Edit Profile (opens in new tab) Genton, Marc G. Compute Distance To: Compute Author ID: genton.marc-g Published as: Genton, Marc G.; Genton, Mark G.; Genton, M. G. more...less External Links: MGP · ORCID · dblp Documents Indexed: 162 Publications since 1995 2 Contributions as Editor · 1 Further Contribution Co-Authors: 138 Co-Authors with 154 Joint Publications 3,333 Co-Co-Authors all top 5 Co-Authors 11 single-authored 15 Arellano-Valle, Reinaldo Boris 10 Ma, Yanyuan 9 Castruccio, Stefano 8 Keyes, David Elliot 8 Sun, Ying 6 Huser, Raphaël 5 Cao, Jian 5 Dai, Wenlin 5 Jeong, Jaehong 5 Krupskii, Pavel 5 Turkiyyah, George M. 4 Azzalini, Adelchi 4 Dutta, Subhajit 4 Li, Bo 4 Ronchetti, Elvezio M. 4 Tong, Tiejun 4 Yan, Yuan 4 Zhu, Xinxin 3 Branco, Márcia D’Elia 3 Crippa, Paola 3 Gneiting, Tilmann 3 Jun, Mikyoung 3 Kim, Hyoung-Moon 3 Kleiber, William 3 Sang, Huiyan 3 Vettori, Sabrina 2 Abdulah, Sameh 2 Apanasovich, Tatiyana V. 2 Bowman, Kenneth P. 2 Boyer, Joseph 2 Cantoni, Eva 2 Das, Soumya 2 de Luna, Xavier 2 El Ghouch, Anouar 2 Ghosh, Sujit Kumar 2 Gorsich, David J. 2 Gu, Yingzhong 2 Hall, Peter Gavin 2 Huang, Huang 2 Irincheeva, Irina 2 Lenzi, Amanda 2 Loperfido, Nicola M. R. 2 Ltaief, Hatem 2 Lucas, André 2 Mallick, Bani K. 2 Martínez-Hernández, Israel 2 Park, Jung Wook 2 Parzen, Emanuel 2 Perrin, Olivier 2 Rousseeuw, Peter J. 2 Stefanski, Leonard A. 2 Wang, Jiuzhou 2 Wang, Yuedong 2 Xie, Le 2 Xu, Ganggang 2 Zhelonkin, Mikhail 1 Aldrich, Eric Mark 1 Bachoc, François 1 Barreto-Souza, Wagner 1 Bastos, Fernando de Souza 1 Bevilacqua, Moreno 1 Bliznyuk, Nikolay 1 Boos, Dennis D. 1 Bouezmarni, Taoufik 1 Browne, Ryan P. 1 Carroll, Raymond James 1 Castro, Luis Mauricio 1 Chakraborty, Avishek 1 Chang, Sheng-Mao 1 Chen, Wanfang 1 Chowdhury, Joydeep 1 Contreras-Reyes, Javier E. 1 Davies, Patrick Laurie 1 Davison, Anthony C. 1 De Luca, Giovanni 1 De, Swarup 1 Dong, Kai 1 Durante, Daniele 1 Ehm, Werner 1 Fang, Fuhui 1 Ferreira, Clécio S. 1 Furrer, Reinhard 1 Gather, Ursula 1 Ghosh, Sugata 1 Gómez, Héctor Wladimir 1 González-Farías, Graciela M. 1 Gumpertz, Marcia L. 1 Guttorp, Peter 1 Hampel, Frank R. 1 He, Xuming 1 Hering, Amanda S. 1 Hu, Zongliang 1 Huang, Hsin-Cheng 1 Huang, Jingfang 1 Joe, Harry 1 Kim, Mijeong 1 Koul, Hira Lal 1 Larson, Kristin 1 Lee, Myoungji 1 Lee, Seokho ...and 44 more Co-Authors all top 5 Serials 17 Journal of Multivariate Analysis 12 Journal of the American Statistical Association 10 Statistics & Probability Letters 10 Statistica Sinica 8 Scandinavian Journal of Statistics 7 Biometrika 7 Computational Statistics and Data Analysis 7 Journal of Agricultural, Biological, and Environmental Statistics 6 Journal of Computational and Graphical Statistics 5 Journal of the Royal Statistical Society. Series B. Statistical Methodology 4 Biometrics 4 Test 4 Mathematical Geology 4 The Annals of Applied Statistics 4 Statistics and Computing 3 The Canadian Journal of Statistics 3 Annals of the Institute of Statistical Mathematics 3 Journal of Time Series Analysis 3 Statistical Science 3 Bernoulli 3 Extremes 3 Chilean Journal of Statistics 2 International Statistical Review 2 Journal of Statistical Planning and Inference 2 Metron 2 Journal of Machine Learning Research (JMLR) 2 Statistics and Its Interface 1 The Annals of Statistics 1 Journal of Applied Probability 1 Journal of Computational and Applied Mathematics 1 Management Science 1 IEEE Transactions on Signal Processing 1 Communications in Statistics. Theory and Methods 1 Advances in Computational Mathematics 1 Journal of Nonparametric Statistics 1 Brazilian Journal of Probability and Statistics 1 Stochastic Models 1 Statistical Methods and Applications 1 Advances in Data Analysis and Classification. ADAC 1 Sankhyā. Series A 1 Bayesian Analysis 1 Journal of Statistical Distributions and Applications 1 Journal de la Société Française de Statistique 1 Japanese Journal of Statistics and Data Science all top 5 Fields 153 Statistics (62-XX) 28 Probability theory and stochastic processes (60-XX) 26 Numerical analysis (65-XX) 20 Geophysics (86-XX) 4 Computer science (68-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Information and communication theory, circuits (94-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Mathematical logic and foundations (03-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Ordinary differential equations (34-XX) 1 Approximations and expansions (41-XX) 1 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 140 Publications have been cited 2,239 times in 1,332 Documents Cited by ▼ Year ▼ Skew-elliptical distributions and their applications: a journey beyond normality. Zbl 1069.62045 209 2004 On fundamental skew distributions. Zbl 1073.62049Arellano-Valle, Reinaldo B.; Genton, Marc G. 142 2005 A unified view on skewed distributions arising from selections. Zbl 1121.60009Arellano-Valle, Reinaldo B.; Branco, Márcia D.; Genton, Marc G. 113 2006 The multivariate skew-slash distribution. Zbl 1081.60013Wang, Jing; Genton, Marc G. 87 2006 Robust likelihood methods based on the skew-\(t\) and related distributions. Zbl 1206.62102Azzalini, Adelchi; Genton, Marc G. 84 2008 Flexible class of skew-symmetric distributions. Zbl 1063.62079Ma, Yanyuan; Genton, Mark G. 82 2004 Generalized skew-elliptical distributions and their quadratic forms. Zbl 1083.62043Genton, Marc G.; Loperfido, Nicola M. R. 71 2005 Moments of skew-normal random vectors and their quadratic forms. Zbl 0972.62031Genton, Marc G.; He, Li; Liu, Xiangwei 69 2001 Cross-covariance functions for multivariate geostatistics. Zbl 1332.86010Genton, Marc G.; Kleiber, William 48 2015 A skew-symmetric representation of multivariate distributions. Zbl 1060.62059Wang, Jiuzhou; Boyer, Joseph; Genton, Marc G. 47 2004 Geostatistical space-time models, stationarity, separability, and full symmetry. Zbl 1282.86019Gneiting, Tilmann; Genton, Marc G.; Guttorp, Peter 46 2007 Classes of kernels for machine learning: A statistics perspective. Zbl 1037.68113Genton, Marc G. 43 2002 Breakdown and groups. (With discussions and rejoinder). Zbl 1077.62041Davies, P. Laurie; Gather, Ursula 42 2005 On the exact distribution of the maximum of absolutely continuous dependent random variables. Zbl 1134.60033Arellano-Valle, Reinaldo B.; Genton, Marc G. 38 2008 Cross-covariance functions for multivariate random fields based on latent dimensions. Zbl 1183.62164Apanasovich, Tatiyana V.; Genton, Marc G. 37 2010 Multivariate extended skew-\(t\) distributions and related families. Zbl 1301.62016Arellano-Valle, Reinaldo B.; Genton, Marc G. 36 2010 On the exact distribution of linear combinations of order statistics from dependent random variables. Zbl 1139.62028Arellano-Valle, Reinaldo B.; Genton, Marc G. 32 2007 Calibrated probabilistic forecasting at the stateline wind energy center: The regime-switching space-time method. Zbl 1120.62341Gneiting, Tilmann; Larson, Kristin; Westrick, Kenneth; Genton, Marc G.; Aldrich, Eric 31 2006 A likelihood ratio test for separability of covariances. Zbl 1089.62063Mitchell, Matthew W.; Genton, Marc G.; Gumpertz, Marcia L. 30 2006 On the likelihood function of Gaussian max-stable processes. Zbl 1215.62089Genton, Marc G.; Ma, Yanyuan; Sang, Huiyan 30 2011 Highly robust estimation of the autocovariance function. Zbl 0970.62056Ma, Yanyuan; Genton, Marc G. 30 2000 Multivariate unified skew-elliptical distributions. Zbl 1213.62087Arellano-Valle, Reinaldo B.; Genton, Marc G. 28 2010 A Heckman selection-\(t\) model. Zbl 1328.62429Marchenko, Yulia V.; Genton, Marc G. 27 2012 A valid Matérn class of cross-covariance functions for multivariate random fields with any number of components. Zbl 1261.62087Apanasovich, Tatiyana V.; Genton, Marc G.; Sun, Ying 26 2012 Shape mixtures of multivariate skew-normal distributions. Zbl 1151.62042Arellano-Valle, Reinaldo B.; Genton, Marc G.; Loschi, Rosangela H. 25 2009 Comprehensive definitions of breakdown points for independent and dependent observations. Zbl 1063.62038Genton, Marc G.; Lucas, André 24 2003 Bayesian inference for shape mixtures of skewed distributions, with application to regression analysis. Zbl 1330.62242Arellano-Valle, Reinaldo B.; Castro, Luis M.; Genton, Marc G.; Gómez, Héctor W. 24 2008 Locally efficient semiparametric estimators for generalized skew-elliptical distributions. Zbl 1117.62394Ma, Yanyuan; Genton, Marc G.; Tsiatis, Anastasios A. 22 2005 Likelihood estimators for multivariate extremes. Zbl 1381.62067Huser, Raphaël; Davison, Anthony C.; Genton, Marc G. 22 2016 Powering up with space-time wind forecasting. Zbl 1397.62484Hering, Amanda S.; Genton, Marc