.. .. Finite-distance-bounds-on?,

. .. Asymptotic-behavior-of?, 158 6.3.2 Oracle property and a related adaptive procedure, p.161

.. .. Simulations, 162 6.4.2 Choice of tuning parameters and estimation of the components of ?

.. .. Kendall's-tau,

, Comparison with the tests of the simplifying assumption

, Dimension 2 and choice of ?

, Proofs of finite-distance results for?

.. .. ,

, 175 6.8.1 Proof of Lemma 6, vol.18

, 184 6.10 Estimation results for a particular sample, p.187

.. .. Regression-type-approach,

.. .. ,

, 4.6 Choice of the number of neurons in the one-dimensional reference setting, 0200.

.. .. Applications, 206 7.5.2 Conditional dependence with respect to the variations ?? I of the Eurostoxx's implied volatility index

.. .. Conclusion,

, Some basic definitions about copulas

=. Ip-x1|z=z and =. Ip-x2|z=z,

=. Ip-x2|z=z, The idea is to make X 1 oscillate fast enough so that the algorithms will have difficulties to localize concordant and discordant pairs

=. Ip-x1|z=z and . Exp,

=. Ip-x2|z=z, This choice allows to see how estimation is affected by changes in the conditional support of (X 1 , X 2 ) given Z = z

, A classification point-of-view on conditional Kendall's tau Remerciements Je voudrais adresser tout d'abord mes remerciements à mon directeur de thèse

, Je me rappelle encore du début, quand on s'est rencontré alors que je n'étais qu'un étudiant en début de deuxième année de l'ENSAE. À l'époque, le projet de Statistique appliquée m'apparaissait comme le cours le plus intéressant de l'année, et c'est grâce à ce projet que je me suis engagé dans la recherche

, Je te remercie beaucoup pour tous les conseils et toutes les discussions que nous avons eues depuis, et j'ai appris beaucoup grâce à toi

. Je-voudrais-ensuite-remercier-alexandre-tsybakov-d'avoir-accepté-de-co-superviser-ma-thèse, Je remercie aussi Jean-Michel Zakoïan pour son accueil au laboratoire de FinanceAssurance. Je suis très reconnaissant pour tous les échanges que j'ai pu avoir avec les professeurs du CREST, en particulier Pierre Alquier

M. Chopin, C. Cuturi, ;. Francq, . Lucas, . Gautier et al., je souhaite remercier beaucoup tous les membres du jury: Ivan Kojadinovic et Marten Wegkamp pour leurs rapports très positifs sur cette thèse

. Je, . James, . Fabien, . Bhawna, and A. Guillaume,

. David, Je remercie ma famille et en particulier mes parents, qui m'ont offert le meilleur cadre de travail possible pour ma thèse, ainsi que mon frère Nicolas et ma soeur Héloïse. Finalement, j'ai une pensée spéciale pour Anh Th? et M? Ph??ng, qui ont toujours été là pour me soutenir durant ces dernières années

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