• François Vandenhende: Copula models for the analysis of longitudinal ordinal responses in clinical trials on acute migraine. UCL, Institut de statistique, December 2003.


• Céline Bugli: Statistical tools for the analysis of event-related potentials in electroencephalograms. UCL, Institut de statistique, June 2006 (summary).

• [37] Lambert, P. (2007) `Archimedean copula estimation using Bayesian splines smoothing techniques'. Computational Statistics and Data Analysis (in press).


• [36] Spinewine, A., Swine, C., Dhillon, S., Lambert, P., Nachega, J., Wilmotte, L. and Tulkens, P.M. (2007) `Effect of a collaborative approach on the quality of prescribing for geriatric inpatients: a randomized controlled trial'. Journal of the American Geriatrics Society, 55: 658-665.


• [35] Jullion, A. and Lambert, P. (2007) `Robust specification of the roughness penalty prior distribution in spatially adaptive Bayesian P-splines models'. Computational Statistics and Data Analysis, 51: 2542-2558.


• [34] Bugli, C. and Lambert, P. (2007) `Comparison between principal component analysis and independent component analysis in EEG modelling'. Biometrical Journal, 49: 312-327.


• [33] Eyers L., Smoot J.C., Smoot L.M., Bugli C., Urakawa H., McMurry Z., Siripong S., El Fantroussi S., Lambert, P., Agathos S.N. and Stahl D.A. (2006) `Discrimination of shifts in a soil microbial community assosciated with TNT-contamination using a functional ANOVA of 16S rRNA hybridized to oligonucleotide microarrays'. Environmental Science & Technology, 40: 5867-5873.


• [32] Bugli, C. and Lambert, P. (2006) `Functional ANOVA with random functional effects: an application to event-related potentials modelling for electroencephalograms analysis'. Statistics in Medicine, 25: 3718-3739.


• [31] Lambert, P. and Eilers, P.H.C. (2005) `Bayesian proportional hazards model with time varying regression coefficients: a penalized Poisson regression approach'. Statistics in Medicine, 24: 3977-3989.


• [30] Daubioul, C.A., Horsmans, Y., Lambert, P., Danse, E. and Delzenne, N.M. (2005) `Effects of oligofructose on glucose and lipid metabolism in patients with nonalcoholic steatohepatitis : results of a pilot study'. European Journal of Clinical Nutrition, 59: 723-726.


• [29] Vandenhende, F. and Lambert, P. (2005) `Local dependence estimation using semi-parametric Archimedean copulas'. Canadian Journal of Statistics, 33: 377-388.


• [28] Denuit, M. and Lambert, P. (2005) `Constraints on concordance measures in bivariate discrete data'. Journal of Multivariate Analysis, 93: 40-57.


• [27] Lambert, P., Collett, D., Kimber, A. and Johnson, R. (2004) `Parametric accelerated failure time models with random effects and an application to kidney transplant survival'. Statistics in Medicine, 23: 3177-3192.


• [26] Cebrian, A., Denuit, M. and Lambert, P. (2003) `Analysis of bivariate tail dependence using extreme values copulas: An application to the SOA medical large claims database'. Belgian Actuarial Bulletin, volume 3.


• [25] Vandenhende, F., Lambert, P. and Ramadan, N. (2003) `Statistical models for the analysis of controlled trials on acute migraine'. Pharmaceutical Statistics, 2: 199-210.


• [24] Cebrian, A.C., Denuit, M. and Lambert, P. (2003) `Generalized Pareto fit to the Society of Actuaries large claims database'. North American Actuarial Journal: 18-36.


• [23] Vandenhende, F. and Lambert, P. (2003) `Improved rank-based dependence measures for categorical data'. Statistics and Probability Letters, 63: 157-163.


• [22] Vandenhende, F. and Lambert, P. (2002) `On the joint analysis of longitudinal responses and early discontinuation in randomized trials'. Journal of Biopharmaceutical Statistics, 12: 425-440.


• [21] Lambert, P. and Vandenhende, F. (2002) `A copula based model for multivariate non normal longitudinal data: analysis of a dose titration safety study on a new antidepressant'. Statistics in Medicine, 21: 3197-3217.


• [20] Lambert, P. (2002) `A mixture model to assess the effect of a hormonal stimulation on the development of follicles in prepubertal heifers'. Applied Statistics, 51, Part 4: 405-420.


• [19] Denuit, M. and Lambert, P. (2001) `Smoothed nonparametric maximum likelihood estimation of the risk distribution underlying bonus-malus systems.' Proceedings of the Casualty Actuarial Society, vol. LXXXVIII, Part 2, No. 169: 142-174.


• [18] Kaidi, S., Bernard, S., Lambert, P., Massip, A. and Donnay, I. (2001) `Effect of conventional controlled-rate freezing and vitrification on quality of bovine blasotcysts produced in vitro'. Biology of Reproduction, 65: 1127-1134..


• [17] Kaidi, S., Donnay, I., Lambert, P., Dessy, F. and Massip, P. (2000) `Osmotic behaviour of in vitro produced bovine blastocysts in cryoprotectant solutions as a potential predictive test of survival'. Cryobiology, 41: 106-115.


• [16] Lambert, P.  and Lindsey, J.K. (1999) `Analysing financial returns using  regression models based on non-symmetric stable distributions'.  Applied Statistics, 48: 409-424.


• [15] Votion, D., Vandenput, S., Duvivier, D.H., Lambert, P. , Art, T. and Lekeux, P. (1999) `Alveolar clearance in chronic obstructive pulmonary disease affected horses'. American Journal of Veterinary Research, 60: 495-500.


• [14] Lindsey, J.K and Lambert, P.  (1998) `On the appropriateness of marginal models for repeated measurements in clinical trials'. Statistics in Medicine, 17 : 447-469.


• [13] Votion, D., Vandenput, S., Duvivier, D.H., Lambert, P. , Art, T. and Lekeux, P. (1998) `Scintigraphical evaluation of alveolar clearance in horses'. The Veterinary Journal, 156: 51-56.


• [12] Lambert, P.  (1997) `Predictions in overdispersed series of counts using an approximate predictive likelihood'. Journal of Forecasting, 16: 195-207.


• [11] Lambert, P.  (1996) `Modelling irregularly sampled profiles of nonnegative dog triglyceride responses under different distributional assumptions'. Statistics in Medicine, 15: 1695-1708.


• [10] Lambert, P.  (1996) `Modelling of non-linear growth curves on series of correlated count data measured at unequally spaced times: a full likelihood based approach'. Biometrics, 52: 50-55.


• [9] Lambert, P.  (1996) `Modelling of repeated series of count data measured at unequally spaced times'. Applied Statistics, 45: 31-38.


• [8] Lindsey, J.K. and Lambert, P.  (1995) `Dynamic generalized linear models and repeated measurements'. Journal of Statistical Planning and Inference, 47: 129-139.


• [7] Génicot, B., Lambert, P. , Votion, D., Close, R., Lindsey, J.K., Lekeux, P.(1995) `Ability of bronchodilators to prevent bovine experimental respiratory distress'. Veterinary Research, 26: 276-283.


• [6] Génicot, B., Close, R., Lindsey, J.K., Lambert, P. , Lekeux, P. (1995) `Physical properties of particles of ipratropium and clenbuterol generated by equipment suitable for the inhalation of drugs by calves'.  Research in Veterinary Science, 59: 164-167.


• [5] Génicot, B., Lapp, K., Close, R., Lindsey, J.K., Lambert, P. , Lekeux, P. (1994) `Physical properties of drug particles generated, under different high working pressures, by equipment for delivering atomized drug in calves.' Pflügers Archiv European Journal of Physiology, 427: (3-4) R63-R63.


• [4] Génicot, B., Peckova, M., Lambert, P. , Lindsey, J.K., Coffiner, M., Lekeux, P. (1994) `How to improve the working conditions with an aerosol delivery equipment suitable for calves?'. American Journal of Respiratory and Critical Care Medicine, 149 (4), A1039.


• [3] Génicot, B., Peckova, M., Close, R., Lindsey, J.K., Lambert, P., Lekeux, P. (1994) `Technical study of some major parameters influencing the performances of an aerosol delivery equipment suitable for calves'. Veterinary Research, 25 (5), 468-477.


• [2] Génicot, B., Mouligneau, F., Lindsey, J.K., Lambert, P., Close, R., Lekeux, P. (1993) `Induction of a Serotonin-S2 receptor blockade during early or late stage of acute respiratory distress syndrome in double-muscled calves : a comparative study.' Journal of Veterinary Medicine A, 40, 241-248.


