6 citations · 13 across the 7 of their papers we have counts for
4 papers · 1 filter
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…
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…
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…