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Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
34
Impact Factor (IF)
0.27
5 Years IF
0.37
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 0.52 0.4 0 40 40 507 16 24 0 0 0 16 0.4 0.3
2011 0.7 0.61 0.5 0.7 63 103 826 51 75 40 28 40 28 0 21 0.33 0.36
2012 0.54 0.67 0.61 0.54 36 139 555 85 160 103 56 103 56 0 10 0.28 0.36
2013 1.03 0.64 1.02 0.97 50 189 282 192 353 99 102 139 135 0 20 0.4 0.34
2014 0.69 0.67 0.88 0.72 54 243 605 211 566 86 59 189 137 0 34 0.63 0.34
2015 0.68 0.65 0.83 0.75 45 288 432 237 804 104 71 243 182 0 13 0.29 0.36
2016 1.03 0.63 0.97 0.84 49 337 317 327 1131 99 102 248 209 0 12 0.24 0.34
2017 0.78 0.61 0.88 0.79 47 384 262 336 1467 94 73 234 184 0 13 0.28 0.33
2018 0.58 0.6 0.97 0.62 45 429 364 416 1883 96 56 245 151 0 32 0.71 0.34
2019 0.66 0.6 0.81 0.59 61 490 247 397 2281 92 61 240 142 0 15 0.25 0.35
2020 0.91 0.68 1.08 0.74 49 539 220 583 2864 106 96 247 183 0 23 0.47 0.72
2021 0.75 0.91 0.95 0.73 59 598 137 569 3433 110 83 251 182 0 17 0.29 0.37
2022 0.72 0.66 0.8 0.59 39 637 47 510 3943 108 78 261 155 0 5 0.13 0.21
2023 0.48 0.5 0.77 0.51 32 669 24 514 4457 98 47 253 128 0 8 0.25 0.16
2024 0.27 0.53 0.67 0.37 31 700 16 469 4926 71 19 240 88 0 1 0.03 0.2
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). Wilson, Paul ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011031.

Full description at Econpapers || Download paper

315
22014Testing macroprudential stress tests: The risk of regulatory risk weights. (2014). Pierret, Diane ; Engle, Robert ; Acharya, Viral. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2014022.

Full description at Econpapers || Download paper

163
32010Nonparametric conditional efficiency measures: asymptotic properties. (2010). Simar, Leopold ; Jeong, Seok-Oh ; Park, Byeong U. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2010004.

Full description at Econpapers || Download paper

111
42015When Bias Kills the Variance: Central Limit Theorems for DEA and FDH Efficiency Scores. (2015). Wilson, Paul ; Simar, Leopold ; Kneip, Alois. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2015008.

Full description at Econpapers || Download paper

91
52012Asymptotics of empirical copula processes under non-restrictive smoothness assumptions. (2012). Segers, Johan. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012009.

Full description at Econpapers || Download paper

89
62014Directional distances and their robust versions: Computational and testing issues. (2014). Simar, Leopold ; Daraio, Cinzia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2014012.

Full description at Econpapers || Download paper

86
72010Optimal bandwidth selection for conditional efficiency measures: A data-driven approach. (2010). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2010003.

Full description at Econpapers || Download paper

85
82016Testing Hypotheses in Nonparametric Models of Production. (2016). Wilson, Paul ; Simar, Leopold ; Kneip, Alois. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2016044.

Full description at Econpapers || Download paper

84
92014A One Line Derivation of EGARCH. (2014). Hafner, Christian. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2014030.

Full description at Econpapers || Download paper

83
102015Effect of FDI and Time on Catching-up: New Insights from a Conditional Nonparametric Frontier Analysis. (2015). Simar, Leopold ; Mastromarco, Camilla. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2015034.

Full description at Econpapers || Download paper

83
112012Dynamic stochastic copula models: Estimation, inference and applications. (2012). Hafner, Christian. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012022.

Full description at Econpapers || Download paper

82
122015Statistical Approaches for Nonparametric Frontier Models: A Guided Tour. (2015). Wilson, Paul ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2015022.