• [1] Génicot, B., Mouligneau, F., Lindsey, J.K., Lambert, P. , Close, R., Lekeux, P.(1993) `Efficiency of 5-Hydroxytryptamine receptor blockade as therapeutic measure during acute respiratory distress syndrome in double-muscled cattle.' Journal of Veterinary Medicine A, 40, 185-193.

Submitted - Under revision - Discussion papers

• Jullion, A., Lambert, P., Beck, B. and F. Vandenhende (2006) `Pharmacokinetic parameters estimation using adaptive Bayesian P-splines models'. Discussion Paper 06-19, Institut de Statistique, Université catholique de Louvain, Louvain-la-Neuve, Belgium. Submitted.

• 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. Submitted.

• 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. Submitted.

• Bolance, C., Denuit, M., Guillen, M. and Lambert, P. (2004) `Bayesian experience rating with dynamic heterogeneity'. Working 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.

• Lambert, P. and Eilers, P.H.C. (2007) 'Bayesian density estimation from grouped observations'. Proceedings of the 22nd International Workshop on Statistical Modelling, pp. 394-399. ISBN 978-84-690-5943-2. Barcelona, Spain, 2-6 July, 2007.


• Lambert, P. (2007) 'Bayesian estimation of densities with P-splines'. Invited seminar at the University of Helsinki, 2 February 2007.


• Lambert, P. (2007) 'Bayesian multi-dimensional density estimation with P-splines'. Invited seminar at KUL, Leuven, Belgium, 25 January 2007.


• Lambert, P. and Eilers, P.H.C. (2006) 'Bayesian multi-dimensional density estimation with P-splines'. Proceedings of the 21st International Workshop on Statistical Modelling, pp. 313-320. ISBN 1-86220-180-3. Galway, Ierland, 3-7 July, 2006.


• Participation to ISBA Eighth World Meeting on Bayesian Statistics, Alicante, Spain, 1-6 June, 2006.


• Co-organiser of a short course (Instructor: Benoît Beck, Eli Lilly, Belgium) and of a workshop entitled Bayesian inference with biomedical applications, EORTC, Brussels, Belgium, 16-17 November 2005. That event was organised by the Biostatistics section of the SBS-BVS.


• Lambert, P. (2005) 'Bayesian proportional hazards model with time varying regression coefficients'. Invited talk at the Workshop on Bayesian inference with biomedical applications organised by the Biostatistics Section of the Belgian Statistical Society, EORTC, Brussels, 17 November 2005.


• Lambert, P. (2005) 'Bivariate additive models with a copula dependence structure: a Bayesian approach'. 3rd world conference on Computational Statistics and Data Analysis, Limassol, Cyprus, 28-31 October, 2005.


• Lambert, P. (2005) 'Archimedean copula estimation using Bayesian splines smoothing techniques'. Invited seminar given at Leiden University Medical Centre, The Netherlands, October 4, 2005.


• Lambert, P. (2005) 'Flexible parametric specification of bivariate copulas using Bayesian smoothing splines'. 25th European meeting of statisticians, Oslo, Norway, 24-28 July, 2005.


• Co-organiser of a short course Introduction to Bayesian inference with biomedical applications (Instructor: Nicky Best, Imperial College, UK) Eli Lilly, Louvain-la-Neuve, Belgium, 3-4 May 2005. That event was organised by the Biostatistics section of the SBS-BVS.


• Lambert, P. and Eilers, P.H.C. (2004) 'Flexible proportional hazard model with time-varying coefficients: a Poisson approach'. IAP meeting (Interuniversity Attraction Pole, Phase V, 2002-2006), Leuven, 30 November 2004.


• Lambert, P. and Eilers, P.H.C. (2004) 'Bayesian survival models with smooth time-varying coefficients: a penalized Poisson regression approach'. 25th Annual Conference of The International Society for Clinical Biostatistics, Leiden, 15-19 August 2004.


• C. Bugli and Lambert, P. `Flexible modeling of event-related potentials: functional ANOVA with p-splines' 25th Annual Conference of The International Society for Clinical Biostatistics, Leiden, 15-19 August 2004.


• Lambert, P. (2004) 'Bayesian estimation of Archimedean copulas'. Dependence Modelling: Statistical Theory and Applications in Finance and Insurance, Québec, 20-22 mai 2004.


