6 citations · 13 across the 7 of their papers we have counts for
Showing math.PRShow all
2 papers · 1 filter
math.PR2026
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…
math.PR2024★ 4 cited
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…