M., EECKHOUDT, L. and O. JOKUNG (2010) Transformations preserving stochastic dominance: Theory and applications |
DENUIT, M., HABERMAN, S. and A. RENSHAW (2010) Longevity-indexed life annuities |
TRUFIN, J., ALBRECHER, H. and M. DENUIT (2010) Ruin problems under IBNR dynamics |
DENUIT, M. and B. REY (2010) Prudence, temperance, edginess, and higher degree risk apportionment as decreasing correlation aversion |
DENUIT, M., EECKHOUDT, L. and M. MENEGATTI (2010) Adding independent risks in an insurance portfolio: Which shape for the insurer's preferences? |
TRUFIN, J., ALBRECHER, H. and M. DENUIT (2010) Properties of risk measures derived from ruin theory |
DENUIT, M. and L. EECKHOUDT (2010) Bivariate stochastic dominance and common preferences of decision-makers with risk independent utilities |
DENUIT, M., EECKHOUDT, L. and B. REY (2010) Somes consequences of correlation aversion in decision science |
TRUFIN, J., ALBRECHER, H. and M. DENUIT (2010) Ruin problems in presence of underwriting cycles |
DENUIT, M., EECKHOUDT, L. and M. MENEGATTI (2010) Correlated risks, bivariate utility and optimal choices |
PIGEON, M. and M. DENUIT (2010) Composite Lognormal-Pareto model with random threshold |
DENUIT, M. and L. EECKHOUDT (2010) A general index of absolute risk attitude |
DENUIT, M. and M. MESFIOUI (2010) Generalized increasing convex and directionally convex orders |
DENUIT, M., HABERMAN, S. and A. RENSHAW (2010) Comonotonic approximations to quantiles of life annuity conditional expected present values: extensions to general ARIMA models and comparison with the bootstrap |
EECKHOUDT, L. and M. DENUIT (2010) Stronger measures of higher-order risk attitudes |
CHRISTIANSEN, M. and M. DENUIT (2010) First-order mortality rates and safe-side actuarial calculations in life insurance |
DAVYDOV, Y. and S. LIU (2010) Transformations of multivariate regularly varying tail distributions |
HEUCHENNE, C. and I. VAN KEILEGOM (2010) Estimation of a general parametric location in censored regression |
JOHANNES, J. and M. SCHWARZ (2010) Adaptive estimation in nonparametric instrumental regression |
BREUNING, C. and J. JOHANNES (2010) Minimax-optimal local nonparametric instrumental regression |
JOHANNES, J. and R. SCHENK (2010) On rate optimal local estimation in functional linear model |
HAFNER, C. and O. REZNIKOVA (2010) On the estimation of dynamic conditional correlation models |
HAFNER, C., LAURENT, S. and F. VIOLANTE (2010) The diffusion limit of dynamic conditional correlation models |
CARPENTER, J.R., ROGER, J.H. and M.G. KENWARD (2010) Relevant, accessible sensitivity analyses using multiple imputation |
MEINGUET, T. and J. SEGERS (2010) Regularly varying time series in Banach spaces |
BASRAK, B., KRIZMANIC, D. and J. SEGERS (2010) A functional limit theorem for partial sums of dependent random variables with infinite variance |
MANNER, H. AND J. SEGERS (2009) Tails of correlation mixtures of elliptical copulas |
DETTE, H. and C. HEUCHENNE (2009) Scale checks in censored regression |
MESTRE, O., PRIEUR, C., GRUBER, C. and H. CAUSSINUS (2009) A method for homogenisation of daily temperature observations |
GARCIA, N., GALVES, A. and C. PRIEUR (2009) Perfect simulation of the d-minimal coupling between ordered pairs of binary chains of infinite order |
GAMBOA, F., KLEIN, T. and C. PRIEUR (2009) Conditional large and moderate deviations for sums of discrete random variables. Combinatoric applications |
BROUSTE, A., ISTAS, J. and S. LAMBERT-LACROIX (2009) On simulation of manifold indexed fractional gaussian fields |
BOSHNAKOV, G. and S. LAMBERT-LACROIX (2009) Periodic levinson-durbin algorithm for entropy maximisation |
ANTONIADIS, A., AMATO, U., SAMAROV, A. and A. TSYBAKOV (2009) Kernel based discriminant analysis and noisy ifa models for dimensionality reduction |
ROUSSEAU, R., GOVAERTS, B. AND M. VERLEYSEN (2009) of independent component analysis and statistical modeling for the identification of metabonomic biomarkers in 1H-NMR spectroscopy |
HAFNER, C. and H. MANNER (2009) Dynamic stochastic copula models: Estimation, inference and applications |
DANIEL, R.M., KENWARD, M.G., COUSENS, S. and B. DE STAVOLA (2009) Using directed acyclic graphs to guide analysis in missing data problems |
KENWARD, M.G. and G. ROSENKRANZ (2009) Joint modelling of outcome, observation time and missingness |
DANIEL, R.M. and M.G. KENWARD (2009) Doubly robust multiple imputation |
