26 citations · 305 across the 66 of their papers we have counts for
7 papers · 1 filter
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…
Moments of the negative multinomial distribution
Frédéric Ouimet
The negative multinomial distribution appears in many areas of applications such as polarimetric image processing and the analysis of longitudinal count data. In previous studies,…
The Gaussian product inequality conjecture for multinomial covariances
Frédéric Ouimet
In this short note, we find an equivalent combinatorial condition only involving finite sums under which a centered Gaussian random vector with multinomial covariance matrix satisf…
Miscellaneous results related to the Gaussian product inequality conjecture for the joint distribution of traces of Wishart matrices
Christian Genest, Frédéric Ouimet
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-r…
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…