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See detailNonparametric additive location-scale models for interval censored data
Lambert, Philippe ULg

in Statistics and computing (2013), 23

An nonparametric additive model for the location and dispersion of a continuous response with an arbitrary smooth conditional distribution is proposed. B-splines are used to specify the three components ... [more ▼]

An nonparametric additive model for the location and dispersion of a continuous response with an arbitrary smooth conditional distribution is proposed. B-splines are used to specify the three components of the model. It can deal with interval censored data and multiple covariates. After a simulation study, the relation between age, the number of years of full-time education and the net income (provided as intervals) available per person in Belgian households is studied from survey data. [less ▲]

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See detailNonparametric and bootstrap techniques applied to financial risk modeling
Hambuckers, julien ULg

Doctoral thesis (2015)

For the purpose of quantifying financial risks, risk managers need to model the behavior of financial variables. However, the construction of such mathematical models is a difficult task that requires ... [more ▼]

For the purpose of quantifying financial risks, risk managers need to model the behavior of financial variables. However, the construction of such mathematical models is a difficult task that requires careful statistical approaches. Among the important choices that must be addressed,we can list the error distribution, the structure of the variance process, the relationship between parameters of interest and explanatory variables. In particular, one may avoid procedures that rely either on too rigid parametric assumptions or on inefficient estimation procedures. In this thesis, we develop statistical procedures that tackle some of these issues, in the context of three financial risk modelling applications. In the first application, we are interested in selecting the error distribution in a multiplicative heteroscedastic model without relying on a parametric volatility assumption. To avoid this uncertainty, we develop a set of model estimation and selection tests relying on nonparametric volatility estimators and focusing on the tails of the distribution. We illustrate this technique on UBS, BOVESPA and EUR/USD daily stock returns. In the second application, we are concerned by modeling the tail of the operational losses severity distribution, conditionally to several covariates. We develop a flexible conditional GPD model, where the shape parameter is an unspecified link function (nonparametric part) of a linear combination of covariates (single index part), avoiding the curse of dimensionality. We apply successfully this technique on two original databases, using macroeconomic and firm-specific variables as covariates. In the last application, we provide an efficient way to estimate the predictive ability of trading algorithms. Instead of relying on subjective and noisy sample splitting techniques, we propose an adaptation of the .632 bootstrap technique to the time series context. We apply these techniques on stock prices to compare 12,000 trading rules parametrizations and show that none can beat a simple buy-and-hold strategy. [less ▲]

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Peer Reviewed
See detailNonparametric censored regression using preliminary kernel smoothing
Heuchenne, Cédric ULg; Van Keilegom, Ingrid

in Proceedings of the 6th World Congress of the Bernoulli Society for Mathematical Statistics and Probability and the 67th Annual Meeting of the IMS (2004)

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See detailNonparametric Mean Preservation in Censored Regression
Heuchenne, Cédric ULg

Book published by VDM Verlag (2009)

The aim of this book is to estimate the conditional mean of some functions depending on the response variable Y (moments, distributions...) in regression models where this response is possibly censored ... [more ▼]

The aim of this book is to estimate the conditional mean of some functions depending on the response variable Y (moments, distributions...) in regression models where this response is possibly censored. In parametric regression, polynomial and nonlinear conditional means are estimated in a new way while, in nonparametric regression, some new estimators are provided to approximate general L-functionals (conditional mean, trimmed mean, quantiles...). The ideas developed in those methods lead to establish more general results in nonparametric estimation of the conditional mean of functions depending on Y and other variables and where the response can follow other schemes of incomplete data (not only censored but also missing or length-biased data). For each procedure, asymptotic properties are established while finite sample behavior is studied via simulations. Examples from a variety of areas highlight the interest of using the proposed methodologies in practice. [less ▲]

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See detailNonparametric regression with cross-sectional data: an alternative to conditional product-limit estimators
Heuchenne, Cédric ULg; Laurent, Géraldine ULg

E-print/Working paper (2014)

Suppose the random vector (X,Y) satisfies the nonparametric regression model Y=m(X)+varepsilon, where m(x)=E[Y|X=x] and sigma²(x)=Var[varepsilon|X=x] are unknown smooth functions and the error varepsilon ... [more ▼]

