Min, Aleksey

1. Testing for equality between conditional copulas given discretized conditioning events
   2020/08/21 by Alexis Derumigny, Derumigny, Alexis, Jean‐David Fermanian +3 · 1 citation
   Economics, Econometrics and Finance · Environmental Science · #62G10 #62H05 (Secondary) #62H20 (Primary) 62G20 #FOS: Computer and information sciences #FOS: Mathematics #Financial Risk and Volatility Modeling #Hydrology and Drought Analysis #Machine Learning (stat.ML) #Market Dynamics and Volatility #Methodology (stat.ME) #Statistics Theory (math.ST)
2. Distribution free MMD tests for model selection with estimated parameters
   2023/05/12 by Florian Brück, Jean‐David Fermanian, Brück, Florian +3 · 1 citation
   Computer Science · Mathematics · #Bayesian Methods and Mixture Models #FOS: Computer and information sciences #Methodology (stat.ME) #Statistical Distribution Estimation and Applications #Statistical Methods and Inference