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Manh-Hung Nguyen
vol. Chapter 3, 2021
vol. Chaper 5, 2021
Eric Gautier
sous la direction de Abdelaati Daouia et Anne Ruiz-Gazen, chapitre 4, 2021, p. 59–78
Olivier de Mouzon, Thibault Laurent et Michel Le Breton
sous la direction de Abdelaati Daouia et Anne Ruiz-Gazen, chapitre 31, 2021, p. 615–631
Van Huyen Do, Anne Vanhems et Thibault Laurent
sous la direction de Abdelaati Daouia et Anne Ruiz-Gazen, chapitre 20, 2021, p. 385–408
Stéphane Girard, Gilles Stupfler et Antoine Usseglio-Carleve
vol. 49, n° 6, décembre 2021, p. 3358–3382
Expectiles define a least squares analogue of quantiles. They have been the focus of a substantial quantity of research in the context of actuarial and financial risk assessment over the last decade. The behaviour and estimation of unconditional extreme expectiles using independent and identically...
Christian Helmers, Yassine Lefouili, Brian Love et Luke McDonagh
vol. 23, n° 1, 2021, p. 56–99
We study the effect of fee shifting rules on litigation. First, we build a model to study the theoretical effect of a change in cost-recovery rules on case filings, (post-filing) settlement, win rates, and plaintiffs' average litigation expenditures. We then undertake an empirical analysis of the...
Christine Thomas-Agnan, Thibault Laurent, Anne Ruiz-Gazen, Thi-Huong-An Nguyen, Raja Chakir et Anna Lungarska
sous la direction de Peter Filzmoser, Karel Hron, Josep Antoni Martín-Fernández et Javier Palarea-Albaladejo, 2021
Econometric land use models study determinants of land use shares of different classes: “agriculture”, “forest”, “urban” and “other” for example. Land use shares have a compositional nature as well as an important spatial dimension. We compare two compositional regression models with a spatial...
Jean-Pierre Florens et Anna Simoni
vol. 39, n° 2, 2021, p. 482–492
Jérôme Bolte, Tam Le, Edouard Pauwels et Antonio Silveti-Falls
sous la direction de M. Ranzato, A. Beygelzimer, Y. Dauphin, P.S. Liang et J. Wortman Vaughan, 2021, p. 13537–13549
In view of training increasingly complex learning architectures, we establish a nonsmooth implicit function theorem with an operational calculus. Our result applies to most practical problems (i.e., definable problems) provided that a nonsmooth form of the classical invertibility condition is...