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Alexis Derumigny

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  • 5 Citations
  • 1 h-Index
20172019
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Personal profile

Keywords

  • HA Statistics
  • dependence modeling
  • high-dimensional statistics
  • kernel smoothing
  • copulas
  • conditional distribution
  • QA75 Electronic computers. Computer science
  • HG Finance
  • stock returns

Fingerprint Dive into the research topics where Alexis Derumigny is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Kendall's tau Mathematics
Regression Mathematics
Covariates Mathematics
Copula Mathematics
U-statistics Mathematics
Bootstrap Mathematics
Nonparametric Estimator Mathematics
Statistics Engineering & Materials Science

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Research Output 2017 2019

  • 5 Citations
  • 1 h-Index
  • 4 Article
  • 4 Working paper
  • 1 PhD Thesis - Research external, graduation external
1 Citation (Scopus)
3 Downloads (Pure)

A classification point-of-view about conditional Kendall's tau

Derumigny, A. & Fermanian, J-D., 1 Jul 2019, In : Computational statistics & data analysis. 135, p. 70-94 25 p.

Research output: Contribution to journalArticleAcademicpeer-review

File

Estimation of a regular conditional functional by conditional U-statistics regression

Derumigny, A., 26 Mar 2019, 35 p.

Research output: Working paperProfessional

Open Access
File
U-statistics
Regression
Mean of a random variable
Concentration Inequalities
Estimator
2 Downloads (Pure)

On kernel-based estimation of conditional Kendall's tau: finite-distance bounds and asymptotic behavior

Derumigny, A. & Fermanian, J-D., 30 Sep 2019, In : Dependence Modeling. 7, 1, p. 292-321

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File

On the construction of confidence intervals for ratios of expectations

Derumigny, A., Girard, L. & Guyonvarch, Y., 10 Apr 2019.

Research output: Working paperProfessional

Open Access
File
Delta Method
Confidence interval
Interval
Percentile
Small Sample Size

Some statistical results in high-dimensional dependence modeling

Derumigny, A., 2019, 304 p.

Research output: ThesisPhD Thesis - Research external, graduation externalAcademic

Open Access
File
High-dimensional
Modeling
Linear regression
Statistics
Copula