26 citations · 305 across the 66 of their papers we have counts for
5 papers · 2 filters
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…