Profil

Heuchenne Cédric

HEC Liège : UER > UER Opérations: Statistique appl. à la gest. et à l'économie

HEC Liège Research: Business Analytics & Supply Chain Mgmt

See author's contact details
Main Referenced Co-authors
Faraz, Alireza  (25)
Van Keilegom, Ingrid (20)
Laurent, Géraldine  (18)
Hambuckers, Julien  (15)
Saniga, Erwin (13)
Main Referenced Keywords
Control charts (7); error distribution (7); Nonparametric regression (7); nonparametric regression (6); Bootstrap (5);
Main Referenced Unit & Research Centers
Centre for Quantitative Methods and Operations Management (QuantOM) (12)
Quantom (9)
Centre for Quantitative Methods and Operations Management (7)
QuantOM (5)
Center for Quantitative Methods and Operations Management (Quantom) (2)
Main Referenced Disciplines
Quantitative methods in economics & management (76)
Mathematics (40)
Finance (14)
Engineering, computing & technology: Multidisciplinary, general & others (8)
Physical, chemical, mathematical & earth Sciences: Multidisciplinary, general & others (4)

Publications (total 150)

The most downloaded
547 downloads
Hambuckers, J., & Heuchenne, C. (July 2016). Estimating the out-of-sample predictive ability of trading rules: a robust bootstrap approach. Journal of Forecasting, 35 (4), 347-372. doi:10.1002/for.2380 https://hdl.handle.net/2268/186808

The most cited

71 citations (Scopus®)

Faraz, A., Heuchenne, C., & Woodall, W. (2015). Guaranteed Conditional Performance of the S2 Control Chart with Estimated Parameters. International Journal of Production Research. doi:10.1080/00207543.2015.1008112 https://hdl.handle.net/2268/176228

Annoye, H., Beretta, A., & Heuchenne, C. (July 2024). Statistical matching using kernel canonical correlation analysis and super-organizing map. Expert Systems with Applications, 246, 123134. doi:10.1016/j.eswa.2023.123134
Peer Reviewed verified by ORBi

Kim Phuc Tran, Heuchenne, C., Shujun Li, & Thu Huong Truong (Eds.). (2024). The Seventh International Conference on Safety and Security with IoT SaSeIoT 2023. Roubaix, France: Springer Cham.
Peer reviewed

Heuchenne, C., & Nguyen, T. T. V. (21 December 2023). A novel Transformer-based Anomaly Detection approach for ECG Monitoring Healthcare System [Paper presentation]. International Workshop: "Responsible Artificial Intelligence and Applications in Integrated Circuit Industry, Manufacturing, and Healthcare", Da Nang, Vietnam.

Nguyen, T. T. V., Heuchenne, C., Tran, K. D., & Tran, K. P. (2023). A novel Transformer-based Anomaly Detection approach for ECG Monitoring Healthcare System. In The Seventh International Conference on Safety and Security with IoT, Edition 1 (pp. 111–129). Springer, Cham. doi:10.1007/978-3-031-53028-9_7
Peer reviewed

Nguyen, T. T. V., Heuchenne, C., & Tran, K. P. (21 June 2023). Poster "Anomaly Detection for IoT multivariate time series data with statistical and machine learning techniques" [Paper presentation]. Regional Day for Doctoral Students in Automation 2023, Roubaix, France.

Heuchenne, C., & Nguyen, T. T. V. (08 January 2023). Machine learning for compositional data analysis in Support of the Decision Making Process [Paper presentation]. The 2nd International Conference on Data Science in Business, Finance and Industry.

Heuchenne, C., & Mordant, G. (15 December 2022). Using space filling curves to compare two multivariate distributions with distribution-free tests. Journal of Computational and Applied Mathematics, 416, 114494. doi:10.1016/j.cam.2022.114494
Peer Reviewed verified by ORBi

Heuchenne, C. (18 November 2022). Statistical matching and WGAN generation for administrative data [Paper presentation]. The 23rd Conference of the Romanian Society of Probability and Statistics.

Nguyen, T. T. V., Heuchenne, C., & Tran, K. P. (2022). Anomaly Detection for Compositional Data using VSI MEWMA control chart. IFAC-PapersOnLine. doi:10.1016/j.ifacol.2022.09.608
Peer Reviewed verified by ORBi

Heuchenne, C. (19 May 2022). Statistical matching using KCCA, Super-OM and Autoencoders-CCA [Paper presentation]. The 34th Panhellenic Statistics Conference.