G. 21 2010 Variogram fitting by generalized least squares using an explicit formula for the covariance structure. Zbl 0970.86004Genton, Marc G. 20 1998 Scale and shape mixtures of multivariate skew-normal distributions. Zbl 1499.62161Arellano-Valle, Reinaldo B.; Ferreira, Clécio S.; Genton, Marc G. 19 2018 Testing the covariance structure of multivariate random fields. Zbl 1437.62528Li, Bo; Genton, Marc G.; Sherman, Michael 19 2008 Highly robust variogram estimation. Zbl 0970.86002Genton, Marc G. 19 1998 Non-stationary dependence structures for spatial extremes. Zbl 1347.62246Huser, Raphaël; Genton, Marc G. 18 2016 Robust indirect inference. Zbl 1047.62025Genton, Marc G.; Ronchetti, Elvezio 17 2003 Self-similarity and Lamperti transformation for random fields. Zbl 1125.60046Genton, Marc G.; Perrin, Olivier; Taqqu, Murad S. 17 2007 A nonparametric assessment of properties of space-time covariance functions. Zbl 1172.62311Li, Bo; Genton, Marc G.; Sherman, Michael 17 2007 Shannon entropy and mutual information for multivariate skew-elliptical distributions. Zbl 1259.62002Arellano-Valle, Reinaldo B.; Contreras-Reyes, Javier E.; Genton, Marc G. 17 2013 Factor copula models for replicated spatial data. Zbl 1398.62256Krupskii, Pavel; Huser, Raphaël; Genton, Marc G. 17 2018 Asymptotic properties of sample quantiles of discrete distributions. Zbl 1432.62035Ma, Yanyuan; Genton, Marc G.; Parzen, Emanuel 16 2011 Characteristic functions of scale mixtures of multivariate skew-normal distributions. Zbl 1221.60020Kim, Hyoung-Moon; Genton, Marc G. 16 2011 Spherical process models for global spatial statistics. Zbl 1381.62091Jeong, Jaehong; Jun, Mikyoung; Genton, Marc G. 15 2017 Extreme value distributions for the skew-symmetric family of distributions. Zbl 1124.62034Chang, Sheng-Mao; Genton, Marc G. 13 2007 Stationary covariances associated with exponentially convex functions. Zbl 1045.60032Ehm, Werner; Genton, Marc G.; Gneiting, Tilmann 13 2004 Directional outlyingness for multivariate functional data. Zbl 1471.62049Dai, Wenlin; Genton, Marc G. 12 2019 Shrinkage-based diagonal Hotelling’s tests for high-dimensional small sample size data. Zbl 1328.62351Dong, Kai; Pang, Herbert; Tong, Tiejun; Genton, Marc G. 12 2016 On a time deformation reducing nonstationary stochastic processes to local stationarity. Zbl 1049.62098Genton, Marc G.; Perrin, Olivier 11 2004 An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators. Zbl 1440.62178Arellano-Valle, Reinaldo B.; Genton, Marc G. 11 2010 A skewed Kalman filter. Zbl 1066.62091Naveau, Philippe; Genton, Marc G.; Shen, Xilin 10 2005 On Gauss’s characterization of the normal distribution. Zbl 1111.62012Azzalini, Adelchi; Genton, Marc G. 10 2007 Nonparametric identification of copula structures. Zbl 06195969Li, Bo; Genton, Marc G. 10 2013 Objective Bayesian analysis of skew-\(t\) distributions. Zbl 1259.62008Branco, Marcia D’Elia; Genton, Marc G.; Liseo, Brunero 10 2013 Identifiability problems in some non-Gaussian spatial random fields. Zbl 1449.62203Genton, Marc G.; Zhang, Hao 10 2012 Simplicial band depth for multivariate functional data. Zbl 1414.62066López-Pintado, Sara; Sun, Ying; Lin, Juan K.; Genton, Marc G. 10 2014 Censored time series analysis with autoregressive moving average models. Zbl 1124.62061Park, Jung Wook; Genton, Marc G.; Ghosh, Sujit K. 9 2007 Multivariate max-stable spatial processes. Zbl 1345.62051Genton, Marc G.; Padoan, Simone A.; Sang, Huiyan 9 2015 Perturbation of numerical confidential data via skew-\(t\) distributions. Zbl 1232.65009Lee, Seokho; Genton, Marc G.; Arellano-Valle, Reinaldo B. 9 2010 Eigenstructures of spatial design matrices. Zbl 1003.62084Gorsich, David J.; Genton, Marc G.; Strang, Gilbert 9 2002 Principles for statistical inference on big spatio-temporal data from climate models. Zbl 1463.62340Castruccio, Stefano; Genton, Marc G. 9 2018 Reducing storage of global wind ensembles with stochastic generators. Zbl 1393.62123Jeong, Jaehong; Castruccio, Stefano; Crippa, Paola; Genton, Marc G. 9 2018 Nonparametric variogram and covariogram estimation with Fourier-Bessel matrices. Zbl 1011.62032Genton, Marc G.; Gorsich, David J. 9 2002 A multivariate two-sample mean test for small sample size and missing data. Zbl 1111.62052Wu, Yujun; Genton, Marc