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math.ST2025
Bootstrapping not under the null?
Alexis Derumigny, Miltiadis Galanis, Wieger Schipper +1
We propose a bootstrap testing framework for a general class of hypothesis tests, which allows resampling under the null hypothesis as well as other forms of bootstrapping. We iden…
math.ST2025
Measures of non-simplifyingness for conditional copulas and vines
Alexis Derumigny
In copula modeling, the simplifying assumption has recently been the object of much interest. Although it is very useful to reduce the computational burden, it remains far from obv…
math.ST2025
On the choice of the two tuning parameters for nonparametric estimation of an elliptical distribution generator
Victor Ryan, Alexis Derumigny
Elliptical distributions are a simple and flexible class of distributions that depend on a one-dimensional function, called the density generator. In this article, we study the non…