6 citations · 13 across the 7 of their papers we have counts for
8 papers
Spectral Analysis of Gaussian Integral Operators Arising in BHEP Tests
Bruno Ebner, Dominic Edelmann, Norbert Henze +2
The Baringhaus-Henze-Epps-Pulley (BHEP) tests for multivariate normality are affine-invariant goodness-of-fit tests based on a Gaussian-weighted distance between empirical an…
Strict Total Positivity of a Gauss Hypergeometric Kernel, and the Sharp Threshold for the One-Dimensional Conformal Block
Frédéric Ouimet, Donald Richards
In this paper, we completely resolve the two total positivity problems raised by Li [J. High Energy Phys., 2023(7):Paper No. 167, 44 pp., 2023], thereby determining the precise sco…
Stein's method for the Wishart distribution
Gabriel Bailly, Robert E. Gaunt, Frédéric Ouimet +2
In this work, we develop Stein's method for the Wishart distribution on the cone of positive definite matrices. We establish the basic ingredients of a Wishart Stein framework: we…
Stein's method for the matrix normal distribution
Robert E. Gaunt, Frédéric Ouimet, Donald Richards
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…
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…
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…
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…
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…