Edit Profile (opens in new tab) Genton, Marc G. Co-Author Distance Author ID: genton.marc-g Published as: Genton, Marc G.; Genton, Mark G.; Genton, M. G. more...less Homepage: https://www.kaust.edu.sa/en/study/faculty/marc-genton External Links: MGP · ORCID · Wikidata · Google Scholar · ResearchGate · dblp · GND Documents Indexed: 176 Publications since 1995, including 2 Additional arXiv Preprints 2 Contributions as Editor · 1 Further Contribution Co-Authors: 146 Co-Authors with 168 Joint Publications 3,670 Co-Co-Authors all top 5 Co-Authors 11 single-authored 17 Arellano-Valle, Reinaldo Boris 11 Castruccio, Stefano 10 Ma, Yanyuan 9 Keyes, David Elliot 9 Sun, Ying 7 Huser, Raphaël 6 Azzalini, Adelchi 6 Cao, Jian 6 Turkiyyah, George M. 5 Dai, Wenlin 5 Huang, Huang 5 Jeong, Jaehong 5 Krupskii, Pavel 5 Tong, Tiejun 4 Dutta, Subhajit 4 Li, Bo 4 Ronchetti, Elvezio M. 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 Lenzi, Amanda 3 Martínez-Hernández, Israel 3 Sang, Huiyan 3 Vettori, Sabrina 2 Abdulah, Sameh 2 Apanasovich, Tatiyana V. 2 Baker, Allison H. 2 Bowman, Kenneth P. 2 Boyer, Joseph 2 Cantoni, Eva 2 Chen, Wanfang 2 Das, Soumya 2 de Luna, Xavier 2 El Ghouch, Anouar 2 Fang, Fuhui 2 Ghosh, Sujit Kumar 2 Gorsich, David J. 2 Gu, Yingzhong 2 Hall, Peter Gavin 2 Hering, Amanda S. 2 Hu, Zongliang 2 Huang, Jingfang 2 Irincheeva, Irina 2 Loperfido, Nicola M. R. 2 Ltaief, Hatem 2 Lucas, André 2 Mallick, Bani K. 2 Park, Jung Wook 2 Parzen, Emanuel 2 Perrin, Olivier 2 Rousseeuw, Peter J. 2 Salvaña, Mary Lai O. 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 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 Ferreira, Clécio S. 1 Furrer, Reinhard 1 Gather, Ursula 1 Ghosh, Sugata 1 Goddard, Scott D. 1 Gómez, Héctor Wladimir 1 González-Farías, Graciela M. 1 Gumpertz, Marcia L. 1 Guttorp, Peter 1 Hampel, Frank R. 1 He, Li 1 He, Xuming 1 Huang, Hsin-Cheng 1 Joe, Harry 1 Karling, Maicon J. ...and 52 more Co-Authors all top 5 Serials 18 Journal of Multivariate Analysis 13 Journal of the American Statistical Association 11 Statistica Sinica 10 Statistics & Probability Letters 9 Journal of Agricultural, Biological, and Environmental Statistics 8 Scandinavian Journal of Statistics 7 Biometrika 7 Computational Statistics and Data Analysis 7 Journal of Computational and Graphical Statistics 6 Biometrics 5 Journal of the Royal Statistical Society. Series B. Statistical Methodology 5 Statistics and Computing 4 International Statistical Review 4 Test 4 Mathematical Geology 4 The Annals of Applied Statistics 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 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 1 Environmetrics all top 5 Fields 166 Statistics (62-XX) 28 Probability theory and stochastic processes (60-XX) 27 Numerical analysis (65-XX) 20 Geophysics (86-XX) 4 Computer science (68-XX) 2 Mathematical logic and foundations (03-XX) 2 Ordinary differential equations (34-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 Linear and multilinear algebra; matrix theory (15-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 149 Publications have been cited 2,556 times in 1,510 Documents Cited by ▼ Year ▼ Skew-elliptical distributions and their applications: a journey beyond normality. Zbl 1069.62045 241 2004 On fundamental skew distributions. Zbl 1073.62049 Arellano-Valle, Reinaldo B.; Genton, Marc G. 152 2005 A unified view on skewed distributions arising from selections. Zbl 1121.60009 Arellano-Valle, Reinaldo B.; Branco, Márcia D.; Genton, Marc G. 117 2006 Robust likelihood methods based on the skew-\(t\) and related distributions. Zbl 1206.62102 Azzalini, Adelchi; Genton, Marc G. 93 2008 The multivariate skew-slash distribution. Zbl 1081.60013 Wang, Jing; Genton, Marc G. 93 2006 Flexible class of skew-symmetric distributions. Zbl 1063.62079 Ma, Yanyuan; Genton, Mark G. 83 2004 Generalized skew-elliptical distributions and their quadratic forms. Zbl 1083.62043 Genton, Marc G.; Loperfido, Nicola M. R. 77 2005 Moments of skew-normal random vectors and their quadratic forms. Zbl 0972.62031 Genton, Marc G.; He, Li; Liu, Xiangwei 75 2001 Cross-covariance functions for multivariate geostatistics. Zbl 1332.86010 Genton, Marc G.; Kleiber, William 66 2015 Geostatistical space-time models, stationarity, separability, and full symmetry. Zbl 1282.86019 Gneiting, Tilmann; Genton, Marc G.; Guttorp, Peter 53 2007 A skew-symmetric representation of multivariate distributions. Zbl 1060.62059 Wang, Jiuzhou; Boyer, Joseph; Genton, Marc G. 50 2004 Cross-covariance functions for multivariate random fields based on latent dimensions. Zbl 1183.62164 Apanasovich, Tatiyana