Marc G. Genton

From MaRDI portal
Person:105977

Available identifiers

zbMath Open genton.marc-gWikidataQ58416851 ScholiaQ58416851MaRDI QIDQ105977

List of research outcomes

PublicationDate of PublicationType
Sensitivity analysis of wind energy resources with Bayesian non-Gaussian and nonstationary functional ANOVA2024-04-15Paper
A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors2024-01-29Paper
Test and Visualization of Covariance Properties for Multivariate Spatio-Temporal Random Fields2024-01-22Paper
A multivariate skew-normal-Tukey-\(h\) distribution2024-01-12Paper
Spatio-Temporal Cross-Covariance Functions under the Lagrangian Framework with Multiple Advections2024-01-08Paper
Evaluating the impacts of climate change on diurnal wind power cycles using multiple regional climate models2023-12-18Paper
Are You All Normal? It Depends!2023-12-15Paper
Discussion2023-11-10Paper
Tractable Bayes of Skew-Elliptical Link Models for Correlated Binary Data2023-10-30Paper
Nonparametric trend estimation in functional time series with application to annual mortality rates2023-10-17Paper
Saving storage in climate ensembles: a model-based stochastic approach2023-10-12Paper
Rejoinder on ``Saving storage in climate ensembles: a model-based stochastic approach2023-10-12Paper
Lagrangian Spatio-Temporal Nonstationary Covariance Functions2023-01-24Paper
Sparse Functional Boxplots for Multivariate Curves2022-12-16Paper
Scalable Computation of Predictive Probabilities in Probit Models with Gaussian Process Priors2022-12-15Paper
Rejoinder2022-10-18Paper
Vector autoregressive models with spatially structured coefficients for time series on a spatial grid2022-10-18Paper
Competition on spatial statistics for large datasets2022-10-18Paper
A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters2022-10-13Paper
Sub-dimensional Mardia measures of multivariate skewness and kurtosis2022-09-30Paper
Cyclostationary Processes With Evolving Periods and Amplitudes2022-09-23Paper
Statistical Inference for Evolving Periodic Functions2022-07-11Paper
Improving Bayesian Local Spatial Models in Large Datasets2022-03-29Paper
Multivariate Functional Data Visualization and Outlier Detection2022-03-28Paper
Hierarchical Decompositions for the Computation of High-Dimensional Multivariate Normal Probabilities2022-03-28Paper
Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes2022-03-28Paper
Assessing the reliability of wind power operations under a changing climate with a non-Gaussian bias correction2022-02-28Paper
Conditional normal extreme-value copulas2021-09-29Paper
An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. I: Fundamentals2021-09-24Paper
Spatiotemporal probabilistic wind vector forecasting over Saudi Arabia2021-08-04Paper
Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities2021-06-03Paper
Assessing the risk of disruption of wind turbine operations in Saudi Arabia using Bayesian spatial extremes2021-06-01Paper
Sum of Kronecker products representation and its Cholesky factorization for spatial covariance matrices from large grids2021-05-07Paper
Estimating the mean and variance from the five-number summary of a log-normal distribution2021-05-03Paper
Spatial blind source separation2020-10-21Paper
Multivariate transformed Gaussian processes2020-08-26Paper
Recent developments in complex and spatially correlated functional data2020-08-12Paper
Functional outlier detection and taxonomy by sequential transformations2020-06-16Paper
On the Stationary Marginal Distributions of Subclasses of Multivariate Setar Processes of Order One2020-05-27Paper
https://portal.mardi4nfdi.de/entity/Q51099162020-05-14Paper
Depth‐weighted robust multivariate regression with application to sparse data2020-04-23Paper
Diagonal likelihood ratio test for equality of mean vectors in high‐dimensional data2020-02-07Paper
Bayesian modeling of air pollution extremes using nested multivariate max‐stable processes2020-02-07Paper
https://portal.mardi4nfdi.de/entity/Q52070842020-01-06Paper
Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities2019-10-18Paper
Comments on ``Data science, big data and statistics2019-09-18Paper
A Stochastic Generator of Global Monthly Wind Energy with Tukey g-and-h Autoregressive Processes2019-08-01Paper
Interpolation of the Mean Anomalies for Cloud Filling in Land Surface Temperature and Normalized Difference Vegetation Index2019-08-01Paper
Short‐Term Wind Speed Forecasting for Power System Operations2019-06-20Paper
Robust Inference in Sample Selection Models2019-06-12Paper
Simplicial band depth for multivariate functional data2019-06-03Paper
Likelihood approximation with hierarchical matrices for large spatial datasets2019-05-24Paper
A Non‐Gaussian Spatio‐Temporal Model for Daily Wind Speeds Based on a Multi‐Variate Skew‐t Distribution2019-05-23Paper
