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03/21/2023
Lower bounds for the trade-off between bias and mean absolute deviation
It is a widely observed phenomenon in nonparametric statistics that rate...
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03/14/2023
Codivergences and information matrices
We propose a new concept of codivergence, which quantifies the similarit...
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04/07/2022
Fast estimation of Kendall's Tau and conditional Kendall's Tau matrices under structural assumptions
Kendall's tau and conditional Kendall's tau matrices are multivariate (c...
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06/23/2021
Identifiability and estimation of meta-elliptical copula generators
Meta-elliptical copulas are often proposed to model dependence between t...
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01/14/2021
Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion
In this article, we study bounds on the uniform distance between the cum...
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10/01/2020
Estimation of copulas via Maximum Mean Discrepancy
This paper deals with robust inference for parametric copula models. Est...
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08/21/2020
Testing for equality between conditional copulas given discretized conditioning events
Several procedures have been recently proposed to test the simplifying a...
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08/21/2020
Conditional empirical copula processes and generalized dependence measures
We study the weak convergence of conditional empirical copula processes,...
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05/30/2020
On lower bounds for the bias-variance trade-off
It is a common phenomenon that for high-dimensional and nonparametric st...
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04/10/2019
On the construction of confidence intervals for ratios of expectations
In econometrics, many parameters of interest can be written as ratios of...
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03/26/2019
Estimation of a regular conditional functional by conditional U-statistics regression
U-statistics constitute a large class of estimators, generalizing the em...
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10/15/2018
About kernel-based estimation of conditional Kendall's tau: finite-distance bounds and asymptotic behavior
We study nonparametric estimators of conditional Kendall's tau, a measur...
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06/23/2018
A classification point-of-view about conditional Kendall's tau
We show how the problem of estimating conditional Kendall's tau can be r...
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02/21/2018