Alexis Derumigny

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  • 12 Citations
  • 2 h-Index
20172019

Research output per year

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Research Output

  • 12 Citations
  • 2 h-Index
  • 4 Article
  • 4 Working paper
  • 1 PhD Thesis - Research external, graduation external
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 journalArticleAcademicpeer-review

File
2 Citations (Scopus)
7 Downloads (Pure)
Open Access
File
5 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
1 Citation (Scopus)
17 Downloads (Pure)

On the construction of confidence intervals for ratios of expectations

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

Research output: Working paper

Open Access
File
77 Downloads (Pure)

Some statistical results in high-dimensional dependence modeling

Derumigny, A., 2019, 304 p.

Research output: ThesisPhD Thesis - Research external, graduation external

Open Access
File
12 Downloads (Pure)
2018

About Kendall's regression

Derumigny, A. & Fermanian, J-D., 20 Nov 2018, 37 p.

Research output: Working paper

Open Access
File
4 Downloads (Pure)

Improved bounds for Square-Root Lasso and Square-Root Slope

Derumigny, A., 27 Feb 2018, In : Electronic Journal of Statistics. 12, 1, p. 741-766

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
4 Citations (Scopus)
4 Downloads (Pure)
Open Access
File
1 Downloads (Pure)
2017

About tests of the "simplifying" assumption for conditional copulas

Derumigny, A. & Fermanian, J. D., 6 Sep 2017, In : Dependence Modeling. 5, 1, p. 154-197 44 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
5 Citations (Scopus)
5 Downloads (Pure)