G.; Stefanski, Leonard A. 8 2006 Bayesian modeling of air pollution extremes using nested multivariate max-stable processes. Zbl 1436.62678Vettori, Sabrina; Huser, Raphaël; Genton, Marc G. 8 2019 Space-time wind speed forecasting for improved power system dispatch. Zbl 1297.62160Zhu, Xinxin; Genton, Marc G.; Gu, Yingzhong; Xie, Le 8 2014 A multivariate skew-GARCH model. Zbl 1190.91167de Luca, Giovanni; Genton, Marc G.; Loperfido, Nicola 8 2006 Highly robust estimation of dispersion matrices. Zbl 1013.62065Ma, Yanyuan; Genton, Marc G. 8 2001 Predictive spatio-temporal models for spatially sparse environmental data. Zbl 1070.62080de Luna, Xavier; Genton, Marc G. 7 2005 A note on an equivalence between chi-square and generalized skew-normal distributions. Zbl 1075.62010Wang, Jiuzhou; Boyer, Joseph; Genton, Marc G. 7 2004 Aggregation-cokriging for highly multivariate spatial data. Zbl 1230.62127Furrer, Reinhard; Genton, Marc G. 7 2011 A non-Gaussian spatio-temporal model for daily wind speeds based on a multi-variate skew-\(T\) distribution. Zbl 1418.62400Tagle, Felipe; Castruccio, Stefano; Crippa, Paola; Genton, Marc G. 7 2019 Robust inference in sample selection models. Zbl 1414.62063Zhelonkin, Mikhail; Genton, Marc G.; Ronchetti, Elvezio 7 2016 Invariance-based estimating equations for skew-symmetric distributions. Zbl 1301.62032Azzalini, Adelchi; Genton, Marc G.; Scarpa, Bruno 7 2010 Hierarchical decompositions for the computation of high-dimensional multivariate normal probabilities. Zbl 07498945Genton, Marc G.; Keyes, David E.; Turkiyyah, George 7 2018 Spatial breakdown point of variogram estimators. Zbl 0970.86009Genton, Marc G. 7 1998 Optimal estimation of derivatives in nonparametric regression. Zbl 1392.62110Dai, Wenlin; Tong, Tiejun; Genton, Marc G. 6 2016 A test for stationarity of spatio-temporal random fields on planar and spherical domains. Zbl 1253.62070Jun, Mikyoung; Genton, Marc G. 6 2012 Characteristic function-based semiparametric inference for skew-symmetric models. Zbl 1364.62080Potgieter, Cornelis J.; Genton, Marc G. 6 2013 A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families. Zbl 1360.62251Dutta, Subhajit; Genton, Marc G. 6 2014 A scalable multi-resolution spatio-temporal model for brain activation and connectivity in fMRI data. Zbl 1414.62435Castruccio, Stefano; Ombao, Hernando; Genton, Marc G. 6 2018 Diagonal likelihood ratio test for equality of mean vectors in high-dimensional data. Zbl 1436.62573Hu, Zongliang; Tong, Tiejun; Genton, Marc G. 6 2019 On nomenclature for, and the relative merits of, two formulations of skew distributions. Zbl 1376.60024Azzalini, Adelchi; Browne, Ryan P.; Genton, Marc G.; McNicholas, Paul D. 6 2016 Short-term wind speed forecasting for power system operations. Zbl 1422.62339Zhu, Xinxin; Genton, Marc G. 6 2012 Skewed factor models using selection mechanisms. Zbl 1331.62296Kim, Hyoung-Moon; Maadooliat, Mehdi; Arellano-Valle, Reinaldo B.; Genton, Marc G. 6 2016 Recent developments in complex and spatially correlated functional data. Zbl 07232926Martínez-Hernández, Israel; Genton, Marc G. 6 2020 Local polynomial quantile regression with parametric features. Zbl 1205.62042El Ghouch, Anouar; Genton, Marc G. 6 2009 Nonseparable, space-time covariance functions with dynamical compact supports. Zbl 1439.62135Porcu, Emilio; Bevilacqua, Moreno; Genton, Marc G. 5 2020 Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities. Zbl 1430.62094Cao, Jian; Genton, Marc G.; Keyes, David E.; Turkiyyah, George M. 5 2019 Likelihood approximation with hierarchical matrices for large spatial datasets. Zbl 1507.62110Litvinenko, Alexander; Sun, Ying; Genton, Marc G.; Keyes, David E. 5 2019 Efficient maximum approximated likelihood inference for Tukey’s \(g\)-and-\(h\) distribution. Zbl 1468.62215Xu, Ganggang; Genton, Marc G. 5 2015 On the asymptotic joint distribution of sample space-time covariance estimators. Zbl 1155.62010Li, Bo; Genton, Marc G.; Sherman, Michael 5 2008 Spatially varying cross-correlation coefficients in the presence of nugget effects. Zbl 1284.62591Kleiber, William; Genton, Marc G. 4 2013 A stochastic generator of global monthly wind energy with Tukey \(g\)-and-\(h\) autoregressive processes. Zbl 1421.62158Jeong, Jaehong; Yan, Yuan; Castruccio, Stefano; Genton, Marc G. 