313 citations · 2.3k across the 33 of their papers we have counts for
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cond-mat.stat-mech2012★ 41 cited
Invariant -Wishart ensembles, crossover densities and asymptotic corrections to the Marchenko-Pastur law
Romain Allez, Jean-Philippe Bouchaud, Satya N. Majumdar +1
We construct a diffusive matrix model for the -Wishart (or Laguerre) ensemble for general continuous , which preserves invariance under the orthogonal/unitary group…
stat.AP2012★ 45 cited
Weighted Kolmogorov-Smirnov test: Accounting for the tails
Rémy Chicheportiche, Jean-Philippe Bouchaud
Accurate goodness-of-fit tests for the extreme tails of empirical distributions is a very important issue, relevant in many contexts, including geophysics, insurance, and finance.…