V.; Genton, Marc G. 47 2010 Classes of kernels for machine learning: A statistics perspective. Zbl 1037.68113 Genton, Marc G. 47 2002 Breakdown and groups. (With discussions and rejoinder). Zbl 1077.62041 Davies, P. Laurie; Gather, Ursula 44 2005 On the exact distribution of the maximum of absolutely continuous dependent random variables. Zbl 1134.60033 Arellano-Valle, Reinaldo B.; Genton, Marc G. 39 2008 Multivariate extended skew-\(t\) distributions and related families. Zbl 1301.62016 Arellano-Valle, Reinaldo B.; Genton, Marc G. 39 2010 Multivariate unified skew-elliptical distributions. Zbl 1213.62087 Arellano-Valle, Reinaldo B.; Genton, Marc G. 36 2010 Highly robust estimation of the autocovariance function. Zbl 0970.62056 Ma, Yanyuan; Genton, Marc G. 34 2000 Calibrated probabilistic forecasting at the stateline wind energy center: The regime-switching space-time method. Zbl 1120.62341 Gneiting, Tilmann; Larson, Kristin; Westrick, Kenneth; Genton, Marc G.; Aldrich, Eric 33 2006 On the likelihood function of Gaussian max-stable processes. Zbl 1215.62089 Genton, Marc G.; Ma, Yanyuan; Sang, Huiyan 33 2011 A likelihood ratio test for separability of covariances. Zbl 1089.62063 Mitchell, Matthew W.; Genton, Marc G.; Gumpertz, Marcia L. 33 2006 A valid Matérn class of cross-covariance functions for multivariate random fields with any number of components. Zbl 1261.62087 Apanasovich, Tatiyana V.; Genton, Marc G.; Sun, Ying 33 2012 On the exact distribution of linear combinations of order statistics from dependent random variables. Zbl 1139.62028 Arellano-Valle, Reinaldo B.; Genton, Marc G. 32 2007 A Heckman selection-\(t\) model. Zbl 1328.62429 Marchenko, Yulia V.; Genton, Marc G. 28 2012 Comprehensive definitions of breakdown points for independent and dependent observations. Zbl 1063.62038 Genton, Marc G.; Lucas, André 27 2003 Bayesian inference for shape mixtures of skewed distributions, with application to regression analysis. Zbl 1330.62242 Arellano-Valle, Reinaldo B.; Castro, Luis M.; Genton, Marc G.; Gómez, Héctor W. 25 2008 Shape mixtures of multivariate skew-normal distributions. Zbl 1151.62042 Arellano-Valle, Reinaldo B.; Genton, Marc G.; Loschi, Rosangela H. 25 2009 Locally efficient semiparametric estimators for generalized skew-elliptical distributions. Zbl 1117.62394 Ma, Yanyuan; Genton, Marc G.; Tsiatis, Anastasios A. 24 2005 Testing the covariance structure of multivariate random fields. Zbl 1437.62528 Li, Bo; Genton, Marc G.; Sherman, Michael 24 2008 Likelihood estimators for multivariate extremes. Zbl 1381.62067 Huser, Raphaël; Davison, Anthony C.; Genton, Marc G. 23 2016 Powering up with space-time wind forecasting. Zbl 1397.62484 Hering, Amanda S.; Genton, Marc G. 23 2010 Scale and shape mixtures of multivariate skew-normal distributions. Zbl 1499.62161 Arellano-Valle, Reinaldo B.; Ferreira, Clécio S.; Genton, Marc G. 22 2018 Factor copula models for replicated spatial data. Zbl 1398.62256 Krupskii, Pavel; Huser, Raphaël; Genton, Marc G. 22 2018 A nonparametric assessment of properties of space-time covariance functions. Zbl 1172.62311 Li, Bo; Genton, Marc G.; Sherman, Michael 21 2007 Characteristic functions of scale mixtures of multivariate skew-normal distributions. Zbl 1221.60020 Kim, Hyoung-Moon; Genton, Marc G. 21 2011 Variogram fitting by generalized least squares using an explicit formula for the covariance structure. Zbl 0970.86004 Genton, Marc G. 20 1998 Simplicial band depth for multivariate functional data. Zbl 1414.62066 López-Pintado, Sara; Sun, Ying; Lin, Juan K.; Genton, Marc G. 20 2014 Highly robust variogram estimation. Zbl 0970.86002 Genton, Marc G. 19 1998 Robust indirect inference. Zbl 1047.62025 Genton, Marc G.; Ronchetti, Elvezio 19 2003 Asymptotic properties of sample quantiles of discrete distributions. Zbl 1432.62035 Ma, Yanyuan; Genton, Marc G.; Parzen, Emanuel 18 2011 Non-stationary dependence structures for spatial extremes. Zbl 1347.62246 Huser, Raphaël; Genton, Marc G. 18 2016 Shannon entropy and mutual information for multivariate skew-elliptical distributions. Zbl 1259.62002 Arellano-Valle, Reinaldo B.; Contreras-Reyes, Javier E.; Genton, Marc G. 18 2013 Self-similarity and Lamperti transformation for random fields. Zbl 1125.60046 Genton, Marc G.; Perrin, Olivier; Taqqu, Murad S. 17 2007 Directional outlyingness for multivariate functional data. Zbl 1471.62049 Dai, Wenlin; Genton, Marc G. 17 2019 Spherical process models for global spatial statistics. Zbl 1381.62091 Jeong, Jaehong; Jun, Mikyoung; Genton, Marc G. 16 2017 Shrinkage-based diagonal Hotelling’s tests for high-dimensional small