Tran, P. H., Tran, K. P., Heuchenne, C., & Nguyen, H. D. (2022). Monitoring Coefficient of Variation Using CUSUM Control Charts. In Springer Handbook of Engineering Statistics, 2nd ed. Germany: Springer. doi:10.1007/978-1-4471-7503-2_18
Peer reviewed

Tran, P. H., Heuchenne, C., & Thomassey, S. (2022). Enhanced CUSUM control charts for monitoring Coefficient of Variation: A case study in Textile industry. IFAC-PapersOnLine. doi:10.1016/j.ifacol.2022.09.552
Peer Reviewed verified by ORBi

Beretta, A., Heuchenne, C., & Restaino, M.-L. (2022). Competing risks proportional-hazards cure model and Generalized Extreme Value regression: an application to bank failures and acquisitions in the United States. Journal of Applied Statistics. doi:10.1080/02664763.2021.1973386
Peer Reviewed verified by ORBi

Heuchenne, C., & Jacquemin, A. (2022). Inference for monotone single-index conditional means: a Lorenz regression approach. Computational Statistics and Data Analysis. doi:10.1016/j.csda.2021.107347
Peer Reviewed verified by ORBi

Ouedraogo, A., Heuchenne, C., Nguyen, Q. T., & Tran, P. H. (2021). Data-Driven Approach for Credit Card Fraud Detection with Autoencoder and One-Class Classification Techniques. In Advances in Production Management Systems. Artificial Intelligence for Sustainable and Resilient Production Systems (pp. 31-38). Nantes, France: Springer, Cham. doi:10.1007/978-3-030-85874-2_4
Peer reviewed

Tran, P. H., Heuchenne, C., Nguyen, H. D., & Marie, H. (2021). Monitoring coefficient of variation using one-sided run rules control charts in the presence of measurement errors. Journal of Applied Statistics, 48 (12), 2178- 2204. doi:10.1080/02664763.2020.1787356
Peer Reviewed verified by ORBi

Nguyen, T. T. V., Heuchenne, C., & Tran, K. P. (2021). Machine learning for compositional data analysis in Support of the Decision Making Process. In Machine Learning and Probabilistic Graphical Models for Decision Support Systems. Taylor & Francis.
Peer reviewed

Marcos Alvarez, A., Heuchenne, C., Tran, P. H., & Faraz, A. (2021). Decision support system with Genetic algorithm for economic statistical design of Nonparametric control charts. In Machine Learning and Probabilistic Graphical Models for Decision Support Systems. United States: Taylor & Francis.
Peer reviewed

Beretta, A., & Heuchenne, C. (2021). penPHcure: Variable Selection in Proportional Hazards Cure Model with Time-Varying Covariates. R Journal, 13 (1), 116-129. doi:10.32614/rj-2021-061
Peer Reviewed verified by ORBi

Nguyen, Q. T., Ginger-Bosh, V., Tran, K. D., Heuchenne, C., & Tran, K. P. (2021). One-sided variable sampling interval EWMA control charts for monitoring the multivariate coefficient of variation in the presence of measurement errors. International Journal of Advanced Manufacturing Technology, 115 (5-6), 1821-1851. doi:10.1007/s00170-021-07138-8
Peer Reviewed verified by ORBi

Tran, P. H., & Heuchenne, C. (2021). Monitoring the Coefficient of Variation using Variable Sampling Interval CUSUM control charts. Journal of Statistical Computation and Simulation, 91 (3), 501-521. doi:10.1080/00949655.2020.1819278
Peer Reviewed verified by ORBi

Bazgour, T., Heuchenne, C., Hübner, G., & Sougné, D. (2021). How do Volatility Regimes Affect the Pricing of Quality and Liquidity in the Stock Market ? Studies in Nonlinear Dynamics and Econometrics, 25 (1). doi:10.1515/snde-2018-0127
Peer Reviewed verified by ORBi

Heuchenne, C., De uña Alvarez, J., & Laurent, G. (2020). Estimation from cross-sectional data under a semiparametric truncation model. Biometrika, 107 (2), 449-465. doi:10.1093/biomet/asaa002
Peer reviewed

Tran, P. H., Heuchenne, C., & Thomassey, S. (2020). An Anomaly Detection Approach based on the combination of LSTM Autoencoder and Isolation Forest for multivariate time series data. In 14th International FLINS Conference on Robotics and Artificial Intelligence, Germany 2020 (FLINS 2020 proceedings).
Peer reviewed

Saghir, A., Aslam, M., Faraz, A., Ahmad, L., & Heuchenne, C. (2020). Monitoring process variation using modified EWMA. Quality and Reliability Engineering International, 36 (1), 328-339. doi:10.1002/qre.2576
Peer Reviewed verified by ORBi

Gonzalez, W. G., Heuchenne, C., Sanchez, C. S., & Beretta, A. (2020). Goodness-of-fit tests for censored regression based on artificial data points. TEST, 29, 599-615. doi:10.1007/s11749-019-00662-6
Peer reviewed

Tran, P. H., Nguyen, Q. T., Tran, K. P., & Heuchenne, C. (2020). Wearable sensor data based human activity recognition using deep learning: A new approach. In Developments of Artificial Intelligence Technologies in Computation and Robotics (pp. 581-588). WORLD SCIENTIFIC. doi:10.1142/9789811223334_0070
Peer reviewed

