Derumigny, Alexis
- About Kendall's regression
2018/02/21 by Derumigny, Alexis, Fermanian, Jean-David · 1 citation
#62F12 #62H20 #62J12 #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
- Testing for equality between conditional copulas given discretized conditioning events
2020/08/21 by Derumigny, Alexis, Fermanian, Jean-David, Min, Aleksey · 1 citation
#62G10 #62H05 (Secondary) #62H20 (Primary) 62G20 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Methodology (stat.ME) #Statistics Theory (math.ST)