10 months ago by Alexis Derumigny
Bound on the Error of the First-Order Edgeworth Expansion
7 months ago by Alexis Derumigny
Estimation and Inference for Conditional Copula Models
2 years ago by Alexis Derumigny
Inference of Elliptical Distributions and Copulas
2 years ago by Alexis Derumigny
Robust Estimation of Copulas by Maximum Mean Discrepancy