A Tilting Approach to Ranking Influence2019-05-09Paper
Explicit Estimating Equations for Semiparametric Generalized Linear Latent Variable Models2019-04-30Paper
Discussion of ``Sur une limitation très générale de la dispersion de la médiane by M. Fréchet2019-03-25Paper
A scalable multi-resolution spatio-temporal model for brain activation and connectivity in fMRI data2019-03-13Paper
Directional outlyingness for multivariate functional data2019-03-01Paper
A copula model for non-Gaussian multivariate spatial data2019-01-04Paper
Linear factor copula models and their properties2019-01-03Paper
An Outlyingness Matrix for Multivariate Functional Data Classification2018-11-22Paper
Directional outlyingness for multivariate functional data2018-11-02Paper
Robust depth-based estimation of the functional autoregressive model2018-11-02Paper
Comment2018-10-23Paper
Factor Copula Models for Replicated Spatial Data2018-10-23Paper
Multivariate Functional Data Visualization and Outlier Detection2018-08-24Paper
Efficient maximum approximated likelihood inference for Tukey's \(g\)-and-\(h\) distribution2018-08-21Paper
Reducing storage of global wind ensembles with stochastic generators2018-06-26Paper
Principles for statistical inference on big spatio-temporal data from climate models2018-06-20Paper
Scale and shape mixtures of multivariate skew-normal distributions2018-05-17Paper
Variogram estimation in the presence of trend2018-03-27Paper
Spherical process models for global spatial statistics2018-03-13Paper
A comparison of dependence function estimators in multivariate extremes2018-03-07Paper
A note on inconsistent families of discrete multivariate distributions2018-01-18Paper
https://portal.mardi4nfdi.de/entity/Q28344952016-11-22Paper
Testing self-similarity through Lamperti transformations2016-10-13Paper
Non-stationary dependence structures for spatial extremes2016-10-13Paper
On nomenclature for, and the relative merits of, two formulations of skew distributions2016-04-22Paper
Likelihood estimators for multivariate extremes2016-03-30Paper
Rejoinder2016-03-08Paper
Cross-covariance functions for multivariate geostatistics2016-03-08Paper
Skewed factor models using selection mechanisms2016-02-29Paper
An adaptive spatial model for precipitation data from multiple satellites over large regions2016-02-23Paper
Bayesian inference for shape mixtures of skewed distributions, with application to regression analysis2016-02-16Paper
Asymptotic properties of sample quantiles of discrete distributions2016-02-01Paper
An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators2016-01-15Paper
Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data2015-12-23Paper
A Bayesian spatio-temporal geostatistical model with an auxiliary lattice for large datasets2015-10-21Paper
Discussion of ``Multivariate functional outlier detection by Mia Hubert, Peter Rousseeuw and Pieter Segaert2015-09-25Paper
Comments on: ``Comparing and selecting spatial predictors using local criteria2015-06-15Paper
Powering Up With Space-Time Wind Forecasting2015-06-11Paper
Multivariate max-stable spatial processes2015-04-24Paper
A non-Gaussian spatial generalized linear latent variable model2015-01-07Paper
Functional median polish2015-01-07Paper
Incorporating geostrophic wind information for improved space-time short-term wind speed forecasting2014-12-17Paper
Multivariate extended skew-\(t\) distributions and related families2014-12-03Paper
Invariance-based estimating equations for skew-symmetric distributions2014-12-03Paper
Space-time wind speed forecasting for improved power system dispatch2014-10-17Paper
Rejoinder on: Space-time wind speed forecasting for improved power system dispatch2014-10-17Paper
A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families2014-10-08Paper
Spatially varying cross-correlation coefficients in the presence of nugget effects2014-04-22Paper
Mixtures of skewed Kalman filters2014-01-13Paper
Semiparametric Efficient and Robust Estimation of an Unknown Symmetric Population Under Arbitrary Sample Selection Bias2013-11-11Paper
Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing2013-10-09Paper
Characteristic Function-based Semiparametric Inference for Skew-symmetric Models2013-10-09Paper
On Kolmogorov asymptotics of estimators of the misclassification error rate in linear discriminant analysis2013-09-24Paper
Nonparametric Identification of Copula Structures2013-08-07Paper
A Valid Matérn Class of Cross-Covariance Functions for Multivariate Random Fields With Any Number of Components2013-04-22Paper
A Heckman Selection-tModel2013-04-22Paper
Shannon Entropy and Mutual Information for Multivariate Skew‐Elliptical Distributions2013-03-20Paper
Objective Bayesian Analysis of Skew‐t Distributions2013-03-20Paper
