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LIDAM Reprints ISBA / Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
30
Impact Factor (IF)
0.72
5 Years IF
0.71
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2010 0 0.51 0.4 0 40 40 431 16 16 0 0 0 16 0.4 0.29
2011 0.7 0.6 0.49 0.7 63 103 687 50 66 40 28 40 28 0 20 0.32 0.35
2012 0.53 0.65 0.56 0.53 36 139 396 78 144 103 55 103 55 0 5 0.14 0.34
2013 0.94 0.64 0.97 0.91 50 189 231 182 327 99 93 139 127 0 20 0.4 0.34
2014 0.59 0.65 0.79 0.66 54 243 448 191 520 86 51 189 124 0 29 0.54 0.34
2015 0.57 0.63 0.74 0.66 45 288 324 212 733 104 59 243 160 0 13 0.29 0.35
2016 0.94 0.63 0.92 0.79 49 337 226 309 1042 99 93 248 195 0 11 0.22 0.34
2017 0.77 0.62 0.82 0.72 47 384 165 316 1358 94 72 234 169 0 12 0.26 0.34
2018 0.56 0.62 0.93 0.59 45 429 227 401 1759 96 54 245 145 0 32 0.71 0.35
2019 0.61 0.62 0.77 0.56 61 490 142 374 2134 92 56 240 134 0 14 0.23 0.37
2020 0.9 0.7 1.03 0.73 49 539 105 556 2690 106 95 247 180 0 19 0.39 0.72
2021 0.72 1.01 0.93 0.71 59 598 37 555 3245 110 79 251 177 0 15 0.25 0.42
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12011Two-Stage DEA: Caveat Emptor. (2011). Simar, Leopold ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011031.

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272
22014Testing macroprudential stress tests: The risk of regulatory risk weights. (2014). Engle, Robert ; Acharya, Viral ; Pierret, Diane. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014022.

Full description at Econpapers || Download paper

111
32010Nonparametric conditional efficiency measures: asymptotic properties. (2010). Simar, Leopold ; Jeong, Seok-Oh ; Park, Byeong U. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010004.

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107
42014Directional distances and their robust versions: Computational and testing issues. (2014). Simar, Leopold ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014012.

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71
52015Effect of FDI and Time on Catching-up: New Insights from a Conditional Nonparametric Frontier Analysis. (2015). Simar, Leopold ; Mastromarco, Camilla. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015034.

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70
62014A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014030.

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67
72010Optimal bandwidth selection for conditional efficiency measures: A data-driven approach. (2010). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010003.

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64
82012Dynamic stochastic copula models: Estimation, inference and applications. (2012). Hafner, Christian. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012022.

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63
92011Locally stationary long memory estimation. (2011). von Sachs, Rainer ; ROUEFF, FRANCOIS . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011009.

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60
102011Inference by the m out of n bootstrap in nonparametric frontier models. (2011). Simar, Leopold ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011027.

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59
112016Testing Hypotheses in Nonparametric Models of Production. (2016). Simar, Leopold ; Kneip, Alois ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016044.

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59
122012Statistical inference for DEA estimators of directional distances. (2012). Simar, Leopold ; Vanhems, Anne ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012018.

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55
132015Statistical Approaches for Nonparametric Frontier Models: A Guided Tour. (2015). Simar, Leopold ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015022.

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53
142013Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives. (2013). Simar, Leopold ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2013023.

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53
152015When Bias Kills the Variance: Central Limit Theorems for DEA and FDH Efficiency Scores. (2015). Simar, Leopold ; Kneip, Alois ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015008.

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53
162012Asymptotics of empirical copula processes under non-restrictive smoothness assumptions. (2012). Segers, Johan. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012009.

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46
172018Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility. (2018). Hafner, Christian. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018045.

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44
182010Asymptotic distribution of conical-hull estimators of directional edges. (2010). Simar, Leopold ; Park, B U ; Jeong, S.-O., . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010025.

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41
192018Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non-parametric, two-stage models of production. (2018). Simar, Leopold ; Daraio, Cinzia ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018023.

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39
202014Explaining inefficiency in nonparametric production models: the state of the art. (2014). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014005.

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38
212012On the estimation of dynamic conditional correlation models. (2012). Hafner, Christian ; Reznikova, O. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012021.

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38
222015Rankings and university performance: A conditional multidimensional approach. (2015). Simar, Leopold ; Daraio, Cinzia ; Bonaccorsi, Andrea. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015009.

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38
232011Correlated risks, bivariate utility and optimal choices. (2011). Eeckhoudt, Louis ; Denuit, Michel ; Menegatti, Mario. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011043.

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35
242012Convex order and comonotonic conditional mean risk sharing. (2012). Dhaene, Jan ; Denuit, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012016.

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35
252011Computational Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators. (2011). Simar, Leopold ; Kneip, Alois ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011030.

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34
262011The European university landscape: A micro characterization based on evidence from the Aquameth project. (2011). Simar, Leopold ; Geuna, Aldo ; Eeckaut, Philippe Vanden ; VANDENEECKAUT, Philippe ; van den Eeckaut, Philippe ; Bach, Laurent ; Lepori, Benedetto ; Bonaccorsi, Andrea ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011041.

