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).


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C-mix: a high dimensional mixture model for censored durations, with applications to genetic data.

CURE model, Coxs proportional hazards model, Elastic-net reg- ularization, High-dimensional estimation, Mixture duration model, Survival analysis

C-mix: A high-dimensional mixture model for censored durations, with applications to genetic data.

CURE model, Coxs proportional hazards model, Elastic-Net regularization, Elastic-net reg- ularization, High-dimensional estimation, Mixture duration model, Survival analysis, high-dimensional estimation, mixture duration model, survival analysis

Contributions to survival analysis.

Analyse de survie, Medicine, Médecine, Statistics, Statistique, Survival analysis

Single index regression models in the presence of censoring depending on the covariates.

Curse-of-dimensionality, Dimension reduction, Multivariate distribution, Right censoring, Semiparametric regression, Survival analysis

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

Tree-based censored regression with applications in insurance.

CART, Censoring, Insurance, Model selection, Regression tree, Survival analysis

Analysis and statistical modeling of electrical consumption data.

Analyse de survie, Censure à droite, Cox’s model, Extreme value theory, Heavy tails, Modèle de Cox, Queues lourdes, Right censoring, Survival analysis, Théorie des valeurs extrêmes

Contributions to modeling duration data in the presence of censoring: application to the study of health insurance contract terminations.

Assurance, Censored data, Copula, Copule, Données censurées, Forêt aléatoire, Insurance, Modèles de durée, Poids IPCW, Random forest, Survival analysis