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6 results by maintainer "Alexis Derumigny"
Estimation and Inference for Conditional Copula Models
Alexis Derumigny
267 downloads/30d
Bound on the Error of the First-Order Edgeworth Expansion
Alexis Derumigny
252 downloads/30d
Inference of Elliptical Distributions and Copulas
Alexis Derumigny
247 downloads/30d
Robust Estimation of Copulas by Maximum Mean Discrepancy
Alexis Derumigny
193 downloads/30d
Inference of Pair-Copula Bayesian Networks
Alexis Derumigny
183 downloads/30d
Non-Asymptotically Valid and Asymptotically Exact (NAVAE) Confidence Intervals
Alexis Derumigny
156 downloads/30d