125 citations
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Showing 2020 · math.STShow all
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math.ST2020★ 1 cited
Conditional empirical copula processes and generalized dependence measures
Alexis Derumigny, Jean-David Fermanian
We study the weak convergence of conditional empirical copula processes, when the conditioning event has a nonzero probability. The validity of several bootstrap schemes is stated,…
math.ST2020
Learning with Semi-Definite Programming: new statistical bounds based on fixed point analysis and excess risk curvature
Stéphane Chrétien, Mihai Cucuringu, Guillaume Lecué +1
Many statistical learning problems have recently been shown to be amenable to Semi-Definite Programming (SDP), with community detection and clustering in Gaussian mixture models as…