sample size data. Zbl 1328.62351 Dong, Kai; Pang, Herbert; Tong, Tiejun; Genton, Marc G. 15 2016 Stationary covariances associated with exponentially convex functions. Zbl 1045.60032 Ehm, Werner; Genton, Marc G.; Gneiting, Tilmann 14 2004 Extreme value distributions for the skew-symmetric family of distributions. Zbl 1124.62034 Chang, Sheng-Mao; Genton, Marc G. 13 2007 A multivariate two-sample mean test for small sample size and missing data. Zbl 1111.62052 Wu, Yujun; Genton, Marc G.; Stefanski, Leonard A. 12 2006 On a time deformation reducing nonstationary stochastic processes to local stationarity. Zbl 1049.62098 Genton, Marc G.; Perrin, Olivier 12 2004 A skewed Kalman filter. Zbl 1066.62091 Naveau, Philippe; Genton, Marc G.; Shen, Xilin 12 2005 Optimal estimation of derivatives in nonparametric regression. Zbl 1392.62110 Dai, Wenlin; Tong, Tiejun; Genton, Marc G. 12 2016 An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators. Zbl 1440.62178 Arellano-Valle, Reinaldo B.; Genton, Marc G. 12 2010 Identifiability problems in some non-Gaussian spatial random fields. Zbl 1449.62203 Genton, Marc G.; Zhang, Hao 12 2012 Nonparametric identification of copula structures. Zbl 06195969 Li, Bo; Genton, Marc G. 12 2013 On Gauss’s characterization of the normal distribution. Zbl 1111.62012 Azzalini, Adelchi; Genton, Marc G. 11 2007 Multivariate max-stable spatial processes. Zbl 1345.62051 Genton, Marc G.; Padoan, Simone A.; Sang, Huiyan 11 2015 Likelihood approximation with hierarchical matrices for large spatial datasets. Zbl 1507.62110 Litvinenko, Alexander; Sun, Ying; Genton, Marc G.; Keyes, David E. 11 2019 Hierarchical decompositions for the computation of high-dimensional multivariate normal probabilities. Zbl 07498945 Genton, Marc G.; Keyes, David E.; Turkiyyah, George 11 2018 Reducing storage of global wind ensembles with stochastic generators. Zbl 1393.62123 Jeong, Jaehong; Castruccio, Stefano; Crippa, Paola; Genton, Marc G. 11 2018 Censored time series analysis with autoregressive moving average models. Zbl 1124.62061 Park, Jung Wook; Genton, Marc G.; Ghosh, Sujit K. 10 2007 Aggregation-cokriging for highly multivariate spatial data. Zbl 1230.62127 Furrer, Reinhard; Genton, Marc G. 10 2011 Nonparametric variogram and covariogram estimation with Fourier-Bessel matrices. Zbl 1011.62032 Genton, Marc G.; Gorsich, David J. 10 2002 A multivariate skew-GARCH model. Zbl 1190.91167 de Luca, Giovanni; Genton, Marc G.; Loperfido, Nicola 10 2006 A test for stationarity of spatio-temporal random fields on planar and spherical domains. Zbl 1253.62070 Jun, Mikyoung; Genton, Marc G. 10 2012 Objective Bayesian analysis of skew-\(t\) distributions. Zbl 1259.62008 Branco, Marcia D’Elia; Genton, Marc G.; Liseo, Brunero 10 2013 Principles for statistical inference on big spatio-temporal data from climate models. Zbl 1463.62340 Castruccio, Stefano; Genton, Marc G. 10 2018 Perturbation of numerical confidential data via skew-\(t\) distributions. Zbl 1232.65009 Lee, Seokho; Genton, Marc G.; Arellano-Valle, Reinaldo B. 9 2010 Eigenstructures of spatial design matrices. Zbl 1003.62084 Gorsich, David J.; Genton, Marc G.; Strang, Gilbert 9 2002 Invariance-based estimating equations for skew-symmetric distributions. Zbl 1301.62032 Azzalini, Adelchi; Genton, Marc G.; Scarpa, Bruno 9 2010 Recent developments in complex and spatially correlated functional data. Zbl 07232926 Martínez-Hernández, Israel; Genton, Marc G. 9 2020 Robust inference in sample selection models. Zbl 1414.62063 Zhelonkin, Mikhail; Genton, Marc G.; Ronchetti, Elvezio 9 2016 A note on an equivalence between chi-square and generalized skew-normal distributions. Zbl 1075.62010 Wang, Jiuzhou; Boyer, Joseph; Genton, Marc G. 8 2004 Predictive spatio-temporal models for spatially sparse environmental data. Zbl 1070.62080 de Luna, Xavier; Genton, Marc G. 8 2005 Spatial breakdown point of variogram estimators. Zbl 0970.86009 Genton, Marc G. 8 1998 Highly robust estimation of dispersion matrices. Zbl 1013.62065 Ma, Yanyuan; Genton, Marc G. 8 2001 A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families. Zbl 1360.62251 Dutta, Subhajit; Genton, Marc G. 8 2014 Space-time wind speed forecasting for improved power system dispatch. Zbl 1297.62160 Zhu, Xinxin; Genton, Marc G.; Gu, Yingzhong; Xie, Le 8 2014 On nomenclature for, and the relative merits of, two formulations of skew distributions. Zbl 1376.60024 Azzalini, Adelchi; Browne, Ryan P.; Genton, Marc G.; McNicholas, Paul D. 8 2016 Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities. Zbl 1430.62094 Cao, Jian; Genton, Marc G.; Keyes, David