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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
On lower bounds for the bias-variance trade-off
Alexis Derumigny, Johannes Schmidt-Hieber
It is a common phenomenon that for high-dimensional and nonparametric statistical models, rate-optimal estimators balance squared bias and variance. Although this balancing is wide…