Tran, P. H., Rakitzis, A. C., Nguyen, H. D., Nguyen, Q. T., Tran, H., Tran, K. P., & Heuchenne, C. (2020). New Methods for Anomaly Detection: Run Rules Multivariate Coefficient of Variation Control Charts. In 2020 International Conference on Advanced Technologies for Communications (ATC) (pp. 40-44). IEEE. doi:10.1109/ATC50776.2020.9255479
Peer reviewed

Chown, J., Heuchenne, C., & Van Keilegom, I. (2020). The nonparametric location-scale mixture cure model. TEST, 29, 1008-1028. doi:10.1007/s11749-019-00698-8
Peer reviewed

Tran, P. H., & Heuchenne, C. (2019). CUSUM control charts for the Coefficient of Variation with Measurement Errors. In A. Dolgui, D. Ivanov, ... F. Yalaoui (Eds.), Proceedings of the 9th IFAC Conference Manufacturing Modelling, Management and Control MIM 2019. IFAC-PapersOnLine series (Elsevier). doi:10.1016/j.ifacol.2019.11.477
Peer reviewed

Tran, P. H., Heuchenne, C., & Nguyen, H. D. (2019). One-Sided Run Rules control charts for Coefficient of Variation with Measurement Errors. In Proceedings of ISSAT International Conference on Data Science in Business, Finance and Industry (DSBFI 2019) (pp. 31-35).
Peer reviewed

Nguyen, H. D., Tran, K. P., & Heuchenne, C. (2019). Monitoring the ratio of two normal variables using variable sampling interval exponentially weighted moving average control charts. Quality and Reliability Engineering International, 35 (1), 439-460. doi:10.1002/qre.2412
Peer Reviewed verified by ORBi

Beretta, A., & Heuchenne, C. (2019). Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures. Journal of Applied Statistics, 46 (9), 1529-1549. doi:10.1080/02664763.2018.1554627
Peer Reviewed verified by ORBi

Tran, K. P., Nguyen, H. D., Tran, P. H., & Heuchenne, C. (2019). On the performance of CUSUM control charts for monitoring the coefficient of variation with measurement errors. International Journal of Advanced Manufacturing Technology, 104 (5-8), 1903-1917. doi:10.1007/s00170-019-03987-6
Peer Reviewed verified by ORBi

Tran, K. P., Heuchenne, C., & Balakrishnan, N. (2019). On the performance of coefficient of variation charts in the presence of measurement errors. Quality and Reliability Engineering International, 35 (1), 329-350. doi:10.1002/qre.2402
Peer Reviewed verified by ORBi

Beretta, A., & Heuchenne, C. (16 December 2018). Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures [Paper presentation]. 11th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2018), Italy.

Bazgour, T., Heuchenne, C., Hübner, G., & Sougné, D. (23 May 2018). How do Volatility Regimes A↵ect the Pricing of Quality and Liquidity in the Stock Market? [Paper presentation]. 35th International Conference of the French Finance Association, Paris, France.

Foster, E., Faraz, A., & Heuchenne, C. (2018). Statistically Bundled Shewhart Control Charts for Monitoring Delivery Chains Systems. European Journal of Industrial Engineering.
Peer Reviewed verified by ORBi

Tran, P. H., Tran, K. P., Thu Huong, T., Heuchenne, C., Nguyen, T. A. D., & Ngon, D. (2018). A Variable Sampling Interval EWMA Distribution-Free Control Chart for Monitoring Services Quality. In ICEBA 2018 Proceedings of the 2018 International Conference on E-Business and Applications (pp. 1-5). doi:10.1145/3194188.3194191
Peer reviewed

Tran, P. H., Tran, K. P., Thu Huong, T., Heuchenne, C., Hientran, P., & Huong Le. (2018). Real Time Data-Driven Approaches for Credit Card Fraud Detection. In ICEBA 2018 Proceedings of the 2018 International Conference on E-Business and Applications. doi:10.1145/3194188.3194196
Peer reviewed

Faraz, A., Heuchenne, C., & Saniga, E. (2018). An exact method for designing Shewhart and S2 control charts to guarantee in-control performance. International Journal of Production Research, 56, 2570-2584. doi:10.1080/00207543.2017.1384580
Peer Reviewed verified by ORBi

Heuchenne, C., & Laurent, G. (2018). Nonparametric regression with cross-sectional data: an alternative to conditional product-limit estimators. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/225588.

Beretta, A., & Heuchenne, C. (16 December 2017). Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures [Paper presentation]. 10th International Conference of the ERCIM WG on Computational and Methodological Statistics, London, United Kingdom.

Beretta, A., & Heuchenne, C. (June 2017). Variable selection in proportional hazards cure model with time-varying covariates, application to bank failures [Paper presentation]. 1st International Conference on Econometrics and Statistics (EcoSta 2017), Hong Kong, China.