E.; Turkiyyah, George M. 8 2019 A scalable multi-resolution spatio-temporal model for brain activation and connectivity in fMRI data. Zbl 1414.62435 Castruccio, Stefano; Ombao, Hernando; Genton, Marc G. 8 2018 Short-term wind speed forecasting for power system operations. Zbl 1422.62339 Zhu, Xinxin; Genton, Marc G. 8 2012 Diagonal likelihood ratio test for equality of mean vectors in high-dimensional data. Zbl 1436.62573 Hu, Zongliang; Tong, Tiejun; Genton, Marc G. 8 2019 Bayesian modeling of air pollution extremes using nested multivariate max-stable processes. Zbl 1436.62678 Vettori, 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 1418.62400 Tagle, Felipe; Castruccio, Stefano; Crippa, Paola; Genton, Marc G. 7 2019 A stochastic generator of global monthly wind energy with Tukey \(g\)-and-\(h\) autoregressive processes. Zbl 1421.62158 Jeong, Jaehong; Yan, Yuan; Castruccio, Stefano; Genton, Marc G. 7 2019 Local polynomial quantile regression with parametric features. Zbl 1205.62042 El Ghouch, Anouar; Genton, Marc G. 6 2009 A comparison of dependence function estimators in multivariate extremes. Zbl 1384.62163 Vettori, Sabrina; Huser, Raphaël; Genton, Marc G. 6 2018 Skewed factor models using selection mechanisms. Zbl 1331.62296 Kim, Hyoung-Moon; Maadooliat, Mehdi; Arellano-Valle, Reinaldo B.; Genton, Marc G. 6 2016 Characteristic function-based semiparametric inference for skew-symmetric models. Zbl 1364.62080 Potgieter, Cornelis J.; Genton, Marc G. 6 2013 Multivariate functional data visualization and outlier detection. Zbl 07499002 Dai, Wenlin; Genton, Marc G. 6 2018 Functional outlier detection and taxonomy by sequential transformations. Zbl 1510.62030 Dai, Wenlin; Mrkvička, Tomáš; Sun, Ying; Genton, Marc G. 6 2020 On the asymptotic joint distribution of sample space-time covariance estimators. Zbl 1155.62010 Li, Bo; Genton, Marc G.; Sherman, Michael 5 2008 A Bayesian spatio-temporal geostatistical model with an auxiliary lattice for large datasets. Zbl 1480.86011 Xu, Ganggang; Liang, Faming; Genton, Marc G. 5 2015 Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities. Zbl 1461.62014 Cao, Jian; Genton, Marc G.; Keyes, David E.; Turkiyyah, George M. 5 2021 Nonseparable, space-time covariance functions with dynamical compact supports. Zbl 1439.62135 Porcu, Emilio; Bevilacqua, Moreno; Genton, Marc G. 5 2020 Competition on spatial statistics for large datasets. Zbl 07603083 Huang, Huang; Abdulah, Sameh; Sun, Ying; Ltaief, Hatem; Keyes, David E.; Genton, Marc G. 5 2021 Efficient maximum approximated likelihood inference for Tukey’s \(g\)-and-\(h\) distribution. Zbl 1468.62215 Xu, Ganggang; Genton, Marc G. 5 2015 Spatially varying cross-correlation coefficients in the presence of nugget effects. Zbl 1284.62591 Kleiber, William; Genton, Marc G. 5 2013 Minimum distance inference in unilateral autoregressive lattice processes. Zbl 1135.62068 Genton, Marc G.; Koul, Hira L. 4 2008 Saving storage in climate ensembles: a model-based stochastic approach. Zbl 07749311 Huang, Huang; Castruccio, Stefano; Baker, Allison H.; Genton, Marc G. 1 2023 Tractable Bayes of skew-elliptical link models for correlated binary data. Zbl 1522.62291 Zhang, Zhongwei; Arellano-Valle, Reinaldo B.; Genton, Marc G.; Huser, Raphaël 1 2023 Are you all normal? It depends! Zbl 07779060 Chen, Wanfang; Genton, Marc G. 1 2023 Scalable computation of predictive probabilities in probit models with Gaussian process priors. Zbl 07633202 Cao, Jian; Durante, Daniele; Genton, Marc G. 2 2022 Sparse functional boxplots for multivariate curves. Zbl 07633296 Qu, Zhuo; Genton, Marc G. 1 2022 A generalized Heckman model with varying sample selection bias and dispersion parameters. Zbl 07601222 Bastos, 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 1461.62014 Cao, Jian; Genton, Marc G.; Keyes, David E.; Turkiyyah, George M. 5 2021 Competition on spatial statistics for large datasets. Zbl 07603083 Huang, Huang; Abdulah, Sameh; Sun, Ying; Ltaief, Hatem; Keyes, David E.; Genton, Marc G. 5 2021 Assessing the risk of disruption of wind turbine operations in Saudi Arabia using Bayesian spatial extremes. Zbl 1466.62448 Chen, Wanfang; Castruccio, Stefano; Genton, Marc G. 1 2021 Lagrangian spatio-temporal nonstationary covariance functions. Zbl 07645413 Salvaña, Mary Lai O.; Genton, Marc G. 1 2021 Assessing the reliability of wind power operations under a changing climate with a non-Gaussian bias correction. Zbl 1498.62299 Zhang, Jiachen; Crippa, Paola; Genton, Marc G.; Castruccio, Stefano 1 2021 Improving Bayesian local spatial models in large datasets. Zbl 07499865 Lenzi, Amanda; Castruccio, Stefano; Rue, Håvard; Genton, Marc