[Raw
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[50 most relevant papers]
[cites used to compute IF]
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| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2010 | 0 | 0.53 | 0.4 | 0 | 40 | 40 | 516 | 16 | 24 | 0 | 0 | 0 | 16 | 0.4 | 0.3 | |||
| 2011 | 0.7 | 0.61 | 0.5 | 0.7 | 63 | 103 | 856 | 51 | 75 | 40 | 28 | 40 | 28 | 0 | 21 | 0.33 | 0.37 | |
| 2012 | 0.54 | 0.67 | 0.61 | 0.54 | 36 | 139 | 581 | 85 | 160 | 103 | 56 | 103 | 56 | 0 | 10 | 0.28 | 0.36 | |
| 2013 | 1.03 | 0.65 | 1.02 | 0.97 | 50 | 189 | 290 | 192 | 353 | 99 | 102 | 139 | 135 | 0 | 20 | 0.4 | 0.34 | |
| 2014 | 0.69 | 0.67 | 0.88 | 0.72 | 54 | 243 | 624 | 211 | 566 | 86 | 59 | 189 | 137 | 0 | 34 | 0.63 | 0.34 | |
| 2015 | 0.68 | 0.65 | 0.83 | 0.75 | 45 | 288 | 455 | 237 | 804 | 104 | 71 | 243 | 182 | 0 | 13 | 0.29 | 0.36 | |
| 2016 | 1.03 | 0.63 | 0.97 | 0.84 | 49 | 337 | 329 | 327 | 1131 | 99 | 102 | 248 | 209 | 0 | 12 | 0.24 | 0.34 | |
| 2017 | 0.78 | 0.61 | 0.88 | 0.79 | 47 | 384 | 272 | 337 | 1468 | 94 | 73 | 234 | 185 | 0 | 13 | 0.28 | 0.34 | |
| 2018 | 0.58 | 0.6 | 0.97 | 0.62 | 45 | 429 | 395 | 416 | 1884 | 96 | 56 | 245 | 151 | 0 | 32 | 0.71 | 0.34 | |
| 2019 | 0.66 | 0.61 | 0.81 | 0.6 | 61 | 490 | 260 | 398 | 2283 | 92 | 61 | 240 | 143 | 0 | 15 | 0.25 | 0.35 | |
| 2020 | 0.91 | 0.68 | 1.08 | 0.74 | 49 | 539 | 246 | 584 | 2867 | 106 | 96 | 247 | 183 | 0 | 23 | 0.47 | 0.72 | |
| 2021 | 0.75 | 0.87 | 0.95 | 0.73 | 59 | 598 | 163 | 569 | 3436 | 110 | 83 | 251 | 182 | 0 | 17 | 0.29 | 0.36 | |
| 2022 | 0.72 | 0.66 | 0.8 | 0.59 | 39 | 637 | 56 | 510 | 3946 | 108 | 78 | 261 | 155 | 0 | 5 | 0.13 | 0.21 | |
| 2023 | 0.49 | 0.48 | 0.77 | 0.51 | 32 | 669 | 33 | 518 | 4464 | 98 | 48 | 253 | 129 | 0 | 8 | 0.25 | 0.16 | |
| 2024 | 0.27 | 0.47 | 0.66 | 0.37 | 47 | 716 | 33 | 470 | 4934 | 71 | 19 | 240 | 89 | 0 | 2 | 0.04 | 0.18 | |
| 2025 | 0.44 | 0.65 | 0.57 | 0.42 | 26 | 742 | 8 | 425 | 5359 | 79 | 35 | 226 | 94 | 0 | 1 | 0.04 | 0.24 |
| 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 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2011 | Two-Stage DEA: Caveat Emptor. (2011). Wilson, Paul ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011031. Full description at Econpapers || Download paper | 328 |
| 2 | 2014 | Testing 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 | 165 |
| 3 | 2010 | Nonparametric 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 | 114 |
| 4 | 2015 | When 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 | 98 |
| 5 | 2016 | Testing 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 | 91 |
| 6 | 2015 | Effect 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 | 90 |
| 7 | 2014 | Directional 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 | 90 |
| 8 | 2012 | Asymptotics 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 | 90 |
| 9 | 2015 | Statistical 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 | 87 |
| 10 | 2012 | Dynamic stochastic copula models: Estimation, inference and applications. (2012). Hafner, Christian. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012022. Full description at Econpapers || Download paper | 86 |
| 11 | 2010 | Optimal 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 | 86 |
| 12 | 2014 | A One Line Derivation of EGARCH. (2014). Hafner, Christian. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2014030. Full description at Econpapers || Download paper | 84 |
| 13 | 2011 | Inference 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 | 79 |
| 14 | 2018 | Central limit theorems for conditional efficiency measures and tests of the â¬Ëseparabilityâ¬â¢ 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 | 76 |
| 15 | 2011 | Locally stationary long memory estimation. (2011). von Sachs, Rainer ; Roueff, Francois. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011009. Full description at Econpapers || Download paper | 70 |
| 16 | 2012 | Convex 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 | 69 |
| 17 | 2012 | Statistical 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 | 68 |
| 18 | 2013 | Estimation 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 | 63 |
| 19 | 2014 | Explaining 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 | 60 |
| 20 | 2018 | Central Limit Theorems for Aggregate Efficiency. (2018). Zelenyuk, Valentin ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2018010. Full description at Econpapers || Download paper | 56 |
| 21 | 2017 | Nonparametric 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 | 55 |
| 22 | 2018 | Testing 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 | 53 |
| 23 | 2020 | Hypothesis 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 | 52 |
| 24 | 2015 | Rankings 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 | 52 |