ANTONIADIS, A., GIJBELS, I. and A. VERHASSELT (2009) Variable selection in additive models using P-splines |
CASAS, I. and I. GIJBELS (2009) Unstable volatility: the break preserving local linear estimator |
DAOUIA, A. and I. GIJBELS (2009) Estimating frontier cost models using extremiles |
DAOUIA, A. and I. GIJBELS (2009) Robustness and inference in nonparametric partial-frontier modeling |
DESMET, L. and I. GIJBELS (2009) Improved spectral density estimation at peaks |
DESMET, L. and I. GIJBELS (2009) Curve fitting under jump and peak irregularities using local linear regression |
GIJBELS, I., OMELKA, M. and D. SZNAJDER (2009) Positive quadrant dependence tests for copulas |
GIJBELS, I., VERAVERBEKE, N. and M. OMELKA (2009) Conditional copulas, association measures and their applications |
HUBERT, M., ROUSSEEUW, P.J. and T. VERDONCK (2009) A deterministic algorithm for the MCD |
HUBERT, M. and S. VAN DER VEEKEN (2009) Robust classification for skewed data |
VERAVERBEKE, N., OMELKA, M. and I. GIJBELS (2009) Estimation of a conditional copula and association measures |
WILDERJANS, T.F., CEULEMANS, E. and I. VAN MECHELEN (2009) Simultaneous analysis of coupled data matrices subject to different amounts of noise |
VAN MECHELEN, I. and A.K. SMILDE (2009) A generic model for data fusion |
VAN DEN BERG, R.A., BRAAKSMA, M., VAN DER VEEN, D., VAN DER WERF, M.J.,
PUNT, P.J., VAN DER OOST, J. and L.H. DE GRAAFF (2009) Identification of modules in Aspergillus niger by gene co-expression network analysis |
VANDEKERCKHOVE, J., TUERLINCKX, F. and M.D. LEE (2009) Hierarchical diffusion models for two-choice response times |
SCHEPERS, J. and I. VAN MECHELEN (2009) Capturing the nature of two-way interactions by means of a two-mode clustering method |
ORAVECZ, Z. and F. TUERLINCKX (2009) The linear mixed model and the hierarchical Ornstein-Uhlenbeck model: Some equivalences and differences |
Magis, D., Béland, S., Tuerlinckx, F. and P. De Boeck (2009) A general framework and an R package for the detection of dichotomous differential item functioning |
MAGIS, D. and P. DE BOECK (2009) outlier nonparametric based approach to identify uniform differential item functioning: comparison of several statistical procedures |
MAGIS, D. and P. DE BOECK (2009) A robust statistical approach to differential item functioning |
DE ROOVER, K., CEULEMANS E., TIMMERMAN, M. E., VANSTEELANDT, K., STOUTEN,
J. and P. ONGHENA (2009) Clusterwise SCA-ECP for the analysis of structural differences in multivariate multilevel data |
DEPRIL, D. and I. VAN MECHELEN (2009) Identifiability of additive clustering models |
DEPRIL, D. and I. VAN MECHELEN (2009) A comparison of one new and two existing algorithms |
DEPRIL, D. and I. VAN MECHELEN (2009) Lowdimensional overlapping clustering |
DEPRIL, D. and I. VAN MECHELEN (2009) New ALS approaches for fitting the INDCLUS model |
CEULEMANS, E., TIMMERMAN, E. and H.A.L. KIERS (2009) A numerical convex hull based procedure for selecting among multilevel component solutions |
CEULEMANS, E., KUPPENS, P. and I. VAN MECHELEN (2009) Capturing the structure of distinct types of individual differences in the situation-specific experience of anger |
BRAEKEN, J., TUERLINCKX, F., KUPPENS, P. and P. DE BOECK (2009) Coupled error terms in structural equation models for categorical data |
Çetinyürek, A. and P. Lambert (2009) Smooth estimation of survival functions and hazard ratios from interval-censored data using Bayesian penalized B-splines |
Lambert, P (2009) Smooth semi- and nonparametric Bayesian estimation of bivariate densities from bivariate histogram data |
PENG, L., QI, Y. and I. VAN KEILEGOM (2009) Jackknife empirical likelihood method for copulas |
SIMAR, L. and P.W. WILSON (2009) Inference by subsampling in nonparametric frontier models: Appendix |
SIMAR, L. and P.W. WILSON (2009) Inference by subsampling in nonparametric frontier models |
LAURENT, S. (2009) Some Poisson mixtures distributions with a hyperscale parameter |
JOHANNES, J. and M. SCHWARZ (2009) Adaptive circular deconvolution by model selection under unknown error distribution |
GUILLOTTE, S., PERRON, F., and J. SEGERS (2009) Nonparametric Bayesian inference on bivariate extremes |
MEYER, N., LEGRAND, C., and G. GIACCONE (2009) Sample size in randomized clinical trials in oncology:usefull basic statistical knowledge for the clinician |
HOLLEVOET, K., KELLEN, E., THIMPONT, J., GERMONPRE, P., DE VUYST, P.
