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Jean-David Fermanian

According to our database1, Jean-David Fermanian authored at least 5 papers between 2012 and 2022.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

2022
Identifiability and estimation of meta-elliptical copula generators.
[BibTeX]
[DOI]
Alexis Derumigny
,
Jean-David Fermanian
J. Multivar. Anal., 2022

2020
On Kendall's regression.
[BibTeX]
[DOI]
Alexis Derumigny
,
Jean-David Fermanian
J. Multivar. Anal., 2020

2019
A classification point-of-view about conditional Kendall's tau.
[BibTeX]
[DOI]
Alexis Derumigny
,
Jean-David Fermanian
Comput. Stat. Data Anal., 2019

2018
Single-index copulas.
[BibTeX]
[DOI]
Jean-David Fermanian
,
Olivier Lopez
J. Multivar. Anal., 2018

2012
Time-dependent copulas.
[BibTeX]
[DOI]
Jean-David Fermanian
,
Marten H. Wegkamp
J. Multivar. Anal., 2012


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