| 25 | 2010 | Asymptotic 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. Full description at Econpapers || Download paper | 49 |
| 26 | 2012 | On the estimation of dynamic conditional correlation models. (2012). Hafner, Christian ; Reznikova, O. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012021. Full description at Econpapers || Download paper | 45 |
| 27 | 2016 | Unobserved heterogeneity and endogeneity in nonparametric frontier estimation. (2016). Simar, Leopold ; van Keilegom, Ingrid ; Vanhems, Anne. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2016007. Full description at Econpapers || Download paper | 42 |
| 28 | 2011 | Computational 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 | 41 |
| 29 | 2011 | Correlated risks, bivariate utility and optimal choices. (2011). Menegatti, Mario ; Denuit, Michel ; Eeckhoudt, Louis. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011043. Full description at Econpapers || Download paper | 40 |
| 30 | 2012 | An M-estimator for tail dependence in arbitrary dimensions. (2012). Einmahl, John ; Segers, Johan ; Krajina, Andrea. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012035. Full description at Econpapers || Download paper | 40 |
| 31 | 2010 | Inferences 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 |
| 32 | 2013 | On 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 |
| 33 | 2019 | Size-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 | 38 |
| 34 | 2011 | The 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. Full description at Econpapers || Download paper | 37 |
| 35 | 2015 | Frontier 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. Full description at Econpapers || Download paper | 34 |
| 36 | 2011 | Identification 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 | 34 |
| 37 | 2016 | Efficiency 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 | 33 |
| 38 | 2011 | Stochastic 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 | 33 |
| 39 | 2010 | Estimating 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. Full description at Econpapers || Download paper | 32 |
| 40 | 2010 | Efficient estimation of a semiparametric dynamic copula model. (2010). Hafner, Christian ; Reznikova, Olga. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2010033. Full description at Econpapers || Download paper | 31 |
| 41 | 2012 | Instrumental 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 | 30 |
| 42 | 2014 | Iterative 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. Full description at Econpapers || Download paper | 29 |
| 43 | 2019 | Sentiment-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 | 29 |
| 44 | 2019 | A 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 | 28 |
| 45 | 2014 | Nonlife 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. Full description at Econpapers || Download paper | 28 |
| 46 | 2013 | Individual Loss Reserving with the Multivariate Skew Normal Framework. (2013). Antonio, Katrien ; Denuit, Michel ; Pigeon, Mathieu. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2013028. Full description at Econpapers || Download paper | 26 |
| 47 | 2011 | Locally 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 |
| 48 | 2018 | Globalization and productivity: A robust nonparametric world frontier analysis. (2018). Simar, Leopold ; Mastromarco, Camilla. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2018008. Full description at Econpapers || Download paper | 25 |
| 49 | 2015 | Efficiency 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 |
| 50 | 2017 | The empirical beta copula. (2017). Sibuya, Masaaki ; Segers, Johan ; Tsukahara, Hideatsu. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2017005. Full description at Econpapers || Download paper | 25 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2011 | Two-Stage DEA: Caveat Emptor. (2011). Wilson, Paul ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011031. Full description at Econpapers || Download paper | 35 |
| 2 | 2015 | When 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 | 28 |
| 3 | 2018 | Central limit theorems for conditional efficiency measures and tests of the â¬Ëseparabilityâ¬â¢ 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 | 26 |
| 4 | 2016 | Testing 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 | 25 |
| 5 | 2012 | Convex 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 | 24 |
| 6 | 2020 | Hypothesis 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 | 24 |
| 7 | 2015 | Statistical 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 |
| 8 | 2018 | Central Limit Theorems for Aggregate Efficiency. (2018). Zelenyuk, Valentin ; Simar, Leopold. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2018010. Full description at Econpapers || Download paper | 17 |
| 9 | 2014 | Testing 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 | 16 |
| 10 | 2022 | Risk-sharing rules and their properties, with applications to peerâtoâpeer insurance. (2022). Dhaene, Jan ; Denuit, Michel ; Robert, Christian Y. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2022026. Full description at Econpapers || Download paper | 15 |
| 11 | 2014 | Explaining 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 | 14 |
| 12 | 2021 | Inference 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 | 14 |
| 13 | 2012 | Dynamic stochastic copula models: Estimation, inference and applications. (2012). Hafner, Christian. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012022. Full description at Econpapers || Download paper | 13 |
| 14 | 2010 | Optimal 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 | 12 |
| 15 | 2015 | Effect 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 | 12 |
| 16 | 2018 | A Neural-Network Analyzer for Mortality Forecast. (2018). Hainaut, Donatien. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2018027. Full description at Econpapers || Download paper | 11 |
| 17 | 2021 | Autocalibration and Tweedie-dominance for insurance pricing with machine learning. (2021). Denuit, Michel ; Trufin, Julien ; Charpentier, Arthur. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2021049. Full description at Econpapers || Download paper | 11 |
| 18 | 2021 | From 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 | 11 |
| 19 | 2014 | Directional 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 | 11 |
| 20 | 2011 | Locally 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 | 10 |
| 21 | 2011 | Inference 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 | 10 |
| 22 | 2019 | Central 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 | 10 |
| 23 | 2012 | Statistical 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 |
| 24 | 2017 | Nonparametric 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 | 9 |
| 25 | 2011 | Stochastic 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 |
| 26 | 2015 | Rankings 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 | 9 |
| 27 | 2019 | Size-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 | 8 |
| 28 | 2016 | Efficiency 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 |
| 29 | 2017 | Nonparametric 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. Full description at Econpapers || Download paper | 8 |
| 30 | 2012 | Asymptotics 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 | 8 |
| 31 | 2023 | Statistical 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 | 8 |
| 32 | 2015 | Efficiency 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 | 8 |
| 33 | 2022 | Mortality credits within large survivor funds. (2022). Hieber, Peter ; Denuit, Michel ; Robert, Christian Y. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2022030. Full description at Econpapers || Download paper | 7 |
| 34 | 2016 | Unobserved heterogeneity and endogeneity in nonparametric frontier estimation. (2016). Simar, Leopold ; van Keilegom, Ingrid ; Vanhems, Anne. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2016007. Full description at Econpapers || Download paper | 7 |
| 35 | 2012 | An M-estimator for tail dependence in arbitrary dimensions. (2012). Einmahl, John ; Segers, Johan ; Krajina, Andrea. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2012035. Full description at Econpapers || Download paper | 7 |
| 36 | 2012 | Instrumental 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 | 7 |
| 37 | 2018 | Testing 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 | 7 |
| 38 | 2018 | Hedging of options in presence of jump clustering. (2018). Moraux, Franck ; Hainaut, Donatien. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2018037. Full description at Econpapers || Download paper | 7 |
| 39 | 2020 | Large-Loss Behavior of Conditional Mean Risk Sharing. (2020). Denuit, Michel ; Robert, Christian Y. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2020021. Full description at Econpapers || Download paper | 6 |
| 40 | 2019 | A 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 | 6 |
| 41 | 2021 | Risk sharing under the dominant peerâtoâpeer property and casualty insurance business models. (2021). Denuit, Michel ; Robert, Christian Y. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2021020. Full description at Econpapers || Download paper | 6 |
| 42 | 2016 | Data 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 | 6 |
| 43 | 2019 | Sentiment-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 | 6 |
| 44 | 2021 | Gender effect on microfinance social efficiency: A robust nonparametric approach. (2021). Simar, Leopold ; Tchuigoua, Hubert ; Fall, Franois ; Vanhems, Anne. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2021012. Full description at Econpapers || Download paper | 6 |
| 45 | 2013 | Estimation 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 | 6 |
| 46 | 2018 | Globalization and productivity: A robust nonparametric world frontier analysis. (2018). Simar, Leopold ; Mastromarco, Camilla. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2018008. Full description at Econpapers || Download paper | 6 |
| 47 | 2014 | Inference in stochastic frontier analysis with dependent error terms. (2014). Hafner, Christian ; el Mehdi, Rachida. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2014028. Full description at Econpapers || Download paper | 5 |
| 48 | 2011 | Fitting dynamic factor models to non-stationary time series. (2011). von Sachs, Rainer ; Eichler, Michael ; Motta, Giovanni. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2011013. Full description at Econpapers || Download paper | 5 |
| 49 | 2010 | Nonparametric 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 | 5 |
| 50 | 2019 | An 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. Full description at Econpapers || Download paper | 5 |
| Year | Title | |
|---|---|---|
| 2025 | Superposition of interacting stochastic processes with memory and its application to migrating fish counts. (2025). Yoshioka, Hidekazu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:192:y:2025:i:c:s0960077924014632. Full description at Econpapers || Download paper | |
| 2025 | Option pricing in a sentiment-biased stochastic volatility model. (2025). Patacca, Marco ; Fig-Talamanca, Gianna ; Cretarola, Alessandra. In: Annals of Finance. RePEc:kap:annfin:v:21:y:2025:i:1:d:10.1007_s10436-024-00448-3. Full description at Econpapers || Download paper | |
| 2025 | A fractional Hawkes process for illiquidity modeling. (2025). Dupret, Jean-Loup ; Hainaut, Donatien. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:1:d:10.1007_s11579-024-00379-7. Full description at Econpapers || Download paper | |
| 2025 | The End of an Era. The Vanishing Negative Effect of Womens Employment on Fertility. (2025). Vignoli, Daniele ; Matysiak, Anna. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2025_02. Full description at Econpapers || Download paper | |
| 2025 | The End of an Era. The Vanishing Negative Effect of Womenâs Employment on Fertility. (2025). Vignoli, Daniele ; Matysiak, Anna. In: Working Papers. RePEc:war:wpaper:2025-09. Full description at Econpapers || Download paper | |
| 2025 | Future Caregiving Responsibilities, Employment Uncertainties, and Expected Childbearing Behavior: Survey Experimental Evidence from Germany. (2025). Gellert, Paul ; Alonso-Perez, Enrique ; Kreyenfeld, Michaela ; Ramos, Vincent Jerald ; Osullivan, Julie Lorraine ; Heisig, Jan Paul. In: Population Research and Policy Review. RePEc:kap:poprpr:v:44:y:2025:i:5:d:10.1007_s11113-025-09969-9. Full description at Econpapers || Download paper | |
| 2025 | Statistical inference for HicksâMoorsteen productivity indices. (2025). Simar, Leopold ; Zhao, Shirong ; Zelenyuk, Valentin. In: Annals of Operations Research. RePEc:spr:annopr:v:351:y:2025:i:2:d:10.1007_s10479-024-06288-8. Full description at Econpapers || Download paper | |
| 2025 | A Generalized Hyperbolic Distance Function for Benchmarking Performance: Estimation and Inference. (2025). Wilson, Paul W. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10634-0. Full description at Econpapers || Download paper | |
| 2025 | Likelihood-ratio test for technological differences in two-stage data envelopment analysis for panel data. (2025). Zelenyuk, Valentin ; Du, Kai. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:2:p:644-663. Full description at Econpapers || Download paper | |
| 2025 | Conical Free Disposal Hull estimators of directional distances and Luenberger productivity indices for general technologies. (2025). Simar, Leopold ; di Leo, Simone ; Daraio, Cinzia. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:3:p:907-917. Full description at Econpapers || Download paper | |
| 2025 | Fifty years of Data Envelopment Analysis. (2025). Emrouznejad, Ali ; Mergoni, Anna ; de Witte, Kristof. In: European Journal of Operational Research. RePEc:eee:ejores:v:326:y:2025:i:3:p:389-412. Full description at Econpapers || Download paper | |
| 2025 | Modeling a nonradial measure in nonconvex global technology for banking sector: Evidence from commercial banks in China. (2025). Pan, Yinghao ; Liu, Jipeng ; Wu, Jie. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925006751. Full description at Econpapers || Download paper | |