, BOSQUEE, L., LEGRAND, C., KISHI, Y., NACKAERTS, K., DELANGHE, J.R.,
and J.P. VAN MEERBEECK (2009) Diagnostic performance of soluble mesothelin and megakaryocyte potentiating factor as biomarkers of mesothelioma |
SURMONT, V., AERTS J.G.J.V., VAN KLAVEREN R.J., TOURNOY K., TAN K.,
VERNHOUT R.M., SCHMITZ P.I.M, LEGRAND C., HOOGESTEDEN H.C. and J.P. VAN
MEERBEECK (2009) A randomized phase II study of Gemcitabine and Carboplatin in advanced NSCLC comparing two schedules of the 21-day regimen of Gemcitabine and Carboplatin in advanced NSCLC |
DEGEN, M., LAMBRIGGER, D.D. and J. SEGERS (2009) Risk concentration and diversification: second-order properties |
HUNT, J. (2009) Equivalent local martingale measures and market incompleteness in a continuous time semi-Markov regime switching model |
GUDENDORF, G. and J. SEGERS (2009) Nonparametric estimation of an extreme-value copula in arbitrary dimensions |
DAOUIA, A., FLORENS, J.-P. and L. SIMAR (2009) Regularization of nonparametric frontier estimators |
SCHUBERT, T. and L. SIMAR (2009) Innovation and Export Activities in the German Mechanical Engineering Sector: An Application of Testing Restrictions in Production Analysis |
MANNER, H. and O. REZNIKOVA (2009) Time-varying copulas : a survey |
ROUEFF, F. and R. VON SACHS (2009) Locally stationary long memory estimation |
LAURENT, S. (2009) On Vershikian and I-cosy random variables and filtrations |
LAURENT, S. (2009) On standardness and I-cosiness |
LAURENT, S. and C. LEGRAND (2009) A Bayesian framework for the ratio of two Poisson rates in the context of vaccine efficacy trials |
MOLANES LOPEZ, E. M., CAO, R. and I. VAN KEILEGOM (2009) Smoothed empirical likelihood confidence intervals for the relative distribution with left truncated and right censored data |
GENEST, C. and J. SEGERS (2009) On the symptotic covariance of the empirical copula process |
GADDAH, A. and R. BREAKERS (2009) An Extension of the Koziol-Green Model under Dependent Censoring |
BRAEKERS, R. and A. GADDAH (2009) Flexible modeling in the Koziol-Green model by a copula function |
HAFNER, C. and O. B. LINTON (2009) Efficient Estimation of a Multivariate Multiplicative Volatility Model |
KNEIP, A., SIMAR, L. and P. W. WILSON (2009) A Computationally Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators |
VAN NIJLEN, D. and R. JANSSEN (2008) Modeling quantitative and qualitative differences in spelling ability |
VAN DEUN, K., SMILDE, A., VAN DER WERF, M. J., KIERS, H. A. L. and
I. VAN MECHELEN (2008) A general framework for simultaneous component methods |
VANDEKERCKHOVE, J., VERHEYEN, S. and F. TUERLINCKX (2008) A crossed random effects diffusion model for speeded semantic categorization decisions |
VANDEKERCKHOVE, J., TUERLINCKX, F. and M. D. LEE (2008) Hierarchical diffusion models for two-choice response times |
TIMMERMAN, M. E., CEULEMANS, E. and H. A. L. KIERS (2008) Factorial K-means analysis reconsidered |
SCHEPERS, J., VAN MECHELEN, I. and E. CEULEMANS (2008) The real-valued model of hierarchical classes |
SCHEPERS, J. and I. VAN MECHELEN (2008) Uniqueness of real-valued hierarchical classes models |
ORAVECZ, Z., TUERLINCKX, F. and J. VANDEKERCKHOVE (2008) A hierarchical latent stochastic differential equation model for affective dynamics |
MAGIS, D. and G. RAICHE (2008) An interactive maximum a posteriori estimation of proficiency level to detect multiple local likelihood maxima |
FREDERICKX, S., KUPPENS, P., TUERLINCKX, F. and I. VAN MECHELEN (2008) Desequens : an R-package for the variance decomposition of sequential processes |
FREDERICKX, S., TUERLINCKX, T. , DE BOECK, P. and D. MAGIS (2008) An item mixture model to detect differential item functioning |
