3 citations · 3 across the 7 of their papers we have counts for
10 papers
Hellinger-Bhattacharyya cross-validation for shape-preserving multivariate wavelet thresholding
Carlos Aya-Moreno, Gery Geenens, Spiridon Penev
The benefits of the wavelet approach for density estimation are well established in the literature, especially when the density to estimate is irregular or heterogeneous in smoothn…
Statistical depth in abstract metric spaces
Gery Geenens, Alicia Nieto-Reyes, Giacomo Francisci
The concept of depth has proved very important for multivariate and functional data analysis, as it essentially acts as a surrogate for the notion a ranking of observations which i…
An essay on copula modelling for discrete random vectors; or how to pour new wine into old bottles
Gery Geenens
Copulas have now become ubiquitous statistical tools for describing, analysing and modelling dependence between random variables. Sklar's theorem, "the fundamental theorem of copul…
The Hellinger Correlation
Gery Geenens, Pierre Lafaye de Micheaux
In this paper, the defining properties of a valid measure of the dependence between two random variables are reviewed and complemented with two original ones, shown to be more fund…
Shape-preserving wavelet-based multivariate density estimation
Carlos Aya Moreno, Gery Geenens, Spiridon Penev
Wavelet estimators for a probability density f enjoy many good properties, however they are not "shape-preserving" in the sense that the final estimate may not be non-negative or i…
Mellin-Meijer-kernel density estimation on
Gery Geenens
Nonparametric kernel density estimation is a very natural procedure which simply makes use of the smoothing power of the convolution operation. Yet, it performs poorly when the den…