Suppose the random vector (X,Y) satisfies the nonparametric regression model Y=m(X)+varepsilon, where m(x)=E[Y|X=x] and sigma²(x)=Var[varepsilon|X=x] are unknown smooth functions and the error varepsilon has zero mean and finite variance conditionally on X=x. The pair (X,Y) is obtained by cross-sectional sampling involving left-truncated and right-censored responses. The considered model is completely nonparametric but the conditional truncation distribution is assumed to be known. The novelty of this work is twofold: first, it extends the results on cross-sectional data to the conditional case and second, it generalizes the length bias results in the conditional case to right censoring and to any truncation distribution. New estimators for m(.) and sigma²(.) are constructed and relevant tools are used to quickly provide the main asymptotic properties for this kind of estimators. Extensive simulations are carried out and show that the new estimators outperform classical nonparametric estimators for left-truncated and right-censored data (when the truncation model is known). Finally, a data set on the mortality of diabetics is analyzed. [less ▲]

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See detailNonparametric regression with parametric selection bias
Heuchenne, Cédric ULg; Laurent, Géraldine ULg

in Proceedings of the 14th Conference of the ASMDA International Society (ASMDA2011) (2011, June)

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See detailNonparametric subspace identification of nonlinear structures - Application to a spacecraft
Noël, Jean-Philippe ULg; Kerschen, Gaëtan ULg

in Proceedings of the 54th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference (2013, April)

The objective of the present paper is to address the identification of a strongly nonlinear satellite structure by exploiting a new nonlinear subspace identification method formulated in the frequency ... [more ▼]

The objective of the present paper is to address the identification of a strongly nonlinear satellite structure by exploiting a new nonlinear subspace identification method formulated in the frequency domain, referred to as the FNSI method. The modal parameters of the underlying linear structure and the coefficients of the nonlinear internal forces will be estimated by this approach. Moreover, because a priori knowledge about nonlinear behaviour may be limited, the paper also proposes a nonparametric spline-based modelling strategy, encapsulated in the FNSI method. The application of interest is the SmallSat spacecraft developed by EADS-Astrium, which possesses an impact-type nonlinear device consisting of eight mechanical stops limiting the motion of an inertia wheel mounted on an elastomeric interface. [less ▲]

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See detailNonpharmacological management
Bruyère, Olivier ULg

in Osteoporosis International (2013, April), 24(Suppl.1), 76

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See detailNonPharmacological modalities, nutraceuticals and dietary supplements as therapies
Henrotin, Yves ULg; Marty, Marc; Mobasheri, Ali

in Future medicine (2012)

This chapter discusses and critically appraises the nonpharmacological approaches that are currently available

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See detailNonpharmacological Therapies in the Management of Osteoarthritis
Henrotin, Yves ULg

Book published by Bentham Science Publishers Ltd. (2012)

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See detailNonprofit Organisations and Social Economy: Two Ways of Understanding the Third Sector
Mertens de Wilmars, Sybille ULg

in Annals of Public and Cooperative Economics = Annales de l'Economie Publique, Sociale et Coopérative (1999), 70:3

The term third sector refers to a set of organizations which are neither capitalist, nor governmental. First of all, this paper aims to extent B. Gui's unitary approach to the third-sector (1991) by ... [more ▼]

The term third sector refers to a set of organizations which are neither capitalist, nor governmental. First of all, this paper aims to extent B. Gui's unitary approach to the third-sector (1991) by focusing on the distinction between third sector and state-owned bodies. Next I propose to translate the non capitalist and the non governmental conditions into operational criteria. I show that these criteria vary according to the nature of the organizations (general interest versus mutual interest). This statement allows me to justifiy the emergence of two different ways of understanding the third-sector in anglo-saxon and french-speaking traditions. [less ▲]

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See detailNonradial nonadiabatic stellar pulsations: A numerical method and its application to a beta Cephei model
Dupret, Marc-Antoine ULg

in Astronomy and Astrophysics (2001), 366

A new general method for the computation of nonradial nonadiabatic oscillations of a given stellar model is presented for a linear approximation. A simple and useful modelling of the atmosphere is ... [more ▼]

A new general method for the computation of nonradial nonadiabatic oscillations of a given stellar model is presented for a linear approximation. A simple and useful modelling of the atmosphere is included, allowing to obtain credible values for the eigenfunctions in the atmosphere. Some of the results obtained for a 10 M[SUB]sun[/SUB] model are shown as an illustration. Our study opens the way to different applications. Better theoretical line-profile variations could be obtained from our method, allowing a more detailed comparison with observations. More generally, our study is relevant for asteroseismology, giving a way for a better knowledge of stellar interiors. [less ▲]

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See detailNonradial oscillations of solar models with an initial discontinuity in hydrogen abundance
Boury, A.; Scuflaire, Richard ULg; Noels-Grötsch, Arlette ULg et al

in Hill, H. A.; Dziembowski, W. A. (Eds.) Nonradial and Nonlinear Stellar Pulsation: Proceedings of a Workshop Held at the University of Arizona in Tucson, March 12 – 16, 1979 (1980)

