Some statistical results in high-dimensional dependence modeling

Alexis Derumigny

Research output: Thesis › PhD Thesis - Research external, graduation external

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4 Working paper
3 Article

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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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On the construction of confidence intervals for ratios of expectations
Derumigny, A., Girard, L. & Guyonvarch, Y., 10 Apr 2019.
Research output: Working paper

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

Open Access
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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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