570 results on '"Genest, Christian"'
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2. Local linear smoothing for regression surfaces on the simplex using Dirichlet kernels
3. Comportement extrémal des copules diagonales et de Bertino
4. On Wilks' joint moment formulas for embedded principal minors of Wishart random matrices
5. Asymptotics for non-degenerate multivariate $U$-statistics with estimated nuisance parameters under the null and local alternative hypotheses
6. On the Gaussian product inequality conjecture for disjoint principal minors of Wishart random matrices
7. Asymptotic comparison of negative multinomial and multivariate normal experiments
8. Normal approximations for the multivariate inverse Gaussian distribution and asymmetric kernel smoothing on $d$-dimensional half-spaces
9. Orthogonal decomposition of multivariate densities in Bayes spaces and its connection with copulas
10. Miscellaneous results related to the Gaussian product inequality conjecture for the joint distribution of traces of Wishart matrices
11. On the Mai–Wang stochastic decomposition for [formula omitted]-norm symmetric survival functions on the positive orthant
12. A combinatorial proof of the Gaussian product inequality beyond the MTP${}_2$ case
13. Minimax properties of Dirichlet kernel density estimators
14. Copula modeling from Abe Sklar to the present day
15. Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines
16. Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation
17. Miscellaneous results related to the Gaussian product inequality conjecture for the joint distribution of traces of Wishart matrices
18. Failure probability estimation through high-dimensional elliptical distribution modeling with multiple importance sampling
19. Minimax properties of Dirichlet kernel density estimators
20. Interpolation of Precipitation Extremes on a Large Domain Toward IDF Curve Construction at Unmonitored Locations
21. A combinatorial proof of the Gaussian product inequality beyond the MTP2 case
22. A Conversation With Marc Hallin
23. On all Pickands Dependence Functions whose corresponding Extreme-Value-Copulas have Spearman $\rho$ (Kendall $\tau$) identical to some value $v \in [0,1]$
24. Investigating Sensitive Issues in Class Through Randomized Response Polling
25. A tribute to Abe Sklar
26. On the class of bivariate Archimax copulas under constraints
27. Comonotonicity and counter-monotonicity: Review and implications for likelihood-based estimation.
28. Asymptotic comparison of negative multinomial and multivariate normal experiments.
29. Preface to the Special Issue “Copula modeling from Abe Sklar to the present day”
30. Copula modeling from Abe Sklar to the present day
31. On the empirical multilinear copula process for count data
32. Modelling extreme rain accumulation with an application to the 2011 Lake Champlain flood
33. Insurance applications of dependence modeling
34. The gentleman copulist
35. The class of multivariate max-id copulas with ℓ 1 -norm symmetric exponent measure
36. Rank-based inference tools for copula regression, with property and casualty insurance applications
37. Dependence in a background risk model
38. Recent advances in functional data analysis and high-dimensional statistics
39. A goodness-of-fit test for bivariate extreme-value copulas
40. A Conversation with Martin Bradbury Wilk
41. On the covariance of the asymptotic empirical copula process
42. Asymptotic comparison of negative multinomial and multivariate normal experiments
43. On the asymptotic covariance of the multivariate empirical copula process
44. The world of vines
45. A Journey Beyond The Gaussian World
46. Maty's Biography of Abraham De Moivre, Translated, Annotated and Augmented
47. Asymptotic local efficiency of Cram\'{e}r--von Mises tests for multivariate independence
48. Rank-based inference for bivariate extreme-value copulas
49. When Gumbel met Galambos
50. Goodness-of-Fit Procedures for Copula Models Based on the Probability Integral Transformation
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