Full description at Econpapers || Download paper

79
132011Inference by the m out of n bootstrap in nonparametric frontier models. (2011). Wilson, Paul ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011027.

Full description at Econpapers || Download paper

78
142018Central limit theorems for conditional efficiency measures and tests of the €˜separability€™ condition in non-parametric, two-stage models of production. (2018). Wilson, Paul ; Simar, Leopold ; Daraio, Cinzia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2018023.

Full description at Econpapers || Download paper

70
152011Locally stationary long memory estimation. (2011). von Sachs, Rainer ; Roueff, Francois. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011009.

Full description at Econpapers || Download paper

67
162012Statistical inference for DEA estimators of directional distances. (2012). Wilson, Paul ; Simar, Leopold ; Vanhems, Anne. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012018.

Full description at Econpapers || Download paper

64
172013Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives. (2013). Wilson, Paul ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2013023.

Full description at Econpapers || Download paper

61
182012Convex order and comonotonic conditional mean risk sharing. (2012). Dhaene, Jan ; Denuit, Michel. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012016.

Full description at Econpapers || Download paper

61
192014Explaining inefficiency in nonparametric production models: the state of the art. (2014). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2014005.

Full description at Econpapers || Download paper

53
202017Nonparametric Least Squares Methods for Stochastic Frontier Models. (2017). Zelenyuk, Valentin ; Simar, Leopold ; van Keilegom, Ingrid. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2017026.

Full description at Econpapers || Download paper

53
212018Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility. (2018). Hafner, Christian. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2018045.

Full description at Econpapers || Download paper

52
222018Central Limit Theorems for Aggregate Efficiency. (2018). Zelenyuk, Valentin ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2018010.

Full description at Econpapers || Download paper

52
232015Rankings and university performance: A conditional multidimensional approach. (2015). Simar, Leopold ; Daraio, Cinzia ; Bonaccorsi, Andrea. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2015009.

Full description at Econpapers || Download paper

51
242010Asymptotic distribution of conical-hull estimators of directional edges. (2010). Simar, Leopold ; Jeong, S.-O., ; Park, B U. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2010025.

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48
252012On the estimation of dynamic conditional correlation models. (2012). Hafner, Christian ; Reznikova, O. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012021.

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43
262020Hypothesis Testing in Nonparametric Models of Production using Multiple Sample Splits. (2020). Wilson, Paul ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2020004.

Full description at Econpapers || Download paper

42
272011Computational Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators. (2011). Wilson, Paul ; Simar, Leopold ; Kneip, Alois. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011030.

Full description at Econpapers || Download paper

40
282013On kernel smoothing for extremal quantile regression. (2013). Daouia, Abdelaati ; Girard, Stephane ; Gardes, Laurent. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2013038.

Full description at Econpapers || Download paper

39
292010Inferences From Cross-sectional, Stochastic Frontier Models. (2010). Wilson, Paul ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2010005.

Full description at Econpapers || Download paper

39
302016Unobserved heterogeneity and endogeneity in nonparametric frontier estimation. (2016). Simar, Leopold ; van Keilegom, Ingrid ; Vanhems, Anne. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2016007.

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39
312012An M-estimator for tail dependence in arbitrary dimensions. (2012). Einmahl, John ; Segers, Johan ; Krajina, Andrea. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012035.

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38
322011Correlated risks, bivariate utility and optimal choices. (2011). Menegatti, Mario ; Denuit, Michel ; Eeckhoudt, Louis. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011043.

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38
332019Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines. (2019). Denuit, Michel. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2019038.

Full description at Econpapers || Download paper

36
342011The European university landscape: A micro characterization based on evidence from the Aquameth project. (2011). VANDEN EECKAUT, Philippe ; Simar, Leopold ; Geuna, Aldo ; van den Eeckaut, Philippe ; Bach, Laurent ; Daraio, Cinzia ; Lepori, Benedetto ; Bonaccorsi, Andrea. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011041.

