Zobrazeno 1 - 10
of 459
pro vyhledávání: '"Genest Christian"'
Autor:
Genest Christian, Scherer Matthias
Publikováno v:
Dependence Modeling, Vol 11, Iss 1, Pp 43-73 (2023)
Externí odkaz:
https://doaj.org/article/5aebc365387441a59ab89aaf18f6d723
Autor:
Genest Christian, Ouimet Frédéric
Publikováno v:
Dependence Modeling, Vol 10, Iss 1, Pp 236-244 (2022)
A combinatorial proof of the Gaussian product inequality (GPI) is given under the assumption that each component of a centered Gaussian random vector X=(X1,…,Xd){\boldsymbol{X}}=\left({X}_{1},\ldots ,{X}_{d}) of arbitrary length can be written as a
Externí odkaz:
https://doaj.org/article/7c9b1e90d6614bba8722b644ace788d4
Autor:
Genest Christian
Publikováno v:
Dependence Modeling, Vol 9, Iss 1, Pp 200-224 (2021)
Externí odkaz:
https://doaj.org/article/1a5ac2e7ac7d4884a68ec997e781bcb3
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, 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
Autor:
Genest Christian, Scherer Matthias
Publikováno v:
Dependence Modeling, Vol 8, Iss 1, Pp 93-106 (2020)
Externí odkaz:
https://doaj.org/article/e36e80c574f24ff0bbd98e0e81d27dfd
Autor:
Genest Christian, Scherer Matthias
Publikováno v:
Dependence Modeling, Vol 8, Iss 1, Pp 34-44 (2020)
Externí odkaz:
https://doaj.org/article/dba54d49013a434299fc7c97df728292
Publikováno v:
Dependence Modeling, Vol 7, Iss 1, Pp 279-291 (2019)
Genest and Segers (2010) gave conditions under which the empirical copula process associated with a random sample from a bivariate continuous distribution has a smaller asymptotic covariance than the standard empirical process based on a random sampl
Externí odkaz:
https://doaj.org/article/d97f72a9b4ce4788a39b6b3faf67ddf7
Autor:
Genest Christian, Scherer Matthias
Publikováno v:
Dependence Modeling, Vol 7, Iss 1, Pp 169-180 (2019)
Externí odkaz:
https://doaj.org/article/a101a6031fbd489883fd2a9bda6143b6
Autor:
Genest Christian, Puccetti Giovanni
Publikováno v:
Dependence Modeling, Vol 6, Iss 1, Pp 288-297 (2018)
Externí odkaz:
https://doaj.org/article/25cc16abda124b22ae8b5d4b826ff850