https://portal.mardi4nfdi.de/entity/Q31455482012-12-21Paper
Generalized Linear Latent Variable Models with Flexible Distribution of Latent Variables2012-12-21Paper
On the robustness of two-stage estimators2012-07-16Paper
Perturbation of Numerical Confidential Data via Skew-t Distributions2012-02-27Paper
Aggregation-cokriging for highly multivariate spatial data2011-10-12Paper
Characteristic functions of scale mixtures of multivariate skew-normal distributions2011-06-29Paper
On the likelihood function of Gaussian max-stable processes2011-06-28Paper
https://portal.mardi4nfdi.de/entity/Q30028362011-05-24Paper
Local Polynomial Quantile Regression With Parametric Features2011-02-01Paper
A multivariate skew-garch model2010-06-30Paper
Single‐Index Additive Vector Autoregressive Time Series Models2010-04-22Paper
Cross-covariance functions for multivariate random fields based on latent dimensions2010-03-22Paper
Robust Likelihood Methods Based on the Skew-t and Related Distributions2009-10-01Paper
https://portal.mardi4nfdi.de/entity/Q53258282009-07-24Paper
Nonparametric autocovariance estimation from censored time series by Gaussian imputation2009-03-03Paper
Shape mixtures of multivariate skew-normal distributions2008-12-10Paper
https://portal.mardi4nfdi.de/entity/Q35244142008-09-09Paper
https://portal.mardi4nfdi.de/entity/Q34979482008-05-28Paper
https://portal.mardi4nfdi.de/entity/Q35024722008-05-23Paper
On the exact distribution of linear combinations of order statistics from dependent random variables2008-04-23Paper
Corrigendum to ``On the exact distribution of linear combinations of order statistics from dependent random variables2008-04-16Paper
On the exact distribution of the maximum of absolutely continuous dependent random variables2008-03-11Paper
Extreme Value Distributions for the Skew-Symmetric Family of Distributions2007-10-24Paper
Self-Similarity and Lamperti Transformation for Random Fields2007-10-24Paper
Censored time series analysis with autoregressive moving average models2007-10-22Paper
https://portal.mardi4nfdi.de/entity/Q53105202007-10-11Paper
Locally Efficient Semiparametric Estimators for Generalized Skew-Elliptical Distributions2007-08-20Paper
Calibrated Probabilistic Forecasting at the Stateline Wind Energy Center2007-08-20Paper
A unified view on skewed distributions arising from selections2007-07-31Paper
On Gauss's characterization of the normal distribution2007-05-15Paper
A Multivariate Two-Sample Mean Test for Small Sample Size and Missing Data2007-05-11Paper
A likelihood ratio test for separability of covariances2006-06-09Paper
Generalized skew-elliptical distributions and their quadratic forms2006-03-10Paper
The multivariate skew-slash distribution2006-01-10Paper
On fundamental skew distributions2005-11-14Paper
A note on an equivalence between chi-square and generalized skew-normal distributions2005-09-29Paper
https://portal.mardi4nfdi.de/entity/Q53128732005-08-25Paper
A skewed Kalman filter2005-08-05Paper
Flexible Class of Skew-Symmetric Distributions2005-05-20Paper
Comprehensive Definitions of Breakdown Points for Independent and Dependent Observations2005-05-09Paper
https://portal.mardi4nfdi.de/entity/Q46651792005-04-09Paper
https://portal.mardi4nfdi.de/entity/Q46603922005-03-21Paper
On a time deformation reducing nonstationary stochastic processes to local stationarity2004-09-24Paper
Stationary covariances associated with exponentially convex functions2004-06-10Paper
Robust Indirect Inference2004-06-10Paper
https://portal.mardi4nfdi.de/entity/Q44253672003-10-20Paper
Highly robust estimation of dispersion matrices2003-07-03Paper
Nonparametric variogram and covariogram estimation with Fourier-Bessel matrices2003-05-22Paper
Eigenstructures of spatial design matrices2003-02-02Paper
The change-of-variance function: A tool to explore the effects of dependencies in spatial statistics2002-01-02Paper
10.1162/153244302601856462002-01-01Paper
Highly Robust Estimation of the Autocovariance Function2001-09-16Paper
Highly robust variogram estimation2001-06-20Paper
Variogram fitting by generalized least squares using an explicit formula for the covariance structure2001-06-20Paper
Spatial breakdown point of variogram estimators2001-06-20Paper
The correlation structure of Matheron's classical variogram estimator under elliptically contoured distributions2001-06-20Paper
Highly Robust Estimation of the Autocovariance Function2000-11-01Paper
Robust simulation-based estimation2000-08-10Paper
Robustness properties of dispersion estimators2000-07-17Paper
The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution1999-04-08Paper
Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables1999-03-15Paper
The change-of-variance function of \(M\)-estimators of scale under general contamination1996-11-17Paper