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35
352011Identification and estimation by penalization in Nonparametric Instrumental Regression. (2011). van Bellegem, Sebastien ; Florens, Jean-Pierre ; Johannes, Jan. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011046.

Full description at Econpapers || Download paper

33
362015Frontier estimation in the presence of measurement error with unknown variance. (2015). Simar, Leopold ; van Keilegom, Ingrid ; Kneip, Alois. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2015004.

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33
372010Estimating the error distribution in nonparametric multiple regression with applications to model testing. (2010). Neumeyer, N ; van Keilegom, I. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2010006.

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32
382016Efficiency and benchmarking with directional distances: a data-driven approach. (2016). Simar, Leopold ; Daraio, Cinzia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2016013.

Full description at Econpapers || Download paper

31
392011Stochastic FDH/DEA estimators for frontier analysis. (2011). Zelenyuk, Valentin ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011026.

Full description at Econpapers || Download paper

30
402010Efficient estimation of a semiparametric dynamic copula model. (2010). Hafner, Christian ; Reznikova, Olga. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2010033.

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30
412014Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression. (2014). Dunker, Fabian ; Hohage, Thorsten ; Florens, Jean-Pierre ; Johannes, Jan ; Mammen, Enno. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2014007.

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29
422019Sentiment-Induced Bubbles in the Cryptocurrency Market. (2019). Hafner, Christian ; Chen, Cathy Yi-Hsuan. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2019053.

Full description at Econpapers || Download paper

28
432014Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape. (2014). Kneib, Thomas ; Lang, Stefan ; Klein, Nadja ; Denuit, Michel. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2014006.

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28
442012Instrumental regression in partially linear models. (2012). van Bellegem, Sebastien ; Florens, Jean-Pierre ; Johannes, Jan. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012017.

Full description at Econpapers || Download paper

28
452013Individual Loss Reserving with the Multivariate Skew Normal Framework. (2013). Antonio, Katrien ; Denuit, Michel ; Pigeon, Mathieu. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2013028.

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26
462019A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures. (2019). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2019013.

Full description at Econpapers || Download paper

26
472011Locally Stationary Factor Models: Identification And Nonparametric Estimation. (2011). Hafner, Christian ; von Sachs, Rainer ; Motta, Giovanni. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011007.

Full description at Econpapers || Download paper

26
482015Efficiency and economies of scale and specialization in European universities: a directional distance approach. (2015). Simar, Leopold ; Daraio, Cinzia ; Bonaccorsi, Andrea. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2015017.

Full description at Econpapers || Download paper

25
492012Regression when both response and predictor are functions. (2012). Vieu, P ; van Keilegom, Ingrid ; Ferraty, F. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012004.

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23
502017The empirical beta copula. (2017). Sibuya, Masaaki ; Segers, Johan ; Tsukahara, Hideatsu. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2017005.

Full description at Econpapers || Download paper

23
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12011Two-Stage DEA: Caveat Emptor. (2011). Wilson, Paul ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011031.

Full description at Econpapers || Download paper

43
22015When Bias Kills the Variance: Central Limit Theorems for DEA and FDH Efficiency Scores. (2015). Wilson, Paul ; Simar, Leopold ; Kneip, Alois. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2015008.

Full description at Econpapers || Download paper

35
32018Central limit theorems for conditional efficiency measures and tests of the €˜separability€™ condition in non-parametric, two-stage models of production. (2018). Wilson, Paul ; Simar, Leopold ; Daraio, Cinzia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2018023.

Full description at Econpapers || Download paper

29
42014Testing macroprudential stress tests: The risk of regulatory risk weights. (2014). Pierret, Diane ; Engle, Robert ; Acharya, Viral. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2014022.

Full description at Econpapers || Download paper

29
52012Convex order and comonotonic conditional mean risk sharing. (2012). Dhaene, Jan ; Denuit, Michel. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012016.

