Alexis Derumigny

1. About Kendall's regression
   2018/02/21 by Alexis Derumigny, Jean‐David Fermanian, Derumigny, Alexis +1 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #62F12 #62H20 #62J12 #Advanced Statistical Methods and Models #FOS: Computer and information sciences #FOS: Mathematics #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Statistical Methods and Inference #Statistics Theory (math.ST)
2. 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)
3. Conditional empirical copula processes and generalized dependence\n measures
   2020/08/21 by Alexis Derumigny, Jean‐David Fermanian, Derumigny, Alexis +1 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #62G05 #62G09 (Secondary) #62G30 (Primary) 62H20 #FOS: Mathematics #Financial Risk and Volatility Modeling #Statistical Methods and Inference #Statistics Theory (math.ST) #Stochastic processes and financial applications