17 citations · 22 across the 13 of their papers we have counts for
14 papers
Lancaster copulas
Angelo Efoevi Koudou, Yves I. Ngounou Bakam, Denys Pommeret
We introduce a new copula class, called Lancaster copulas, built from orthogonal expansions of continuous Lancaster probabilities. We derive infinite-series representations for the…
Generalized Oversampling for Learning from Imbalanced datasets and Associated Theory
Samuel Stocksieker, Denys Pommeret, Arthur Charpentier
In supervised learning, it is quite frequent to be confronted with real imbalanced datasets. This situation leads to a learning difficulty for standard algorithms. Research and sol…
Data Augmentation for Imbalanced Regression
Samuel Stocksieker, Denys Pommeret, Arthur Charpentier
In this work, we consider the problem of imbalanced data in a regression framework when the imbalanced phenomenon concerns continuous or discrete covariates. Such a situation can l…
Non-parametric Clustering of Multivariate Populations with Arbitrary Sizes
Yves Ismaël Ngounou Bakam, Denys Pommeret
We propose a clustering procedure to group K populations into subgroups with the same dependence structure. The method is adapted to paired population and can be used with panel da…
Smooth test for equality of copulas
Yves Ismaël Ngounou Bakam, Denys Pommeret
A smooth test to simultaneously compare copulas, where is proposed. The observed populations can be paired, and the test statistic is constructed based on the di…
Nonparametric estimation of copulas and copula densities by orthogonal projections
Yves Ismaël Ngounou Bakam, Denys Pommeret
In this paper we study nonparametric estimators of copulas and copula densities. We first focus our study on a density copula estimator based on a polynomial orthogonal projection…