Pierre Lafaye de Micheaux

activity

20172025

most citedGoodness-of-fit tests for Laplace, Gaussian and exponential power distributions based on

λ

-th power skewness and kurtosis

9 citations · 24 across the 7 of their papers we have counts for

collaborators

Showing math.PRShow all

2 papers · 1 filter

math.PR2020★ 8 cited

A counterexample to the central limit theorem for pairwise independent random variables having a common arbitrary margin

Benjamin Avanzi, Guillaume Boglioni Beaulieu, Pierre Lafaye de Micheaux +2

The Central Limit Theorem (CLT) is one of the most fundamental results in statistics. It states that the standardized sample mean of a sequence of $n$ mutually independent and iden…

math.PR2018★ 3 cited

A uniform $L^{1}$ law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator

Pierre Lafaye de Micheaux, Frédéric Ouimet

We develop a new $L^{1}$ law of large numbers where the $i$ -th summand is given by a function $h (\cdot)$ evaluated at $X_{i} - θ_{n}$ , and where $θ_{n} ≗ θ_{n} (X_{1}, X_{2}, \dots, X_{n})$ is…

A counterexample to the central limit theorem for pairwise independent random variables having a common arbitrary margin

A uniform L1 law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator

A uniform $L^{1}$ law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator