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David Benatia, Marine Carrasco et Jean-Pierre Florens
vol. 201, n° 2, 2017, p. 269–291
In this paper, we develop new estimation results for functional regressions where both the regressor Z(t) and the response Y(t) are functions of Hilbert spaces, indexed by the time or a spatial location. The model can be thought as a generalization of the multivariate regression where the...
Jean-Pierre Florens, Joel Horowitz et Ingrid Van Keilegom
vol. 128, décembre 2017, p. 203–228
Jean-Pierre Florens et Anna Simoni
vol. 128, décembre 2017, p. 1–3
Nicolas Nalpas, Léopold Simar et Anne Vanhems
vol. 263, n° 1, 2017, p. 308–320
This paper proposes a non-parametric efficiency measurement approach for the static portfolio selection problem in a general inputs–outputs space, where inputs can include variance and kurtosis and outputs can include mean and skewness. Our work is in the vein of Briec, Kerstens, and Jokung (2007)...
Serge Somda, Stéphane Culine, Christine Chevreau, Karim Fizazi, Eve Leconte, Andrew Kramar et Thomas Filleron
vol. 15, n° 2, 2017, p. 230–236
The objective of this study was to present a statistical method to define an optimal duration of follow-up for patients in remission after treatment for cancer, for detection of recurrences.
J. Gilhodes, C. Zemmour, S. Ajana, A. Martinez, Jean-Pierre Delord, Eve Leconte, Jean Marie Boher et Thomas Filleron
vol. 91, n° 1, décembre 2017, p. 159–167
In the era of personalized medicine, it's primordial to identify gene signatures for each event type in the context of competing risks in order to improve risk stratification and treatment strategy. Until recently, little attention was paid to the performance of high-dimensional selection in...
Caio Almeida et René Garcia
vol. 63, n° 10, 2017, p. 3361–3380
Based on a family of discrepancy functions, we derive nonparametric stochastic discount factor bounds that naturally generalize variance, entropy, and higher-moment bounds. These bounds are especially useful to identify how parameters affect pricing kernel dispersion in asset pricing models. In...
Hans Gersbach et Jean-Charles Rochet
vol. 90, 2017, p. 113–124
Credit cycle stabilization can be a rationale for imposing counter-cyclical capital requirements on banks. The model comprises two productive sectors: in one sector, firms can finance investments through a bond market. In the other, firms rely on bank credit. Financial frictions limit banks’...
Marcel Boyer, Thomas W. Ross et Ralph Winter
Toronto, vol. 50, n° 5, décembre 2017, p. 1489–1524
La politique de concurrence s’est remarquablement transformée au cours des derniers 50 ans au Canada, en grande partie à cause des avancées en science économique. Dans ce texte, nous retraçons l’impact des développements en organisation industrielle sur les trois zones centrales de la politique de...
Loic Ysebaert, Sarah Cadot, Salim Kanoun, Soleakhena Ken, Christian Recher, François Malgouyres, Sébastien Gadat, Loïc Dupré et Anne Quillet Mary
vol. 130, n° 1, 2017
