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05/12/2023
Distribution free MMD tests for model selection with estimated parameters
Several kernel based testing procedures are proposed to solve the proble...
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12/23/2021
Sparse M-estimators in semi-parametric copula models
We study the large sample properties of sparse M-estimators in the prese...
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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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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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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