Heuchenne, C., & Laurent, G. (2017). Parametric conditional variance estimation in location- scale models with censored data. Electronic Journal of Statistics, 11, 148-176. doi:10.1214/16-EJS1139
Peer Reviewed verified by ORBi

Faraz, A., Heuchenne, C., & Saniga, E. (2017). The np Chart with Guaranteed In-control Average Run Lengths. Quality and Reliability Engineering International, 33 (5), 1057-1066. doi:10.1002/qre.2091
Peer Reviewed verified by ORBi

Hambuckers, J., & Heuchenne, C. (2017). A robust statistical approach to select adequate error distributions for financial returns. Journal of Applied Statistics, 44 (1), 137-161. doi:10.1080/02664763.2016.1165803
Peer Reviewed verified by ORBi

Faraz, A., & Heuchenne, C. (2016). The np- Control Charts with the Guaranteed In-Control Performance. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/184538.

Hambuckers, J., & Heuchenne, C. (July 2016). Estimating the out-of-sample predictive ability of trading rules: a robust bootstrap approach. Journal of Forecasting, 35 (4), 347-372. doi:10.1002/for.2380
Peer Reviewed verified by ORBi

Hambuckers, J., Heuchenne, C., & Lopez, O. (09 March 2016). Modeling operational losses: a conditional Generalized Pareto regression based on a single-index assumption [Paper presentation]. Internal seminar, Operations Department UNIL (HEC Lausanne), Lausanne, Switzerland.

Hambuckers, J., Heuchenne, C., & Lopez, O. (24 February 2016). Modeling operational losses: a conditional Generalized Pareto regression based on a single-index assumption [Paper presentation]. Seminar Chair of Statistics Göttingen, Göttingen, Germany.

Bazgour, T., Heuchenne, C., & Sougné, D. (2016). Conditional portfolio allocation: Does aggregate market liquidity matter? Journal of Empirical Finance, 35, 110–135. doi:10.1016/j.jempfin.2015.10.004
Peer Reviewed verified by ORBi

Faraz, A., Chalaki, K., Saniga, E., & Heuchenne, C. (2016). The Robust Economic Statistical Design of the Hotelling’s T^2 Chart. Communications in Statistics: Theory and Methods. doi:10.1080/03610926.2014.972574
Peer Reviewed verified by ORBi

Seif, A., Faraz, A., Heuchenne, C., & Saniga, E. (2016). A Statistically adaptive sampling policy to the Hotelling's T2 Control Chart: Markov Chain Approach. Communications in Statistics: Theory and Methods. doi:10.1080/03610926.2014.911910
Peer Reviewed verified by ORBi

Hambuckers, J., Heuchenne, C., & Lopez, O. (December 2015). Modeling the dependence between extreme operational losses and economic factors: a conditional semi-parametric Generalized Pareto approach [Paper presentation]. 13th International Paris Finance Meeting 2015, Paris, France.
Peer reviewed

Faraz, A., Heuchenne, C., & Woodall, W. H. (08 July 2015). Shewhart Control Charts with Guaranteed In-Control Performance [Paper presentation]. The 4th International Symposium on Statistical Process Monitoring, Padua,, Italy.

Bazgour, T., Heuchenne, C., & Sougné, D. (27 June 2015). On the importance of Quality, Liquidity Level and Liquidity Risk: A Markov Switching Approach [Paper presentation]. EFMA 2015 Annual Conference.

Heuchenne, C., Faraz, A., & Saniga, E. (02 June 2015). Monitoring supply chains with multivariate control charts: an economic-statistical design approach [Paper presentation]. Seminar at HEC Lausanne.

Hambuckers, J., Heuchenne, C., & Lopez, O. (June 2015). What are the determinants of the operational losses severity distribution ? A multivariate analysis based on a semiparametric approach [Poster presentation]. 8th Annual Society for Financial Econometrics Conference, Aarhus, Denmark.
Peer reviewed

Faraz, A., Saniga, E., & Heuchenne, C. (2015). Shewhart Control Charts for Monitoring Reliability with Weibull Lifetimes. Quality and Reliability Engineering International, 31, 1565-1574. doi:10.1002/qre.1692
Peer Reviewed verified by ORBi

Chown, J., Heuchenne, C., & Van Keilegom, I. (2015). Estimating the error distribution function of a heteroskedastic nonparametric regression of cure model data [Paper presentation]. The 8th International Conference of the ERCIM WG on Computational and Methodological Statistics.

Hambuckers, J., Heuchenne, C., & Lopez, O. (2015). A semiparametric model for Generalized Pareto regression based on a dimension reduction assumption. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/180099.

Colling, B., Heuchenne, C., Samb, R., & Van Keilegom, I. (2015). Estimation of the error density in a semiparametric transformation model. Annals of the Institute of Statistical Mathematics, 67, 1-18. doi:10.1007/s10463-013-0441-x
Peer Reviewed verified by ORBi

Heuchenne, C., Samb, R., & Van Keilegom, I. (2015). Estimation of the error distribution in a semiparametric transformation model. Electronic Journal of Statistics, 9, 2391-2419. doi:10.1214/15-EJS1057
Peer Reviewed verified by ORBi

Faraz, A., Heuchenne, C., & Woodall, W. (2015). Guaranteed Conditional Performance of the S2 Control Chart with Estimated Parameters. International Journal of Production Research. doi:10.1080/00207543.2015.1008112
Peer Reviewed verified by ORBi

Bazgour, T., Heuchenne, C., & Sougné, D. (16 December 2014). On the Importance of Quality, Liquidity Level and Liquidity Risk: A Markov-Switching Regime Approach [Paper presentation]. 2014 Paris Financial Management Conference.

