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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Risk Measure Inference.

Bootstrap, Grouped Ranking, Risk Measures, Uncertainty

A significance test for covariates in nonparametric regression.

Asymptotic pivotal test statistic, Bootstrap, Kernel smoothing, U -statistic

Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory.

Asymptotic efficiency, Bootstrap, Conditional estimating equations, Hypothesis testing, Semiparametric estimation, Smoothing methods

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

Ranking Forests.

AUC criterion, Bagging, Bipartite ranking, Bootstrap, Classification data, Feature randomization, Median ranking, Nonparametric scoring, ROC optimization, Rank aggregation, Tree-based ranking rules

MIMCA: multiple imputation for categorical variables with multiple correspondence analysis.

Bootstrap, Categorical data, Missing values, Multiple correspondence analysis, Multiple imputation

denoiseR: A Package for Low Rank Matrix Estimation.

Bootstrap, Clustering, Correspondence analysis, Count data, Low-rank matrix estimation, Matrix completion, Missing values, SURE, Singular values shrinkage