Estimation of a regular conditional functional by conditional U-statistics regression

Alexis Derumigny

Research output: Working paper

42 Downloads (Pure)

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

3 results

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

Open Access
File
59 Downloads (Pure)
2018
About Kendall's regression
Derumigny, A. & Fermanian, J.-D., 20 Nov 2018, 37 p.
Research output: Working paper

Open Access
File
36 Downloads (Pure)
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

Open Access
File
18 Downloads (Pure)