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20152026
most citedAsymptotic properties of Dirichlet kernel density estimators

26 citations · 305 across the 66 of their papers we have counts for

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Showing 2024Show all

7 papers · 1 filter

stat.AP2024

A linear regression model for quantile function data applied to paired pulmonary 3d CT scans

Marie-Félicia Béclin, Pierre Lafaye de Micheaux, Nicolas Molinari +1

This paper introduces a new objective measure for assessing treatment response in asthmatic patients using computed tomography (CT) imaging data. For each patient, CT scans were ob…

math.PR2024★ 4 cited

An explicit Wishart moment formula for the product of two disjoint principal minors

Christian Genest, Frédéric Ouimet, Donald Richards

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 p…

math.ST2024★ 3 cited

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…

math.ST2024

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…

math.PR2024★ 1 cited

Central and noncentral moments of the multivariate hypergeometric distribution

Frédéric Ouimet

In this short note, explicit formulas are developed for the central and noncentral moments of the multivariate hypergeometric distribution. A numerical implementation is provided i…

math.ST2024★ 3 cited

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…