• Co-organiser of a Workshop entitled Challenges for the next 10 years in Biostatistics, Beerse, Belgium, 2 December 2003. That event was organised by the Biostatistics section of the SBS-BVS and the PSDM group of the Biometrics Section (BMS) of the Netherlands Society for Statistics at the occasion of their 10 years anniversary.


• Sanchez, X., Boschker, M.S.J and Lambert, P. (2003) 'Does route finding improve climbing performance?'. Proceedings of the 2nd World Congress on Physical Activities and Sport Sciences, Granada, Spain, November 2003.


• Co-organiser (with Céline Bugli) of a Workshop entitled Statistical Analysis of Brain Signals, Louvain-la-Neuve, Belgium, 11 April 2003. That event was organised with the support of FNRS and Eli Lilly.


• Collett, C. and Lambert, P. (2002) 'Mixture models with frailty from transplant survival analysis'. Proceedings of the International Conference of the Royal Statistical Society 2002, Plymouth, September 2002.


• Lambert, P. and Collett, C. (2002) 'Shared frailty accelerated failure time models for clustered survival data'. Proceedings of the XXIst International Biometric Conference, Freiburg, Germany, 21-26 July 2002.


• Lambert, P. and Collett, C. (2002) 'Flexible modelling of clustered survival data using shared frailty accelerated failure time models'. Proceedings of the 17th International Workshop on Statistical Modelling, Chania, Crete, Greece, 8-12 July 2002.


• Vandenhende, F. and Lambert, P. (2002) `PK/PD modelling of pain severity in a clinical trial on acute migraine: use of multivariate mixture of poxer models. 11th meeting of PAGE (Population Approach Group in Europe), Paris, France, 6-7 June 2002.


• Lambert, P. et Collett, D. (2002) `Modèle à hasard accéléré pour l'analyse de données de survie hétérogènes'. Invited talk at XXXIV Journées de statistique, Société Francaise de Statistique, Louvain-la-Neuve, Belgium, 13-17 mai 2002


• Vandenhende, F., Lambert, P. et Ramadan, N. (2002) `Modélisation multivariée des profils de douleur dans le cadre d'études cliniques de la migraine' (Poster) XXXIV Journées de statistique, Société Francaise de Statistique, Louvain-la-Neuve, Belgium, 13-17 mai 2002


• Lambert, P. (2001) `Shared frailty accelerated failure time model: an application to the analysis of survival after a kidney graft.' Seminar at the Institute of Statistics, UCL, Belgium, 14 December 2001.


• Cebrian, A.C., Denuit, M. and Lambert, P. (2001) `Extreme value theory with application to a case study in group medical insurance.' International Conference on Extremes in Theory and Practice. August 6-10, 2001 - Leuven (Belgium).


• Lambert, P.  (2001) 'Accelerated failure time models with a frailty component'. Invited seminar at the Department of Applied Statistics, Statistical modelling group, Reading, UK, 26 May, 2001.


• Lambert, P.  (2001) 'Modeling longitudinal non-normal data: a copula based approach'. Invited seminar at the Department of Applied Statistics, Reading, UK, 25 May, 2001.


• Vandenhende, F. and Lambert, P.  (2001) 'Modeling longitudinal ordinal data with non-random drop-outs using copulas'. Proceedings of the Regional meeting of the International Biometric Society, Athena, Greece, January 2001.


• Lambert, P. and Vandenhende, F. (2000) 'A flexible tool for modelling multivariate longitudinal data'. Invitation at Universiteit Gent, 15 December, 2000.


• Lambert, P. and Laurent, S. (2000) 'Modélisation dynamique de l'asymétrie dans les séries financières'. Invitation at Université de Marne-la-Vallée, 24 novembre 2000.


• Lambert, P. and Laurent, S. (2000) 'Modelling skewness dynamics in series of financial data'. Invitation at Université Libre de Bruxelles (ULB), 10 November 2000.


• Vandenhende, F. and Lambert, P.  (2000) 'Modeling longitudinal ordinal data with non-random drop-outs using copulas'. Proceedings of the meeting of the Belgian Statistical Society, Herbeumont, October 2000.


• Lambert, P. and Vandenhende, F. (2000) 'Modelling multivariate non-normal longitudinal data using copula'. Proceedings of the International Conference of the Royal Statistical Society 2000, Reading, September 2000.


