a year ago by Alexis Derumigny
Bound on the Error of the First-Order Edgeworth Expansion
a year ago by Alexis Derumigny
Estimation and Inference for Conditional Copula Models
2 years ago by Alexis Derumigny
Inference of Elliptical Distributions and Copulas
5 years ago by Alexis Derumigny
Robust Estimation of Copulas by Maximum Mean Discrepancy
9 months ago by Alexis Derumigny
Non-Asymptotically Valid and Asymptotically Exact (NAVAE) Confidence Intervals