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34
272010Inferences From Cross-sectional, Stochastic Frontier Models. (2010). Simar, Leopold ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010005.

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33
282017Nonparametric Least Squares Methods for Stochastic Frontier Models. (2017). Zelenyuk, Valentin ; Simar, Leopold ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2017026.

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33
292010Estimating the error distribution in nonparametric multiple regression with applications to model testing. (2010). van Keilegom, I ; Neumeyer, N. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010006.

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31
302013On kernel smoothing for extremal quantile regression. (2013). Gardes, Laurent ; Daouia, Abdelaati ; Girard, Stephane. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2013038.

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31
312016Unobserved heterogeneity and endogeneity in nonparametric frontier estimation. (2016). Simar, Leopold ; Vanhems, Anne ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016007.

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30
322012An M-estimator for tail dependence in arbitrary dimensions. (2012). , John ; John , ; Segers, Johan ; Krajina, Andrea . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012035.

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29
332018Central Limit Theorems for Aggregate Efficiency. (2018). Zelenyuk, Valentin ; Simar, Leopold. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018010.

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28
342010Efficient estimation of a semiparametric dynamic copula model. (2010). Hafner, Christian ; Reznikova, Olga . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010033.

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27
352014Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape. (2014). Denuit, Michel ; Klein, Nadja ; Kneib, Thomas ; Lang, Stefan. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014006.

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26
362015Frontier estimation in the presence of measurement error with unknown variance. (2015). Simar, Leopold ; Kneip, Alois ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015004.

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25
372011Identification and estimation by penalization in Nonparametric Instrumental Regression. (2011). Johannes, Jan ; FLORENS, Jean-Pierre ; VanBellegem, Sebastien ; VAN BELLEGEM, Sebastien . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011046.

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25
382016Efficiency and benchmarking with directional distances: a data-driven approach. (2016). Simar, Leopold ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016013.

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23
392014Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression. (2014). FLORENS, Jean-Pierre ; Dunker, Fabian ; Mammen, Enno ; Johannes, Jan ; Hohage, Thorsten . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014007.

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22
402016Generalized nonparametric smoothing with mixed discrete and continuous data. (2016). Zelenyuk, Valentin ; Simar, Leopold ; Li, Degui. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016020.

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22
412019Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines. (2019). Denuit, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019038.

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21
422013Individual Loss Reserving with the Multivariate Skew Normal Framework. (2013). Antonio, Katrien ; Pigeon, Mathieu ; Denuit, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2013028.

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21
432012Instrumental regression in partially linear models. (2012). Johannes, Jan ; FLORENS, Jean-Pierre ; VanBellegem, Sebastien ; VAN BELLEGEM, Sebastien . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012017.

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20
442015Categorical data in local maximum likelihood: theory and applications to productivity analysis. (2015). Zelenyuk, Valentin ; Simar, Leopold ; Park, Byeong U. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015018.

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20
452020Hypothesis Testing in Nonparametric Models of Production using Multiple Sample Splits. (2020). Simar, Leopold ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2020004.

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19
462012Max-stable models for multivariate extremes. (2012). Segers, Johan. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012012.

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19
472014Individual loss reserving using paid–incurred data. (2014). Antonio, Katrien ; Pigeon, Mathieu ; Denuit, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014024.

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19
482011Tails of correlation mixtures of elliptical copulas. (2011). Segers, Johan ; Manner, Hans. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011002.

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18
492019Sentiment-Induced Bubbles in the Cryptocurrency Market. (2019). Hafner, Christian ; Chen, Cathy Yi-Hsuan. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019053.

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18
502011Stochastic FDH/DEA estimators for frontier analysis. (2011). Zelenyuk, Valentin ; Simar, Leopold. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011026.

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18
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12011Two-Stage DEA: Caveat Emptor. (2011). Simar, Leopold ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011031.

Full description at Econpapers || Download paper

83
22014Testing macroprudential stress tests: The risk of regulatory risk weights. (2014). Engle, Robert ; Acharya, Viral ; Pierret, Diane. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014022.

Full description at Econpapers || Download paper

46
32018Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non-parametric, two-stage models of production. (2018). Simar, Leopold ; Daraio, Cinzia ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018023.

Full description at Econpapers || Download paper

38
42016Testing Hypotheses in Nonparametric Models of Production. (2016). Simar, Leopold ; Kneip, Alois ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016044.

Full description at Econpapers || Download paper

32
52010Optimal bandwidth selection for conditional efficiency measures: A data-driven approach. (2010). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010003.

Full description at Econpapers || Download paper

31
62015When Bias Kills the Variance: Central Limit Theorems for DEA and FDH Efficiency Scores. (2015). Simar, Leopold ; Kneip, Alois ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015008.

Full description at Econpapers || Download paper

27
72015Statistical Approaches for Nonparametric Frontier Models: A Guided Tour. (2015). Simar, Leopold ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015022.

Full description at Econpapers || Download paper

26
82014Explaining inefficiency in nonparametric production models: the state of the art. (2014). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014005.

