# Catholique de Louvain - Institut de statistique

# Papers

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 (last 10 years)
- Recursive (10)
- Discounted (10)
- Recursive discounted (10)
- H-Index (10)
- Euclid (10)
- Aggregate (10)

**Access and download statistics**

**Top item:**

### 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

**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.**7 Some Comments on Two Approximations Used for the Pricing of Reinstatements***by*Walhin, J.F.**0007 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.**0004 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.**0003 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.

### 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.