G. 1 2021 An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. I: Fundamentals. Zbl 07400547 Huang, Jingfang; Cao, Jian; Fang, Fuhui; Genton, Marc G.; Keyes, David E.; Turkiyyah, George 1 2021 Recent developments in complex and spatially correlated functional data. Zbl 07232926 Martínez-Hernández, Israel; Genton, Marc G. 9 2020 Functional outlier detection and taxonomy by sequential transformations. Zbl 1510.62030 Dai, Wenlin; Mrkvička, Tomáš; Sun, Ying; Genton, Marc G. 6 2020 Nonseparable, space-time covariance functions with dynamical compact supports. Zbl 1439.62135 Porcu, Emilio; Bevilacqua, Moreno; Genton, Marc G. 5 2020 Spatial blind source separation. Zbl 1451.62052 Bachoc, François; Genton, Marc G.; Nordhausen, Klaus; Ruiz-Gazen, Anne; Virta, Joni 4 2020 Multivariate transformed Gaussian processes. Zbl 1447.62054 Yan, Yuan; Jeong, Jaehong; Genton, Marc G. 4 2020 Bayesian model averaging over tree-based dependence structures for multivariate extremes. Zbl 07499281 Vettori, Sabrina; Huser, Raphaël; Segers, Johan; Genton, Marc G. 2 2020 Estimating the mean and variance from the five-number summary of a log-normal distribution. Zbl 07342260 Shi, Jiandong; Tong, Tiejun; Wang, Yuedong; Genton, Marc G. 1 2020 On the stationary marginal distributions of subclasses of multivariate setar processes of order one. Zbl 1446.62241 Das, Soumya; Genton, Marc G. 1 2020 Directional outlyingness for multivariate functional data. Zbl 1471.62049 Dai, Wenlin; Genton, Marc G. 17 2019 Likelihood approximation with hierarchical matrices for large spatial datasets. Zbl 1507.62110 Litvinenko, Alexander; Sun, Ying; Genton, Marc G.; Keyes, David E. 11 2019 Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities. Zbl 1430.62094 Cao, Jian; Genton, Marc G.; Keyes, David E.; Turkiyyah, George M. 8 2019 Diagonal likelihood ratio test for equality of mean vectors in high-dimensional data. Zbl 1436.62573 Hu, Zongliang; Tong, Tiejun; Genton, Marc G. 8 2019 Bayesian modeling of air pollution extremes using nested multivariate max-stable processes. Zbl 1436.62678 Vettori, 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 1418.62400 Tagle, Felipe; Castruccio, Stefano; Crippa, Paola; Genton, Marc G. 7 2019 A stochastic generator of global monthly wind energy with Tukey \(g\)-and-\(h\) autoregressive processes. Zbl 1421.62158 Jeong, Jaehong; Yan, Yuan; Castruccio, Stefano; Genton, Marc G. 7 2019 Robust depth-based estimation of the functional autoregressive model. Zbl 1471.62133 Martínez-Hernández, Israel; Genton, Marc G.; González-Farías, Graciela 3 2019 A copula model for non-Gaussian multivariate spatial data. Zbl 1418.62366 Krupskii, Pavel; Genton, Marc G. 3 2019 Scale and shape mixtures of multivariate skew-normal distributions. Zbl 1499.62161 Arellano-Valle, Reinaldo B.; Ferreira, Clécio S.; Genton, Marc G. 22 2018 Factor copula models for replicated spatial data. Zbl 1398.62256 Krupskii, Pavel; Huser, Raphaël; Genton, Marc G. 22 2018 Hierarchical decompositions for the computation of high-dimensional multivariate normal probabilities. Zbl 07498945 Genton, Marc G.; Keyes, David E.; Turkiyyah, George 11 2018 Reducing storage of global wind ensembles with stochastic generators. Zbl 1393.62123 Jeong, Jaehong; Castruccio, Stefano; Crippa, Paola; Genton, Marc G. 11 2018 Principles for statistical inference on big spatio-temporal data from climate models. Zbl 1463.62340 Castruccio, Stefano; Genton, Marc G. 10 2018 A scalable multi-resolution spatio-temporal model for brain activation and connectivity in fMRI data. Zbl 1414.62435 Castruccio, Stefano; Ombao, Hernando; Genton, Marc G. 8 2018 A comparison of dependence function estimators in multivariate extremes. Zbl 1384.62163 Vettori, Sabrina; Huser, Raphaël; Genton, Marc G. 6 2018 Multivariate functional data visualization and outlier detection. Zbl 07499002 Dai, Wenlin; Genton, Marc G. 6 2018 Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution. Zbl 1499.62164 Krupskii, Pavel; Joe, Harry; Lee, David; Genton, Marc G. 3 2018 Linear factor copula models and their properties. Zbl 1408.62099 Krupskii, Pavel; Genton, Marc G. 3 2018 An outlyingness matrix for multivariate functional data classification. Zbl 1406.62068 Dai, Wenlin; Genton, Marc G. 1 2018 Spherical process models for global spatial statistics. Zbl 1381.62091 Jeong, Jaehong; Jun, Mikyoung; Genton, Marc G. 16 2017 Depth-weighted robust multivariate regression with application to sparse data. Zbl 1474.62274 Dutta, Subhajit; Genton, Marc G. 1 2017 Likelihood estimators for multivariate extremes. Zbl 1381.62067 Huser, Raphaël; Davison, Anthony