Full description at Econpapers || Download paper

25
92015Effect of FDI and Time on Catching-up: New Insights from a Conditional Nonparametric Frontier Analysis. (2015). Simar, Leopold ; Mastromarco, Camilla. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015034.

Full description at Econpapers || Download paper

25
102017Nonparametric Least Squares Methods for Stochastic Frontier Models. (2017). Zelenyuk, Valentin ; Simar, Leopold ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2017026.

Full description at Econpapers || Download paper

22
112012Convex order and comonotonic conditional mean risk sharing. (2012). Dhaene, Jan ; Denuit, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012016.

Full description at Econpapers || Download paper

21
122019Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines. (2019). Denuit, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019038.

Full description at Econpapers || Download paper

20
132014Directional distances and their robust versions: Computational and testing issues. (2014). Simar, Leopold ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014012.

Full description at Econpapers || Download paper

20
142020Hypothesis Testing in Nonparametric Models of Production using Multiple Sample Splits. (2020). Simar, Leopold ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2020004.

Full description at Econpapers || Download paper

19
152010Nonparametric conditional efficiency measures: asymptotic properties. (2010). Simar, Leopold ; Jeong, Seok-Oh ; Park, Byeong U. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010004.

Full description at Econpapers || Download paper

18
162016Unobserved heterogeneity and endogeneity in nonparametric frontier estimation. (2016). Simar, Leopold ; Vanhems, Anne ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016007.

Full description at Econpapers || Download paper

18
172013Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives. (2013). Simar, Leopold ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2013023.

Full description at Econpapers || Download paper

18
182018Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility. (2018). Hafner, Christian. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018045.

Full description at Econpapers || Download paper

18
192011Inference by the m out of n bootstrap in nonparametric frontier models. (2011). Simar, Leopold ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011027.

Full description at Econpapers || Download paper

17
202019Sentiment-Induced Bubbles in the Cryptocurrency Market. (2019). Hafner, Christian ; Chen, Cathy Yi-Hsuan. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019053.

Full description at Econpapers || Download paper

17
212011Locally stationary long memory estimation. (2011). von Sachs, Rainer ; ROUEFF, FRANCOIS . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011009.

Full description at Econpapers || Download paper

17
222018Central Limit Theorems for Aggregate Efficiency. (2018). Zelenyuk, Valentin ; Simar, Leopold. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018010.

Full description at Econpapers || Download paper

15
232016Efficiency and benchmarking with directional distances: a data-driven approach. (2016). Simar, Leopold ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016013.

Full description at Econpapers || Download paper

15
242019A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures. (2019). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019013.

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15
252013On kernel smoothing for extremal quantile regression. (2013). Gardes, Laurent ; Daouia, Abdelaati ; Girard, Stephane. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2013038.

Full description at Econpapers || Download paper

15
262011Stochastic FDH/DEA estimators for frontier analysis. (2011). Zelenyuk, Valentin ; Simar, Leopold. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011026.

Full description at Econpapers || Download paper

14
272010Asymptotic distribution of conical-hull estimators of directional edges. (2010). Simar, Leopold ; Park, B U ; Jeong, S.-O., . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010025.

Full description at Econpapers || Download paper

14
282012Dynamic stochastic copula models: Estimation, inference and applications. (2012). Hafner, Christian. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012022.

Full description at Econpapers || Download paper

14
292012Statistical inference for DEA estimators of directional distances. (2012). Simar, Leopold ; Vanhems, Anne ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012018.

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13
302012Asymptotics of empirical copula processes under non-restrictive smoothness assumptions. (2012). Segers, Johan. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012009.

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12
312015Rankings and university performance: A conditional multidimensional approach. (2015). Simar, Leopold ; Daraio, Cinzia ; Bonaccorsi, Andrea. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015009.

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322019Model selection based on Lorenz and concentration curves, Gini indices and convex order. (2019). Sznajder, Dominik ; Denuit, Michel ; Trufin, Julien. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019046.

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12
332014A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014030.

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12
342012Instrumental regression in partially linear models. (2012). Johannes, Jan ; FLORENS, Jean-Pierre ; VanBellegem, Sebastien ; VAN BELLEGEM, Sebastien . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012017.

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352020The Spread of the Covid-19 Pandemic in Time and Space. (2020). Hafner, Christian . In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2020031.

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362011Identification and estimation by penalization in Nonparametric Instrumental Regression. (2011). Johannes, Jan ; FLORENS, Jean-Pierre ; VanBellegem, Sebastien ; VAN BELLEGEM, Sebastien . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011046.

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372011Computational Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators. (2011). Simar, Leopold ; Kneip, Alois ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011030.

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382015Frontier estimation in the presence of measurement error with unknown variance. (2015). Simar, Leopold ; Kneip, Alois ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015004.

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392014Individual loss reserving using paid–incurred data. (2014). Antonio, Katrien ; Pigeon, Mathieu ; Denuit, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014024.

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402017The empirical beta copula. (2017). Sibuya, Masaaki ; Segers, Johan ; Tsukahara, Hideatsu. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2017005.

