6 papers · 1 filter
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…
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…
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…
Asymptotics for non-degenerate multivariate -statistics with estimated nuisance parameters under the null and local alternative hypotheses
Alain Desgagné, Christian Genest, Frédéric Ouimet
The large-sample behavior of non-degenerate multivariate -statistics of arbitrary degree is investigated under the assumption that their kernel depends on parameters that can be…
On the Gaussian product inequality conjecture for disjoint principal minors of Wishart random matrices
Christian Genest, Frédéric Ouimet, Donald Richards
This paper extends various results related to the Gaussian product inequality (GPI) conjecture to the setting of disjoint principal minors of Wishart random matrices. This includes…
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…