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Alexis Derumigny

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  • 2 Citations
  • 1 h-Index
20172019
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Research Output 2017 2019

  • 2 Citations
  • 1 h-Index
  • 4 Working paper
  • 3 Article
  • 1 PhD Thesis - Research external, graduation external
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Article
2019
2 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
2018

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
2017
2 Citations (Scopus)
1 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