Catholique de Louvain - Institut de statistique
Papers
Contact information of Catholique de Louvain - Institut de statistique:
Postal: Universite Catholique de Louvain, Institut de Statistique, Voie du Roman Pays, 34 B-1348 Louvain- La-Neuve, Belgique.
For corrections or technical questions regarding this series, please contact
(Thomas Krichel)
Series handle: repec:fth:louvis
Citations RSS feed: at CitEc
Impact factors:
Simple,
Recursive,
Discounted,
Recursive discounted,
H-Index,
Aggregate
Access and download statistics
Top item: By citations.
2001
- 0116 Bootstrap Bandwidth Selection in Kernel Density Estimation from a Contaminated Sample
by Delaigle, A. & Gijbels, I. - 0115 Nonparametric Competing Risks Models : Identification and Strong Consistency
by Rolin, J.M.
2000
- 7 Some Comments on Two Approximations Used for the Pricing of Reinstatements
by Walhin, J.F. - 4 Stochastic Analysis of Duplicates in Life Insurance Portfolios
by Denuit, M. - 3 The Effect of Excess-of-Loss Reinsurance with Reinstatements of the Cedent's Portfolio
by Walhin, J.F. & Paris, J. - 2 Performance of the Bootstrap for DEA Estimators and Iterating the Principle
by Simar, L. & Wilson, P.W. - 0020 Semiparametric Efficient Estimation of AR(1) Panel Data Models
by Park, B.U. & Sickles, R.C. & Simar, L. - 0013 Testing Restrictions in Nonparametric Efficiency Models
by Simar, L. & Wilson, P.W. - 0012 Estimating a Changepoint, Boundary of Frontier in the Presence of Observation Error
by Hall, P. & Simar, L. - 0007 Some Comments on Two Approximations Used for the Pricing of Reinstatements
by Walhin, J.F. - 0004 Stochastic Analysis of Duplicates in Life Insurance Portfolios
by Denuit, M. - 0003 The Effect of Excess-of-Loss Reinsurance with Reinstatements of the Cedent's Portfolio
by Walhin, J.F. & Paris, J.
1999
- 9917 A Simple GCV Method of Span Selection for Periodigram Smoothing
by Ombao, H.C. & Raz, J.A. & Strawderman, R.L. & von Sachs, R. - 9916 Nonparametric Estimation of Hazard Rate under the Constraint of Monotonicity
by Gifford, J.A. & Gijbels, I. & Hall, P. & Huang, L.-S. - 9912 A Nonparametric Least-Squares Test for Checking a Polynomial Relationship
by Gijbels, I. & Rousson, V. - 9908 Automatic Statistical Analysis of Bivariate Non-Stationary Time Series
by Ombao, H. & Raz, J. & von Sachs, R. & Malow, B. - 9906 Survival Data with Explanatory Processes: a Full Nonparametric Bayesian Analysis
by Rolin, J.-M. - 9904 Statistical Inference in Nonparametric Frontier Models: the State of the Art
by Simar, L. & Wilson, P.W. - 9901 Wavelets in Time Series Analysis
by Nason, G.P. & von Sachs, R. - 0002 Performance of the Bootstrap for DEA Estimators and Iterating the Principle
by Simar, L. & Wilson, P.W.
1998
- 9812 The Cramer-Lundberg Approximation: A New Approach
by Ars, P. & Janssen, J. - 9811 A General Methodology for Bootstrapping in Nonparametric Frontier Models
by Simar, L. & Wilson, P.W. - 9810 Productivity Growth in Industrialized Countries
by Simar, L. & Wilson, P.W. - 9809 Une analyse non parametrique des distributions du revenu et des caracteristiques des menages
by Hildenbrand, W. & Kneip, A. & Utikal, K.J. - 9808 Testing a Regression Model when we Have Smooth Alternatives in Mind
by Hardle, W. & Kneip, A. - 9807 Bayesian Evaluation of Non-Admissible Conditioning: The Case of Fisher Test
by Mouchart, M. & Scheihing, E. - 9806 Bayesian Evaluation of a Semi-Parametric Binary Response Model
by Scheihing, E. & Mouchart, M. - 9805 Identification Problems in a Class of Mixture Models with an Application to the LISREL Model
by Mouchart, M. & San Martin, E. - 9804 Demand Aggregation under Structural Stability
by Hildenbrand, W. & Kneip, A. - 9801 Multiple Hypotheses Testing with Partial Prior Information
by Zhang, J.
1997
- 9704 Nonparametric Bayesian Survival Analysis
by Rolin, J-M - 9702 A Bivariate Distribution Function Estimator and Its Variance under Left Truncation and Right Censoring
by Gurler, Y & Gijbels, I
1996
- 9612 Logarithmic Stock Returns : Leptokustosis, Heteroskedasticity and Change-Points
by Weiner, C - 9610 Testing Monotonicity of Regression
by Bowman, A-W & Jones, M-C & Gijbels, I - 9609 Interval and Band Estimation for Curves with Jumps
by Gijbels, I & Hall, P & Kneip, A - 9608 Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative
by Florens, J-P & Richard, J-F & Rolin, J-M - 9606 Modelling Aggregate Consumption Expenditure and Income Distribution Effects
by Hildenbrand, W & Kneip, A - 9603 A Note on the Convergence of Nonparametric DEA Efficiency Measures
by Kneip, A & Park, B-U & Simar, L - 9602 Classical and Bayesian Inference Robustness in Multivariate Regression models
by Fernandez, C & Osiewalski, J & Steel, M-F-J
1995
- 9510 Model Estimation in Nonlinear Regression
by Engel, J & Kneip, A - 9504 GMM Estimation of Panel Probit Models : Nonparametric Estimation of the Optimal Instruments
by Bertsched, I & Lechner, M - 9501 La modelations econometrique des transitions individuelles sur le marche du travail
by Florens, J-P & Fougere, D & Kamionka, T & Mouchart, M
1993
- 9303 Stochastic Frontiers: A Semiparametric Approach
by Park, B. & Sickles, R.C. & Simar, L. - 9302 On the Distribution of Jumps of the Dirichlet Process
by Rolin, J.M.
1992
- 9211 Multidimentional Change-Point Problems and Boundary Estimation
by Tsybakov, A.B. - 9210 Nonparametric Model For CCD Star Tracker
by Korostelev, A.P.Chuslyaeva, I. - 9209 Efficient Estimation of Monotone Boundaries
by Tsybakov, A.B. & Korostelev, A.P. & Simar, L. - 9208 Minimax Linewise Algorithm for Image Reconstruction
by Tsybakov, A.B. & Korostelev, A.P. - 9207 Nonparametric Recursive Variance Estimation
by Tsybakov, A.B. & Stadtmuller, U. - 9206 Roott-n Consistent Estimators of Entropy for Densities with Unbounded Support
by Tsybakov, A.B. & Van Der Meulen, E.C. - 9205 ASymptotical Minimax Results in Image Analysis for Sets with Smooth Boundaries
by Mammen, E. & Tsybakov, A.B. - 9204 Applied Nonparametric Methods
by Hardle, W. - 9203 Practical Performance of Several Data Driven Bandwidih Selectors
by Park, B. & Turlach, B. - 9202 Some Useful Properties on the Dirichlet Process
by Rolin, J.M. - 9201 Efficient Semiparametric Estimation in Stochastic Frontier Model
by Park, B.U. & Simar, L.