4 2019 A Bayesian spatio-temporal geostatistical model with an auxiliary lattice for large datasets. Zbl 1480.86011Xu, Ganggang; Liang, Faming; Genton, Marc G. 4 2015 The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution. Zbl 0909.62080Genton, Marc G. 4 1999 Functional outlier detection and taxonomy by sequential transformations. Zbl 07212316Dai, Wenlin; Mrkvička, Tomáš; Sun, Ying; Genton, Marc G. 4 2020 The correlation structure of Matheron’s classical variogram estimator under elliptically contoured distributions. Zbl 0971.86004Genton, Marc G. 4 2000 Robustness properties of dispersion estimators. Zbl 0940.62028Genton, Marc G.; Ma, Yanyuan 3 1999 Testing self-similarity through Lamperti transformations. Zbl 1347.62248Lee, Myoungji; Genton, Marc G.; Jun, Mikyoung 3 2016 Minimum distance inference in unilateral autoregressive lattice processes. Zbl 1135.62068Genton, Marc G.; Koul, Hira L. 3 2008 Scalable computation of predictive probabilities in probit models with Gaussian process priors. Zbl 07633202Cao, Jian; Durante, Daniele; Genton, Marc G. 1 2022 A generalized Heckman model with varying sample selection bias and dispersion parameters. Zbl 07601222Bastos, Fernando de Souza; Barreto-Souza, Wagner; Genton, Marc G. 1 2022 Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities. Zbl 1461.62014Cao, Jian; Genton, Marc G.; Keyes, David E.; Turkiyyah, George M. 3 2021 Competition on spatial statistics for large datasets. Zbl 07603083Huang, Huang; Abdulah, Sameh; Sun, Ying; Ltaief, Hatem; Keyes, David E.; Genton, Marc G. 3 2021 Assessing the risk of disruption of wind turbine operations in Saudi Arabia using Bayesian spatial extremes. Zbl 1466.62448Chen, Wanfang; Castruccio, Stefano; Genton, Marc G. 1 2021 An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. I: Fundamentals. Zbl 07400547Huang, Jingfang; Cao, Jian; Fang, Fuhui; Genton, Marc G.; Keyes, David E.; Turkiyyah, George 1 2021 Assessing the reliability of wind power operations under a changing climate with a non-Gaussian bias correction. Zbl 1498.62299Zhang, Jiachen; Crippa, Paola; Genton, Marc G.; Castruccio, Stefano 1 2021 Improving Bayesian local spatial models in large datasets. Zbl 07499865Lenzi, Amanda; Castruccio, Stefano; Rue, Håvard; Genton, Marc G. 1 2021 Recent developments in complex and spatially correlated functional data. Zbl 07232926Martínez-Hernández, Israel; Genton, Marc G. 6 2020 Nonseparable, space-time covariance functions with dynamical compact supports. Zbl 1439.62135Porcu, Emilio; Bevilacqua, Moreno; Genton, Marc G. 5 2020 Functional outlier detection and taxonomy by sequential transformations. Zbl 07212316Dai, Wenlin; Mrkvička, Tomáš; Sun, Ying; Genton, Marc G. 4 2020 Spatial blind source separation. Zbl 1451.62052Bachoc, François; Genton, Marc G.; Nordhausen, Klaus; Ruiz-Gazen, Anne; Virta, Joni 3 2020 Bayesian model averaging over tree-based dependence structures for multivariate extremes. Zbl 07499281Vettori, Sabrina; Huser, Raphaël; Segers, Johan; Genton, Marc G. 2 2020 On the stationary marginal distributions of subclasses of multivariate setar processes of order one. Zbl 1446.62241Das, Soumya; Genton, Marc G. 1 2020 Directional outlyingness for multivariate functional data. Zbl 1471.62049Dai, Wenlin; Genton, Marc G. 12 2019 Bayesian modeling of air pollution extremes using nested multivariate max-stable processes. Zbl 1436.62678Vettori, Sabrina; Huser, Raphaël; Genton, Marc G. 8 2019 A non-Gaussian spatio-temporal model for daily wind speeds based on a multi-variate skew-\(T\) distribution. Zbl 1418.62400Tagle, Felipe; Castruccio, Stefano; Crippa, Paola; Genton, Marc G. 7 2019 Diagonal likelihood ratio test for equality of mean vectors in high-dimensional data. Zbl 1436.62573Hu, Zongliang; Tong, Tiejun; Genton, Marc G. 6 2019 Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities. Zbl 1430.62094Cao, Jian; Genton, Marc G.; Keyes, David E.; Turkiyyah, George M. 5 2019 Likelihood approximation with hierarchical matrices for large spatial datasets. Zbl 1507.62110Litvinenko, Alexander; Sun, Ying; Genton, Marc G.; Keyes, David E. 5 2019 A stochastic generator of global monthly wind energy with Tukey \(g\)-and-\(h\) autoregressive processes. Zbl 1421.62158Jeong, Jaehong; Yan, Yuan; Castruccio, Stefano; Genton, Marc G. 4 2019 