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

Alexis Derumigny, Jean-David Fermanian

Research output: Working paper

17 Downloads (Pure)

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

3 results

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

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

Open Access
File
35 Downloads (Pure)