26 citations · 305 across the 66 of their papers we have counts for
17 papers · 1 filter
Poisson-Dirichlet statistics for the log-modulus of the Riemann zeta function on expanding intervals near the critical line
Frédéric Ouimet
For large, let be uniformly distributed on and let be a deterministic real part approaching from the right. For the Riemann zeta function ,…
Overlap distributions under the Gibbs measure of a Haar model of on and near the critical line
Frédéric Ouimet
We study the Gibbs measure of , a random field modeling large values of the log-modulus of the Riemann zeta function on an…
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…
Strict Total Positivity of a Gauss Hypergeometric Kernel, and the Sharp Threshold for the One-Dimensional Conformal Block
Frédéric Ouimet, Donald Richards
In this paper, we completely resolve the two total positivity problems raised by Li [J. High Energy Phys., 2023(7):Paper No. 167, 44 pp., 2023], thereby determining the precise sco…
A proof of the strong Gaussian product inequality conjecture
Frédéric Ouimet, Dylan Greaves
Let be a centered Gaussian vector, not necessarily nondegenerate. It is proved that, for every , \[ \mathsf{E}\left[\prod_{i…
Bounds for the median of the generalized hyperbolic and related distributions
Robert E. Gaunt, Frédéric Ouimet
We prove monotonicity properties for medians of gamma sums and differences of the form , where and are independent gamma random variables with…
On a conjecture of Lamkin and Tkocz: Log-convexity of moments of Bernoulli sample means
Frédéric Ouimet
Let be independent random variables, and let . We prove that, for every real , the sequenc…
Log-convexity and log-concavity of noncentral gamma sums and differences
Robert E. Gaunt, Frédéric Ouimet
We study log-convexity and log-concavity of densities obtained from sums and differences of two independent noncentral gamma random variables. We give a complete classification of…
On Wilks' problem: Exact recursive formulas via Stein's method for the joint moments of disjoint principal minors of Wishart random matrices
Robert E. Gaunt, Frédéric Ouimet
In a 1934 Annals of Mathematics paper, Samuel S. Wilks posed the problem of computing joint moments of disjoint principal minors of Wishart random matrices, describing the general…
Stein's method for the symmetric matrix normal distribution with an application to the approximation of the Wishart law
Robert E. Gaunt, Frédéric Ouimet
In this paper, we extend Stein's method to the symmetric matrix normal distribution. In particular, we obtain a Stein characterization of the symmetric matrix normal distribution i…
Stein's method for the Wishart distribution
Gabriel Bailly, Robert E. Gaunt, Frédéric Ouimet +2
In this work, we develop Stein's method for the Wishart distribution on the cone of positive definite matrices. We establish the basic ingredients of a Wishart Stein framework: we…
Tweedie-based nonparametric estimation for semicontinuous mixed densities
Guanjie Lyu, Frédéric Ouimet, Cindy Feng
Semicontinuous outcomes occur frequently in health services, insurance, and cost studies. Standard nonparametric density estimators are not well suited to such data because they do…
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…
Dirichlet kernel density estimation on the simplex with missing data
Sami Baraket, Hanen Daayeb, Salah Khardani +2
Nonparametric density estimation for compositional data supported on the simplex is examined under a missing at random mechanism. Rather than imputing missing values and estimating…
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…