26 citations · 305 across the 66 of their papers we have counts for
39 papers · 1 filter
Spectral Analysis of Gaussian Integral Operators Arising in BHEP Tests
Bruno Ebner, Dominic Edelmann, Norbert Henze +2
The Baringhaus-Henze-Epps-Pulley (BHEP) tests for multivariate normality are affine-invariant goodness-of-fit tests based on a Gaussian-weighted distance between empirical an…
A two-sample test for symmetric positive definite matrix distributions using Wishart kernel density estimators
Frédéric Ouimet
We develop a nonparametric two-sample test for distributions supported on the cone of symmetric positive definite matrices. The procedure relies on the Wishart kernel density estim…
Minimax properties of gamma kernel density estimators under loss and -Hölder smoothness of the target
Frédéric Ouimet
This paper considers the asymptotic behavior in -Hölder spaces, and under loss, of the non-modified gamma kernel density estimator introduced by Chen (Annals of the Instit…
Asymptotic properties of the multivariate Szász-Mirakyan estimator for cumulative distribution functions on the nonnegative orthant
Guanjie Lyu, Frédéric Ouimet, Cindy Feng
The asymptotic properties of multivariate Szász-Mirakyan estimators for cumulative distribution functions (cdf) supported on the nonnegative orthant are investigated. Explicit bias…
Stein's method for the matrix normal distribution
Robert E. Gaunt, Frédéric Ouimet, Donald Richards
This work presents the first systematic development of Stein's method for matrix distributions. We establish the basic essential ingredients of Stein's method for matrix normal app…
A Bernstein polynomial approach for the estimation of cumulative distribution functions in the presence of missing data
Rihab Gharbi, Wissem Jedidi, Salah Khardani +1
We study nonparametric estimation of univariate cumulative distribution functions (CDFs) pertaining to data missing at random. The proposed estimators smooth the inverse probabilit…
Bernstein-smoothed estimation and bootstrap inference for the lower-tail Spearman's rho curve
Frédéric Ouimet, Guanjie Lyu, Selim Orhun Susam
This paper studies a Bernstein-smoothed plug-in estimator for the lower-tail Spearman's rho curve, a rank-based measure of local concordance defined through a normalized copula int…
Dirichlet kernel density estimation for strongly mixing sequences on the simplex
Hanen Daayeb, Salah Khardani, Frédéric Ouimet
This paper investigates the theoretical properties of Dirichlet kernel density estimators for compositional data supported on simplices, for the first time addressing scenarios inv…
On noncentral Wishart mixtures of noncentral Wisharts and their use for testing random effects in factorial design models
Christian Genest, Anne MacKay, Frédéric Ouimet
It is shown that a noncentral Wishart mixture of noncentral Wishart distributions with the same degrees of freedom yields a noncentral Wishart distribution, thereby extending the m…
On the Dirichlet-kernel Gasser--Müller estimator and its competitors for fixed design regression on the simplex
Hanen Daayeb, Christian Genest, Salah Khardani +2
A Dirichlet-kernel Gasser-Müller (D-GM) estimator is introduced for fixed design regression on the simplex, extending the univariate analog due to Chen [Statist. Sinica, vol. 10(1)…
Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels
Christian Genest, Frédéric Ouimet
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 Dirichl…
Normal integral representation for the joint survival function of the cumulative sums of the components of multinomial random vectors
Frédéric Ouimet
This paper presents a multivariate normal integral representation for the joint survival function of the cumulative sums of the components of any multinomial random vector at inter…
On Wilks' joint moment formulas for embedded principal minors of Wishart random matrices
Christian Genest, Frédéric Ouimet, Donald Richards
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 Gaus…
Asymptotics for non-degenerate multivariate -statistics with estimated nuisance parameters under the null and local alternative hypotheses
Alain Desgagné, Christian Genest, Frédéric Ouimet
The large-sample behavior of non-degenerate multivariate -statistics of arbitrary degree is investigated under the assumption that their kernel depends on parameters that can be…
A bridge between the circular and linear normal distributions
Frédéric Ouimet
In this short note, we present a refined approximation for the log-ratio of the density of the von Mises distribution (also called the circular normal distribution) to the s…
On the Gaussian product inequality conjecture for disjoint principal minors of Wishart random matrices
Christian Genest, Frédéric Ouimet, Donald Richards
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…
Asymptotic comparison of negative multinomial and multivariate normal experiments
Christian Genest, Frédéric Ouimet
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 h…
Non-asymptotic approximations for Pearson's chi-square statistic and its application to confidence intervals for strictly convex functions of the probability weights of discrete distributions
Eric Bax, Frédéric Ouimet
In this paper, we develop a non-asymptotic local normal approximation for multinomial probabilities. First, we use it to find non-asymptotic total variation bounds between the meas…
Deficiency bounds for the multivariate inverse hypergeometric distribution
Frédéric Ouimet
The multivariate inverse hypergeometric (MIH) distribution is an extension of the negative multinomial (NM) model that accounts for sampling without replacement in a finite populat…
A new adaptive local polynomial density estimation procedure on complicated domains
Karine Bertin, Nicolas Klutchnikoff, Frédéric Ouimet
This paper presents a novel approach for pointwise estimation of multivariate density functions on known domains of arbitrary dimensions using nonparametric local polynomial estima…
Normal approximations for the multivariate inverse Gaussian distribution and asymmetric kernel smoothing on -dimensional half-spaces
Léo R. Belzile, Alain Desgagné, Christian Genest +1
This paper introduces a novel density estimator supported on -dimensional half-spaces. It stands out as the first asymmetric kernel density estimator for half-spaces in the lite…
Local normal approximations and probability metric bounds for the matrix-variate distribution and its application to Hotelling's statistic
Frédéric Ouimet
In this paper, we develop local expansions for the ratio of the centered matrix-variate density to the centered matrix-variate normal density with the same covariances. The app…
Refined normal approximations for the central and noncentral chi-square distributions and some applications
Frédéric Ouimet
In this paper, we prove a local limit theorem for the chi-square distribution with degrees of freedom and noncentrality parameter . We use it to develop refined no…
Refined normal approximations for the Student distribution
Frédéric Ouimet
In this paper, we develop a local limit theorem for the Student distribution. We use it to improve the normal approximation of the Student survival function given in Shafiei & Sabe…