Michaël Allouche
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Person:2171941
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Statistical error bounds for weighted mean and median with application to robust aggregation of cryptocurrency data Mathematical Finance | 2025-09-30 | Paper |
| Structured dictionary learning of rating migration matrices for credit risk modeling Computational Statistics | 2025-01-13 | Paper |
| Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions Journal of Statistical Planning and Inference | 2024-08-26 | Paper |
| Estimation of extreme quantiles from heavy-tailed distributions with neural networks Statistics and Computing | 2023-11-17 | Paper |
| A refined Weissman estimator for extreme quantiles Extremes | 2023-08-22 | Paper |
| A generative model for fBm with deep ReLU neural networks Journal of Complexity | 2022-09-12 | Paper |
Research outcomes over time
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