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412013Individual Loss Reserving with the Multivariate Skew Normal Framework. (2013). Antonio, Katrien ; Pigeon, Mathieu ; Denuit, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2013028.

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10
422018Globalization and productivity: A robust nonparametric world frontier analysis. (2018). Simar, Leopold ; Mastromarco, Camilla. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018008.

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9
432012An M-estimator for tail dependence in arbitrary dimensions. (2012). , John ; John , ; Segers, Johan ; Krajina, Andrea . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012035.

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442018A continuous updating weighted least squares estimator of tail dependence in high dimensions. (2018). , John ; John , ; Segers, Johan ; Kiriliouk, Anna . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018019.

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452017Measuring Firm Performance Using Nonparametric Quantile-type Distances. (2017). Simar, Leopold ; Daouia, Abdelaati ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2017006.

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9
462020Investing in your own and peers’ risks: the simple analytics of P2P insurance. (2020). Denuit, Michel. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2020026.

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472014Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape. (2014). Denuit, Michel ; Klein, Nadja ; Kneib, Thomas ; Lang, Stefan. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014006.

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482019Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data. (2019). Guillen, Montserrat ; Denuit, Michel ; Trufin, Julien. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019039.

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492020Large-Loss Behavior of Conditional Mean Risk Sharing. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2020021.

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502014Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression. (2014). FLORENS, Jean-Pierre ; Dunker, Fabian ; Mammen, Enno ; Johannes, Jan ; Hohage, Thorsten . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014007.

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Citing documents used to compute impact factor: 79
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2021Vertical integration vs. specialization: a nonparametric conditional efficiency estimate for the global semiconductor industry. (2021). Wang, Zhan-Ao ; Qiao, Guangshun. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:56:y:2021:i:2:d:10.1007_s11123-021-00616-x.

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2021Gender effect on microfinance social efficiency: A robust nonparametric approach. (2021). Simar, L ; Vanhems, A ; Tchuigoua, Tchakoute H ; Fall, F S. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:2:p:744-757.

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2021Spatiotemporal analysis of water-electricity consumption in the context of the COVID-19 pandemic across six socioeconomic sectors in Doha City, Qatar. (2021). Abulibdeh, Ammar. In: Applied Energy. RePEc:eee:appene:v:304:y:2021:i:c:s0306261921011867.

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2021Heterogeneity and uncertainty in a multistate framework. (2021). Tabakova, D ; Pitacco, E. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00306-7.

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2021Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses. (2021). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021016.

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2021Risk sharing under the dominant peer-to-peer property and casualty insurance business models. (2021). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021001.

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2021From risk sharing to pure premium for a large number of heterogeneous losses. (2021). Robert, Christian Y ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:116-126.

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2021Stop-loss protection for a large P2P insurance pool. (2021). Robert, Christian Y ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:210-233.

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2021Risk sharing under the dominant peer?to?peer property and casualty insurance business models. (2021). Robert, Christian Y ; Denuit, Michel. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:24:y:2021:i:2:p:181-205.

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2021Risk-sharing rules and their properties, with applications to peer-to-peer insurance. (2021). Robert, Christian Y ; Dhaene, Jan ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021037.

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2021Discrete-Time Risk Models with Claim Correlated Premiums in a Markovian Environment. (2021). Wu, Xueyuan ; Osatakul, Dhiti. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:1:p:26-:d:479949.

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2021The Measures of Accuracy of Claim Frequency Credibility Predictor. (2021). Do, Tomasz ; Wolny-Dominiak, Alicja. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:21:p:11959-:d:667712.

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2021Bivariate mixed Poisson regression models with varying dispersion. (2021). di Cerchiara, Alice Pignatelli ; Tzougas, George. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:114327.

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2021Near?miss telematics in motor insurance. (2021). Perezmarin, Ana M ; Nielsen, Jens Perch ; Guillen, Montserrat. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:3:p:569-589.

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2021Autocalibration and Tweedie-dominance for insurance pricing with machine learning. (2021). Trufin, Julien ; Charpentier, Arthur ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021013.

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2021Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning. (2021). Trufin, Julien ; Charpentier, Arthur ; Denuit, Michel. In: Papers. RePEc:arx:papers:2103.03635.

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2021Testing for more positive expectation dependence with application to model comparison. (2021). Verdebout, Thomas ; Trufin, Julien ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021021.

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2021Concave/convex weighting and utility functions for risk: A new light on classical theorems. (2021). Yang, Jingni ; Wakker, Peter P. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:429-435.

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2021Concordance Probability for Insurance Pricing Models. (2021). Verdonck, Tim ; van Oirbeek, Robin ; Ponnet, Jolien. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:10:p:178-:d:651452.

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2021Lorenz curve, Gini coefficient, and Tweedie dominance for autocalibrated predictors. (2021). Trufin, Julien ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021036.

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2021Testing for more positive expectation dependence with application to model comparison. (2021). Verdebout, Thomas ; Trufin, Julien ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:163-172.

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2021Autocalibration and Tweedie-dominance for insurance pricing with machine learning. (2021). Trufin, Julien ; Charpentier, Arthur ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:485-497.