DUTILH, G., VANDEKERCKHOVE, J., TUERLINCKX, F. and E.J. WAGENMAKERS
(2008) A diffusion model decomposition of the practice effect |
DEPRIL, D. AND I. VAN MECHELEN (2008) New ALS approaches for fitting the INDCLUS |
DEPRIL, D. AND I. VAN MECHELEN (2008) Low dimensional overlapping clustering |
DE BOECK, P., CHO, S.-J. and W. WILSON (2008) Secondary dimension modeling of DIF : A mixture approach to test speededness |
BRAEKEN, J., TUERLINCKX, F. and P. DE BOECK (2008) Fitting explanatory item response theory models : a Matlab IRTm toolbox |
BRAEKEN, J., TUERLINCKX, F. and P. DE BOECK (2008) A latent variable framework for teratology studies |
GONZALEZ-MANTEIGA, W., HEUCHENNE, C. and C. SANCHEZ SELLERO (2008) Goodness-of-fit tests for censored regression based on artificial data points |
KENWARD, M. G. and G. MOLENBERGHS (2008) Last observation carried forward : a crystal ball ? |
CREEMERS, A., HENS, N., AERTS, M., MOLENBERGHS, G., VERBEKE, G. and
M. G. KENWARD (2008) A sensitivity analysis for shared-parameter models |
SOTTO, C., BEUNCKENS, C., MOLENBERGHS, G. and M. G. KENWARD (2008) MCMC-based estimation methods for continuous longitudinal data with non-random (non)-monotone missingness |
VERAVERBEKE, N., OMELKA, M. and I. GIJBELS (2008) Weak convergence of the empirical copula process with covariates |
GIJBELS, I. and A. VERHASSELT (2008) Regularization and P-splines in generalized linear models |
GIJBELS, I. and A. VERHASSELT (2008) P-splines regression and difference type of penalty |
GIJBELS, I., PROSDOCIMI, I. and G. CLAESKENS (2008) Nonparametric estimation of mean and dispersion functions inextended generalized linear models |
DESMET, L. and I. GIJBELS (2008) Improved spectral density estimation at peaks |
DESMET, L. and I. GIJBELS (2008) Local linear fitting and improved estimation near peaks |
ANTONIADIS, A., GIJBELS, I. and M. NIKOLOVA (2008) Penalized likelihood regression for generalized linear models with nonquadratic penalties |
PATEIRO-LOPEZ, B. and A. RODRIGUEZ-CASAL (2008) On the estimation of alpha-convex sets |
BOSHNAKOV, G. and S. LAMBERT-LACROIX (2008) Maximum entropy for periodically correlated processes from nonconsecutive autocovariance coefficients |
ANTONIADIS, A., FRYZLEWICZ, P. and F. LETUE (2008) The Dantzig selector in Cox's proportional hazards model |
ROBERT, C.Y., SEGERS, J. and C. FERRO (2008) A Sliding Blocks Estimator for the Extremal Index |
GONZALEZ-MANTEIGA, W., PARDO-FERNANDEZ, J. and I. VAN KEILEGOM (2008) ROC curves in nonparametric location-scale regression models |
CRUJEIRAS, R. M. and I. VAN KEILEGOM (2008) Least squares estimatioin of nonlinear spatial trends |
JULLION, A., LAMBERT, Ph. and F. VANDENHENDE (2008) Estimation of receptor occupancy using varying coefficients models |
BOUEZMARNI, T., ROMBOUTS, J. and A. TAAMOUTI (2008) Asymptotic properties of the bernstein density copula for dependent data |
LINTON, O., MAMMEN, E., NIELSEN, J.P., and I. VAN KEILEGOM (2008) Nonparametric regression with filtered data |
MOTTA, G., EICHLER, M. and R. von SACHS (2008) Fitting dynamic factor models to nonstationary time series |
LOPEZ, O., PATILEA, V. and I. VAN KEILEGOM (2008) Single index regression models in the presence of censoring depending on the covariates |
BADIN, C., DARAIO, C. and L. SIMAR (2008) Optimal Bandwith Selection for Conditional Efficiency Measures : a Data-Driven Approach |
VAN KEILEGOM, I. and L. WANG (2008) Semiparametric modeling and estimation of the dispersion function in regression |
RUSSO, F., WUNSCH, G. and M. MOUCHART (2008) Potential Outcomes, Counterfactuals, and Structural Modelling |
BEIRLANT, J., JOOSSENS, E. and J. SEGERS (2008) Second-Order Refined Peaks-Over-Threshold Modelling for Heavy-Tailed Distributions |
