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1. • WorkingPaper

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   Spectral Analysis of Multivariate Time Series

   von Sachs, Rainer[UCL] (2019)
2. • Journal article

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   'The psychosocial burden of alopecia areata and androgenetica': a cross-sectional multicentre study among dermatological out-patients in 13 European countries.

   Titeca, Geraldine Goudetsidis, Laetitia Francq, Bernard[UCL] Sampogna, Francesca Gieler, Uwe Tomas-Aragones, Lucia Lien, Lars Jemec, Gregor B E Misery, Laurent Szabo, Csanad Linder, Dennis Evers, Andrea W M Halvorsen, Jon A Balieva, Flora Szepietowski, Jacek Romanov, Dmitry Marron, Servando E Altunay, Ilknur K Finlay, Andrew Y Salek, Salek S Kupfer, Jörg Dalgard, Florence J Poot, Françoise (2020) Journal of the European Academy of Dermatology and Venereology — Vol. 34, no.2, p. 406-411 (2020)
3. • WorkingPaper

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   Inference in the Nonparametric Stochastic Frontier Model

   Parmeter, Christopher F. Simar, Léopold[UCL] Van Keilegom, Ingrid[UCL] Zelenyuk, Valentin[UCL] (2021)
4. • Journal article

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   Latent heterogeneity to evaluate the effect of human capital on world technology frontier

   Mastromarco, Camilla Simar, Léopold[UCL] (2021) Journal of Productivity Analysis — Vol. 55, p. 71–89 (2021)
5. • Journal article

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   Predicting recessions with a frontier measure of output gap: an application to Italian economy

   Mastromarco, Camilla Simar, Léopold[UCL] Zelenyuk, Valentin (2021) Empirical Economics — Vol. 60, p. 2701–2740 (2021)
6. • WorkingPaper

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   Gender effect on microfinance social efficiency: A robust nonparametric approach

   Fall, François Seck Tchuigoua, Hubert Tchakoute Vanhems, Anne Simar, Léopold[UCL] (2020)
7. • WorkingPaper

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   Dynamic portfolio selection with sector-specific regularization

   Hafner, Christian[UCL] Wang, Linqi[UCL] (2020)
8. • WorkingPaper

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   Inference on extremal dependence in the domain of attraction of a structured Hüsler–Reiss distribution motivated by a Markov tree with latent variables

   Asenova, Stefka Kirilova[UCL] Mazo, Gildas Segers, Johan[UCL] (2021)
9. • WorkingPaper

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   From risk reduction to risk elimination by conditional mean risk sharing of independent losses

   Denuit, Michel[UCL] Robert, Christian Y. (2021)
10. • Journal article

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    Home and Motor insurance joined at a household level using multivariate credibility

    Pechon, Florian[UCL] Denuit, Michel[UCL] Trufin, Julien (2021) Annals of Actuarial Science — Vol. 15, no.1, p. 82-114 (2021)
11. • Journal article

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    Supplementary material for Estimation from cross-sectional data under a semiparametric truncation model

    Heuchenne, Cédric[UCL] De uña Alvarez, Jacobo Laurent, Géraldine[UCL] (2020) Biometrika — (2020)
12. • Journal article

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    Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction

    Denuit, Michel[UCL] Robert, Christian Y. (2021) Journal of Multivariate Analysis — Vol. 186, p. 104803 (2021)
13. • WorkingPaper

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    Empirical tail copulas for functional data

    Einmahl, John H. J. Segers, Johan[UCL] (2021)
14. • Journal article

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    Quality as a Latent Heterogeneity Factor in the Efficiency of Universities

    Daraio, Cinzia Simar, Léopold[UCL] Wilson, Paul W. (2021) Economic Modelling — Vol. 99, no. June 2021, p. 105485 (2021)
15. • WorkingPaper

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    Autocalibration and Tweedie-dominance for insurance pricing with machine learning

    Denuit, Michel[UCL] Charpentier, Arthur Trufin, Julien (2021)
16. • Journal article

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    Estimation from cross-sectional data under a semiparametric truncation model

    Heuchenne, Cédric[UCL] De uña Alvarez, Jacobo Laurent, Géraldine[UCL] (2020) Biometrika — Vol. 107, no.2, p. 449–465 (2020)
17. • Journal article

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    Progressive Pension Formula and Life Expectancy Heterogeneity

    Diakite, Keivan[UCL] Devolder, Pierre[UCL] (2021) Risks — Vol. 9, no.7, p. 127 (2021)
18. • WorkingPaper

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    A fractional multi-states model for insurance

    Hainaut, Donatien[UCL] (2021)
19. • WorkingPaper

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    Linear manifold modeling and graph estimation based on multivariate functional data with different coarseness scales

    Pircalabelu, Eugen[UCL] Claeskens, Gerda (2021)
20. • Journal article

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    Maxima and near-maxima of a Gaussian random assignment field

    Mordant, Gilles[UCL] Segers, Johan[UCL] (2021) Statistics & Probability Letters — Vol. 173, no. June 2021, p. 109087 (2021)
21. • WorkingPaper

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    Boosting cost-complexity pruned trees On Tweedie responses: the ABT machine

    Trufin, Julien Denuit, Michel[UCL] (2021)
22. • Journal article

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    Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model

    Bettonville, Carole d'Oultremont, Louise Denuit, Michel[UCL] Trufin, Julien Van Oirbeek, Robin (2021) Scandinavian Actuarial Journal — Vol. 2021, no.5, p. 380-407 (2021)
23. • WorkingPaper

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    Concentration bounds for the empirical angular measure with statistical learning applications

    Clémençon, Stéphan Jalalzai, Hamid Sabourin, Anne Lhaut, Stéphane[UCL] Segers, Johan[UCL] (2021)
24. • WorkingPaper

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    Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance

    Hallin, Marc[UCL] Mordant, Gilles[UCL] Segers, Johan[UCL] (2021)
25. • Journal article

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    Exponential-Type GARCH Models With Linear-in-Variance Risk Premium

    Hafner, Christian[UCL] Kyriakopoulou, Dimitra[UCL] (2021) Journal of Business & Economic Statistics — Vol. 39, no. 2, p. 589-603 (2021)

Pages