C.; Genton, Marc G. 23 2016 Non-stationary dependence structures for spatial extremes. Zbl 1347.62246 Huser, Raphaël; Genton, Marc G. 18 2016 Shrinkage-based diagonal Hotelling’s tests for high-dimensional small sample size data. Zbl 1328.62351 Dong, Kai; Pang, Herbert; Tong, Tiejun; Genton, Marc G. 15 2016 Optimal estimation of derivatives in nonparametric regression. Zbl 1392.62110 Dai, Wenlin; Tong, Tiejun; Genton, Marc G. 12 2016 Robust inference in sample selection models. Zbl 1414.62063 Zhelonkin, Mikhail; Genton, Marc G.; Ronchetti, Elvezio 9 2016 On nomenclature for, and the relative merits of, two formulations of skew distributions. Zbl 1376.60024 Azzalini, Adelchi; Browne, Ryan P.; Genton, Marc G.; McNicholas, Paul D. 8 2016 Skewed factor models using selection mechanisms. Zbl 1331.62296 Kim, Hyoung-Moon; Maadooliat, Mehdi; Arellano-Valle, Reinaldo B.; Genton, Marc G. 6 2016 Testing self-similarity through Lamperti transformations. Zbl 1347.62248 Lee, Myoungji; Genton, Marc G.; Jun, Mikyoung 3 2016 A tilting approach to ranking influence. Zbl 1411.62132 Genton, Marc G.; Hall, Peter 1 2016 Cross-covariance functions for multivariate geostatistics. Zbl 1332.86010 Genton, Marc G.; Kleiber, William 66 2015 Multivariate max-stable spatial processes. Zbl 1345.62051 Genton, Marc G.; Padoan, Simone A.; Sang, Huiyan 11 2015 A Bayesian spatio-temporal geostatistical model with an auxiliary lattice for large datasets. Zbl 1480.86011 Xu, Ganggang; Liang, Faming; Genton, Marc G. 5 2015 Efficient maximum approximated likelihood inference for Tukey’s \(g\)-and-\(h\) distribution. Zbl 1468.62215 Xu, Ganggang; Genton, Marc G. 5 2015 Simplicial band depth for multivariate functional data. Zbl 1414.62066 López-Pintado, Sara; Sun, Ying; Lin, Juan K.; Genton, Marc G. 20 2014 A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families. Zbl 1360.62251 Dutta, Subhajit; Genton, Marc G. 8 2014 Space-time wind speed forecasting for improved power system dispatch. Zbl 1297.62160 Zhu, Xinxin; Genton, Marc G.; Gu, Yingzhong; Xie, Le 8 2014 Mixtures of skewed Kalman filters. Zbl 1278.62154 Kim, Hyoung-Moon; Ryu, Duchwan; Mallick, Bani K.; Genton, Marc G. 3 2014 Incorporating geostrophic wind information for improved space-time short-term wind speed forecasting. Zbl 1304.62142 Zhu, Xinxin; Bowman, Kenneth P.; Genton, Marc G. 2 2014 Shannon entropy and mutual information for multivariate skew-elliptical distributions. Zbl 1259.62002 Arellano-Valle, Reinaldo B.; Contreras-Reyes, Javier E.; Genton, Marc G. 18 2013 Nonparametric identification of copula structures. Zbl 06195969 Li, Bo; Genton, Marc G. 12 2013 Objective Bayesian analysis of skew-\(t\) distributions. Zbl 1259.62008 Branco, Marcia D’Elia; Genton, Marc G.; Liseo, Brunero 10 2013 Characteristic function-based semiparametric inference for skew-symmetric models. Zbl 1364.62080 Potgieter, Cornelis J.; Genton, Marc G. 6 2013 Spatially varying cross-correlation coefficients in the presence of nugget effects. Zbl 1284.62591 Kleiber, William; Genton, Marc G. 5 2013 Semiparametric efficient and robust estimation of an unknown symmetric population under arbitrary sample selection bias. Zbl 06224989 Ma, Yanyuan; Kim, Mijeong; Genton, Marc G. 2 2013 Measuring the discrepancy of a parametric model via local polynomial smoothing. Zbl 1364.62126 El Ghouch, Anouar; Genton, Marc G.; Bouezmarni, Taoufik 1 2013 A valid Matérn class of cross-covariance functions for multivariate random fields with any number of components. Zbl 1261.62087 Apanasovich, Tatiyana V.; Genton, Marc G.; Sun, Ying 33 2012 A Heckman selection-\(t\) model. Zbl 1328.62429 Marchenko, Yulia V.; Genton, Marc G. 28 2012 Identifiability problems in some non-Gaussian spatial random fields. Zbl 1449.62203 Genton, Marc G.; Zhang, Hao 12 2012 A test for stationarity of spatio-temporal random fields on planar and spherical domains. Zbl 1253.62070 Jun, Mikyoung; Genton, Marc G. 10 2012 Short-term wind speed forecasting for power system operations. Zbl 1422.62339 Zhu, Xinxin; Genton, Marc G. 8 2012 On the robustness of two-stage estimators. Zbl 1243.62046 Zhelonkin, Mikhail; Genton, Marc G.; Ronchetti, Elvezio 4 2012 Functional median polish. Zbl 1302.62281 Sun, Ying; Genton, Marc G. 3 2012 Generalized linear latent variable models with flexible distribution of latent variables. Zbl 1253.62051 Irincheeva, Irina; Cantoni, Eva; Genton, Marc G. 3 2012 Variogram estimation in the presence of trend. Zbl 1383.62165 Bliznyuk, Nikolay; Carroll, Raymond J.; Genton, Marc G.; Wang, Yuedong 2 2012 A non-Gaussian spatial generalized linear latent variable model. Zbl 