Aleksey Min | DeepAI

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Featured Co-authors

Alexis Derumigny
14 publications
Thomas Nagler
12 publications
Jean-David Fermanian
9 publications
Florian Brück
2 publications
Daniel Krüger
2 publications

research

∙ 05/12/2023

Distribution free MMD tests for model selection with estimated parameters

Several kernel based testing procedures are proposed to solve the proble...

0 Florian Brück, et al. ∙

research

∙ 08/21/2020

Testing for equality between conditional copulas given discretized conditioning events

Several procedures have been recently proposed to test the simplifying a...

0 Alexis Derumigny, et al. ∙

research

∙ 08/13/2020

Stationary vine copula models for multivariate time series

Multivariate time series exhibit two types of dependence: across variabl...

0 Thomas Nagler, et al. ∙