Hambuckers, J., & Heuchenne, C. (07 December 2014). Identifying the best technical trading rule: a .632 bootstrap approach [Paper presentation]. 8th International Conference on Computational and Financial Econometrics and 7th International Conference of the ERCIM WG on Computational and Methodological Statistics, Pisa, Italy.
Editorial reviewed

Hambuckers, J., & Heuchenne, C. (2014). Estimating the out-of-sample predictive ability of trading rules: a robust bootstrap approach. (Submitted version 20/11/2014). ORBi-University of Liège. https://orbi.uliege.be/handle/2268/172453.

Faraz, A., Heuchenne, C., & Seif, A. (04 June 2014). The application of the NSGA-II optimization method in designing control charts [Paper presentation]. International Conference on engineering and Applied Sciences optimization, Kos, Greece.

Faraz, A., Celano, G., Heuchenne, C., Saniga, E., & Fichera, S. (June 2014). The variable parameters T2 chart with run rules. Statistical Papers, 55 (4), 933-950. doi:10.1007/s00362-013-0537-7
Peer Reviewed verified by ORBi

Bazgour, T., Sougné, D., & Heuchenne, C. (23 May 2014). On the importance of Quality, Liquidity Level and Liquidity Risk: A Markov-Switching Regime Approach [Paper presentation]. GSBE International PhD Colloquium, Maastricht, Netherlands.

Hambuckers, J., & Heuchenne, C. (2014). A new methodological approach for error distributions selection in Finance. (Submitted version 30/04/2014). ORBi-University of Liège. https://orbi.uliege.be/handle/2268/168735.

Hambuckers, J., & Heuchenne, C. (April 2014). A new methodological approach for error distributions selection in Finance [Paper presentation]. Skewness, Heavy Tails, Market Crashes, and Dynamics conference, Cambridge, United Kingdom.
Peer reviewed

Faraz, A., Heuchenne, C., Saniga, E., & Costa, A. F. B. (2014). Double Objective Economic Statistical Design of the VPT2 Control Chart: Wald’s identity approach. Journal of Statistical Computation and Simulation, 84, 2123-2137. doi:10.1080/00949655.2013.784315
Peer Reviewed verified by ORBi

Heuchenne, C., & Laurent, G. (2014). Nonparametric regression with cross-sectional data: an alternative to conditional product-limit estimators. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/168749.

Heuchenne, C., & Laurent, G. (2014). Estimation of the error distribution in nonparametric regression with cross-sectional data. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/168752.

Heuchenne, C. (2014). Nonparametric estimation of conditional moments with right-censored selection biased data [Paper presentation]. The 3rd Institute of Mathematical Statistics Asia Pacific Rim Meeting, 29 June-3 July 2014, Taipei, Taiwan, Taipei, Taiwan.

Heuchenne, C. (2014). Cox proportional hazard cure models with time-varying covariates [Paper presentation]. The 7th International Conference of the ERCIM WG on COMPUTING & STATISTICS (ERCIM'14), 6-8 December 2014, Pisa, Italy, Pise, Italy.

Heuchenne, C., & Laurent, G. (2014). Parametric conditional variance estimation in location-scale models with censored data. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/168767.

Heuchenne, C. (2014). Parametric conditional variance estimation in location-scale models with censored data [Paper presentation]. The Second International Forum on Non/Semi-parametric Statistics, 24-27 June 2014, Chengdu, China, Chengdu, China.

Bazgour, T., Sougné, D., & Heuchenne, C. (2014). On the importance of Quality, Liquidity Level and Liquidity Risk: A Markov-Switching Regime Approach. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/165199.

Heuchenne, C., Laurent, S., Legrand, C., & Van Keilegom, I. (2014). Likelihood based inference for semi-competing risks. Communications in Statistics: Simulation and Computation, 43 (5), 1112-1132. doi:10.1080/03610918.2012.725495
Peer Reviewed verified by ORBi

Hambuckers, J., & Heuchenne, C. (15 December 2013). A new methodological approach for error distributions selection [Paper presentation]. 7th International Conference on Computational and Financial Econometrics and 6th International Conference of the ERCIM WG on Computational and Methodological Statistics, London, United Kingdom.

Hambuckers, J., & Heuchenne, C. (November 2013). A new methodological approach for error distributions selection [Paper presentation]. IAP Project StUDyS seminars 2012-2017, Liège, Belgium.

Tiwari, A. K., & Heuchenne, C. (August 2013). Dynamic Accelerated Failure Time Model with Endogeneity and Heterogeneity: a Control Function approach [Paper presentation]. 67th European meeting of the Econometric Society, Gothenburg, Sweden.

