Frederic Utzet

Finance · 2005–2016

A researcher in the Science corpus: 5 papers; trusts 4 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

• Finance — 14 citations into it; #2,432 of 10,518 by trust here, #3,667 by citations
• Statistics and Probability — 7 citations into it; #3,630 of 12,932 by trust here, #4,132 by citations
• Applied Mathematics — 6 citations into it
• Management Science and Operations Research — 6 citations into it; #2,616 of 11,946 by trust here, #5,548 by citations

Whom Frederic Utzet trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. David Nualart
2. 'Arp'ad Baricz
3. Eustasio del Barrio
4. Giovanni Peccati

Who trusts Frederic Utzet overall

1. Giovanni Peccati
2. E. Petrou
3. Matthias Schulte
4. Ivan Nourdin
5. Günter Last
6. Mathew D. Penrose

Papers from Frederic Utzet's perspective

Ordered by how strongly the researchers Frederic Utzet trusts endorse each paper. Same corpus, a different order for every researcher.

1. Central limit theorems for multiple stochastic integrals and Malliavin calculus
2. Nonparametric Statistical Data Modeling
3. Mills' ratio: Monotonicity patterns and functional inequalities
4. Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests
5. Multivariate normal approximation using Stein's method and Malliavin calculus
6. Central limit theorems for sequences of multiple stochastic integrals
7. A NEW METHOD OF NORMAL APPROXIMATION
8. Canonical Lévy process and Malliavin calculus
9. Gaussian Limits for Vector-valued Multiple Stochastic Integrals
10. A bound for the error in the normal approximation to the distribution of a sum of dependent random variables

Their papers

• Stein’s method and Normal approximation of Poisson functionals (2008) — 154 citations
• Asymptotics for L2 functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances (2005) — 111 citations
• Canonical Lévy process and Malliavin calculus (2007) — 103 citations
• Stochastic Integration by Parts and Functional Itô Calculus (2016) — 57 citations
• Approximating Mills ratio (2013) — 58 citations