The following pages link to Marc G. Genton (Q105977):
Displaying 50 items.
- A multivariate skew-garch model (Q3571961) (← links)
- Nonparametric autocovariance estimation from censored time series by Gaussian imputation (Q3611829) (← links)
- (Q4425367) (← links)
- Robust Indirect Inference (Q4468524) (← links)
- An Outlyingness Matrix for Multivariate Functional Data Classification (Q4558593) (← links)
- Explicit Estimating Equations for Semiparametric Generalized Linear Latent Variable Models (Q4632640) (← links)
- Linear factor copula models and their properties (Q4646954) (← links)
- (Q4660392) (← links)
- (Q4665179) (← links)
- Comprehensive Definitions of Breakdown Points for Independent and Dependent Observations (Q4673753) (← links)
- Flexible Class of Skew-Symmetric Distributions (Q4677107) (← links)
- Comment (Q4690942) (← links)
- Factor Copula Models for Replicated Spatial Data (Q4690973) (← links)
- On a time deformation reducing nonstationary stochastic processes to local stationarity (Q4819451) (← links)
- Shannon Entropy and Mutual Information for Multivariate Skew‐Elliptical Distributions (Q4911965) (← links)
- Objective Bayesian Analysis of Skew‐<i>t</i> Distributions (Q4911966) (← links)
- A Valid Matérn Class of Cross-Covariance Functions for Multivariate Random Fields With Any Number of Components (Q4916450) (← links)
- A Heckman Selection-<i>t</i>Model (Q4916463) (← links)
- Depth‐weighted robust multivariate regression with application to sparse data (Q4960847) (← links)
- A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters (Q5041339) (← links)
- Scalable Computation of Predictive Probabilities in Probit Models with Gaussian Process Priors (Q5057082) (← links)
- Sparse Functional Boxplots for Multivariate Curves (Q5057222) (← links)
- Improving Bayesian Local Spatial Models in Large Datasets (Q5066391) (← links)
- Statistical Inference for Evolving Periodic Functions (Q5088191) (← links)
- Cyclostationary Processes With Evolving Periods and Amplitudes (Q5103433) (← links)
- (Q5109916) (← links)
- On the Stationary Marginal Distributions of Subclasses of Multivariate Setar Processes of Order One (Q5111853) (← links)
- Spatial blind source separation (Q5127210) (← links)
- (Q5207084) (← links)
- Diagonal likelihood ratio test for equality of mean vectors in high‐dimensional data (Q5214470) (← links)
- Bayesian modeling of air pollution extremes using nested multivariate max‐stable processes (Q5214554) (← links)
- A Stochastic Generator of Global Monthly Wind Energy with Tukey g-and-h Autoregressive Processes (Q5226626) (← links)
- Multivariate max-stable spatial processes (Q5247444) (← links)
- Powering Up With Space-Time Wind Forecasting (Q5254937) (← links)
- A unified view on skewed distributions arising from selections (Q5295954) (← links)
- Cross-covariance functions for multivariate random fields based on latent dimensions (Q5305467) (← links)
- (Q5310520) (← links)
- (Q5312873) (← links)
- (Q5325828) (← links)
- Nonparametric Identification of Copula Structures (Q5327295) (← links)
- A Non‐Gaussian Spatio‐Temporal Model for Daily Wind Speeds Based on a Multi‐Variate Skew‐<i>t</i> Distribution (Q5377198) (← links)
- Robust Inference in Sample Selection Models (Q5378370) (← links)
- Short‐Term Wind Speed Forecasting for Power System Operations (Q5383211) (← links)
- Spatially varying cross-correlation coefficients in the presence of nugget effects (Q5411024) (← links)
- Censored time series analysis with autoregressive moving average models (Q5421218) (← links)
- Extreme Value Distributions for the Skew-Symmetric Family of Distributions (Q5421530) (← links)
- Self-Similarity and Lamperti Transformation for Random Fields (Q5421582) (← links)
- A Tilting Approach to Ranking Influence (Q5743226) (← links)
- Locally Efficient Semiparametric Estimators for Generalized Skew-Elliptical Distributions (Q5754871) (← links)
- Calibrated Probabilistic Forecasting at the Stateline Wind Energy Center (Q5755009) (← links)
