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Jean-David Fermanian

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Journal Articles

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2022
[j5]
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  - journals/ma/DerumignyF22
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  - https://dblp.org/rec/journals/ma/DerumignyF22
Alexis Derumigny, Jean-David Fermanian:
Identifiability and estimation of meta-elliptical copula generators. J. Multivar. Anal. 190: 104962 (2022)
2020
[j4]
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Alexis Derumigny, Jean-David Fermanian:
On Kendall's regression. J. Multivar. Anal. 178: 104610 (2020)
2019
[j3]
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Alexis Derumigny, Jean-David Fermanian:
A classification point-of-view about conditional Kendall's tau. Comput. Stat. Data Anal. 135: 70-94 (2019)
2018
[j2]
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  - journals/ma/FermanianL18
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Jean-David Fermanian, Olivier Lopez:
Single-index copulas. J. Multivar. Anal. 165: 27-55 (2018)
2012
[j1]
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Jean-David Fermanian, Marten H. Wegkamp:
Time-dependent copulas. J. Multivar. Anal. 110: 19-29 (2012)

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