Full description at Econpapers || Download paper

26
62016Testing Hypotheses in Nonparametric Models of Production. (2016). Wilson, Paul ; Simar, Leopold ; Kneip, Alois. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2016044.

Full description at Econpapers || Download paper

23
72018Central Limit Theorems for Aggregate Efficiency. (2018). Zelenyuk, Valentin ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2018010.

Full description at Econpapers || Download paper

22
82020Hypothesis Testing in Nonparametric Models of Production using Multiple Sample Splits. (2020). Wilson, Paul ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2020004.

Full description at Econpapers || Download paper

22
92015Statistical Approaches for Nonparametric Frontier Models: A Guided Tour. (2015). Wilson, Paul ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2015022.

Full description at Econpapers || Download paper

21
102010Optimal bandwidth selection for conditional efficiency measures: A data-driven approach. (2010). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2010003.

Full description at Econpapers || Download paper

18
112012Dynamic stochastic copula models: Estimation, inference and applications. (2012). Hafner, Christian. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012022.

Full description at Econpapers || Download paper

17
122022Risk-sharing rules and their properties, with applications to peer‐to‐peer insurance. (2022). Dhaene, Jan ; Denuit, Michel ; Robert, Christian Y. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2022026.

Full description at Econpapers || Download paper

17
132021Inference in Dynamic, Nonparametric Models of Production: Central Limit Theorems for Malmquist Indices. (2021). Wilson, Paul ; Simar, Leopold ; Kneip, Alois. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2021023.

Full description at Econpapers || Download paper

17
142011Inference by the m out of n bootstrap in nonparametric frontier models. (2011). Wilson, Paul ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011027.

Full description at Econpapers || Download paper

17
152019Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines. (2019). Denuit, Michel. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2019038.

Full description at Econpapers || Download paper

14
162014Directional distances and their robust versions: Computational and testing issues. (2014). Simar, Leopold ; Daraio, Cinzia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2014012.

Full description at Econpapers || Download paper

14
172014Explaining inefficiency in nonparametric production models: the state of the art. (2014). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2014005.

Full description at Econpapers || Download paper

13
182015Rankings and university performance: A conditional multidimensional approach. (2015). Simar, Leopold ; Daraio, Cinzia ; Bonaccorsi, Andrea. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2015009.

Full description at Econpapers || Download paper

13
192012Asymptotics of empirical copula processes under non-restrictive smoothness assumptions. (2012). Segers, Johan. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012009.

Full description at Econpapers || Download paper

13
202017Nonparametric Least Squares Methods for Stochastic Frontier Models. (2017). Zelenyuk, Valentin ; Simar, Leopold ; van Keilegom, Ingrid. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2017026.

Full description at Econpapers || Download paper

13
212019Central limit theorems and inference for sources of productivity change measured by nonparametric Malmquist indices. (2019). Wilson, Paul ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2019010.

Full description at Econpapers || Download paper

12
222018A Neural-Network Analyzer for Mortality Forecast. (2018). Hainaut, Donatien. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2018027.

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12
232023Statistical Inference for Aggregation of Malmquist Productivity Indices. (2023). Zelenyuk, Valentin ; Simar, Leopold ; Pham, Manh. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2023010.

Full description at Econpapers || Download paper

12
242011Locally Stationary Factor Models: Identification And Nonparametric Estimation. (2011). Hafner, Christian ; von Sachs, Rainer ; Motta, Giovanni. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011007.

Full description at Econpapers || Download paper

11
252017Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models. (2017). Cao, Ricardo ; van Keilegom, Ingrid ; Lopez-Cheda, Ana ; Jacome, Amalia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2017001.

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10
262016Fertility progression in Germany: An analysis using flexible nonparametric cure survival models. (2016). Bremhorst, Vincent ; Lambert, Philippe ; Kreyenfeld, Michaela. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2016023.

Full description at Econpapers || Download paper

9
272011Locally stationary long memory estimation. (2011). von Sachs, Rainer ; Roueff, Francois. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011009.

