Martin BILODEAU
PROFESSEUR TITULAIRE
Ph.D.
(Toronto 1986), ASA (1993)
Bureau 4229
Téléphone:
514-343-2410
Télécopieur:
514-343-5700
Courriel
STATISTIQUE:
analyse multidimensionnelle, théorie de la décision
statistique, méthodes asymptotiques.
COURS
BOOK
Martin BILODEAU
David BRENNER
Theory
of Multivariate Statistics
Springer
Texts in Statistics (Advisors: G. Casella, S. Fienberg and I. Olkin)
Springer-Verlag, 1999
xviii
pages and 288 pages
ISBN 0-387-98739-8
This book presents the main results of the modern
theory of multivariate statistics to those who would appreciate a
concise and
mathematically rigorous treatment.
Supplemented by over 140 problems, it can be used as a textbook by
students taking a first
graduate course. It will also serve
as a general reference for research workers who will find, in a
readable form, developments
from recently published work on
certain broad topics not otherwise easily accesible. These topics
include robust inference
and the bootstrap in a
multivariate setting.
The treatment is in most ways thoroughly
orthodox, but in several ways novel and unique. The approach taken
rests heavily on
the essentially physical notion of
equality-in-distribution and makes vigorous use of the Cramér-Wold
theorem. In this way, it
is much more structural and
directly algebraic than is usual, tied more immediately to the way in
which statistical objects arise in
nature, practice or
computational simulation. Readers should find the approach
refreshing, even perhaps liberating, particularly
those
saturated in a lifetime of matrix derivatives and jacobians.
As a textbook, the first eight chapters
provide more than enough material for coverage in one semester.
The remaining six chapters
treat of more specialized
topics: multivariate regression, principal components and canonical
correlations, asymptotic expansion,
robustness and the
bootstrap, taking the reader gradually into territory not altogether
perfectly charted. This should serve to draw
one
gently into the literature.
Martin Bilodeau is professor in the department
of mathematics and statistics at the Université de Montréal.
He is an Associate of the
Society of Actuaries. His research
interests include statistical decision theory and multivariate
statistics.
David Brenner is professor of statistics in
the department of statistics at the University of Toronto with over
25 years experience
as an educator. His research interests
include statistical inference and multivariate statistical
methods.
To order:
www.springer-ny.com
To download the file "multivariate" of S-Plus programs in Appendix C of the book press Shift and click simultaneously on the link Theory of Multivariate Statistics.
On peut télécharger le fichier "multivariate" de programmes S-Plus décrit dans l'appendice C du livre en pressant la touche Shift et en cliquant simultanément sur le lien Theory of Multivariate Statistics.
PUBLICATIONS
26. Bilodeau, M., Analysis of variance, multivariate (MANOVA). Encyclopedia of Environmetrics, to appear.
25. Bilodeau, M., Hassan Zadeh, A. , Fitting bivariate losses with phase-type distributions. Scandinavian Actuarial Journal, available online: 22 august 2011, DOI:10.1080/03461238.2011.602196.
24. Guénard, G., Legendre, P., Boisclair, D. and Bilodeau, M., Multiscale codependence analysis: an integrated approach to analyse relationships accross scales. Ecology 91, 2952-2964, 2010.
23. Bilodeau, M. and Lafaye de Micheaux, P., A-dependence statistics for mutual and serial independence of categorical variables, J. Statist. Planning Inf. 139, 2407-2419, 2009.
22. Beran, R., Bilodeau, M. and Lafaye de Micheaux, P., Nonparametric tests of independence between random vectors, J. Multivariate Anal. 98(9), 1805-1824, 2007.
21. Bilodeau, M. and Lafaye de Micheaux, P., A multivariate
empirical characteristic function test of independence with normal
marginals. J. Multivariate Anal. 95(2), 345-369,
2005.
20. Bilodeau, M., Discussion: Tail conditional
expectations for elliptical distributions. North American
Actuarial Journal 8(3), 118-123, 2004.
19. Bilodeau, M., Asymptotic distribution of the largest eigenvalue. Commun. Statist.-Sim. and Comp. 31(3), 357-373, 2002.
18. Bilodeau, M. and Duchesne, P., Principal component analysis from multivariate familial correlation matrix. J. Multivariate Anal. 82(2), 457-470, 2002 .
17. Bilodeau, M., Discussion: Robust estimation of the tail index of a Pareto distribution. North American Actuarial Journal 5(3), 123-126, 2001.
16. Bilodeau, M. and Duchesne, P., Robust estimation of the SUR Model. Canad. Jour. Statist., 28 (2), 277-288, 2000.
15. Bilodeau, M., Multivariate Flattening for better Predictions. Canad. Jour. Statist. 28 (1), 159-170, 2000.
14. Bilodeau, M. and Brenner, D., Theory of multivariate statistics. Springer Texts in Statistics, Springer-Verlag (ISBN 0-387-98739-8), xviii pages and 288 pages, 1999.
13. Bilodeau M., Estimating a multivariate treatment effect under a biased allocation rule. Commun. Statist.-Theory Meth. 26 (5), 1119-1124, 1997.
12. Bilodeau M., Some remarks on U(p;m,n) distributions. Stat. and Prob. Letters. 31 (1), 41-43, 1996.
11. Bilodeau M., Minimax estimators of the mean vector in normal mixed linear models. J. Multivariate Anal. 52 (1), 73-82, 1995.
10. Bilodeau M. and Kariya T., LBI Tests of independence in bivariate exponential distributions. Ann. Inst. Statist. Math. 46 (1), 127-136, 1994.
9. Bilodeau M., Fourier smoother and generalized additive model. Canad. Jour. Statist. 20 (3), 257-269, 1992.
8. Bilodeau M. and Srivastava M.S., Estimation of the eigenvalues of $\Sigma_1\Sigma_2^{-1}$.} J. Multivariate Anal. 41 (1), 1-13, 1992.
7. Bilodeau M., On the choice of the loss function in covariance estimation. Statistics & Decisions 8, 131-139, 1990.
6. Bilodeau M., On the monotone regression dependence for archimedian bivariate uniform. Comm. Statist.-Theory Meth. 18 (3), 981-988, 1989.
5. Srivastava M.S. and Bilodeau M., Stein estimation under elliptical distributions. J. Multivariate Anal. 28 (2), 247-259, 1989.
4. Bilodeau M. and Kariya T., Minimax estimators in the normal MANOVA model. J. Multivariate Anal. 28 (2), 260-270, 1989.
3. Bilodeau M. and Srivastava M.S., Estimation of the MSE matrix of the Stein estimator. Canad. Jour. Statist. 16 (2), 153-159, 1988.
2. Bilodeau M., On the simultaneous estimation of scale-parameters. Canad. Jour. Statist. 16 (2), 169-174, 1988.
1. Bilodeau M., Sur une représentation explicite des solutions optimales d'un programme linéaire. Canad. Math. Bull. 29 (4), 419-425, 1986.