BEIRLANT, J., JOOSSENS, E. and J. SEGERS (2008) Second-Order Refined Peaks-Over-Threshold Modelling for Heavy-Tailed Distributions |
TEODORESCU, B. and I. VAN KEILEGOM (2008) Goodness-of-fit test for Generalized Conditional Linear Models under Left Truncation and Right Censoring |
GEENENS, G. and L. SIMAR (2008) Single index modelling of conditional probabilities in two-way contingency tables |
DASKOVSKA, A., SIMAR, L. and S. VAN BELLEGEM (2008) Forecasting the Malmquist productivity index |
NEUMEYER, N. and I. VAN KEILEGOM (2008) Estimating the error distribution in nonparametric multiple regression with applications to model testing |
SEGERS, J., VAN DEN AKKER, R. and B.J.M. WERKER (2008) Improving upon the Marginal Empirical Distribution Functions When the Copula is Known |
SAN MARTIN, E., JARA, A., ROLIN, J.-M. and M. MOUCHART (2008) On the Analysis of Bayesian Semiparametric IRT-type Models |
EINMAHL, J. and J. SEGERS (2008) Maximum empirical likelihood estimation of the spectral measure of an extreme value distribution |
FERRATY, F., VAN KEILEGOM, I. and P. VIEU (2008) On the validity of bootstrap in nonparametric functional regression |
JULLION, A. and Ph. LAMBERT (2008) Extensions of Bayesian P-splines models for fitting PK curves |
SIMAR, L. and V. ZELENYUK (2008) Stochastic FDH/DEA Estimators for frontier analysis |
VANSTEELANDT, S., MERTENS, K., SUETENS, C. and E. GOETGHEBEUR (2008) Marginal structural models for partial exposure regimes |
MOLANES LOPEZ, E.M., VAN KEILEGOM, I. and N. VERAVERBEKE (2008) Empirical likelihood for non-smooth criterion functions |
VANDEKERCKHOVE, J., TUERLINCKX, F. and M.D. LEE (2008) A Bayesian approach to diffusion process models of decision-making |
SCHEPERS, J. and I. VAN MECHELEN (2008) Capturing the nature of two-way interactions by means of a two-mode clustering method |
ROUDER, J.N., TUERLINCKX, F., SPECKMAN, P., LU, J. and P. GOMEZ (2008) Navigating between Scylla and Charybdis: How to fit curves and lines to RT data |
GONZÁLEZ, J., TUERLINCKX, F., and P. DE BOECK (2008) Crossed random effects models for the analysis of complex designs |
GOETGELUK, S., VANSTEELANDT, S. and E. GOETGHEBEUR (2008) Estimation of controlled direct effects |
DEBRUS, B., LEBRUN, P., CECCATO, A., CALIARO, G., GOVAERTS, B., OLSEN,
B., ROZET, E., BOULANGER, E. and P. HUBERT (2008) Use of ICA on HPLC-DAD data and high-order statistics to automatically achieve peak picking |
GOVAERTS, B., DEWÉ, W., MAUMY, M. and B. BOULANGER (2008) Pre-study analytical method validation : comparison of four alternative approaches based on quality level estimation and tolerance intervals |
GOETHALS, K., JANSSEN, P. and L. DUCHATEAU (2008) Frailty models and copulas : similarities and differences |
FILS-VILLETARD, A., GUILLOU, A. and J. SEGERS (2008) Projection estimators of Picklands dependence functions |
CHARPENTIER, A. and J. SEGERS (2008) Tails of multivariate Archimedean copulas |
GEENENS, G. and L. SIMAR (2008) Single-index modelling of conditional probabilities in two-way contingency tables |
OJEDA CABRERA, J.L. and I. VAN KEILEGOM (2008) Goodness-of-fit tests for parametric regression with selection biased data |
JARA, A., QUINTANA, F.A. and E. SAN MARTIN (2008) Linear effects mixed models with skew-elliptical distributions : a Bayesian approach |
JARA, A., LESAFFRE, E., DE LORIO, M. and F. A. QUINTANA (2008) Bayesian semiparametric inference for multivariate doubly-interval-censored data |
DAOUIA, A., FLORENS, J.-P. and L. SIMAR (2008) Frontier estimation and extreme values theory |
ANDERLUH, J. and T. KADANKOVA (2008) Double-sided knock-in calls in an exponential compound Poisson framework |
