Bat G, MODAL'X
200, ave de la République
Nanterre, 92000
France
http://www.crest.fr/pageperso/bertail/bertail.htm
University Paris-Ouest and CREST-Insee
Resampling methods, extreme value statistics, value at risk, portofolio selection
Markov chain, regenerative method, robustness, bootstrap, signed linear rank statistic, L‐statistic, statistical hypothesis testing.JEL Primary 60E15, 60J27, Secondary 60K05
AI demand system, cohort, fat tax policy, household survey data, missing data, nutrient elasticities, C31, D12, H31, I18