• Vandenhende, F. and Lambert, P.  (2000) 'The analysis of repeated categorical data using bivariate copula'. Proceedings of the XXIst Meeting of the International Society for Clinical Biostatistics, Trento, September 2000.


• Lambert, P.  (2000) 'A mixture model to assess the effect of a hormonal stimulation on left truncated follicle growth curve in prepubertal heifers'. Proceedings of the XXth International Biometric Conference, Berkeley, California, USA, July 2000.


• Lambert, P. and Vandenhende, F. (2000) Modelling multivariate non-normal longitudinal data: a case study'. Statistics in Medicine and in Epidemiology, UCL, March 2000.


• Lambert, P.  (1999) 'Modelling skewness and the occurence of consecutive extremes in financial series using the skewed Student and the skewed stable distributions'. Proceedings of the XIVth International Workshop on Statistical Modelling, Graz, Austria, July 1999.


• Lambert, P.  (1999) `Modelling skewnes and the occurence of consecutive extremes in financial series using the stable and the skewed-stable distributions'. Conference on `Applications of heavy tailed distributions in economics, engineering and statistics', American University, Washington DC, June 1999.


• Lambert, P.  (1998) `Nonnormal distributions for random effects'. Proceedings of the Belgian Statistical Society, Houffalize, October 1998.


• Lambert, P.  (1998) `Nonnormal distributions for random effects'. Proceedings of the Royal Statistical Society, Glasgow, September 1998.


• Lambert, P. (1997) `Generalized regression models for heavy-tailed processes based on non-symmetric stable distributions : a likelihood approach'. Invitations at Limburgs Universitair Centrum (Diepenbeek, 12 February 1997) and at Facultes Universitaires Notre-Dame de la Paix (Namur, 20 February 1997).


• Lambert, P.  (1996) `Predictions in overdispersed series of counts using an approximate predictive likelihood'. Proceedings of the 18th International Biometric Conference', Amsterdam, July 1996.


• Lambert, P. (1996) `The generalized autoregression model: a useful tool for modelling series of irregularly sampled nonnormal data'. Invitation at University of Sussex, Brighton (18-19 mars 1996).


• Lambert, P.  (1995) `Modelling of non-linear growth curves on series of correlated count data measured at unequally spaced times: a full likelihood based approach'. Article présenté à la réunion annuelle de la Société belge de Statistiques (Houtalen, octobre 1995).


• Lambert, P. (1994) `Modelling of repeated series of count data measured at unequally spaced times'. Proceedings of the 9th International Workshop on Statistical Modelling', Exeter, July 1994.


• Lindsey, J.K., Génicot, B., Lambert, P.  (1994) `Dynamic linear models for clinical research in veterinary medicine'. Proc. 18th World Buiatrics Congress, Bologna, Italy, II, 1501-1504.


• Génicot, B., Peckova, M., Lambert, P., Lindsey, J.K., Close, R., Lekeux, P. (1994) `Evaluation of the performances of an aerosol delivery equipment suitable for calves under different conditions'. Proc. 6th International Conference on Liquid Atomization and Spray Systems - Yule A.J. and Dumouchel C. (Eds.), Begell House, Inc Publishers, NY, 820-827.


• Génicot, B., Lapp, K., Close, R., Mestach, L., Lindsey, J.K., Lambert, P., Lekeux, P. (1994) `Newly developed equipment suitable for drug inhalation in calves: influence of high working pressures on physical properties of drug particles'. Proc 18th World Buiatrics Congress, Bologna, Italy, II, 923-926.


• Lindsey, J.K. and Lambert, P. (1993) `Dynamic generalized linear models and repeated measurements'. Proceedings of the 8th International Workshop on Statistical Modelling', Leuven, July 1993.


• Génicot, B., Peckova, M., Lambert, P., Lindsey, J.K.,, Lekeux, P. (1993) Optimal working conditions with  an aerosol delivery facility based on two serially positioned jet nebulizers'. Proc. 12th Meeting of the Comparative Respiratory Society.

stable.tgz Density, distribution, quantile and hazard functions of a stable variate.
Generalized linear models for the parameters of a stable distribution.


Version: 0.2-1
Author: Philippe Lambert (lambert@stat.ucl.ac.be) and Jim Lindsey
License: GPL version 2 or later