8 papers
Wishart kernel density estimation for strongly mixing time series on the cone of positive definite matrices
Léo R. Belzile, Christian Genest, Frédéric Ouimet +1
A Wishart kernel density estimator (KDE) is introduced for density estimation in the cone of positive definite matrices. The estimator is boundary-aware and mitigates the boundary…
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…
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)…
An explicit Wishart moment formula for the product of two disjoint principal minors
Christian Genest, Frédéric Ouimet, Donald Richards
This paper provides the first explicit formula for the expectation of the product of two disjoint principal minors of a Wishart random matrix, solving a part of a broader problem p…
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…
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…