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...
View ArticleToronto, 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...
View ArticleCàdiz, 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...
View ArticleLog-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...
View ArticleLe 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,...
View ArticleBack 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...
View ArticleWelfare, 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...
View ArticleExposé 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....
View ArticleProbabilistic 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...
View ArticleProbabilistic 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...
View ArticleProbabilistic 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...
View ArticleFoundations 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...
View ArticleReferences 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...
View ArticleFoundations 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...
View ArticleFoundations 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...
View ArticleFoundations 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...
View ArticlePareto 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...
View ArticleRecent 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...
View ArticleCausal 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...
View ArticleOptimal 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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