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2021Assessing the Performance of Random Forests for Modeling Claim Severity in Collision Car Insurance. (2021). Wagner, Joel ; Staudt, Yves. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:3:p:53-:d:517868.

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2021Nonparametric monitoring of sunspot number observations: a case study. (2021). Clette, Frederic ; Ritter, Christian ; Delouille, Veronique ; von Sachs, Rainer ; Lefevre, Laure ; Mathieu, Sophie. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021014.

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2021Cryptocurrencies and the low volatility anomaly. (2021). Rudolf, Markus ; Burggraf, Tobias. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s154461232030667x.

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2021Lottery-like preferences and the MAX effect in the cryptocurrency market. (2021). Sensoy, Ahmet ; Akdeniz, Levent ; Ozdamar, Melisa. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00291-9.

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2021Bitcoin and the South Sea Company: A comparative analysis. (2021). Fernandez, Amilcar Orlian ; Demmler, Michael . In: Revista Finanzas y Politica Economica. RePEc:col:000443:019660.

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2021On Technical Trading and Social Media Indicators in Cryptocurrencies Price Classification Through Deep Learning. (2021). Bartolucci, Silvia ; Destefanis, Giuseppe ; Conversano, Claudio ; Uras, Nicola ; Ortu, Marco. In: Papers. RePEc:arx:papers:2102.08189.

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2021A new lack?of?fit test for quantile regression with censored data. (2021). Manteiga, Wenceslao Gonzalez ; Gonzalezmanteiga, Wenceslao ; van Keilegom, Ingrid ; VanKeilegom, Ingrid ; Condeamboage, Mercedes. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:2:p:655-688.

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2021Performance Analysis: Economic Foundations and Trends. (2021). Zelenyuk, Valentin. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000034.

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2021Aggregate efficiency of industry and its groups: the case of Queensland public hospitals. (2021). Zelenyuk, Valentin ; Nguyen, Bao Hoang. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:6:d:10.1007_s00181-020-01994-1.

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2021Benchmarking the performance of US Municipalities. (2021). Wilson, Paul ; Oloughlin, Caitlin T. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:6:d:10.1007_s00181-021-02026-2.

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2021Using data envelopment analysis and the bootstrap method to evaluate organ transplantation efficiency in Brazil. (2021). Silva, Claudia Affonso ; Marinho, Alexandre. In: Health Care Management Science. RePEc:kap:hcarem:v:24:y:2021:i:3:d:10.1007_s10729-021-09552-6.

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2021Data Sharpening for improving CLT approximations for DEA-type efficiency estimators. (2021). Zelenyuk, Valentin ; Simar, Leopold ; Nguyen, Bao Hoang. In: CEPA Working Papers Series. RePEc:qld:uqcepa:168.

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2021Heterogeneity in frontier analysis: does it matter for benchmarking farms?. (2021). Lauwers, Ludwig ; Gellynck, Xavier ; Meensel, Jef ; Ahikiriza, Elizabeth. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:56:y:2021:i:2:d:10.1007_s11123-021-00608-x.

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2021Stakeholder engagement and corporate social reputation: The influence of exogenous factors on efficiency performance (stakeholder engagement and exogenous factors): Stakeholder engagement and exogenou. (2021). Caravacagarraton, Manuel ; Solanaibaez, Jose. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:28:y:2021:i:6:p:1891-1905.

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2021Data sharpening for improving CLT approximations for DEA-type efficiency estimators. (2021). Zelenyuk, Valentin ; Simar, Leopold ; Nguyen, Bao Hoang. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021033.

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2021Automatic Control Variates for Option Pricing using Neural Networks. (2021). el Filali, Zineb ; Lelong, Jerome ; Reghai, Adil. In: Post-Print. RePEc:hal:journl:hal-02891798.

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2021Indirect inference for time series using the empirical characteristic function and control variates. (2021). Kluppelberg, Claudia ; Do, Thiago ; Davis, Richard A. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:5-6:p:653-684.

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2021Stochastic loss reserving with mixture density neural networks. (2021). Wong, Bernard ; Taylor, Greg ; Avanzi, Benjamin ; Al-Mudafer, Muhammed Taher. In: Papers. RePEc:arx:papers:2108.07924.

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2021Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link. (2021). Denuit, Michel ; Trufin, Julien ; Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021012.

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2021Boosting cost-complexity pruned trees On Tweedie responses: the ABT machine. (2021). Denuit, Michel ; Trufin, Julien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021015.

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2021Lévy interest rate models with a long memory. (2021). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021020.

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2021.

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2021Self-excited Ising game. (2021). Semenov, A ; Leonidov, A ; Antonov, A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:561:y:2021:i:c:s0378437120306889.

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2021A fractional multi-states model for insurance. (2021). Hainaut, Donatien. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:98:y:2021:i:c:p:120-132.

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2021A fractional multi-states model for insurance. (2021). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021019.

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2021Using Network-based Causal Inference to Detect the Sources of Contagion in the Currency Market. (2021). Cook, Samantha ; Wit, Ernst-Jan Camiel ; Rigana, Katerina. In: Papers. RePEc:arx:papers:2112.13127.