1302.62264 Irincheeva, Irina; Cantoni, Eva; Genton, Marc G. 1 2012 On the likelihood function of Gaussian max-stable processes. Zbl 1215.62089 Genton, Marc G.; Ma, Yanyuan; Sang, Huiyan 33 2011 Characteristic functions of scale mixtures of multivariate skew-normal distributions. Zbl 1221.60020 Kim, Hyoung-Moon; Genton, Marc G. 21 2011 Asymptotic properties of sample quantiles of discrete distributions. Zbl 1432.62035 Ma, Yanyuan; Genton, Marc G.; Parzen, Emanuel 18 2011 Aggregation-cokriging for highly multivariate spatial data. Zbl 1230.62127 Furrer, Reinhard; Genton, Marc G. 10 2011 Cross-covariance functions for multivariate random fields based on latent dimensions. Zbl 1183.62164 Apanasovich, Tatiyana V.; Genton, Marc G. 47 2010 Multivariate extended skew-\(t\) distributions and related families. Zbl 1301.62016 Arellano-Valle, Reinaldo B.; Genton, Marc G. 39 2010 Multivariate unified skew-elliptical distributions. Zbl 1213.62087 Arellano-Valle, Reinaldo B.; Genton, Marc G. 36 2010 Powering up with space-time wind forecasting. Zbl 1397.62484 Hering, Amanda S.; Genton, Marc G. 23 2010 An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators. Zbl 1440.62178 Arellano-Valle, Reinaldo B.; Genton, Marc G. 12 2010 Perturbation of numerical confidential data via skew-\(t\) distributions. Zbl 1232.65009 Lee, Seokho; Genton, Marc G.; Arellano-Valle, Reinaldo B. 9 2010 Invariance-based estimating equations for skew-symmetric distributions. Zbl 1301.62032 Azzalini, Adelchi; Genton, Marc G.; Scarpa, Bruno 9 2010 Explicit estimating equations for semiparametric generalized linear latent variable models. Zbl 1411.62219 Ma, Yanyuan; Genton, Marc G. 2 2010 Shape mixtures of multivariate skew-normal distributions. Zbl 1151.62042 Arellano-Valle, Reinaldo B.; Genton, Marc G.; Loschi, Rosangela H. 25 2009 Local polynomial quantile regression with parametric features. Zbl 1205.62042 El Ghouch, Anouar; Genton, Marc G. 6 2009 Single-index additive vector autoregressive time series models. Zbl 1198.62102 Li, Yehua; Genton, Mark G. 3 2009 Robust time series analysis via measurement error modeling. Zbl 1166.62070 Wang, Qiong; Stefanski, Leonard A.; Genton, Marc G.; Boos, Dennis D. 1 2009 Robust likelihood methods based on the skew-\(t\) and related distributions. Zbl 1206.62102 Azzalini, Adelchi; Genton, Marc G. 93 2008 On the exact distribution of the maximum of absolutely continuous dependent random variables. Zbl 1134.60033 Arellano-Valle, Reinaldo B.; Genton, Marc G. 39 2008 Bayesian inference for shape mixtures of skewed distributions, with application to regression analysis. Zbl 1330.62242 Arellano-Valle, Reinaldo B.; Castro, Luis M.; Genton, Marc G.; Gómez, Héctor W. 25 2008 Testing the covariance structure of multivariate random fields. Zbl 1437.62528 Li, Bo; Genton, Marc G.; Sherman, Michael 24 2008 On the asymptotic joint distribution of sample space-time covariance estimators. Zbl 1155.62010 Li, Bo; Genton, Marc G.; Sherman, Michael 5 2008 Minimum distance inference in unilateral autoregressive lattice processes. Zbl 1135.62068 Genton, Marc G.; Koul, Hira L. 4 2008 ...and 49 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,191 Authors 101 Genton, Marc G. 50 Arellano-Valle, Reinaldo Boris 46 Jamalizadeh, Ahad 45 Lachos Dávila, Víctor Hugo 33 Balakrishnan, Narayanaswamy 32 Porcu, Emilio 30 Kim, Hea-Jung 27 Lin, Tsung I. 24 Bolfarine, Heleno 21 Gómez, Héctor Wladimir 19 Gupta, Arjun Kumar 18 Azzalini, Adelchi 16 Loperfido, Nicola M. R. 16 McLachlan, Geoffrey John 15 Huser, Raphaël 14 Kim, Hyoung-Moon 14 Lee, Sharon X. 13 Nadarajah, Saralees 13 Wang, Wan-Lun 11 Amiri, Mehdi 11 Arslan, Olcay 11 Bevilacqua, Moreno 11 Cabral, Celso Rômulo Barbosa 11 Castruccio, Stefano 11 Sun, Ying 10 Castro, Luis Mauricio 10 Emery, Xavier 10 Loschi, Rosangela Helena 10 Ma, Yanyuan 10 Mateu, Jorge 10 Reisen, Valdério Anselmo 10 Wang, Tonghui 9 Alegria, Alfredo 9 Contreras-Reyes, Javier E. 9 Keyes, David Elliot 9 Ley, Christophe 9 Matos, Larissa A. 9 Padoan, Simone A. 8 De Iaco, Sandra 8 Ferreira, Clécio S. 8 Furrer, Reinhard 8 Krupskii, Pavel 8 Lévy-Leduc, Céline 8 Naveau, Philippe 8 Richter, Wolf-Dieter 8 Roozegar, Roohollah 8 Wadsworth, Jennifer L. 8 Zhang, Jinting 7 Beranger, Boris 7 Jun, Mikyoung 7 Kazemi, Iraj 7 Khaledi, Majid Jafari 7 Maleki, Mohsen 7 McNicholas, Paul D. 7 Menegatto, Valdir Antonio 7 Posa, Donato 7 Scarpa, Bruno 7 Schlather, Martin 7 Shushi, Tomer 7 Sisson, Scott A. 7 Tian, Weizhong 7 Zeller, Camila Borelli 6 Abanto-Valle, Carlos Antonio 6 Arnold, Barry Charles 6 Baghfalaki, Taban 6 Čížek, Pavel 6 Dey, Dipak Kumar 6 Ganjali, Mojtaba 6 Jones, Michael Chris 6 Li, Bo 6 Reyes, Jimmy 6 Segers, Johan 6 Stein, Michael L. 6 Taqqu, Murad S. 5 Allard, Denis 5 Bachoc, François 5 Banerjee, Sudipto 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 Kleiber, William 5 Klein, Daniel J. 5 Liseo, Brunero 5 Ning, Wei 5 Ogundimu, Emmanuel O. 5 Quintana, Fernando Andrés 5 Rubio, Francisco Javier 5 Tong, Tiejun 5 Towhidi, Mina 5 Turkiyyah, George M. 5 Xiao, Yimin 5 Yin, Chuancun ...and 2,091 more Authors all top 5 Cited in 202 Serials 130 Journal of Multivariate Analysis 87 Communications in Statistics. 