Faraz, A., Heuchenne, C., Saniga, E., & Costa, A. F. B. (09 July 2013). Double-objective Economic Statistical Design of the Adaptive T2 Control Charts [Paper presentation]. 3rd International Symposium on Statistical Process Control, University of Pireaus, Greece.

Faraz, A., Heuchenne, C., Saniga, E., & Foster, E. (July 2013). Monitoring delivery chains using multivariate control charts. European Journal of Operational Research, 228 (1), 282–289. doi:10.1016/j.ejor.2013.01.038
Peer Reviewed verified by ORBi

Bazgour, T., Sougné, D., & Heuchenne, C. (June 2013). Conditional Asset Allocation: Does Market Wide liquidity Matter? [Paper presentation]. 2013 FMA European Conference, Luxembourg.

Hambuckers, J., & Heuchenne, C. (30 April 2013). New issues for the Goodness-of-fit test of the error distribution : a comparison between Sinh-arscinh and Generalized Hyperbolic distribution [Paper presentation]. 4th Mathematical Finance Days 2013, Montréal, Canada.

Hambuckers, J., & Heuchenne, C. (19 April 2013). New issues for the Goodness-of-fit test of the error distribution : a comparison between Sinh-arcsinh and Generalized Hyperbolic distributions [Paper presentation]. Liège-Luxembourg-Maastricht Phd Workshop 2013, Luxemburg, Luxembourg.

Bazgour, T., Sougné, D., & Heuchenne, C. (17 April 2013). Conditional Asset Allocation: Does Market Wide liquidity Matter? [Paper presentation]. FMA Asian Conference, Shangai, China.

Bazgour, T., Sougné, D., & Heuchenne, C. (07 March 2013). Conditional Asset Allocation: Does Market Wide liquidity Matter? [Paper presentation]. 7th International Finance Conference.

Tiwari, A. K., & Heuchenne, C. (2013). Dynamic accelerated failure time model with endogeneity and heterogeneity: a control function appoach. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/168903.

Wang, L., Kai, B., Heuchenne, C., & Tsai, C.-L. (2013). Penalized Pro led Semiparametric Estimating Functions. Electronic Journal of Statistics, 7, 2656-2682. doi:10.1214/13-EJS859
Peer Reviewed verified by ORBi

de Uña-Álvarez, J., Heuchenne, C., & Laurent, G. (2013). Estimation from cross-sectional data under a semiparametric truncation model. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/168750.

Heuchenne, C., & Laurent, G. (02 December 2012). Nonparametric regression with right-censored and generalized selection biased data [Paper presentation]. 5th International Conference of the ERCIM WG on COMPUTING & STATISTICS (ERCIM'12), Oviedo, Spain.

Faraz, A., Heuchenne, C., & Saniga, E. (November 2012). Optimal T2 control chart with double sampling scheme - an alternative to the MEWMA chart. Quality and Reliability Engineering International, 28 (7), 751-760. doi:10.1002/qre.1268
Peer Reviewed verified by ORBi

Laurent, G., & Heuchenne, C. (25 October 2012). Error distribution estimation in nonparametric regression with right censored selection biased data [Paper presentation]. 20th annual meeting of the Belgian Statistical Society, Liège, Belgium.

Bazgour, T., Sougné, D., & Heuchenne, C. (2012). Conditional asset allocation: Does Market-Wide Liquidity Matter? ORBi-University of Liège. https://orbi.uliege.be/handle/2268/133990.

Sougné, D., Heuchenne, C., & Bazgour, T. (19 September 2012). Conditional Asset Allocation: Does Market-Wide Liquidity Matter? [Paper presentation]. Innovation for Financial Services Summit, Luxembourg, Luxembourg.

Laurent, G., & Heuchenne, C. (14 September 2012). Error distribution function for parametrically truncated and censored data [Paper presentation]. 6th Annual Doctoral Workshop of the Graduate School in Statistics and Actuarial Sciences, Louvain-la-Neuve, Belgium.

Laurent, G., & Heuchenne, C. (16 June 2012). Asymptotic properties of the error distribution estimation in right censored and selection biased regression models [Paper presentation]. 1st Conference of the International Society for NonParametric Statistics, Chalkidiki, Greece.

Heuchenne, C. (March 2012). Some Applications of Mathematical Statistics in Management [Paper presentation]. Some Applications of Mathematical Statistics in Management, Shanghai, China.

Heuchenne, C., & Dette, H. (2012). Scale checks in censored regression. Scandinavian Journal of Statistics, 39, 323-339. doi:10.1111/j.1467-9469.2011.00788.x
Peer Reviewed verified by ORBi

Heuchenne, C., & Laurent, G. (2012). Estimation under left parametric truncation and right censoring [Paper presentation]. Statistics seminars, School of Public Health, Michigan University, Ann Arbor, United States.

