12 citations · 23 across the 11 of their papers we have counts for
11 papers
Local Utility and Multivariate Risk Aversion
Arthur Charpentier, Alfred Galichon, Marc Henry
We revisit Machina's local utility as a tool to analyze attitudes to multivariate risks. We show that for non-expected utility maximizers choosing between multivariate prospects, a…
Principal Component Analysis: A Generalized Gini Approach
Charpentier, Arthur, Mussard +2
A principal component analysis based on the generalized Gini correlation index is proposed (Gini PCA). The Gini PCA generalizes the standard PCA based on the variance. It is shown,…
Extended Scale-Free Networks
Arthur Charpentier, Emmanuel Flachaire
Recently, Broido & Clauset (2019) mentioned that (strict) Scale-Free networks were rare, in real life. This might be related to the statement of Stumpf, Wiuf & May (2005), that sub…
A new GEE method to account for heteroscedasticity, using asymmetric least-square regressions
Amadou Barry, Karim Oualkacha, Arthur Charpentier
Generalized estimating equations (GEE) are widely used to analyze longitudinal data; however, they are not appropriate for heteroscedastic data, because they only estimate regresso…
Internal Migrations in France in the Nineteenth Century
Arthur Charpentier, Ewen Gallic
The digital age allows data collection to be done on a large scale and at low cost. This is the case of genealogy trees, which flourish on numerous digital platforms thanks to the…
Econométrie et Machine Learning
Arthur Charpentier, Emmanuel Flachaire, Antoine Ly
Econometrics and machine learning seem to have one common goal: to construct a predictive model, for a variable of interest, using explanatory variables (or features). However, the…