Full description at Econpapers || Download paper

9
282016Data envelope fitting with constrained polynomial splines. (2016). Noh, Hohsuk ; Park, Byeong U ; Daouia, Abdelaati. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2016011.

Full description at Econpapers || Download paper

9
292012Statistical inference for DEA estimators of directional distances. (2012). Wilson, Paul ; Simar, Leopold ; Vanhems, Anne. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012018.

Full description at Econpapers || Download paper

9
302015Efficiency and economies of scale and specialization in European universities: a directional distance approach. (2015). Simar, Leopold ; Daraio, Cinzia ; Bonaccorsi, Andrea. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2015017.

Full description at Econpapers || Download paper

9
312019A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures. (2019). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2019013.

Full description at Econpapers || Download paper

9
322013On kernel smoothing for extremal quantile regression. (2013). Daouia, Abdelaati ; Girard, Stephane ; Gardes, Laurent. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2013038.

Full description at Econpapers || Download paper

9
332021From risk sharing to pure premium for a large number of heterogeneous losses. (2021). Denuit, Michel ; Robert, Christian Y. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2021001.

Full description at Econpapers || Download paper

9
342011Identification and estimation by penalization in Nonparametric Instrumental Regression. (2011). van Bellegem, Sebastien ; Florens, Jean-Pierre ; Johannes, Jan. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011046.

Full description at Econpapers || Download paper

9
352011Stochastic FDH/DEA estimators for frontier analysis. (2011). Zelenyuk, Valentin ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011026.

Full description at Econpapers || Download paper

9
362018Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility. (2018). Hafner, Christian. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2018045.

Full description at Econpapers || Download paper

8
372015Effect of FDI and Time on Catching-up: New Insights from a Conditional Nonparametric Frontier Analysis. (2015). Simar, Leopold ; Mastromarco, Camilla. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2015034.

Full description at Econpapers || Download paper

8
382016Efficiency and benchmarking with directional distances: a data-driven approach. (2016). Simar, Leopold ; Daraio, Cinzia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2016013.

Full description at Econpapers || Download paper

8
392021Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance. (2021). Hallin, Marc ; Segers, Johan ; Mordant, Gilles. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2021005.

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8
402019Sentiment-Induced Bubbles in the Cryptocurrency Market. (2019). Hafner, Christian ; Chen, Cathy Yi-Hsuan. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2019053.

Full description at Econpapers || Download paper

8
412022Mortality credits within large survivor funds. (2022). Hieber, Peter ; Denuit, Michel ; Robert, Christian Y. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2022030.

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8
422012Instrumental regression in partially linear models. (2012). van Bellegem, Sebastien ; Florens, Jean-Pierre ; Johannes, Jan. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012017.

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8
432019An Adapted Loss Function for Censored Quantile Regression. (2019). de Backer, Mickael ; van Keilegom, Ingrid ; el Ghouch, Anouar. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2019054.

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442021Autocalibration and Tweedie-dominance for insurance pricing with machine learning. (2021). Denuit, Michel ; Trufin, Julien ; Charpentier, Arthur. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2021049.

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452012Probabilistic characterization of directionaldistances and their robustversions. (2012). Simar, Leopold ; Vanhems, Anne. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012003.

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462013Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives. (2013). Wilson, Paul ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2013023.

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472012An M-estimator for tail dependence in arbitrary dimensions. (2012). Einmahl, John ; Segers, Johan ; Krajina, Andrea. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012035.

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482018Hedging of options in presence of jump clustering. (2018). Moraux, Franck ; Hainaut, Donatien. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2018037.

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492021Quality as a Latent Heterogeneity Factor in the Efficiency of Universities. (2021). Wilson, Paul ; Simar, Leopold ; Daraio, Cinzia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2021011.

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502016Unobserved heterogeneity and endogeneity in nonparametric frontier estimation. (2016). Simar, Leopold ; van Keilegom, Ingrid ; Vanhems, Anne. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2016007.