Heuchenne, C., & Pardo Fernandez, J.-C. (2012). Testing for one-sided alternatives in nonparametric censored regression. TEST, 21 (3), 498-518. doi:10.1007/s11749-011-0260-4
Peer reviewed

Heuchenne, C., & Laurent, G. (2012). Estimation under left parametric truncation and right censoring [Paper presentation]. Statistics seminars, Harvard School of Public Health, Harvard University, Boston, United States.

Heuchenne, C., & Van Keilegom, I. (2012). Estimation of a general parametric location in censored regression. In Exploring research frontiers in contemporary statistics and econometrics - A Festschrift for Léopold Simar (pp. 177-188). Berlin, Heidelberg, Germany: Springer-Verlag. doi:10.1007/978-3-7908-2349-3_2

Faraz, A., Heuchenne, C., Davis, D. E., & Saniga, E. (December 2011). The Economic and Statistical Designs of Control charts for Censored and Non-Normal Data [Paper presentation]. University of Delaware Scientific meeting, United States.

Heuchenne, C., & Van Keilegom, I. (December 2011). Quantile regression in nonparametric location-scale models with censored data [Paper presentation]. 4th International Conference of the ERCIM WG on COMPUTING & STATISTICS (ERCIM'11) 17-19 December 2011, Senate House, University of London, UK, Londres, United Kingdom.

Heuchenne, C., & Pardo Fernandez, J. C. (December 2011). Testing for one-sided alternatives in nonparametric censored regression [Paper presentation]. 4th International Conference of the ERCIM WG on COMPUTING & STATISTICS (ERCIM'11) 17-19 December 2011, Senate House, University of London, UK.

Faraz, A., & Heuchenne, C. (2011). Economic Design of Control Charts In Presence of Censored Data [Paper presentation]. Academic Meetings and a Visit to University of Delaware, Delaware, United States.

Heuchenne, C., Samb, R., & Van Keilegom, I. (15 November 2011). Estimation of the Error Distribution in a Semiparametric Transformation Model.

Heuchenne, C., & Pardo Fernandez, J. C. (09 November 2011). Testing for one-sided alternatives in nonparametric censored regression.

Seif, A., Moghadam, M. B., Faraz, A., & Heuchenne, C. (November 2011). Statistical Merits and Economic Evaluation of T2 Control Charts with the VSSC Scheme. Arabian Journal for Science and Engineering, 36 (7), 1461-1470. doi:10.1007/s13369-011-0124-y
Peer Reviewed verified by ORBi

Seif, A., Faraz, A., Heuchenne, C., Saniga, E., & Moghadam, M. B. (November 2011). A modified economic-statistical design of the T2 control chart with variable sample sizes and control limits. Journal of Applied Statistics, 38 (11), 2459-2469. doi:10.1080/02664763.2011.559205
Peer Reviewed verified by ORBi

Faraz, A., & Heuchenne, C. (24 September 2011). MULTIOBJECTIVE DESIGN OF CONTROL CHARTS [Paper presentation]. International Conference on Applied Statistics, BLED, Slovenia.

Faraz, A., Heuchenne, C., Saniga, E., & Foster, E. (13 July 2011). Monitoring delivery chains in a supply chain using multivariate control charts [Paper presentation]. 2th International Symposium on Statistical Process Control, Rio de Janerio, Brazil.

Laurent, G., & Heuchenne, C. (23 June 2011). Error distribution estimation in right censored and selection biased location-scale models [Poster presentation]. Graybill Conference 2011, Fort Collins, United States - Colorado.

Heuchenne, C., & Laurent, G. (2011). Nonparametric regression with parametric selection bias. In Proceedings of the 14th Conference of the ASMDA International Society (ASMDA2011).

Heuchenne, C., & Pardo Fernandez, J. C. (08 February 2011). Testing for one-sided alternatives in nonparametric censored regression.

Heuchenne, C., Samb, R., & Van Keilegom, I. (2011). Estimating the residual distribution in a semiparametric transformation model. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/119252.

Heuchenne, C., Legrand, C., Laurent, S., & Van Keilegom, I. (2011). Likelihood based inference for semi-competing risks. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/103271.

Samb, R., Heuchenne, C., & Van Keilegom, I. (2011). Estimation of the error density in a semi-parametric transformation model. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/103268.

Laurent, G., & Heuchenne, C. (October 2010). Introduction of the asymptotic study of the estimation of the error distribution in right censored and selection biased regression models [Poster presentation]. 18th Annual meeting of the Belgian Statistical Society, Spa, Belgium.

Laurent, G., & Heuchenne, C. (24 August 2010). Computational treatment of the error distribution in nonparametric regression with right-censored and selection-biased data [Paper presentation]. The 19th International Conference on Computational Statistics (COMPSTAT2010), Paris, France.

Laurent, G., & Heuchenne, C. (18 May 2010). Computational study of the error distribution in right-censored and selection-biased regression models [Paper presentation]. 4th Annual Doctoral Workshop of the Graduate School in Statistics and Actuarial Sciences, Gembloux, Belgium.

