23 citations · 29 across the 9 of their papers we have counts for
6 papers · 1 filter
Generalized Pareto Regression Trees for extreme events analysis
Sébastien Farkas, Antoine Heranval, Olivier Lopez +1
In this paper, we provide finite sample results to assess the consistency of Generalized Pareto regression trees, as tools to perform extreme value regression. The results that we…
Single-index copulae
Jean-David Fermanian, Olivier Lopez
We introduce so-called "single-index copulae". They are semi-parametric conditional copulae whose parameter is an unknown "link" function of a univariate index only. We provide est…
Single index regression models in the presence of censoring depending on the covariates
Olivier Lopez, Valentin Patilea, Ingrid Van Keilegom
Consider a random vector (X',Y)', where X is d-dimensional and Y is one-dimensional. We assume that Y is subject to random right censoring. The aim of this paper is twofold. First,…
Semiparametric inference for the recurrent event process by means of a single-index model
Olivier Bouaziz, Ségolen Geffray, Olivier Lopez
In this paper, we introduce new parametric and semiparametric regression techniques for a recurrent event process subject to random right censoring. We develop models for the cumul…
Conditional density estimation in a censored single-index regression model
Olivier Bouaziz, Olivier Lopez
Under a single-index regression assumption, we introduce a new semiparametric procedure to estimate a conditional density of a censored response. The regression model can be seen a…
Single-index Regression models with right-censored responses
Olivier Lopez
In this article, we propose some new generalizations of M-estimation procedures for single-index regression models in presence of randomly right-censored responses. We derive consi…