Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance.
ARCH-LM tests, Adaptive tests, Bandwidth selection, Kernel smoothing, Portmanteau tests, Time-varying variance
Nonparametric model checks of single-index assumptions.
Conditional law, Kernel smoothing, Lack-of-fit test, Single-index regression, U-statistics
A significance test for covariates in nonparametric regression.
Asymptotic pivotal test statistic, Bootstrap, Kernel smoothing, U -statistic
Some contributions to the estimation of models defined by conditional estimating equations.
Analyse de Survie, Bootstrap, Censoring, Conditional moment equations, Dimension reduction, Direction révélatrice unique, Données censurées, Equations de moments conditionnels, Fonctionnelles de Kaplan-Meier, Iterative methods, Kaplan-Meier functionals, Kernel smoothing, Lissage par noyau, Modèles de régression, Méthodes itératives, Penalized regression, Regression models, Réduction de la dimension, Régression pénalisée, Rééchantillonnage, Single-Index assumptions, Survival analysis, U-Statistics, U-Statistiques
Single-index copulas.
Conditional Kendall's tau, Conditional copulas, Kernel smoothing, Single-index models