Research outcomes over time


Doctoral students

Doctoral Student
Jian Cao
Jian Cao
Yanyuan Ma
Matthew W. Mitchell
Jiuzhou Wang
David Gorsich
Jung Wook Park
Qiong Wang
Amanda S. Hering
Yulia Marchenko
Ying Sun
Irina Irincheeva
Mikhail Zhelonkin
Xinxin Zhu
Soojin Roh
Sabrina Vettori
Yuan Yan
Yuan Yan
Chen Wanfang


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
award receivedFellow of the American Statistical Association
award receivedFellow of the Institute of Mathematical Statistics
doctoral advisorStephan Morgenthaler
doctoral studentJian Cao
doctoral studentJian Cao
doctoral studentYanyuan Ma
doctoral studentMatthew W. Mitchell
doctoral studentJiuzhou Wang
doctoral studentDavid Gorsich
doctoral studentJung Wook Park
doctoral studentQiong Wang
doctoral studentAmanda S. Hering
doctoral studentYulia Marchenko
doctoral studentYing Sun
doctoral studentIrina Irincheeva
doctoral studentMikhail Zhelonkin
doctoral studentXinxin Zhu
doctoral studentSoojin Roh
doctoral studentSabrina Vettori
doctoral studentYuan Yan
doctoral studentYuan Yan
doctoral studentChen Wanfang
educated atSwiss Federal Institute of Technology in Lausanne
employerKing Abdullah University of Science and Technology
family nameGenton
given nameG.
given nameMarc
instance ofhuman
member ofAmerican Statistical Association
member ofInstitute of Mathematical Statistics
occupationstatistician
place of birthSwitzerland
sex or gendermale


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