BÖHM, H. and R. von SACHS (2008) Structural shrinkage of nonparametric spectral estimators for multivariate time series |
RIZOPOULOS, D., VERBEKE, G. and E. LESAFFRE (2008) Fully exponential Laplace approximations for the joint modelling of survival and longitudinal data |
GEENENS, G. (2008) Explicit formula for asymptotic higher moments of the Nadaraya-Watson estimator |
GEENENS, G. and L. SIMAR (2008) Nonparametric test for conditional independence in two-way contingency tables |
VAN KEILEGOM, I., de UÑA-ALVAREZ, J. and L. MEIRA-MACHADO (2008) Nonparametric location-scale models for successive survival times under dependent censoring |
DEBRUYNE, M., HUBERT, M. and J. VAN HOREBEEK (2008) Detecting influential observations in Kernel PCA |
BOGAERTS, K. and E. LESAFFRE (2007) Modeling the association of bivariate interval censored data using the copula approach |
VANSTEELANDT, S., BABANEZHAD, M. and E. GOETGHEBEUR (2007) Correcting instrumental variables estimators for systematic measurement error |
MOLENBERGHS, G., BEUNCKENS, C., SOTTO, C. and M.G. KENWARD (2007) Every missing not at random model has got a missing at random counterpart with equal fit |
CARPENTER, J.R. and M.G. KENWARD (2007) Missing data in clinical trials - a practical guide |
WILDERJANS, T., CEULEMANS, E., and I. VAN MECHELEN (2007) Simultaneous analysis of coupled data blocks differing in size : a comparison of two weighting schemes |
WILDERJANS, T., CEULEMANS, E., and I. VAN MECHELEN (2007) The CHIC model : a global model for coupled binary data |
SCHEPERS, J., VAN MECHELEN, I. and E. CEULEMANS (2007) A real-valued model of hierarchical classes |
SCHEPERS, J. and I. VAN MECHELEN (2007) Uniqueness of real-valued hierarchical classes models |
ORAVECZ, Z., TUERLINCKX, F. and J. VANDEKERCKHOVE (2007) An Ornstein-Uhlenbeck model for multilevel multivariate repeated measurement data |
MAGIS, D. and G. RAÎCHE (2007) An iterative maximum a posteriori estimation of proficiency level to detect multiple local likelihood maxima |
LEENEN, I. and E. CEULEMANS (2007) Three-way hierarchical classes : a comparison of INDCLAS and Tucker3-HICLAS models |
GÓNZALEZ, J., TUERLINCKX, F. and P. DE BOECK (2007) Analyzing structural relations in multivariate dyadic binary data |
GÓNZALEZ, J., DE BOECK, P. and F. TUERLINCKX (2007) A double-structure structural equation model for three-mode data |
GOEGEBEUR, Y., DE BOECK, P. and G. MOLENBERGHS (2007) Person fit test speededness : normal curvatures, likelihood ratio tests and empirical Bayes estimates |
DEPRIL, D., VAN MECHELEN, I. and B. MIRKIN (2007) Algorithms for additive clustering of rectangular data tables |
BEIRLANT, J. and J.H.J. EINMAHL (2007) Asymptotics for the Hirsch index |
CEULEMANS, E. and H.A.L. KIERS (2007) Discriminating between strong and weak structures in three-mode principal component analysis |
VAN KEILEGOM, I. , GONZÁLEZ-MANTEIGA, W. and C. SÁNCHEZ-SELLERO
(2007) Goodness-of-fit tests in parametric regression based on the estimation of the error distribution |
PORCU, E., CRUJEIRAS, R.M., MATEU, J. and W. GONZÁLEZ-MANTEIGA
(2007) On the second-order properties of the multidimensional periodogram for regularly spaced data |
PÉREZ-GONZÁLEZ, A., VILAR-FERNÁNDEZ, J.M. and W. GONZÁLEZ-MANTEIGA
(2007) Asymptotic properties of local polynomial regression with missing data and correlated erros |
PATEIRO-LÓPEZ, B. and A. RODRÍGUEZ-CASAL (2007) Length and surface area estimation under smoothness restrictions |
MENEZES, R., GARCÍA-SOIDÁN, P. and M. FEBRERO (2007) A kernel variogram estimator for clustered data |
MATÍAS, J.M., FEBRERO-BANDE, M., GONZÁLEZ-MANTEIGA, W. and
J.C. REBOREDO (2007) Boosting GARCH and neural networks for the prediction of hetoroskedastic time series |
