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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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Working paper
2019

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
7 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
2018

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

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

Derumigny, A. & Fermanian, J-D., 15 Oct 2018.

Research output: Working paperProfessional

Open Access
File
Kendall's tau
Nonparametric Estimator
Asymptotic Behavior
kernel
Concordance