About Kendall's regression

v1v2 (latest)

About Kendall's regression

21 February 2018

ArXiv (abs)PDF HTML

Papers citing "About Kendall's regression"

5 / 5 papers shown

Title
On kernel-based estimation of conditional Kendall's tau: finite-distance bounds and asymptotic behavior A. Derumigny J. Fermanian 8 18 0 15 Oct 2018
A classification point-of-view about conditional Kendall's tau A. Derumigny J. Fermanian 11 11 0 23 Jun 2018
About tests of the "simplifying" assumption for conditional copulas A. Derumigny J. Fermanian 49 44 0 21 Dec 2016
Slope meets Lasso: improved oracle bounds and optimality Pierre C. Bellec Guillaume Lecué Alexandre B. Tsybakov 307 190 0 27 May 2016
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 535 2,530 0 07 Jan 2008