| 2025 | Gender Effects on Microfinance Social Efficiency: A Robust Approach Incorporating Undesirable Outputs. (2025). Simar, Leopold ; Vanhems, Anne ; Fall, Franois Seck ; Daraio, Cinzia. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025019. Full description at Econpapers || Download paper | |
| 2025 | WassersteinâAitchison GAN for angular measures of multivariate extremes. (2025). Segers, Johan ; Rootzn, Holger ; Lhaut, Stphane. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025010. Full description at Econpapers || Download paper | |
| 2025 | A general valuation framework for rough stochastic local volatility models and applications. (2025). Ma, Jingtang ; Yang, Wensheng ; Cui, Zhenyu. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:1:p:307-324. Full description at Econpapers || Download paper | |
| 2025 | Rajiv Bankerâs lasting impact on data envelopment analysis. (2025). Lu, Chixiao ; Charles, Vincent ; Podinovski, Victor ; Emrouznejad, Ali ; Moradi-Motlagh, Amir. In: Annals of Operations Research. RePEc:spr:annopr:v:351:y:2025:i:2:d:10.1007_s10479-025-06473-3. Full description at Econpapers || Download paper | |
| 2025 | Recursive partitioning based on gini index for insurance pricing. (2025). Trufin, Julien ; Simon, Pierre-Alexandre ; Petit, Robin ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025025. Full description at Econpapers || Download paper | |
| 2025 | Conditional generalized quantiles as systemic risk measures: Properties, estimation, and application. (2025). Syuhada, Khreshna ; Salman, A. N. M., ; Hakim, Arief. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:235:y:2025:i:c:p:60-84. Full description at Econpapers || Download paper | |
| 2025 | Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring. (2025). Flores-Silva, Daniela I ; Su, Alfonso ; Sordo, Miguel A. In: Papers. RePEc:arx:papers:2510.15934. Full description at Econpapers || Download paper | |
| 2025 | The VaR-based Probability Equivalent Level under the Esscher premium principle. (2025). Zhang, YI ; Wen, Limin. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pb:s1544612325015387. Full description at Econpapers || Download paper | |
| 2025 | Modeling Excess Mortality and Interest Rates using Mixed Fractional Brownian Motions. (2025). Zhou, Hongjuan. In: Papers. RePEc:arx:papers:2507.19445. Full description at Econpapers || Download paper | |
| 2025 | The Equilibrium Effects of Mortality Risk. (2025). Regis, Luca ; Modena, Andrea ; Rizzini, Giorgio. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_709. Full description at Econpapers || Download paper | |
| 2025 | The Three-step method in a dynamic setting. (2025). Linders, Daniel ; Devolder, Pierre ; Belhouari, Oussama. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025018. Full description at Econpapers || Download paper | |
| 2025 | Skewness Issues in Quantifying Efficiency: Insights from Stochastic Frontier Panel Models Based on Closed Skew Normal Approximations. (2025). Wied, Dominik ; Haschka, Rouven E. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:5:d:10.1007_s10614-025-10857-9. Full description at Econpapers || Download paper | |
| 2025 | A clustering scheme for performance benchmarking in the regulation of electric distribution utilities in Iran. (2025). Goltapeh, Fatemeh ; Gholizadeh, Mahyar ; Pourheydari, Mohammad ; Sadeghi, Shakiba ; Hojjati, Ashkan. In: Utilities Policy. RePEc:eee:juipol:v:93:y:2025:i:c:s0957178724001759. Full description at Econpapers || Download paper | |
| 2025 | Assessing the eco-efficiency of inter-municipal waste management services in France. (2025). Aznar, Olivier ; Ndimblane, Aissatou ; Ayouba, Kassoum. In: Post-Print. RePEc:hal:journl:hal-05232549. Full description at Econpapers || Download paper | |
| 2025 | A lattice-based approach for life insurance pricing in a stochastic correlation framework. (2025). Costabile, Massimo ; Massab, Ivar ; Russo, Emilio ; Staino, Alessandro ; Mamon, Rogemar ; Zhao, Yixing. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:235:y:2025:i:c:p:145-159. Full description at Econpapers || Download paper | |
| 2025 | Tree-structured Markov random fields with Poisson marginal distributions. (2025). Marceau, Etienne ; Cossette, Hlne ; Ct, Benjamin. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:207:y:2025:i:c:s0047259x25000132. Full description at Econpapers || Download paper | |
| 2025 | Editorial: Special Issue on âLife insurance mathematics and actuarial scienceâ dedicated to the memory of Ermanno Pitacco. (2025). Olivieri, Annamaria. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:2:d:10.1007_s10203-025-00550-9. Full description at Econpapers || Download paper | |
