Professeurs
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Professeurs

Bilodeau, Martin

Professeur titulaire

Ph.D. Toronto 1986

Contact :

  • Téléphone 514-343-2410 Pav. André-Aisenstadt \ bur. AA-4229
Département de mathématiques et de statistique

Intérêts de recherche


Mon domaine de recherche porte sur l'analyse statistique multidimensionnelle. Je m'intéresse aux méthodes d'estimation et aux tests d'hypothèses dans des contextes paramétriques, semi-paramétriques ou non-paramétriques. Les tests d'indépendance entre variables quantitatives ou catégorielles m'intéressent, de même que la régression PLS non-paramétrique et les méthodes dites du LASSO appliquées à la génomique.

Articles choisis

  • - , Graphical lassos for meta-elliptical distributions, 42, 185--203 () Canad. J. Statist.
  • - , Fitting bivariate losses with phase-type distributions () Scandinavian Actuarial Journal
  • - , Multiscale codependence analysis: an integrated approach to analyse relationships accross scales, 91, 2952-2964 () Ecology
  • - , A-dependence statistics for mutual and serial independence of categorical variables, 139, 2407-2419 () Journal of Statistical Planning and Inference
  • - , Nonparametric tests of independence between random vectors, 98, 1805-1824 () Journal of Multivariate Analysis
  • - , A multivariate empirical characteristic function test of independence with normal marginals, 95, 345-369 () Journal of Multivariate Analysis
  • - , Discussion: Tail conditional expectations for elliptical distributions, 8, 118-123 () North American Actuarial Journal
  • - , Asymptotic distribution of the largest eigenvalue, 31, 357-373 () Communications in Statistics-Simulations and Computations
  • - , Principal component analysis from multivariate familial correlation matrix, 82, 457-470 () Journal of MUltivariate Analysis
  • - , ``Robust and efficient estimation of the tail index of a single-parameter Pareto distribution'', Vytaras Brazauskas and Robert Serfling, October 2000, 5, 123--128 () N. Am. Actuar. J.
  • - , Discussion: Robust estimation of the tail index of a Pareto distribution, 5, 123-126 () North American Actuarial Journal
  • - , Robust estimation of the SUR Model, 28, 277-288 () Canadian Journal of Statistics
  • - , Multivariate Flattening for better Predictions, 28, 159-170 () Canadian Journal of Statistics
  • - , Estimating a multivariate treatment effect under a biased allocation rule, 26, 1119-1124 () Communications in Statistics-Theory and Methods
  • - , Some remarks on U(p;m,n) distributions, 31, 41-43 () Statistics and Probability Letters
  • - , Minimax estimators of the mean vector in normal mixed linear models, 52, 73-82 () Journal of Multivariate Analysis
  • - , LBI Tests of independence in bivariate exponential distributions, 46, 127-136 () Annals of the Institute of Statistical Mathematics
  • - , Fourier smoother and additive models, 20, 257--269 () Canad. J. Statist.
  • - , Estimation of the eigenvalues of $\Sigma_1\Sigma_2^{-1}$, 41, 1-13 () Journal of Multivariate Analysis
  • - , Fourier smoother and generalized additive model, 20, 257-269 () Canadian Journal of Statistics
  • - , On the choice of the loss function in covariance estimation, 8, 131-139 () Statistics & Decisions
  • - , Minimax estimators in the normal MANOVA model, 28, 260-270 () Journal of Multivariate Analysis
  • - , Stein estimation under elliptical distributions, 28, 247-259 () Journal of Multivariate Analysis
  • - , On the monotone regression dependence for archimedian bivariate uniform, 18, 981-988 () Communications in Statistics-Theory and Methods
  • - , On the simultaneous estimation of scale-parameters, 16, 169-174 () Canadian Journal of Statistics
  • - , Estimation of the MSE matrix of the Stein estimator, 16, 153-159 () Canadian Journal of Statistics
  • - , Sur une représentation explicite des solutions optimales d'un programme linéaire, 29, 419--425 () Canad. Math. Bull.

Monographies et proceedings

  • - , Theory of multivariate statistics () Springer Texts in Statistics, Springer-Verlag (ISBN 0-387-98739-8)