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A root n bandwidth selector in hazard estimation
Fermanian, Jean-David - 1996
Persistent link: https://www.econbiz.de/10000945861
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Multivariate hazard rates under random censorship
Fermanian, Jean-David - 1996
Persistent link: https://www.econbiz.de/10000927789
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Goodness of fit tests for copulas
Fermanian, Jean-David - 2003
Persistent link: https://www.econbiz.de/10001812439
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Weak convergence of empirical copula processes
Fermanian, Jean-David; Radulovic, Dragan; Wegkamp, Marten H. - 2002
Persistent link: https://www.econbiz.de/10001660114
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Lower bounds in hazard estimation
Fermanian, Jean-David - 2000
Persistent link: https://www.econbiz.de/10001470521
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Nonparametric estimation of competing risks models with covariates
Fermanian, Jean-David - 2001
Persistent link: https://www.econbiz.de/10001577411
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A nonparametric simulated maximum likelihood estimation method
Fermanian, Jean-David; Salanié, Bernard - 2001
Persistent link: https://www.econbiz.de/10001577508
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Optimal Greek weights by Kernel estimation
Elie, Romuald; Fermanian, Jean-David; Touzi, Nizar - 2004
Persistent link: https://www.econbiz.de/10002855875
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The limits of granularity adjustments
Fermanian, Jean-David - 2013
Persistent link: https://www.econbiz.de/10010342709
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A asymptotic total variation test for copulas
Fermanian, Jean-David; Radulović, Dragan; Wegkamp, … - 2013
Persistent link: https://www.econbiz.de/10010342718