MARTÍNEZ-MIRANDA, M.D., RAYA-MIRANDA, R., GONZÁLEZ- MANTEIGA,
W. and A. GONZÁLEZ-CARMONA (2007) A bootstrap local bandwidth selector for additive models |
LOMBARDÍA, M.J. and S. SPERLICH (2007) Semiparametric inference in generalized mixed effects models |
GONZÁLEZ-MANTEIGA, W. and R.M. CRUJEIRAS (2007) Comments on : Augmenting the bootstrap to analyze high dimensional genomic data |
GONZÁLEZ-MANTEIGA, W., LOMBARDÍA, M.J., MOLINA, I., MORALES,
D. and L. SANTAMARÍA (2007) Bootstrap estimation of the mean squared error of an EBLUP in mixed linear models for small areas |
FERNÁNDEZ-DE CASTRO, B. and W. GONZÁLEZ-MANTEIGA (2007) Boosting for real and functional samples. An application to an environmental problem |
FEBRERO, M., GALEANO, P. and W. GONZÁLEZ-MANTEIGA (2007) Outlier detection in functional data by depth measures with application to identify abnormal NOx levels |
CRUJEIRAS, R.M. and FÉRNANDEZ-CASAL (2007) On the estimation of the spectral density for continuous spatial processes |
CAO, R. and W. GONZÁLEZ-MANTEIGA (2007) Goodness-of-fit tests for conditional models under censoring and truncation |
BOENTE, G., PÉREZ-GONZÁLEZ, A. and W. GONZÁLEZ-MANTEIGA
(2007) Robust nonparametric estimation with missing data |
MASSONNET, G., JANSSEN, P. and L. DUCHATEAU (2007) Modelling udder infection data using copula models for quadruples |
VAN AERSCHOT W., JANSEN, M. and A. BULTEEL (2007) Normal mesh techniques for image contour approximation |
VAN AERSCHOT W., JANSEN, M. and A. BULTEEL (2007) Normal mesh based geometrical image compression |
MADAN, D.B. and W. SCHOUTENS (2007) Break on through to the single side |
LEONI, P. and W. SCHOUTENS (2007) Multivariate smiling |
JÖNSSON, H. and W. SCHOUTENS (2007) Single name credit default swaptions meet single sided jump models |
JÖNSSON, H. and W. SCHOUTENS (2007) Pricing of constant muturity credit default swaps under jump dynamics |
JANSEN M. (2007) Refinement independent wavelets for use in adaptive multiresolution schemes |
HUBERT, M., ROUSSEEUW, P.J. and T. VERDONCK (2007) Robust PCA for skewed data |
GARCIA, J., GOOSSENS, S. and W. SCHOUTENS (2007) Let's jump together - pricing of credit derivatives : from index Swaptions to CPPIs |
GARCIA, J., GOOSSENS, S., MASOL, V. and W. SHOUTENS (2007) Lévy base correlation |
DESMET, L. and I. GIJBELS (2007) Peak preserving regression using local linear fitting |
DEBRUYNE, M., HUBERT, M. and J. SUYKENS (2007) Model selection for kernel regression using the influence function |
DEBRUYNE, M. and M. HUBERT (2007) The influence function of the Stahel-Donoho covariance estimator of smallest outlyingness |
CLAESKENS, G., DING, H. and M. JANSEN (2007) Lack-of-fit tests in semiparametric mixed models |
CASAS, I., GAO, J. and I. GIJBELS (2007) Specification testing in semiparametric diffusion models: theory and practice |
CARR, P. and W. SCHOUTENS (2007) Hedging under the Heston model with jump-to-default |
ANTONIADIS, A., GIJBELS, I. and J.-M. POGGI (2007) Smoothing non equispaced heavy noisy data with wavelets |
BONACCORSI, A., CURI, C., DARAIO, C., MANCUSO, P. and L. SIMAR (2007) Analysing Total Factor Productivity through a bootstrap-based nonparametric approach : the case of Italian regions |
BRAEKERS, R. and P. D. MARKEL (2007) Zero-inflated Cox regression with a detection limit |
GADDAH, A. and R. BRAEKERS (2007) Weak convergence for the conditional distribution function in a Koziol-Green model under dependent censoring |
BRAEKERS, R. and I. VAN KEILEGOM (2007) Flexible modeling based on copulas in nonparametric regression |
EINMAHL, J., KRAJINA, A. and J. SEGERS (2007) A method of moments estimator of tail dependence |
