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Talk on risk measures and inequality indices

This Monday, I will give a talk at Sherbrooke University, at the statistical seminar, on risk measures and inequality indices, based on some (recent) joint work, with Emmanuel Flachaire. I am still...

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Toronto, Statistical Conference

I will be in Toronto this week, for the SSC annual conference (Canadian Statistical Society), to present some recent work, with Emmanuel Flachaire. Because of some administrative duty last week, I am a...

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Càdiz, Nonparametric Statistics

Emmanuel Flachaire will be presenting some joint work in Càdiz, Spain, tomorrow evening, at the second conference of the International Society of NonParametric Statistics. Jeff invited me a few months...

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Log-transform kernel density estimation of income distribution

Our paper Log-transform kernel density estimationof income distribution, written with Emmanuel Flachaire is now available on http://papers.ssrn.com/id=2514882, Standard kernel density estimation...

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Le Mans Insurance & Finance Risk Colloquium

This Thursday and Friday, a Colloqium on Insurance and Finance risks will take place in the University of Le Mans. I will be giving a talk on non- and semi-parametric inference for risk measures,...

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Back in Leuven, for a talk on Nonparametric Estimation

I am currently in Leuven for a few days. It is always a pleasure to be back to the place where I defended my PhD, a few years ago. I will give a talk, tomorrow, at noon, on nonparametric (and kernel...

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Welfare, Inequality and Poverty

This week, we will start the crash course on Welfare, Inequality and Poverty. I will upload the slides soon. Reference for the course are the following, Atkinson Measuring top incomes: Methodological...

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Exposé à Rennes 1

Exposé demain matin au workshop de micro-économie, à Rennes. Je présenterais les travaux récents, avec Emmanuel Flachaire, sur le thème Kernel Based Estimation of Inequality Indices and Risk Measures....

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Probabilistic Foundations of Econometrics, part 1

In a series of posts, I wanted to get into details of the history and foundations of econometric and machine learning models. It will be some sort of online version of our joint paper with Emmanuel...

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Probabilistic Foundations of Econometrics, part 2

This post is the second one of our series on the history and foundations of econometric and machine learning models. Part 1 is online here. Geometric Properties of this Linear Model Let’s define the...

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Probabilistic Foundations of Econometrics, part 3

This post is the third one of our series on the history and foundations of econometric and machine learning models. Part 2 is online here. Exponential family and linear models The Gaussian linear...

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Foundations of Machine Learning, part 1

This post is the fifth one of our series on the history and foundations of econometric and machine learning models. The first fours were on econometrics techniques. Part 4 is online here. In parallel...

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References on Econometrics and Machine Learning

In our series of posts on the history and foundations of econometric and machine learning models, a lot of references where given. Here they are. Ahamada, I. & E. Flachaire (2011). Non-Parametric...

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Foundations of Machine Learning, part 3

This post is the seventh one of our series on the history and foundations of econometric and machine learning models. The first fours were on econometrics techniques. Part 6 is online here. Boosting...

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Foundations of Machine Learning, part 4

This post is the eighth one of our series on the history and foundations of econometric and machine learning models. The first fours were on econometrics techniques. Part 7 is online here. Penalization...

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Foundations of Machine Learning, part 5

This post is the nineth (and probably last) one of our series on the history and foundations of econometric and machine learning models. The first fours were on econometrics techniques. Part 8 is...

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Pareto Models for Top Incomes

This week, The Society for the Study of Economic Inequality (ECINEQ) organised the Eighth ECINEQ Meeting 2019  in Paris, hosted by the Paris School of Economics and the World Inequality Lab. Emmanuel...

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Recent Econometric Techniques for Macroeconomic and Financial Data

The book Recent Econometric Techniques for Macroeconomic and Financial Data, edited by Gilles Dufrénot and Takashi Matsuki has been published. With Emmanuel Flachaire, we wrote a chapter on Pareto...

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Causal inference with optimal transport

This week, the Sixth International Econometric Conference of Vietnaml (ECONVN2023) is taking place at Ho Chi Minh City, Vietnam. I will present some recent work, with Emmanuel Flachaire and Ewen Gallic...

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Optimal Transport for Counterfactual Estimation: A Method for Causal Inference

With Emmanuel Flachaire et Ewen Gallic, we recently uploaded a paper entitled Optimal Transport for Counterfactual Estimation: A Method for Causal Inference on ArXiv. Many problems ask a question that...

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