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2021Automatic balance mechanisms for notional defined contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system. (2021). Menzietti, Massimiliano ; Levantesi, Susanna ; Devolder, Pierre. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03819-x.

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2021Multiple-prior valuation of cash flows subject to capital requirements. (2021). Thoegersen, Julie ; Lindskog, Filip ; Engsner, Hampus. In: Papers. RePEc:arx:papers:2109.00306.

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2021Insurance valuation: A two-step generalised regression approach. (2021). Tsanakas, Andreas ; Bignozzi, Valeria ; Barigou, Karim. In: Post-Print. RePEc:hal:journl:hal-03043244.

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2021.

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2021Pension fund management with investment certificates and stochastic dominance. (2021). Moriggia, Vittorio ; Vitali, Sebastiano. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03855-7.

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2021When will the Covid-19 pandemic peak?. (2021). Linton, Oliver. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:1:p:130-157.

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2021Optimal lockdowns: Analysing the efficiency of sanitary policies in Europe during the first wave. (2021). Michel, Pierre ; Lubrano, Michel ; Gallic, Ewen. In: AMSE Working Papers. RePEc:aim:wpaimx:2111.

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2021Optimal lockdowns: Analysing the efficiency of sanitary policies in Europe during the first wave. (2021). Michel, Pierre ; Lubrano, Michel ; Gallic, Ewen. In: Working Papers. RePEc:hal:wpaper:halshs-03145861.

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2021Identifying structural shocks to volatility through a proxy-MGARCH model. (2021). Polivka, Jeannine ; Fengler, Matthias. In: Economics Working Paper Series. RePEc:usg:econwp:2021:03.

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2021Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models. (2021). McAleer, Michael ; Chang, Chia-Lin ; Asai, Manabu ; Pauwels, Laurent. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:2:p:21-:d:548851.

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2021Multiway empirical likelihood. (2021). Chiang, Harold D ; Otsu, Taisuke ; Matsushita, Yukitoshi. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:617.

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2021Stocks Recommendation from Large Datasets Using Important Company and Economic Indicators. (2021). Chatterjee, Niladri ; Gupta, Kartikay. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:4:d:10.1007_s10690-021-09341-9.

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2021Production Analysis with Asymmetric Noise. (2021). Henderson, Daniel ; Badunenko, Oleg. In: MPRA Paper. RePEc:pra:mprapa:110888.

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2021Methodologies for assessing government efficiency. (2021). Simar, Leopold ; Wilson, Paul ; Oloughlin, Caitlin. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021002.

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2021Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs. (2021). Simar, Leopold ; Wilson, Paul. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021003.

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Recent citations received in 2021
YearCiting document
2021Testing for more positive expectation dependence with application to model comparison. (2021). Verdebout, Thomas ; Trufin, Julien ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021021.

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2021Risk-sharing rules and their properties, with applications to peer-to-peer insurance. (2021). Robert, Christian Y ; Dhaene, Jan ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021037.

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2021Mortality credits within large survivor funds. (2021). Robert, Christian Y ; Hieber, Peter ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021038.

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2021Risk sharing under the dominant peer?to?peer property and casualty insurance business models. (2021). Robert, Christian Y ; Denuit, Michel. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:24:y:2021:i:2:p:181-205.

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2021Fast Bayesian inference using Laplace approximations in nonparametric double additive location-scale models with right- and interval-censored data. (2021). Lambert, Philippe. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:161:y:2021:i:c:s0167947321000840.

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2021Stop-loss protection for a large P2P insurance pool. (2021). Robert, Christian Y ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:210-233.

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2021Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction. (2021). Robert, Christian Y ; Denuit, Michel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:186:y:2021:i:c:s0047259x21000816.

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2021The Efficiency and Productivity Evaluation of National Innovation Systems in Europe. (2021). Brzezicki, Łukasz ; Lacka, Irena. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:special3:p:471-496.

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2021Dynamics of Human Capital Development in Economic Development Cycles. (2021). Strielkowski, Wadim ; Firsova, Irina ; Gruzina, Yulia. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:2:p:67-:d:547662.

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2021Concordance Probability for Insurance Pricing Models. (2021). Verdonck, Tim ; van Oirbeek, Robin ; Ponnet, Jolien. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:10:p:178-:d:651452.

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2021On the Identification, Evaluation and Treatment of Risks in Smart Homes: A Systematic Literature Review. (2021). Roschmann, Angela Zeier ; Wagner, Joel ; Iten, Raphael. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:113-:d:570813.

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2021The Measures of Accuracy of Claim Frequency Credibility Predictor. (2021). Do, Tomasz ; Wolny-Dominiak, Alicja. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:21:p:11959-:d:667712.

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2021Multicriteria Ranking for the Efficient and Effective Assessment of Police Departments. (2021). Paula, Ana ; Daraio, Cinzia. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:8:p:4251-:d:534230.

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2021Redistributive effects of the Czech pension system - microeconomic approach. (2021). vanurova -Elika, Alena. In: ?eský finan?ní a ú?etní ?asopis. RePEc:prg:jnlcfu:v:2021:y:2021:i:3:id:564.

