Zobrazeno 1 - 10
of 19
pro vyhledávání: '"Abdelkader Benkhaled"'
Autor:
Abdenour Hamdaoui, Abdelkader Benkhaled, Mohammed Alshahrani, Mekki Terbeche, Waleed Almutiry, Amani Alahmadi
Publikováno v:
Journal of Mathematics, Vol 2023 (2023)
This work consists of developing shrinkage estimation strategies for the multivariate normal mean when the covariance matrix is diagonal and known. The domination of the positive part of James–Stein estimator (PPJSE) over James–Stein estimator (J
Externí odkaz:
https://doaj.org/article/0aac1a287e51479287942b2d97285887
Publikováno v:
Arabian Journal of Mathematics, Vol 9, Iss 3, Pp 513-529 (2020)
Abstract In this paper, we study nonparametric local linear estimation of the conditional density of a randomly censored scalar response variable given a functional random covariate. We establish under general conditions the pointwise almost sure con
Externí odkaz:
https://doaj.org/article/821825a27bae44c6867cb8f3a403c4ed
Publikováno v:
Mathematics, Vol 10, Iss 1, p 52 (2021)
In this paper, we analyze the risk ratios of several shrinkage estimators using a balanced loss function. The James–Stein estimator is one of a group of shrinkage estimators that has been proposed in the existing literature. For these estimators, s
Externí odkaz:
https://doaj.org/article/56c9b1a9e872419d998acd2052a62e30
Autor:
Abdelkader Benkhaled, Abdenour Hamdaoui, Waleed Almutiry, Mohammed Alshahrani, Mekki Terbeche
Publikováno v:
Open Mathematics. 20:1-11
One of the most common challenges in multivariate statistical analysis is estimating the mean parameters. A well-known approach of estimating the mean parameters is the maximum likelihood estimator (MLE). However, the MLE becomes inefficient in the c
Autor:
Abdelkader Benkhaled, Fethi Madani
Publikováno v:
Demonstratio Mathematica. 55:315-327
Let Y Y be a random real response, which is subject to right censoring by another random variable C C . In this paper, we study the nonparametric local linear estimation of the conditional density of a scalar response variable and when the covariable
Publikováno v:
Pakistan Journal of Statistics and Operation Research. :711-727
In this paper, we are interested in estimating a multivariate normal mean under the balanced loss function using the shrinkage estimators deduced from the Maximum Likelihood Estimator (MLE). First, we consider a class of estimators containing the Jam
Publikováno v:
Journal of Siberian Federal University. Mathematics & Physics. :608-621
The problem of estimating the mean of a multivariate normal distribution by different types of shrinkage estimators is investigated. We established the minimaxity of Baranchick-type estimators for identity covariance matrix and the matrix associated
Publikováno v:
South African Statistical Journal. 54:131-151
Publikováno v:
Arabian Journal of Mathematics, Vol 9, Iss 3, Pp 513-529 (2020)
In this paper, we study nonparametric local linear estimation of the conditional density of a randomly censored scalar response variable given a functional random covariate. We establish under general conditions the pointwise almost sure convergence
Autor:
Abdelkader Benkhaled, Wail Faregh
Publikováno v:
Arabian Journal of Geosciences. 14
Among all natural disasters, floods in urban zones are the most harmful to humans and the economy. To engineers and city managers, making decisions and managing such risk is a tough task. To provide a reliable tool for the urban planner, mainly, to a