Alfred Galichon
Selected Publications
Vector quantile regression: an optimal transport approach
We propose a notion of conditional vector quantile function and a vector quantile regression. A conditional […]
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Quantile and probability curves without crossing
The most common approach to estimating conditional quantile curves is to fit a curve, typically linear, […]
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Rearranging Edgeworth-Cornish-Fisher expansions
This paper applies a regularization procedure called increasing rearrangement to monotonize Edgeworth and Cornish-Fisher expansions and […]
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Improving estimates of monotone functions by rearrangement
Suppose that a target function is monotonic, namely, weakly increasing, and an original estimate of the […]