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2021Applications of efficiency and productivity analysis: editors’ introduction. (2021). Parmeter, Christopher ; Malikov, Emir ; Kumbhakar, Subal. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:6:d:10.1007_s00181-021-02059-7.

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Recent citations received in 2020
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2020Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Mikkelsen, Jakob ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: CREATES Research Papers. RePEc:aah:create:2020-19.

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2020Ultimate behavior of conditional mean risk sharing for independent compound Panjer-Katz sums with gamma and Pareto severities. (2020). Robert, C Y ; Denuit, M. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020014.

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2020From risk sharing to pure premium for a large number of heterogeneous losses. (2020). Robert, C Y ; Denuit, M. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020015.

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2020Risk reduction by conditional mean risk sharing with application to collaborative insurance. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020024.

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2020Stop-loss protection for a large P2P insurance pool. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020028.

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2020Conditional mean risk sharing for dependent risks using graphical models. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020029.

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2020Nonparametric Tests of Tail Behavior in Stochastic Frontier Models. (2020). Horrace, William ; Wang, Yulong. In: Papers. RePEc:arx:papers:2006.07780.

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2020When will the Covid-19 pandemic peak?. (2020). Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2025.

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2020Likelihood inference on semiparametric models with generated regressors. (2019). Otsu, Taisuke ; Matsushita, Yukitoshi. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:102696.

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2020Agritourism in the Era of the Coronavirus (COVID-19): A Rapid Assessment from Poland. (2020). Zawadka, Jan ; Jczmyk, Anna ; Wojcieszak-Zbierska, Monika Magorzata ; Uglis, Jarosaw. In: Agriculture. RePEc:gam:jagris:v:10:y:2020:i:9:p:397-:d:410593.

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2020.

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2020Longevity Modelling and Pricing under a Dependent Multi-Cohort Framework. (2020). Devolder, Pierre ; Zeddouk, Fadoua. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:121-:d:445668.

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2020Thinking in Vertical: A Practical Application of the Two-Stage Pension System in Spain. (2020). Dominguez-Fabian, Inmaculada ; Devolder, Pierre. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:23:p:9928-:d:452424.

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2020Nonparametric Tests of Tail Behavior in Stochastic Frontier Models. (2020). Horrace, William ; Wang, Yulong. In: Center for Policy Research Working Papers. RePEc:max:cprwps:230.

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2020The Efficiency of Public and Private Higher Education Institutions in Poland. (2020). Brzezicki, Łukasz. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2020:i:4:p:33-51.

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Recent citations received in 2019
YearCiting document
2019Spectral Analysis of Multivariate Time Series. (2019). von Sachs, Rainer. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019008.

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2019Home and Motor insurance joined at a household level using multivariate credibility. (2019). Denuit, Michel ; Pechon, Florian ; Trufin, Julien. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019013.

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2019Fractional Hawkes processes. (2019). Hainaut, Donatien. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019016.

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2019LiMM-PCA : combining ASCA+ and linear mixed models to analyse high dimensional designed data. (2019). Govaerts, Bernadette ; Martin, Manon. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019021.

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2019Investing in your own and peers risks: The simple analytics of p2p insurance. (2019). Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019028.

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2019A Self-Exciting Modelling Framework for Forward Prices in Power Markets. (2019). Sgarra, Carlo ; Mazzoran, Andrea ; Callegaro, Giorgia. In: Papers. RePEc:arx:papers:1910.13286.

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2019A percolation model for the emergence of the Bitcoin Lightning Network. (2019). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia. In: Papers. RePEc:arx:papers:1912.03556.

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2019Evaluation of driving risk at different speeds. (2019). Yang, Hanfang ; Wuthrich, Mario V ; Gao, Guangyuan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:108-119.

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2019Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan. (2019). Lu, YI ; Wang, Suxin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:46-62.

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2019.

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2019Economic elasticities of input substitution using data envelopment analysis. (2019). Featherstone, Allen ; Bergtold, Jason ; Miller, Noah J. In: PLOS ONE. RePEc:plo:pone00:0220478.

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2019Statistical Inference for Aggregation of Malmquist Productivity Indices. (2019). Zelenyuk, Valentin ; Simar, Leopold ; Pham, Manh D. In: CEPA Working Papers Series. RePEc:qld:uqcepa:138.

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Recent citations received in 2018
YearCiting document
2018Technical, Allocative and Overall Efficiency: Inference and Hypothesis Testing. (2018). Simar, Leopold ; Wilson, Paul. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018018.

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2018Multivariate Modelling of Multiple Guarantees in Motor Insurance of a Household. (2018). Denuit, Michel ; Pechon, Florian ; Trufin, Julien. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018019.

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2018Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores. (2018). Zelenyuk, Valentin ; Simar, Leopold. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018020.

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2018Bitcoin price and its marginal cost of production: support for a fundamental value. (2018). Hayes, Adam. In: Papers. RePEc:arx:papers:1805.07610.

