Publications
Publications
Published/accepted articles:
Yves Ismaël Ngounou Bakam. Denys Pommeret. (2024) "Smooth test for equality of copulas." Electron. J. Statist. 18 (1) 895 - 941. https://doi.org/10.1214/24-EJS2220
Ngounou Bakam, Y., Pommeret, D. (2023) "Nonparametric estimation of copulas and copula densities by orthogonal projections" Econometrics and Statistics. https://doi.org/10.1016/j.ecosta.2023.04.002
Ngounou Bakam, Y., Pommeret, D. (2022) "Kcop: Smooth Test for Equality of Copulas and Clustering Multivariate" R Package. https://CRAN.R-project.org/package=Kcop
Yves Ismaël Ngounou Bakam. (2022) "Estimation and comparison of copulas" PhD thesis. https://theses.fr/2022AIXM0385
Submitted articles:
Ngounou-Bakam, Y., Pommeret, D. (2024) ''Nonparametric clustering of multivariate populations through copulas'' ASTIN Bulletin - The Journal of the International Actuarial Association
Preprints:
Ngounou Bakam, Y. and and Marbac, M. Clustering independence in High dimension. HAL
Ngounou Bakam, Y. and Pommeret, D. K-sample smooth tests of independence and clustering. HAL
Ngounou Bakam ,Y. and Koudou Angelo, Lancaster copulas. HAL
Ngounou Bakam, Y. and Pommeret, D. Choosing the order of a non parametric estimator by LASSO regression. HAL