105 citations · 398 across the 13 of their papers we have counts for
13 papers
Asymptotic comparison of negative multinomial and multivariate normal experiments
Christian Genest, Frédéric Ouimet
This note presents a refined local approximation for the logarithm of the ratio between the negative multinomial probability mass function and a multivariate normal density, both h…
Orthogonal decomposition of multivariate densities in Bayes spaces and its connection with copulas
Christian Genest, Karel Hron, Johanna G. Nešlehová
Bayes spaces were initially designed to provide a geometric framework for the modeling and analysis of distributional data. It has recently come to light that this methodology can…
Miscellaneous results related to the Gaussian product inequality conjecture for the joint distribution of traces of Wishart matrices
Christian Genest, Frédéric Ouimet
This note reports partial results related to the Gaussian product inequality (GPI) conjecture for the joint distribution of traces of Wishart matrices. In particular, several GPI-r…
A combinatorial proof of the Gaussian product inequality beyond the MTP case
Christian Genest, Frédéric Ouimet
A combinatorial proof of the Gaussian product inequality (GPI) is given under the assumption that each component of a centered Gaussian random vector $\boldsymbol{X} = (X_1, \ldots…
Minimax properties of Dirichlet kernel density estimators
Karine Bertin, Christian Genest, Nicolas Klutchnikoff +1
This paper considers the asymptotic behavior in -Hölder spaces, and under losses, of a Dirichlet kernel density estimator proposed by Aitchison and Lauder (1985) for the a…
On all Pickands Dependence Functions whose corresponding Extreme-Value-Copulas have Spearman (Kendall ) identical to some value
Noppadon Kamnitui, Christian Genest, Wolfgang Trutschnig
We answer an open question posed by the second author at the Salzburg workshop on Dependence Models and Copulas in 2016 concerning the size of the family ($\mathc…