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Alexis Derumigny

Delft University of Technology (from arXiv:2507.16776, 2025) · ORCID · OpenAlex

18 papers in scope · 16 published · 2 on the econ.EM arXiv · 118 citations · h-index 5 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Lucas Girard
  2. Yannick Guyonvarch
  3. Purevdorj Tuvaandorj
  4. Xavier D’Haultfœuille
  5. Harold D. Chiang
  6. Ian Xu
  7. Yuya Sasaki
  8. Jiahao Lin
  9. Ulrich Hounyo
  10. James G. MacKinnon
  11. Matthew D. Webb
  12. Morten Ørregaard Nielsen
  13. Bas Sanders
  14. Bruce E. Hansen
  15. Xiaojun Song
  16. Pascal Lavergne
  17. Laurent Davezies
  18. Guido W. Imbens
  19. Bryan S. Graham
  20. Susan Athey

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(3 of 18)

Can we have it all? Non-asymptotically valid and asymptotically exact confidence intervals for expectations and linear regressions
working paper2025 · arXiv
with Lucas Girard, Yannick Guyonvarch
Paper profile arXiv arXiv:2507.16776
Fast estimation of Kendall's Tau and conditional Kendall's Tau matrices under structural assumptions
published2025 · Dependence Modeling · 2 citations · first circulated 2022
with Rutger van der Spek
Dependence Modeling
On the Choice of the Two Tuning Parameters for Nonparametric Estimation of an Elliptical Distribution Generator
published2025 · Springer proceedings in mathematics & statistics · 1 citations · first circulated 2024
with Victor Ryan
Springer proceedings in mathematics & statistics
Estimation of a regular conditional functional by conditional U‐statistic regression
published2024 · Statistica Neerlandica · 2 citations · first circulated 2019
Statistica Neerlandica
Lower bounds for the trade-off between bias and mean absolute deviation
published2024 · Statistics & Probability Letters · first circulated 2023
with Johannes Schmidt-Hieber
Statistics & Probability Letters
Codivergences and information matrices
published2024 · Information Geometry · 1 citations · first circulated 2023
with Johannes Schmidt-Hieber
Information Geometry
Explicit Non-Asymptotic Bounds for the Distance to the First-Order Edgeworth Expansion
published2023 · Sankhya A
with Lucas Girard, Yannick Guyonvarch
Paper profile Sankhya A arXiv:2101.05780
On lower bounds for the bias-variance trade-off
published2023 · The Annals of Statistics · 5 citations · first circulated 2020
with Johannes Schmidt-Hieber
The Annals of Statistics
Testing for equality between conditional copulas given discretized conditioning events
published2022 · Canadian Journal of Statistics · 4 citations · first circulated 2020
with Jean-David Fermanian, Aleksey Min
Canadian Journal of Statistics
Identifiability and estimation of meta-elliptical copula generators
published2022 · Journal of Multivariate Analysis · 5 citations · first circulated 2021
with Jean-David Fermanian
Journal of Multivariate Analysis
Estimation of Copulas via Maximum Mean Discrepancy
published2022 · Journal of the American Statistical Association · 5 citations
with Pierre Alquier, Badr-Eddine Chérief-Abdellatif, Jean-David Fermanian
Journal of the American Statistical Association
Conditional empirical copula processes and generalized measures of association
published2022 · Electronic Journal of Statistics · 2 citations · first circulated 2020
with Jean-David Fermanian
Electronic Journal of Statistics
On Kendall’s regression
published2020 · Journal of Multivariate Analysis · 8 citations
with Jean-David Fermanian
Journal of Multivariate Analysis
On the construction of confidence intervals for ratios of expectations
working paper2019 · arXiv
with Lucas Girard, Yannick Guyonvarch
Paper profile arXiv arXiv:1904.07111
A classification point-of-view about conditional Kendall’s tau
published2019 · Computational Statistics & Data Analysis · 11 citations · first circulated 2018
with Jean-David Fermanian
Computational Statistics & Data Analysis
On kernel-based estimation of conditional Kendall’s tau: finite-distance bounds and asymptotic behavior
published2019 · Dependence Modeling · 2 citations · first circulated 2018
with Jean-David Fermanian
Dependence Modeling
Improved bounds for Square-Root Lasso and Square-Root Slope
published2018 · Electronic Journal of Statistics · 31 citations · first circulated 2017
Electronic Journal of Statistics
About tests of the “simplifying” assumption for conditional copulas
published2017 · Dependence Modeling · 39 citations
with Jean-David Fermanian
Dependence Modeling

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.