26 citations · 305 across the 66 of their papers we have counts for
8 papers · 1 filter
Wishart kernel density estimation for strongly mixing time series on the cone of positive definite matrices
Léo R. Belzile, Christian Genest, Frédéric Ouimet +1
A Wishart kernel density estimator (KDE) is introduced for density estimation in the cone of positive definite matrices. The estimator is boundary-aware and mitigates the boundary…
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…
Omnibus goodness-of-fit tests for univariate continuous distributions based on trigonometric moments
Alain Desgagné, Frédéric Ouimet
We propose a new omnibus goodness-of-fit test based on trigonometric moments of probability-integral-transformed data. The test builds on the framework of the LK test introduced by…
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…
Results related to the Gaussian product inequality conjecture for mixed-sign exponents in arbitrary dimension
Guolie Lan, Frédéric Ouimet, Wei Sun
This paper studies Gaussian product inequalities (GPIs) for centered Gaussian random vectors when positive and negative exponents appear simultaneously. We prove a quantitative low…
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)…