Jean‐François Coeurjolly

activity

20052026

most citedIdentification of the Multivariate Fractional Brownian Motion

58 citations · 140 across the 27 of their papers we have counts for

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2 papers · 1 filter

stat.CO2020

Monte Carlo integration of non-differentiable functions on $[0, 1]^{ι}$ , $ι = 1, \dots, d$ , using a single determinantal point pattern defined on $[0, 1]^{d}$

Jean-François Coeurjolly, Adrien Mazoyer, Pierre-Olivier Amblard

This paper concerns the use of a particular class of determinantal point processes (DPP), a class of repulsive spatial point processes, for Monte Carlo integration. Let $d \geq 1$ , $…

stat.CO2009★ 1 cited

asympTest: an R package for performing parametric statistical tests and confidence intervals based on the central limit theorem

Jean-François Coeurjolly, Rémy Drouilhet, Pierre Lafaye De Micheaux +1

This paper describes an R package implementing large sample tests and confidence intervals (based on the central limit theorem) for various parameters. The one and two sample mean…

Monte Carlo integration of non-differentiable functions on [0,1]ι, ι=1,…,d, using a single determinantal point pattern defined on [0,1]d

asympTest: an R package for performing parametric statistical tests and confidence intervals based on the central limit theorem

Monte Carlo integration of non-differentiable functions on $[0, 1]^{ι}$ , $ι = 1, \dots, d$ , using a single determinantal point pattern defined on $[0, 1]^{d}$