Zobrazeno 1 - 10
of 466
pro vyhledávání: '"Genest, Christian"'
Publikováno v:
Proceedings of the American Mathematical Society (2025)
This paper provides the first explicit formula for the expectation of the product of two disjoint principal minors of a Wishart random matrix, solving a part of a broader problem put forth by Samuel S. Wilks in 1934 in the Annals of Mathematics. The
Externí odkaz:
http://arxiv.org/abs/2409.14512
Autor:
Genest, Christian, Sabbagh, Magid
Publikováno v:
Comptes Rendus. Mathématique, Vol 358, Iss 11-12, Pp 1157-1167 (2021)
The maximal attractors of bivariate diagonal and Bertino copulas are determined under suitable regularity conditions. Some consequences of these facts are drawn, namely bounds on the maximal attractor of a symmetric copula with a given diagonal secti
Externí odkaz:
https://doaj.org/article/be6db169513a4fd99ed0bbab20447158
Autor:
Genest, Christian, Ouimet, Frédéric
This paper introduces a local linear smoother for regression surfaces on the simplex. The estimator solves a least-squares regression problem weighted by a locally adaptive Dirichlet kernel, ensuring excellent boundary properties. Asymptotic results
Externí odkaz:
http://arxiv.org/abs/2408.07209
Publikováno v:
Stat (2024), 13 (2), e706, 6 pp
In 1934, the American statistician Samuel S. Wilks derived remarkable formulas for the joint moments of embedded principal minors of sample covariance matrices in multivariate Gaussian populations, and he used them to compute the moments of sample st
Externí odkaz:
http://arxiv.org/abs/2403.06330
The large-sample behavior of non-degenerate multivariate $U$-statistics of arbitrary degree is investigated under the assumption that their kernel depends on parameters that can be estimated consistently. Mild regularity conditions are given which gu
Externí odkaz:
http://arxiv.org/abs/2401.11272
Publikováno v:
Electronic Journal of Probability (2024), 29, 1-26
This paper extends various results related to the Gaussian product inequality (GPI) conjecture to the setting of disjoint principal minors of Wishart random matrices. This includes product-type inequalities for matrix-variate analogs of completely mo
Externí odkaz:
http://arxiv.org/abs/2311.00202
Autor:
Genest, Christian, Ouimet, Frédéric
Publikováno v:
Statistica Neerlandica (2024), 78 (2), 427-440
This note presents a refined local approximation for the logarithm of the ratio between the negative multinomial probability mass function and a multivariate normal density, both having the same mean-covariance structure. This approximation, which is
Externí odkaz:
http://arxiv.org/abs/2308.03100
This paper introduces a novel density estimator supported on $d$-dimensional half-spaces. It stands out as the first asymmetric kernel smoother for half-spaces in the literature. Using the multivariate inverse Gaussian (MIG) density from Minami (2003
Externí odkaz:
http://arxiv.org/abs/2209.04757
Bayes spaces were initially designed to provide a geometric framework for the modeling and analysis of distributional data. It has recently come to light that this methodology can be exploited to provide an orthogonal decomposition of bivariate proba
Externí odkaz:
http://arxiv.org/abs/2206.13898
Autor:
Genest, Christian, Ouimet, Frédéric
Publikováno v:
Journal of Mathematical Analysis and Applications (2023), 523 (1), 1-10
This note reports partial results related to the Gaussian product inequality (GPI) conjecture for the joint distribution of traces of Wishart matrices. In particular, several GPI-related results from Wei (2014) and Liu et al. (2015) are extended in t
Externí odkaz:
http://arxiv.org/abs/2206.01976