Working Papers

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Working Papers  

 

  • Laverny, O and Lambert, P. (2024). Local moment matching with Erlang mixtures under automatic roughness penalization. arXiv:2402.15866. Submitted.
  • Lambert, P. and Kreyenfeld, M. (2023). Exogenous time-varying covariates in double additive cure survival model with application to fertility. arXiv:2302.00331. Submitted.
  • Lambert, P. and Gressani, O. (2022). Penalty parameter selection and asymmetry corrections to Laplace approximations in Bayesian P-splines models. arXiv:2210.01668 - R-package ordgam . Revised version published in 2023 in Statistical Modelling.
  • Kreyenfeld, M., Konietzkan D., Lambert P. and Ramos, V.J. (2022). Second birth fertility in Germany: social class, gender, and the role of economic uncertainty. LIDAM Discussion Paper ISBA 2022/23, UCLouvain, Belgium. Revised version published in 2023 in European Journal of Population.
  • Lambert, P. (2021). Moment-based density and risk estimation from grouped summary statistics. arXiv:2107.03883 - R-package degross .  Revised version published in 2023 in Insurance: Mathematics and Economics.
  • Lambert, P. (2020). Fast Bayesian inference in nonparametric double additive location-scale models with right- and interval-censored data. arXiv:2005.05156 - R-package DALSM . Revised version published in 2021 in Computational Statistics and Data Analysis.
  • Gressani,O. and Lambert, P. (2020). Laplace approximation for fast Bayesian inference in generalized additive models based on penalized regression splines. arXiv:2003.07214. Revised version published in 2021 in Computational Statistics and Data Analysis.
  • Lambert, P. and Bremhorst, V. (2017). Estimation and identification issues in the promotion time cure model when the same covariates enter the cure probability and time-to-event model components. Discussion Paper 2017/26. Institut de Statistique, Université catholique de Louvain, Louvain-la-Neuve, Belgium. Revised version published in 2019 in Biometrical Journal. doi.org/10.1002/bimj.201700250
  • Bremhorst, V. and Lambert P. (2017). Inclusion of time-varying covariates in cure survival models with an application in fertility studies.  Discussion Paper 2017-13. Institut de Statistique, Université catholique de Louvain, Louvain-la-Neuve, Belgium. Revised version published in 2020 in JRSS-A. 
  • Bremhorst, V., Kreyenfeld M. and Lambert P. (2017). Nonparametric double additive cure survival models: an application to the estimation of the nonlinear effect of age at first parenthood on fertility progression. Discussion Paper 2017-04. Institut de Statistique, Université catholique de Louvain, Louvain-la-Neuve, Belgium. Revised version published in 2019 in Statistical Modelling.
  • Gressani, O. and Lambert P. (2016). Fast Bayesian inference in semi-parametric P-spline cure survival models using Laplace approximations. Discussion Paper 2016-41. Institut de Statistique, Université catholique de Louvain, Louvain-la-Neuve, Belgium. Revised version published in Computational Statistics and Data Analysis.
  • Taverne, C. and Lambert, P.  (2014). Inflated discrete Beta regression models for Likert  and discrete rating scale outcomes. arXiv:1405.4637. 
  • Frasso, G., Jaeger, J and Lambert, P.  (2013). Estimation and approximation in multidimensional dynamics. ArXiv:1311.5727.
  • Jaeger, J. and Lambert, P.  (2012). On the use of adhesion parameters to validate models specified using systems of affine differential equations. Discussion Paper 2012-18. Institut de Statistique, Université catholique de Louvain, Louvain-la-Neuve, Belgium. 
  • Jaeger, J. and Lambert, P.  (2011). Bayesian generalized profiling estimation in hierarchical linear dynamic systems. Technical Report TR11001, Interuniversity Attraction Pole, Phase VI (2007-2011), Belgium.
  • Jullion, A., Lambert, P. (2008). Extensions of Bayesian P-splines models for fitting PK curves. Discussion Paper 08-19, Institut de Statistique, Université catholique de Louvain, Louvain-la-Neuve, Belgium.
  • Jullion, A., Lambert, P. and F. Vandenhende (2008). Estimation of receptor occupancy using varying coefficient models. Discussion Paper 08-17, Institut de Statistique, Université catholique de Louvain, Louvain-la-Neuve, Belgium.
  • Jullion, A., Lambert, P., and F. Vandenhende (2007). A non-parametric Bayesian method to smooth Time-Activity-Curves. Discussion Paper 07-15, Institut de Statistique, Université catholique de Louvain, Louvain-la-Neuve, Belgium.
  • Lambert, P. and Eilers, P.H.C (2006). Bayesian multi-dimensional density estimation with P-splines. Discussion Paper 06-12, Institut de Statistique, Université catholique de Louvain, Louvain-la-Neuve, Belgium.
  • Bugli, C., Lambert, P. and Bigot, J. (2005). Curve registration using fractional polynomials: an application to electroencephalograms analysis. Discussion Paper 05-13, Institut de Statistique, Université catholique de Louvain, Louvain-la-Neuve, Belgium.
  • Bolance, C., Denuit, M., Guillen, M. and Lambert, P. (2004). Bayesian experience rating with dynamic heterogeneity. Discussion Paper 04-10, Institut des sciences actuarielles, Université catholique de Louvain, Louvain-la-Neuve, Belgium.
  • Bugli, C., Lambert, P., Boulanger B., Ledent E., Pereira, A. and Nardone, P. (2004). Statistical analysis of electroencephalograms: independent component analysis of event-related potentials. Discussion Paper 04-03, Institut de Statistique, Université catholique de Louvain, Louvain-la-Neuve, Belgium..
  • Lambert, P. and Laurent, S. (2001). Modelling financial time series using GARCH-type models with a skewed Student distribution for the innovations. Discussion Paper 01-25, Institut de Statistique, Université catholique de Louvain, Louvain-la-Neuve, Belgium.
  • Lambert, P. and Laurent, S. (2001). Modelling skewness dynamics in series of financial data using skewed location-scale distributions. Discussion Paper 01-19, Institut de Statistique, Université catholique de Louvain, Louvain-la-Neuve, Belgium.
  • Tajar, A., Denuit, M. and Lambert, P. (2001). Copula-type representation for random couples with Bernoulli margins. Discussion Paper 01-18 , Institut de Statistique, Université catholique de Louvain, Louvain-la-Neuve, Belgium.
  • Vandenhende, F. and Lambert, P. (2000). Modeling repeated ordered categorical data using copulas. Discussion Paper 00-25, Institut de Statistique, Université catholique de Louvain, Louvain-la-Neuve, Belgium.