Heuchenne, C., & Laurent, G. (2010). Computational treatment of the error distribution in nonparametric regression with right-censored and selection-biased data. In Proceedings of the 19th International Conference on Computational Statistics. doi:10.1007/978-3-7908-2604-3_51
Peer reviewed

Heuchenne, C., & Van Keilegom, I. (2010). Censparreg.

Faraz, A., Kazemzadeh, R. B., Heuchenne, C., & Saniga, E. (2010). The Optimal Design of the VSI T2 Control Chart. Journal of Iranian Statistical Society, 9 (1), 1-19.
Peer reviewed

Faraz, A., Heuchenne, C., & Saniga, E. (2010). A Meta Model to Optimal Design the VSI T2 Chart.

Heuchenne, C., & Van Keilegom, I. (2010). Estimation in nonparametric location-scale regression models with censored data. Annals of the Institute of Statistical Mathematics, 62, 439-463. doi:10.1007/s10463-009-0219-3
Peer Reviewed verified by ORBi

Heuchenne, C., & Pardo Fernandez, J.-C. (2010). Testing for one-sided alternatives in nonparametric censored curve comparison. In Proceedings of the 28th European Meeting of Statisticians.
Peer reviewed

Heuchenne, C., & Van Keilegom, I. (2010). Goodness-of-fit tests for the error distribution in nonparametric regression. Computational Statistics and Data Analysis, 54, 1942-1951. doi:10.1016/j.csda.2010.02.010
Peer Reviewed verified by ORBi

Heuchenne, C. (2010). Conditional variance estimation in censored regression models.

Laurent, G., & Heuchenne, C. (15 October 2009). Estimation of the error distribution in right censored and selection biased regression models [Paper presentation]. 17th annual meeting of the Belgian Statistical Society, Lommel, Belgium.

Heuchenne, C. (09 June 2009). Semiparametric inference in general heteroscedastic regression models [Paper presentation]. Statistics seminars, Vigo, Spain.

Laurent, G., & Heuchenne, C. (May 2009). Estimation of the error distribution in nonparametric regression with right censored selection biased data [Poster presentation]. Exploring research frontiers in contemporary statistics and econometrics, Louvain-la-Neuve, Belgium.

Heuchenne, C., & Van Keilegom, I. (2009). Semiparametric inference in general heteroscedastic regression models. In Proceedings of the Sixth Petersburg Workshop on Simulations (pp. 271-276).
Peer reviewed

Heuchenne, C. (2009). Nonparametric Mean Preservation in Censored Regression. VDM Verlag.

González Manteiga, W., Heuchenne, C., & Sánchez Sellero, C. (2008). Goodness-of-fit tests for censored regression based on artificial data points.

Sougné, D., Heuchenne, C., & Hübner, G. (2008). The determinants of CDS prices: an industry-based investigation. In N. Wagner, Credit Risk: Models, Derivatives and Management. Empirical Studies and Analysis. Financial Mathematics Series (pp. 85-96). CRC.

Heuchenne, C. (2008). Strong uniform consistency results of the weighted average of conditional artificial data points. Journal of Statistical Planning and Inference, 138 (5), 1496-1515. doi:10.1016/j.jspi.2007.06.025
Peer Reviewed verified by ORBi

Heuchenne, C., González Manteiga, W., & Sánchez Sellero, C. (2007). Parametric conditional mean and variance testing with censored data. In C. H. Skiadas, Recent Advances in Applied Stochastic Models and Data Analysis. World Scientific Publishing Co. Pte Ltd.

Heuchenne, C., González Manteiga, W., & Sanchez Sellero, C. (2007). Parametric conditional mean and variance testing with censored data. In ASMDA2007 Proceedings.
Peer reviewed

Heuchenne, C., & Van Keilegom, I. (2007). Polynomial regression with censored data based on preliminary nonparametric estimation. Annals of the Institute of Statistical Mathematics, 59 (2), 273-297. doi:10.1007/s10463-006-0066-4
Peer Reviewed verified by ORBi

Heuchenne, C., & Van Keilegom, I. (2007). Nonlinear regression with censored data. Technometrics, 49 (1), 34-44. doi:10.1198/004017006000000417
Peer Reviewed verified by ORBi

Heuchenne, C., & Van Keilegom, I. (2007). Location estimation in nonparametric regression with censored data. Journal of Multivariate Analysis, 98 (8), 1558-1582. doi:10.1016/j.jmva.2007.03.008
Peer Reviewed verified by ORBi

Heuchenne, C., & Van Keilegom, I. (2004). Nonparametric censored regression using preliminary kernel smoothing. In Proceedings of the 6th World Congress of the Bernoulli Society for Mathematical Statistics and Probability and the 67th Annual Meeting of the IMS.
Peer reviewed

Heuchenne, C., & Van Keilegom, I. (2003). Estimation in censored linear regression via preliminary smoothing. In Bulletin of the International Statistical Institute, 54th Session.
Peer reviewed

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