4 citations
- Laboratoire de Mathématiques de BesançonFR10 papers
- Centre National de la Recherche ScientifiqueFR2 papers
- Franche-Comté Électronique Mécanique Thermique et Optique - Sciences et TechnologiesFR2 papers
- Université de Franche-ComtéFR2 papers
- CERMICSFR1 paper
- Chalmers University of TechnologySE1 paper
- Conservatoire National des Arts et MétiersFR1 paper
- Federal State Budget Scientific Institution Institute of Applied Mathematics and AutomationRU1 paper
- Gaelic Athletic AssociationIE1 paper
- Idiap Research InstituteCH1 paper
- Institut Élie Cartan de LorraineFR1 paper
- Institut UTINAMFR1 paper
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math.ST2024
Distributional regression: CRPS-error bounds for model fitting, model selection and convex aggregation
Clément Dombry, Ahmed Zaoui
Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise unce…
math.ST2019
The coupling method in extreme value theory
Benjamin Bobbia, Clément Dombry, Davit Varron
A coupling method is developed for univariate extreme value theory , providing an alternative to the use of the tail empirical/quantile processes. Emphasizing the Peak-over-Thresho…
math.ST2019
Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but non-independent error terms
Yacouba Boubacar Maïnassara, Abdoulkarim Ilmi Amir
In this paper we consider portmanteau tests for testing the adequacy of multiplicative seasonal autoregressive moving-average (SARMA) models under the assumption that the errors ar…