オープン アクセスを義務付けられた論文 - Jean-David Fermanian詳細
一般には非公開: 1 件
A corrected Clarke test for model selection and beyond
F Brück, JD Fermanian, A Min
Journal of Econometrics 235 (1), 105-132, 2023
委任: Agence Nationale de la Recherche
一般公開: 13 件
Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series
A Bücher, JD Fermanian, I Kojadinovic
Journal of Time Series Analysis 40 (1), 124-150, 2019
委任: German Research Foundation, Agence Nationale de la Recherche
On kernel-based estimation of conditional Kendall’s tau: finite-distance bounds and asymptotic behavior
A Derumigny, JD Fermanian
Dependence Modeling 7 (1), 292-321, 2019
委任: Agence Nationale de la Recherche
Estimation of copulas via maximum mean discrepancy
P Alquier, BE Chérief-Abdellatif, A Derumigny, JD Fermanian
Journal of the American Statistical Association 118 (543), 1997-2012, 2023
委任: US Department of Defense, UK Engineering and Physical Sciences Research …
On Kendall’s regression
A Derumigny, JD Fermanian
Journal of Multivariate Analysis 178, 104610, 2020
委任: Agence Nationale de la Recherche
A classification point-of-view about conditional Kendall’s tau
A Derumigny, JD Fermanian
Computational statistics & data analysis 135, 70-94, 2019
委任: Agence Nationale de la Recherche
The finite sample properties of sparse M-estimators with pseudo-observations
B Poignard, JD Fermanian
Annals of the Institute of Statistical Mathematics 74 (1), 1-31, 2022
委任: Agence Nationale de la Recherche
On the dependence between default risk and recovery rates in structural models
JD Fermanian
Annals of Economics and Statistics, 45-82, 2020
委任: Agence Nationale de la Recherche
Identifiability and estimation of meta-elliptical copula generators
A Derumigny, JD Fermanian
Journal of Multivariate Analysis 190, 104962, 2022
委任: Agence Nationale de la Recherche
Fair learning with bagging
JD Fermanian, D Guegan
Documents de travail du Centre d'Économie de la Sorbonne, 2021
委任: Agence Nationale de la Recherche
Testing for equality between conditional copulas given discretized conditioning events
A Derumigny, JD Fermanian, A Min
Canadian Journal of Statistics 51 (4), 1084-1110, 2023
委任: Agence Nationale de la Recherche
Conditional empirical copula processes and generalized measures of association
A Derumigny, JD Fermanian
Electronic Journal of Statistics 16 (2), 5692-5719, 2022
委任: Agence Nationale de la Recherche
Sparse M-estimators in semi-parametric copula models
JD Fermanian, B Poignard
Bernoulli 30 (3), 2475-2500, 2024
委任: Agence Nationale de la Recherche
Fair learning by model averaging
JD Fermanian, D Guegan, X Liu
Available at SSRN 3969362, 2021
委任: Agence Nationale de la Recherche
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