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Citing documents used to compute impact factor: 19
YearTitle
2024Multi-kernel property in high-frequency price dynamics under Hawkes model. (2024). Kyungsub, Lee. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:4:p:605-624:n:1003.

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2024Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints. (2024). Sensoy, Ahmet ; Mahapatra, Biplab ; Banerjee, Ameet Kumar ; Fabozzi, Frank ; Pradhan, H K. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:1:d:10.1007_s10479-024-05865-1.

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2024Egalitarian pooling and sharing of longevity risk, a.k.a. The many ways to skin a tontine cat. (2024). Milevsky, Moshe. In: Papers. RePEc:arx:papers:2402.00855.

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2024Conditional Mean Risk Sharing of Independent Discrete Losses in Large Pools. (2024). Denuit, Michel ; Robert, Christian Y. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:4:d:10.1007_s11009-024-10106-w.

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2024Egalitarian pooling and sharing of longevity risk a.k.a. can an administrator help skin the tontine cat?. (2024). Milevsky, Moshe ; Dhaene, Jan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:238-250.

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2024A Redistributive GSA Scheme to Cope With Socio-Economic Mortality Differentials. (2024). Aragona, Maria ; Vigna, Elena ; Regis, Luca. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:732.

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2024No-sabotage under conditional mean risk sharing of dependent-by-mixture insurance losses. (2024). Robert, Christian Y ; Ortega-Jimenez, Patricia ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024019.

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2024Family Life Courses, Uncertain Futures, and the Changing World of Work: State-of-the-Art and Prospects. (2024). Matysiak, Anna ; Vignoli, Daniele. In: European Journal of Population. RePEc:spr:eurpop:v:40:y:2024:i:1:d:10.1007_s10680-024-09701-x.

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2024Testing for auto-calibration with Lorenz and Concentration curves. (2024). Verdebout, Thomas ; Denuit, Michel ; Trufin, Julien ; Huyghe, Julie. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:117:y:2024:i:c:p:130-139.

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2024Convex and Lorenz orders under balance correction in nonlife insurance pricing: Review and new developments. (2024). Denuit, Michel ; Trufin, Julien. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:123-128.

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2024Inference for aggregate efficiency: Theory and guidelines for practitioners. (2024). Zelenyuk, Valentin ; Simar, Leopold ; Zhao, Shirong. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:1:p:240-254.

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2024Russell and slack-based measures of efficiency: A unifying framework. (2024). Zelenyuk, Valentin ; Zhao, Shirong. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:3:p:867-876.

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2024Conical FDH Estimators of Directional Distances and Luenberger Productivity Indices for General Technologies. (2024). Simar, Leopold ; di Leo, Simone ; Daraio, Cinzia. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024009.

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2024Aggregation in efficiency and productivity analysis: a brief review with new insights and justifications for constant returns to scale. (2024). Zelenyuk, Valentin. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:62:y:2024:i:3:d:10.1007_s11123-023-00671-6.

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2024A panel analysis of microfinance efficiency measures: Evidence on the effects of unobserved managerial ability. (2024). Simar, Leopold ; Vanhems, Anne ; Tchuigoua, Hubert Tchakoute ; Fall, Franois Seck. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024020.

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2024Participating life insurances in an equity-Libor Market Model. (2024). Devineau, Laurent ; Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024015.

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2024Influence and predictive power of sentiment: Evidence from the lithium market. (2024). Ko, Hyungjin ; Lee, Jaewook ; Son, Bumho ; Jeong, Woojin ; Park, Seongwan. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324009012.

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2024Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures. (2024). Chong, Wing Fung ; Zhu, Michael B ; Ghossoub, Mario. In: Papers. RePEc:arx:papers:2409.05103.

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2024A unified theory of decentralized insurance. (2024). Zhang, Ning ; Liu, Ming ; Feng, Runhuan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:157-178.

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Recent citations
Recent citations received in 2024

YearCiting document
2024Russell and slack-based measures of efficiency: A unifying framework. (2024). Zelenyuk, Valentin ; Zhao, Shirong. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:3:p:867-876.