A copula model for non-Gaussian multivariate spatial data. Zbl 1418.62366Krupskii, Pavel; Genton, Marc G. 3 2019 Robust depth-based estimation of the functional autoregressive model. Zbl 1471.62133Martínez-Hernández, Israel; Genton, Marc G.; González-Farías, Graciela 3 2019 Scale and shape mixtures of multivariate skew-normal distributions. Zbl 1499.62161Arellano-Valle, Reinaldo B.; Ferreira, Clécio S.; Genton, Marc G. 19 2018 Factor copula models for replicated spatial data. Zbl 1398.62256Krupskii, Pavel; Huser, Raphaël; Genton, Marc G. 17 2018 Principles for statistical inference on big spatio-temporal data from climate models. Zbl 1463.62340Castruccio, Stefano; Genton, Marc G. 9 2018 Reducing storage of global wind ensembles with stochastic generators. Zbl 1393.62123Jeong, Jaehong; Castruccio, Stefano; Crippa, Paola; Genton, Marc G. 9 2018 Hierarchical decompositions for the computation of high-dimensional multivariate normal probabilities. Zbl 07498945Genton, Marc G.; Keyes, David E.; Turkiyyah, George 7 2018 A scalable multi-resolution spatio-temporal model for brain activation and connectivity in fMRI data. Zbl 1414.62435Castruccio, Stefano; Ombao, Hernando; Genton, Marc G. 6 2018 Linear factor copula models and their properties. Zbl 1408.62099Krupskii, Pavel; Genton, Marc G. 3 2018 A comparison of dependence function estimators in multivariate extremes. Zbl 1384.62163Vettori, Sabrina; Huser, Raphaël; Genton, Marc G. 3 2018 Multivariate functional data visualization and outlier detection. Zbl 07499002Dai, Wenlin; Genton, Marc G. 3 2018 Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution. Zbl 1499.62164Krupskii, Pavel; Joe, Harry; Lee, David; Genton, Marc G. 2 2018 An outlyingness matrix for multivariate functional data classification. Zbl 1406.62068Dai, Wenlin; Genton, Marc G. 1 2018 Spherical process models for global spatial statistics. Zbl 1381.62091Jeong, Jaehong; Jun, Mikyoung; Genton, Marc G. 15 2017 Depth-weighted robust multivariate regression with application to sparse data. Zbl 1474.62274Dutta, Subhajit; Genton, Marc G. 1 2017 Likelihood estimators for multivariate extremes. Zbl 1381.62067Huser, Raphaël; Davison, Anthony C.; Genton, Marc G. 22 2016 Non-stationary dependence structures for spatial extremes. Zbl 1347.62246Huser, Raphaël; Genton, Marc G. 18 2016 Shrinkage-based diagonal Hotelling’s tests for high-dimensional small sample size data. Zbl 1328.62351Dong, Kai; Pang, Herbert; Tong, Tiejun; Genton, Marc G. 12 2016 Robust inference in sample selection models. Zbl 1414.62063Zhelonkin, Mikhail; Genton, Marc G.; Ronchetti, Elvezio 7 2016 Optimal estimation of derivatives in nonparametric regression. Zbl 1392.62110Dai, Wenlin; Tong, Tiejun; Genton, Marc G. 6 2016 On nomenclature for, and the relative merits of, two formulations of skew distributions. Zbl 1376.60024Azzalini, Adelchi; Browne, Ryan P.; Genton, Marc G.; McNicholas, Paul D. 6 2016 Skewed factor models using selection mechanisms. Zbl 1331.62296Kim, Hyoung-Moon; Maadooliat, Mehdi; Arellano-Valle, Reinaldo B.; Genton, Marc G. 6 2016 Testing self-similarity through Lamperti transformations. Zbl 1347.62248Lee, Myoungji; Genton, Marc G.; Jun, Mikyoung 3 2016 A tilting approach to ranking influence. Zbl 1411.62132Genton, Marc G.; Hall, Peter 1 2016 Cross-covariance functions for multivariate geostatistics. Zbl 1332.86010Genton, Marc G.; Kleiber, William 48 2015 Multivariate max-stable spatial processes. Zbl 1345.62051Genton, Marc G.; Padoan, Simone A.; Sang, Huiyan 9 2015 Efficient maximum approximated likelihood inference for Tukey’s \(g\)-and-\(h\) distribution. Zbl 1468.62215Xu, Ganggang; Genton, Marc G. 5 2015 A Bayesian spatio-temporal geostatistical model with an auxiliary lattice for large datasets. Zbl 1480.86011Xu, Ganggang; Liang, Faming; Genton, Marc G. 4 2015 Simplicial band depth for multivariate functional data. Zbl 1414.62066López-Pintado, Sara; Sun, Ying; Lin, Juan K.; Genton, Marc G. 10 2014 Space-time wind speed forecasting for improved power system dispatch. Zbl 1297.62160Zhu, Xinxin; Genton, Marc G.; Gu, Yingzhong; Xie, Le 8 2014 A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families. Zbl 1360.62251Dutta, Subhajit; Genton, Marc G. 6 2014 Mixtures of skewed Kalman filters. Zbl 1278.62154Kim, Hyoung-Moon; Ryu, Duchwan; Mallick, Bani