Pierre Dutilleul

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Estimation and testing for separable variance-covariance structures Wiley Interdisciplinary Reviews. WIREs Computational Statistics	2024-09-11	Paper
sEparaTe	2023-08-18	Software
Dynamic copulas for monotonic dependence change in time series Sankhyā. Series B	2022-11-01	Paper
A note on necessary and sufficient conditions of existence and uniqueness for the maximum likelihood estimator of a Kronecker-product variance-covariance matrix Journal of the Korean Statistical Society	2022-04-27	Paper
M-vine decomposition and VAR(1) models Statistics & Probability Letters	2020-01-20	Paper
Unbiased modified likelihood ratio tests for simple and double separability of a variance-covariance structure Statistics & Probability Letters	2013-05-13	Paper
Maximum likelihood estimation for the tensor normal distribution: Algorithm, minimum sample size, and empirical bias and dispersion Journal of Computational and Applied Mathematics	2013-01-14	Paper
Tests of significance for structural correlations in the linear model of coregionalization Mathematical Geosciences	2012-07-10	Paper
Characterization and quantification of uncertainty in coregionalization analysis Mathematical Geology	2009-02-12	Paper
A Note on Sufficient Conditions for Valid UnmodifiedtTesting in Correlation Analysis with Autocorrelated and Heteroscedastic Sample Data Communications in Statistics: Theory and Methods	2008-03-12	Paper
Modified \(F\) tests for assessing the multiple correlation between one spatial process and several others Journal of Statistical Planning and Inference	2008-03-11	Paper
Fitting the linear model of coregionalization by generalized least squares Mathematical Geology	2007-10-23	Paper
Stepwise Regression in Mixed Quantitative Linear Models with Autocorrelated Errors Communications in Statistics. Simulation and Computation	2006-03-29	Paper
To be or not to be valid in testing the significance of the slope in simple quantitative linear models with autocorrelated errors Journal of Statistical Computation and Simulation	2003-09-29	Paper
Efficiency and Validity Analyses of Two-Stage Estimation Procedures and Derived Testing Procedures in Quantitative Linear Models with AR(1) Errors Communications in Statistics. Simulation and Computation	2003-07-31	Paper
MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES Communications in Statistics: Theory and Methods	2002-07-28	Paper
Efficiency analysis of ten estimation procedures for quantitative linear models with autocorrelated errors Journal of Statistical Computation and Simulation	2001-10-10	Paper
The mle algorithm for the matrix normal distribution Journal of Statistical Computation and Simulation	2001-05-17	Paper
scientific article; zbMATH DE number 4177348 (Why is no real title available?)	1990-01-01	Paper

Research outcomes over time

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