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2018A supreme test for periodic explosive GARCH. (2018). Wu, Wei Biao ; Wang, Weining ; Richter, Stefan . In: Papers. RePEc:arx:papers:1812.03475.

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2018Econometric Analysis of Productivity: Theory and Implementation in R. (2018). Zelenyuk, Valentin ; Song, Wonho ; Sickles, Robin C. In: Working Papers. RePEc:ecl:riceco:18-008.

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2018Foreign direct investment and economic growth: Exploring the transmission channels. (2018). Makieła, Kamil ; Ouattara, Bazoumana ; Makiela, Kamil . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:296-305.

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2018A comparison of the robust conditional order-m estimation and two stage DEA in measuring healthcare efficiency among California counties. (2018). Gearhart, Richard S ; Michieka, Nyakundi M. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:395-406.

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2018.

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2018Some Mathematical and Historical Clarifications on Aggregation in Efficiency and Productivity Analysis and Connection to Economic Theory. (2018). Zelenyuk, Valentin. In: CEPA Working Papers Series. RePEc:qld:uqcepa:124.

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2018Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores.. (2018). Zelenyuk, Valentin ; Simar, Leopold. In: CEPA Working Papers Series. RePEc:qld:uqcepa:128.

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2018Econometric Analysis of Productivity: Theory and Implementation in R. (2018). Zelenyuk, Valentin ; Song, Wonho ; Sickles, Robin C. In: CEPA Working Papers Series. RePEc:qld:uqcepa:129.

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2018LASSO-Driven Inference in Time and Space. (2018). Wang, Weining ; Huang, Chen ; Hardle, Wolfgang Karl ; Chernozhukov, Victor. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018021.

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2018Toolbox: Gaussian comparison on Eucledian balls. (2018). Spokoiny, Vladimir ; Koziuk, Andzhey. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018028.

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2018Understanding Latent Group Structure of Cryptocurrencies Market: A Dynamic Network Perspective. (2018). Hardle, Wolfgang Karl ; Tao, Yubo ; Guo, LI. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018032.

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2018Optimal contracts under competition when uncertainty from adverse selection and moral hazard are present. (2018). Packham, Natalie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018033.

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2018A factor-model approach for correlation scenarios and correlation stress-testing. (2018). Woebbeking, Fabian ; Packham, Natalie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018034.

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2018Correlation Under Stress In Normal Variance Mixture Models. (2018). Packham, Natalie ; Kalkbrener, Michael. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018035.

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2018Default probabilities and default correlations under stress. (2018). Overbeck, Ludger ; Kalkbrener, Michael ; Packham, Natalie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018037.

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2018Penalized Adaptive Forecasting with Large Information Sets and Structural Changes. (2018). Hardle, Wolfgang Karl ; Li, Xinjue ; Zbonakova, Lenka. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018039.

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2018Complete Convergence and Complete Moment Convergence for Maximal Weighted Sums of Extended Negatively Dependent Random Variables. (2018). Yan, Jigao. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018040.

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2018On complete convergence in Marcinkiewicz-Zygmund type SLLN for random variables. (2018). Yan, Jigao ; Kuczmaszewska, Anna. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018041.

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2018Predicative Ability of Similarity-based Futures Trading Strategies. (2018). Kuo, Wei-Yu ; Chiang, Mi-Hsiu ; Chiu, Hsin-Yu. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018045.

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2018Inferences for a Partially Varying Coefficient Model With Endogenous Regressors. (2018). Su, Jia ; Lin, Ming ; Fang, Ying ; Cai, Zongwu. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018047.

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2018A Regime Shift Model with Nonparametric Switching Mechanism. (2018). Zhu, Yanli ; Lin, Ming ; Chen, Haiqiang. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018048.

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2018Strict Stationarity Testing and GLAD Estimation of Double Autoregressive Models. (2018). Li, Muyi ; Guo, Shaojun. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018049.

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2018Variable selection and direction estimation for single-index models via DC-TGDR method. (2018). Ma, Shuangge ; Liu, XI ; Zhong, Wei. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018050.

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2018Property Investment and Rental Rate under Housing Price Uncertainty: A Real Options Approach. (2018). Zhou, Yinggang ; Yu, Fan ; Wang, Honglin. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018051.

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2018Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective. (2018). Zhong, Wei ; Fan, Qingliang. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018052.

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2018The impact of temperature on gaming productivity: evidence from online games. (2018). Fan, Qingliang ; Bao, Xiaojia. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018053.

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2018RESIDUALS INFLUENCE INDEX (RINFIN), BAD LEVERAGE AND UNMASKING IN HIGH DIMENSIONAL L2-REGRESSION. (2018). Yatracos, Yannis G. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018060.

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2018FaRis at ICA 2018 - Contributions to the International Congress of Actuaries 2018 in Berlin. Beitra?ge von FaRis Mitgliedern zum Weltkongress der Aktuare vom 4. bis zum 8. Juni 2018 in Berlin. (2018). Heep-Altiner, Maria ; Goecke, Oskar ; Schmidt, Jan-Philipp ; Schiegl, Magda ; Knobloch, Ralf. In: Forschung am ivwKöln. RePEc:zbw:thkivw:52018.

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