About Kendall's regression

Alexis Derumigny, Jean-David Fermanian

Research output: Working paper

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2 Working paper
1 Article
1 PhD Thesis - Research external, graduation external

4 results

2020
On Kendall's regression
Derumigny, A. & Fermanian, J.-D., Jul 2020, In: Journal of multivariate analysis. 178, 22 p., 104610.
Research output: Contribution to journal › Article › Academic › peer-review

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6 Citations (Scopus)

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2019
Estimation of a regular conditional functional by conditional U-statistics regression
Derumigny, A., 26 Mar 2019, 35 p.
Research output: Working paper

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Some statistical results in high-dimensional dependence modeling
Derumigny, A., 2019, 304 p.
Research output: Thesis › PhD Thesis - Research external, graduation external

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59 Downloads (Pure)
2018
On kernel-based estimation of conditional Kendall's tau: finite-distance bounds and asymptotic behavior
Derumigny, A. & Fermanian, J.-D., 15 Oct 2018, Ithaca, NY: ArXiv.org.
Research output: Working paper

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