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Recent citations received in 2023

YearCiting document
2023Statistical Inference for Hicks–Moorsteen Productivity Indices. (2023). Zelenyuk, Valentin ; Simar, Leopold ; Zhao, Shirong. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023032.

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2023X-Vine Models for Multivariate Extremes. (2023). Segers, Johan ; Lee, Jeongjin ; Kiriliouk, Anna. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023038.

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2023The changing socioeconomic gradient in the dissolution of marriage and cohabitation: Evidence from a latecomer of the Second Demographic Transition. (2023). Guetto, Raffaele ; Bastianelli, Elena ; Vignoli, Daniele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2023_03.

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2023Bayesian Artificial Neural Networks for Frontier Efficiency Analysis. (2023). Zelenyuk, Valentin ; Panchenko, Valentyn. In: CEPA Working Papers Series. RePEc:qld:uqcepa:184.

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2023Further Improvements of Finite Sample Approximation of Central Limit Theorems for Weighted and Unweighted Malmquist Productivity Indices. (2023). Zelenyuk, Valentin ; Zhao, Shirong. In: CEPA Working Papers Series. RePEc:qld:uqcepa:186.

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2023Productivity Analysis: Roots, Foundations, Trends and Perspectives. (2023). Zelenyuk, Valentin. In: CEPA Working Papers Series. RePEc:qld:uqcepa:188.

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2023Statistical Inference for Hicks–Moorsteen Productivity Indices. (2023). Zelenyuk, Valentin ; Simar, Leopold ; Zhao, Shirong. In: CEPA Working Papers Series. RePEc:qld:uqcepa:190.

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2023Russell and Slack-Based Measures of Efficiency: A Unifying Framework. (2023). Zelenyuk, Valentin ; Zhao, Shirong ; Simar, Leopold. In: CEPA Working Papers Series. RePEc:qld:uqcepa:191.

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Recent citations received in 2022

YearCiting document
2022Allocation of benefits in mutual aid and survivor funds. (2022). Denuit, Michel ; Robert, Christian Y. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022029.

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2022Dynamic conditional mean risk sharing in the compound Poisson surplus model. (2022). Denuit, Michel ; Robert, Christian Y. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022034.

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2022Boosting on the responses with Tweedie loss functions. (2022). Verdebout, Thomas ; Denuit, Michel ; Trufin, Julien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022039.

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2022Multivariate claim processes with rough intensities: Properties and estimation. (2022). Hainaut, Donatien. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:269-287.

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2022Uniform concentration bounds for frequencies of rare events. (2022). Lhaut, Stephane ; Segers, Johan ; Sabourin, Anne. In: Statistics & Probability Letters. RePEc:eee:stapro:v:189:y:2022:i:c:s0167715222001493.

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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 ; Denuit, Michel ; Trufin, Julien. 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). Dhaene, Jan ; Denuit, Michel ; Robert, Christian Y. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021037.

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2021Mortality credits within large survivor funds. (2021). Hieber, Peter ; Denuit, Michel ; Robert, Christian Y. 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). Denuit, Michel ; Robert, Christian Y. 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). Denuit, Michel ; Robert, Christian Y. 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). Denuit, Michel ; Robert, Christian Y. 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:special2-part1:p:471-496.

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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 ; Gruzina, Yulia ; Firsova, Irina. 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). Iten, Raphael ; Wagner, Joel ; Roschmann, Angela Zeier. 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). , Thyago ; Daraio, Cinzia ; Paula, Ana. 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). Klazar, Stanislav ; vanurova -Elika, Alena. In: Český finanční a účetní časopis. RePEc:prg:jnlcfu:v:2021:y:2021:i:3:id:564.

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2021Redistributive effects of the Czech pension system - microeconomic approach. (2021). Klazar, Stanislav ; Ejkova, Elika ; Vanurova, Alena. In: Český finanční a účetní časopis. RePEc:prg:jnlcfu:v:2021:y:2021:i:3:id:564:p:41-59.

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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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