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Alexis Derumigny

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  • 5 Citations
  • 1 h-Index
20172019
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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
2019
1 Citation (Scopus)
6 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
4 Downloads (Pure)

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
3 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
55 Downloads (Pure)

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
8 Downloads (Pure)

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
2018
4 Downloads (Pure)

About Kendall's regression

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

Research output: Working paperProfessional

Open Access
File
Kendall's tau
Covariates
Regression
Measures of Dependence
Oracle Property
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
1 Downloads (Pure)
Open Access
File
Kendall's tau
Nonparametric Estimator
Asymptotic Behavior
kernel
Concordance
2017
4 Citations (Scopus)
3 Downloads (Pure)

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
Copula
Bootstrap
Statistics
Copula Models
Semiparametric Model