K.; Genton, Marc G. 2 2014 Incorporating geostrophic wind information for improved space-time short-term wind speed forecasting. Zbl 1304.62142Zhu, Xinxin; Bowman, Kenneth P.; Genton, Marc G. 2 2014 Shannon entropy and mutual information for multivariate skew-elliptical distributions. Zbl 1259.62002Arellano-Valle, Reinaldo B.; Contreras-Reyes, Javier E.; Genton, Marc G. 17 2013 Nonparametric identification of copula structures. Zbl 06195969Li, Bo; Genton, Marc G. 10 2013 Objective Bayesian analysis of skew-\(t\) distributions. Zbl 1259.62008Branco, Marcia D’Elia; Genton, Marc G.; Liseo, Brunero 10 2013 Characteristic function-based semiparametric inference for skew-symmetric models. Zbl 1364.62080Potgieter, Cornelis J.; Genton, Marc G. 6 2013 Spatially varying cross-correlation coefficients in the presence of nugget effects. Zbl 1284.62591Kleiber, William; Genton, Marc G. 4 2013 Measuring the discrepancy of a parametric model via local polynomial smoothing. Zbl 1364.62126El Ghouch, Anouar; Genton, Marc G.; Bouezmarni, Taoufik 1 2013 Semiparametric efficient and robust estimation of an unknown symmetric population under arbitrary sample selection bias. Zbl 06224989Ma, Yanyuan; Kim, Mijeong; Genton, Marc G. 1 2013 A Heckman selection-\(t\) model. Zbl 1328.62429Marchenko, Yulia V.; Genton, Marc G. 27 2012 A valid Matérn class of cross-covariance functions for multivariate random fields with any number of components. Zbl 1261.62087Apanasovich, Tatiyana V.; Genton, Marc G.; Sun, Ying 26 2012 Identifiability problems in some non-Gaussian spatial random fields. Zbl 1449.62203Genton, Marc G.; Zhang, Hao 10 2012 A test for stationarity of spatio-temporal random fields on planar and spherical domains. Zbl 1253.62070Jun, Mikyoung; Genton, Marc G. 6 2012 Short-term wind speed forecasting for power system operations. Zbl 1422.62339Zhu, Xinxin; Genton, Marc G. 6 2012 Functional median polish. Zbl 1302.62281Sun, Ying; Genton, Marc G. 3 2012 Generalized linear latent variable models with flexible distribution of latent variables. Zbl 1253.62051Irincheeva, Irina; Cantoni, Eva; Genton, Marc G. 2 2012 Variogram estimation in the presence of trend. Zbl 1383.62165Bliznyuk, Nikolay; Carroll, Raymond J.; Genton, Marc G.; Wang, Yuedong 2 2012 On the robustness of two-stage estimators. Zbl 1243.62046Zhelonkin, Mikhail; Genton, Marc G.; Ronchetti, Elvezio 1 2012 A non-Gaussian spatial generalized linear latent variable model. Zbl 1302.62264Irincheeva, Irina; Cantoni, Eva; Genton, Marc G. 1 2012 On the likelihood function of Gaussian max-stable processes. Zbl 1215.62089Genton, Marc G.; Ma, Yanyuan; Sang, Huiyan 30 2011 Asymptotic properties of sample quantiles of discrete distributions. Zbl 1432.62035Ma, Yanyuan; Genton, Marc G.; Parzen, Emanuel 16 2011 Characteristic functions of scale mixtures of multivariate skew-normal distributions. Zbl 1221.60020Kim, Hyoung-Moon; Genton, Marc G. 16 2011 Aggregation-cokriging for highly multivariate spatial data. Zbl 1230.62127Furrer, Reinhard; Genton, Marc G. 7 2011 Cross-covariance functions for multivariate random fields based on latent dimensions. Zbl 1183.62164Apanasovich, Tatiyana V.; Genton, Marc G. 37 2010 Multivariate extended skew-\(t\) distributions and related families. Zbl 1301.62016Arellano-Valle, Reinaldo B.; Genton, Marc G. 36 2010 Multivariate unified skew-elliptical distributions. Zbl 1213.62087Arellano-Valle, Reinaldo B.; Genton, Marc G. 28 2010 Powering up with space-time wind forecasting. Zbl 1397.62484Hering, Amanda S.; Genton, Marc G. 21 2010 An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators. Zbl 1440.62178Arellano-Valle, Reinaldo B.; Genton, Marc G. 11 2010 Perturbation of numerical confidential data via skew-\(t\) distributions. Zbl 1232.65009Lee, Seokho; Genton, Marc G.; Arellano-Valle, Reinaldo B. 9 2010 Invariance-based estimating equations for skew-symmetric distributions. Zbl 1301.62032Azzalini, Adelchi; Genton, Marc G.; Scarpa, Bruno 7 2010 Shape mixtures of multivariate skew-normal distributions. Zbl 1151.62042Arellano-Valle, Reinaldo B.; Genton, Marc G.; Loschi, Rosangela H. 25 2009 Local polynomial quantile regression with parametric features. Zbl 1205.62042El Ghouch, Anouar; Genton, Marc G. 6 2009 Single-index additive vector autoregressive