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math.ST2026
Stein's method for the matrix normal distribution
Robert E. Gaunt, Frédéric Ouimet, Frédéric Ouimet +1
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…
math.ST2024
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…
math.ST2024
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…