| 2025 | Reconciling Product Flexibility with Cost, Delivery, and Quality: The Importance of Bundling Mass Customization Practices. (2025). Grosso, Chiara ; Trentin, Alessio ; Sandrin, Enrico ; Suzic, Svetlana ; Forza, Cipriano. In: Global Journal of Flexible Systems Management. RePEc:spr:gjofsm:v:26:y:2025:i:2:d:10.1007_s40171-024-00429-5. Full description at Econpapers || Download paper | |
| 2025 | Organisational Culture and Knowledge Management Systems Adoption: Examining Employee Usage in Multinational Corporations. (2025). Kapser, Sebastian ; Liu, Leo Shixiong ; Abdallah, Wael ; Kurt, Yusuf ; Abdelrahman, Mahmoud ; Papamichail, Nadia K ; Hammady, Ramy. In: Global Journal of Flexible Systems Management. RePEc:spr:gjofsm:v:26:y:2025:i:3:d:10.1007_s40171-025-00448-w. Full description at Econpapers || Download paper | |
| 2025 | A Flexible and Circular Management of Copper in Chile: New Perspectives Toward Sustainable Development. (2025). Varela, Joaqun Francisco ; Dadamo, Idiano ; Biancardi, Alberto. In: Global Journal of Flexible Systems Management. RePEc:spr:gjofsm:v:26:y:2025:i:4:d:10.1007_s40171-025-00464-w. Full description at Econpapers || Download paper | |
| 2025 | A penalized least squares estimator for extreme-value mixture models. (2025). Segers, Johan ; Kiriliouk, Anna ; Mourahib, Anas. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025015. Full description at Econpapers || Download paper | |
| 2025 | The Volterra Stein-Stein model with stochastic interest rates. (2025). Motte, Edouard ; Hainaut, Donatien ; Jaber, Eduardo Abi. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025003. Full description at Econpapers || Download paper | |
| 2025 | Optimal control by policy improvements and constrained Gaussian process regressions. (2025). Dupret, Jean-Loup ; Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025012. Full description at Econpapers || Download paper |
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| 2025 | Some Remarks on the Occasion of Léopold Simarâs Lifetime Achievement Award. (2025). Wilson, Paul W. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:64:y:2025:i:3:d:10.1007_s11123-025-00771-5. Full description at Econpapers || Download paper |
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| 2024 | American option pricing with model constrained Gaussian process regressions. (2024). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024023. Full description at Econpapers || Download paper | |
| 2024 | Russell 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. Full description at Econpapers || Download paper |
| Year | Citing document | |
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| 2023 | Statistical Inference for HicksâMoorsteen Productivity Indices. (2023). Zelenyuk, Valentin ; Simar, Leopold ; Zhao, Shirong. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023032. Full description at Econpapers || Download paper | |
| 2023 | X-Vine Models for Multivariate Extremes. (2023). Segers, Johan ; Lee, Jeongjin ; Kiriliouk, Anna. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023038. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | Bayesian Artificial Neural Networks for Frontier Efficiency Analysis. (2023). Zelenyuk, Valentin ; Panchenko, Valentyn. In: CEPA Working Papers Series. RePEc:qld:uqcepa:184. Full description at Econpapers || Download paper | |
| 2023 | Further 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. Full description at Econpapers || Download paper | |
| 2023 | Productivity Analysis: Roots, Foundations, Trends and Perspectives. (2023). Zelenyuk, Valentin. In: CEPA Working Papers Series. RePEc:qld:uqcepa:188. Full description at Econpapers || Download paper | |
| 2023 | Statistical Inference for HicksâMoorsteen Productivity Indices. (2023). Zelenyuk, Valentin ; Simar, Leopold ; Zhao, Shirong. In: CEPA Working Papers Series. RePEc:qld:uqcepa:190. Full description at Econpapers || Download paper | |
| 2023 | Russell 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. Full description at Econpapers || Download paper |
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| 2022 | Allocation of benefits in mutual aid and survivor funds. (2022). Denuit, Michel ; Robert, Christian Y. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022029. Full description at Econpapers || Download paper | |
| 2022 | Dynamic 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. Full description at Econpapers || Download paper | |
| 2022 | Boosting on the responses with Tweedie loss functions. (2022). Verdebout, Thomas ; Denuit, Michel ; Trufin, Julien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022039. Full description at Econpapers || Download paper | |
| 2022 | Multivariate 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. Full description at Econpapers || Download paper | |
| 2022 | Uniform 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. Full description at Econpapers || Download paper |