time series models. Zbl 1198.62102Li, Yehua; Genton, Mark G. 3 2009 Robust time series analysis via measurement error modeling. Zbl 1166.62070Wang, Qiong; Stefanski, Leonard A.; Genton, Marc G.; Boos, Dennis D. 1 2009 Robust likelihood methods based on the skew-\(t\) and related distributions. Zbl 1206.62102Azzalini, Adelchi; Genton, Marc G. 84 2008 On the exact distribution of the maximum of absolutely continuous dependent random variables. Zbl 1134.60033Arellano-Valle, Reinaldo B.; Genton, Marc G. 38 2008 Bayesian inference for shape mixtures of skewed distributions, with application to regression analysis. Zbl 1330.62242Arellano-Valle, Reinaldo B.; Castro, Luis M.; Genton, Marc G.; Gómez, Héctor W. 24 2008 Testing the covariance structure of multivariate random fields. Zbl 1437.62528Li, Bo; Genton, Marc G.; Sherman, Michael 19 2008 On the asymptotic joint distribution of sample space-time covariance estimators. Zbl 1155.62010Li, Bo; Genton, Marc G.; Sherman, Michael 5 2008 Minimum distance inference in unilateral autoregressive lattice processes. Zbl 1135.62068Genton, Marc G.; Koul, Hira L. 3 2008 Robust prediction of beta. Zbl 1142.91582Genton, Marc G.; Ronchetti, Elvezio 2 2008 Corrigendum to “On the exact distribution of linear combinations of order statistics from dependent random variables”. Zbl 1282.62135Arellano-Valle, Reinaldo B.; Genton, Marc G. 1 2008 Geostatistical space-time models, stationarity, separability, and full symmetry. Zbl 1282.86019Gneiting, Tilmann; Genton, Marc G.; Guttorp, Peter 46 2007 On the exact distribution of linear combinations of order statistics from dependent random variables. Zbl 1139.62028Arellano-Valle, Reinaldo B.; Genton, Marc G. 32 2007 Self-similarity and Lamperti transformation for random fields. Zbl 1125.60046Genton, Marc G.; Perrin, Olivier; Taqqu, Murad S. 17 2007 A nonparametric assessment of properties of space-time covariance functions. Zbl 1172.62311Li, Bo; Genton, Marc G.; Sherman, Michael 17 2007 Extreme value distributions for the skew-symmetric family of distributions. Zbl 1124.62034Chang, Sheng-Mao; Genton, Marc G. 13 2007 On Gauss’s characterization of the normal distribution. Zbl 1111.62012Azzalini, Adelchi; Genton, Marc G. 10 2007 ...and 40 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 1,917 Authors 86 Genton, Marc G. 47 Arellano-Valle, Reinaldo Boris 45 Jamalizadeh, Ahad 43 Lachos Dávila, Víctor Hugo 30 Kim, Hea-Jung 30 Porcu, Emilio 29 Balakrishnan, Narayanaswamy 25 Bolfarine, Heleno 24 Lin, Tsung I. 21 Gómez, Héctor Wladimir 18 Gupta, Arjun Kumar 16 Azzalini, Adelchi 16 McLachlan, Geoffrey John 14 Huser, Raphaël 14 Kim, Hyoung-Moon 14 Lee, Sharon X. 14 Loperfido, Nicola M. R. 13 Nadarajah, Saralees 11 Amiri, Mehdi 11 Cabral, Celso Rômulo Barbosa 10 Arslan, Olcay 10 Bevilacqua, Moreno 10 Loschi, Rosangela Helena 10 Reisen, Valdério Anselmo 10 Wang, Tonghui 9 Castro, Luis Mauricio 9 Contreras-Reyes, Javier E. 9 Ley, Christophe 9 Ma, Yanyuan 9 Mateu, Jorge 9 Padoan, Simone A. 9 Wang, Wan-Lun 8 Castruccio, Stefano 8 Emery, Xavier 8 Keyes, David Elliot 8 Krupskii, Pavel 8 Lévy-Leduc, Céline 8 Richter, Wolf-Dieter 8 Roozegar, Roohollah 8 Sun, Ying 7 Alegria, Alfredo 7 Beranger, Boris 7 Čížek, Pavel 7 Ferreira, Clécio S. 7 Furrer, Reinhard 7 Kazemi, Iraj 7 Khaledi, Majid Jafari 7 Matos, Larissa A. 7 McNicholas, Paul D. 7 Menegatto, Valdir Antonio 7 Naveau, Philippe 7 Shushi, Tomer 7 Sisson, Scott A. 7 Tian, Weizhong 7 Wadsworth, Jennifer L. 7 Zhang, Jinting 6 Arnold, Barry Charles 6 Baghfalaki, Taban 6 De Iaco, Sandra 6 Dey, Dipak Kumar 6 Ganjali, Mojtaba 6 González-Farías, Graciela M. 6 Jones, Michael Chris 6 Jun, Mikyoung 6 Kahrari, Fereshte 6 Li, Bo 6 Maleki, Mohsen 6 Reyes, Jimmy 6 Scarpa, Bruno 6 Taqqu, Murad S. 6 Zeller, Camila Borelli 5 Abanto-Valle, Carlos Antonio 5 Browne, Ryan P. 5 Cao, Jian 5 Choi, Taeryon 5 Dai, Wenlin 5 Filipiak, Katarzyna 5 Genç, Ali İ. 5 Giannakis, Dimitrios 5 Gneiting, Tilmann 5 Huang, Wen-Jang 5 Huang, Yangxin 5 Joe, Harry 5 Klein, Daniel J. 5 Liseo, Brunero 5 Ogundimu, Emmanuel O. 5 Posa, Donato 5 Quintana, Fernando Andrés 5 Rubio, Francisco Javier 5 Schlather, Martin 5 Segers, Johan 5 Towhidi, Mina 5 Turkiyyah, George M. 5 Xiao, Yimin 5 Yousefzadeh, Fatemeh 4 Adcock, C. 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