Research Output per year

## 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.

- 1 Similar Profiles

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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Network
Recent external collaboration on country level. Dive into details by clicking on the dots.

## Research Output 2017 2019

## 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 journal › Article › Academic › peer-review

File

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

Derumigny, A., 26 Mar 2019, 35 p.Research output: Working paper › Professional

Open Access

File

U-statistics

Regression

Mean of a random variable

Concentration Inequalities

Estimator

## On the construction of confidence intervals for ratios of expectations

Derumigny, A., Girard, L. & Guyonvarch, Y., 10 Apr 2019.Research output: Working paper › Professional

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: Thesis › PhD Thesis - Research external, graduation external › Academic

Open Access

File

High-dimensional

Modeling

Linear regression

Statistics

Copula

## About Kendall's regression

Derumigny, A. & Fermanian, J-D., 20 Nov 2018, 37 p.Research output: Working paper › Professional

Open Access

File

Kendall's tau

Covariates

Regression

Measures of Dependence

Oracle Property