51 citations · 65 across the 12 of their papers we have counts for
6 papers · 1 filter
Gauss and the identity function -- a tale of characterizations of the normal distribution
Christophe Ley
The normal distribution is well-known for several results that it is the only to fulfil. The aim of the present paper is to show that many of these characterizations actually follo…
A general measure of the impact of priors in Bayesian statistics via Stein's Method
Fatemeh Ghaderinezhad, Christophe Ley
We propose a measure of the impact of any two choices of prior distributions by quantifying the Wasserstein distance between the respective resulting posterior distributions at any…
An Interpolating Family of Size Distributions
Corinne Sinner, Yves Dominicy, Christophe Ley +2
We introduce a new five-parameter family of size distributions on the semi-finite interval , with two attractive features. First, it interpolates be…
Asymptotic properties of QML estimators for VARMA models with time-dependent coefficients: Part I
Abdelkamel Alj, Christophe Ley, Guy Mélard
This paper is about vector autoregressive-moving average (VARMA) models with time-dependent coefficients to represent non-stationary time series. Contrarily to other papers in the…
Local powers of optimal one- and multi-sample tests for the concentration of Fisher-von Mises-Langevin distributions
Christophe Ley, Thomas Verdebout
One-sample and multi-sample tests on the concentration parameter of Fisher-von Mises-Langevin (FvML) distributions have been well studied in the literature. However, only very litt…
Skew-symmetric distributions and Fisher information -- a tale of two densities
Marc Hallin, Christophe Ley
Skew-symmetric densities recently received much attention in the literature, giving rise to increasingly general families of univariate and multivariate skewed densities. Most of t…