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ADAC 14 Electronic Journal of Statistics 12 The Annals of Statistics 12 Journal of Statistical Theory and Practice 12 Chilean Journal of Statistics 11 Annals of the Institute of Statistical Mathematics 11 International Statistical Review 11 European Journal of Operational Research 11 Mathematical Geosciences 10 Metron 9 Journal of Nonparametric Statistics 8 Journal of Computational and Applied Mathematics 8 Statistica Sinica 8 Statistical Methodology 7 Statistica 7 Journal of the Royal Statistical Society. Series B. Statistical Methodology 7 Statistical Modelling 7 AStA. Advances in Statistical Analysis 7 Sankhyā. Series A 7 Environmetrics 6 Journal of Computational Physics 6 Insurance Mathematics & Economics 5 Metrika 5 Biometrical Journal 5 Information Sciences 5 Journal of Applied Probability 5 Mathematics and Computers in Simulation 5 Statistica Neerlandica 5 Machine Learning 5 Stochastic Processes and their Applications 5 Random Operators and Stochastic Equations 5 Dependence Modeling 5 Japanese Journal of Statistics and Data Science 4 Theory of Probability and Mathematical Statistics 4 Methodology and Computing in Applied Probability 4 Econometric Theory 4 Journal of Machine Learning Research (JMLR) 4 Sankhyā. Series B 3 The Canadian Journal of Statistics 3 Inverse Problems 3 Journal of Mathematical Analysis and Applications 3 Automatica 3 Journal of Classification 3 Physica D 3 Econometric Reviews 3 International Journal of Approximate Reasoning 3 Linear Algebra and its Applications 3 SIAM Journal on Scientific Computing 3 Applied and Computational Harmonic Analysis 3 Journal of Mathematical Sciences (New York) 3 Computational and Applied Mathematics 3 Stochastic Environmental Research and Risk Assessment 3 Quantitative Finance 3 Stochastic Models 3 Statistical Analysis and Data Mining 3 Bayesian Analysis 3 SIAM/ASA Journal on Uncertainty Quantification 3 Journal of Statistical Distributions and Applications 3 SIAM Journal on Mathematics of Data Science 2 Computer Methods in Applied Mechanics and Engineering 2 Journal of Statistical Physics 2 Lithuanian Mathematical Journal 2 Physica A 2 Theory of Probability and its Applications 2 Applied Mathematics and Computation 2 Stochastic Analysis and Applications 2 Revista Colombiana de Estadística 2 Annals of Operations Research 2 Neural Computation 2 Pattern Recognition 2 Advances in Computational Mathematics 2 Electronic Journal of Probability 2 The Journal of Fourier Analysis and Applications ...and 102 more Serials all top 5 Cited in 39 Fields 1,377 Statistics (62-XX) 345 Probability theory and stochastic processes (60-XX) 133 Numerical analysis (65-XX) 88 Geophysics (86-XX) 54 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 40 Computer science (68-XX) 20 Linear and multilinear algebra; matrix theory (15-XX) 17 Biology and other natural sciences (92-XX) 16 Harmonic analysis on Euclidean spaces (42-XX) 16 Operations research, mathematical programming (90-XX) 15 Information and communication theory, circuits (94-XX) 11 Systems theory; control (93-XX) 9 Dynamical systems and ergodic theory (37-XX) 7 Abstract harmonic analysis (43-XX) 6 Real functions (26-XX) 5 Partial differential equations (35-XX) 4 General and overarching topics; collections (00-XX) 4 Approximations and expansions (41-XX) 4 Operator theory (47-XX) 3 Measure and integration (28-XX) 3 Functions of a complex variable (30-XX) 3 Special functions (33-XX) 2 History and biography (01-XX) 2 Mathematical logic and foundations (03-XX) 2 Combinatorics (05-XX) 2 Ordinary differential equations (34-XX) 2 Integral transforms, operational calculus (44-XX) 2 Functional analysis (46-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Mechanics of deformable solids (74-XX) 2 Fluid mechanics (76-XX) 1 Potential theory (31-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Differential geometry (53-XX) 1 Mechanics of particles and systems (70-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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