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See detailNonrenal disease activity following mycophenolate mofetil or intravenous cyclophosphamide as induction treatment for lupus nephritis: findings in a multicenter, prospective, randomized, open-label, parallel-group clinical trial
Ginzler, Ellen M; Wofsy, David; Isenberg, David et al

in Arthritis and Rheumatism (2010), 62(1), 211-221

OBJECTIVE: To assess the effect of mycophenolate mofetil compared with intravenous pulses of cyclophosphamide on the nonrenal manifestations of lupus nephritis. METHODS: Patients with active lupus ... [more ▼]

OBJECTIVE: To assess the effect of mycophenolate mofetil compared with intravenous pulses of cyclophosphamide on the nonrenal manifestations of lupus nephritis. METHODS: Patients with active lupus nephritis (renal biopsy class III, IV, or V) were recruited for the study (n = 370) and treated with mycophenolate mofetil (target dosage 3 gm/day) or intravenous cyclophosphamide (0.5-1.0 gm/m(2)/month), plus tapered prednisone, for 24 weeks. Nonrenal outcomes were determined using measures of whole body disease activity, including the British Isles Lupus Assessment Group (BILAG) disease activity index, the Safety of Estrogens in Lupus Erythematosus: National Assessment (SELENA) version of the Systemic Lupus Erythematosus Disease Activity Index (SLEDAI), and immunologic variables. RESULTS: Both treatments were effective on whole body disease activity in the systems examined, as indicated by changes in the classic BILAG index. With either treatment, remission was induced, notably in the mucocutaneous, musculoskeletal, cardiovascular/respiratory, and vasculitis systems, and flares were rare, as measured by the SELENA-SLEDAI. Levels of complement C3, C4, and CH50 and titers of anti-double-stranded DNA antibodies were normalized after treatment with either mycophenolate mofetil or intravenous cyclophosphamide. CONCLUSION: In addition to the efficacy of both treatments on the renal system, this analysis showed that remission could also be induced in other systems. There was no clear difference in efficacy between mycophenolate mofetil and intravenous cyclophosphamide in ameliorating either the renal or nonrenal manifestations. Mycophenolate mofetil is, therefore, a suitable alternative to cyclophosphamide for the treatment of renal and nonrenal disease manifestations in patients with biopsy-proven lupus nephritis. [less ▲]

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See detailNonresponsive Generalized Bacterial Infection Associated with Systemic Lupus Erythematosus in a Beauceron
Clercx, Cécile ULg; Mc Entee, Kathleen ULg; Gilbert, S. et al

in Journal of the American Animal Hospital Association (1999), 35(3, May-Jun), 220222224-8

A case of concurrent canine systemic lupus erythematosus (SLE) and generalized bacterial infection in a six-year-old female Beauceron is reported. The dog presented with purulent nasal and ocular ... [more ▼]

A case of concurrent canine systemic lupus erythematosus (SLE) and generalized bacterial infection in a six-year-old female Beauceron is reported. The dog presented with purulent nasal and ocular discharges, skin lesions (including seborrhea, hyperkeratotic areas, and papules as well as ecchymoses around the eyes, on both sides of the pinnae, and on the vulva), generalized lymph node enlargement, a mitral murmur, and lameness. Later, facial swelling, a retrobulbar abscess, and a cough also developed. Occurrence of a generalized bacterial infection was established by culture of group-C, beta-hemolytic Streptococcus from the throat, the mouth, a biopsy site (popliteal lymph node area), the retrobulbar abscess, and the lung. The diagnosis of SLE was based on the clinical signs and particularly on the occurrence of antinuclear antibody (ANA) and antidoublestranded-desoxyribonucleic acid (ds-DNA) antibody. Interestingly, the latter type of antibodies were also detected in two young female puppies whelped by this dog. Salient histological findings included an extreme cell depletion of the lymph nodes and spleen and severe pneumonitis and peribronchiolitis. The results of this case indicate that a definite diagnosis of canine SLE can, at times, be made on the basis of the presence of serum ANA and ds-DNA antibodies. [less ▲]

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See detailNonribosomal peptides producing strains isolated from Bikalga and Soumbala fermented condiments of Burkina Faso
Savadogo, Aly; Chollet, Marlène; Tapi, Arthur et al

Conference (2009)

Detailed reference viewed: 7 (2 ULg)
Peer Reviewed
See detailNonrigid registration and multimodality image fusion for 3D image-guided neurochirurgical planning and navigation
Verly, Jacques ULg; Vigneron, Lara M.; Petitjean, Nicolas et al

Conference (2004)

Detailed reference viewed: 6 (0 ULg)