JOHANNES, J., VAN BELLEGEM, S. and A. VANHEMS (2007) A unified approach to solve ill-posed inverse problems in econometrics |
FLORENS, J.-P., JOHANNES, J. and S. VAN BELLEGEM (2007) Identification and estimation by penalization in nonparametric instrumental regression |
DETTE, H., PARDO-FERNÁNDEZ, J.-C. and I. VAN KEILEGOM (2007) Goodness-of-fit tests for multiplicative models with dependent data |
LE BAILLY DE TILLEGHEM, C. and B. GOVAERTS (2007) A review of Quantitative Structure-Activity Relationship (QSAR) models |
GENEST, C. and J. SEGERS (2007) Rank-based inference for bivariate extreme-value copulas |
BASRAK B. and J. SEGERS (2007) Regularly varying multivariate time series |
JULLION, A., LAMBERT, P. and F. VANDENHENDE (2007) A non-parametric Bayesian method to smooth PET Time-Activity-Curves |
VAN KEILEGOM, I., SÁNCHEZ-SELLERO, C. and W. GONZÁLEZ-MANTEIGA
(2007) Empirical likelihood based testing for regression |
EL GHOUCH, A. and I. VAN KEILEGOM (2007) Local linear quantile regression with dependent censored data |
LETUÉ, F. (2007) A semiparametric shock model for a pair of event-related dependent censored failure times |
BERNARD-MICHEL, C., GARDES, L. and S. GIRARD (2007) Gaussian regularized sliced inverse regression |
ROUSSEAU, R., GOVAERTS, B., VERLEYSEN, M. and B. BOULANGER (2007) Comparison of some chemometric tools for metabonomics biomarker identification |
KOMÁREK, A. and E. LESAFFRE (2007) Generalized linear mixed model with a penalized Gaussian mixture as a random effects distribution |
KOMÁREK, A. and E. LESAFFRE (2007) The regression analysis of correlated interval-censored data : Review of accelerated failure time models with flexible distributional assumptions |
LEBRUN, P., GOVAERTS, B., DEBRUS, B., CECCATO, A., CALIARO, G., HUBERT,
P. and B. BOULANGER (2007) Development of a new predictive modelling technique to find with confidence equivalence zone and design space of chromatographic analytical methods |
JARA, A., HANSON, T. and E. LESAFFRE (2007) Robustifying generalized linear mixed models using mixtures of multivariate Polya trees |
CHATELAIN, F., LAMBERT-LACROIX, S. and J.-Y. TOURNERET (2007) Composite likelihood estimation for multivariate mixed Poisson models generated by Gamma intensities |
KOMÁREK, A., LESAFFRE, E. and C. LEGRAND (2007) Assessing baseline and treatment effect heterogeneity for survival times between centers using a random effects accelerated failure time model with flexible error distribution |
MOUCHART, M., RUSSO, F. and G. WUNSCH (2007) Causality, structural modelling and exogeneity |
BOUEZMARNI, T., EL GHOUCH, A. and M. MESFIOUI (2007) Gamma Kernels Estimator for Density and Hazard Rate of Right Censored Data |
ALMEIDA, C. and M. MOUCHART (2007) Testing the normality of the latent variables in the polychoric correlation model |
BROUSTE, A., ISTAS, J. and S. LAMBERT-LACROIX (2007) On Gaussian random fields simulations |
BÖHM, H. and R. von SACHS (2007) Shrinkage estimation in the frequency domain of multivariate time series |
ROLIN, J.-M. (2007) Bayesian consistency of density estimators |
ROBERT, C.Y. and J. SEGERS (2007) Tails of random sums of a heavy-tailed number of light-tailed terms |
KRIER, C., MOUCHART, M. and A. OULHAJ (2007) Neural modelling of ranking data (with an application to stated preference data) |
SAN MARTIN, E. and J.-M. ROLIN (2007) Identifiability and estimability of parametric Rasch-type models |
VERAVERBEKE N. (2007) Weak convergence of the empirical copula process with covariates |
SEGERS J. (2007) Multivariate regular variation of heavy-tailed Markov chains |
TSONAKA, R., VERBEKE, G. and E. LESAFFRE (2007) Shared parameter models with a flexible random effects distribution to study sensitivity in non-ignorable missingness models |