Zobrazeno 1 - 10
of 63
pro vyhledávání: '"Dominique Fourdrinier"'
Publikováno v:
Japanese Journal of Statistics and Data Science.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ee0a52983aa22efb93292d136afbc171
https://doi.org/10.1007/s42081-023-00198-y
https://doi.org/10.1007/s42081-023-00198-y
Publikováno v:
Sankhya A. 85:808-828
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::098f83c90f8375d4c3882ebb68225c78
https://doi.org/10.1007/s13171-022-00280-9
https://doi.org/10.1007/s13171-022-00280-9
Publikováno v:
Journal of Statistical Planning and Inference. 215:368-387
We consider estimation of the inverse scatter matrix Σ − 1 for a scale mixture of Wishart matrices under various Efron–Morris type losses, tr [ { Σ ˆ − 1 − Σ − 1 } 2 S k ] for k = 0 , 1 , 2 . . . , where S is the sample covariance matri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e5802fdad91bfdca6e106ae6976abdc5
https://doi.org/10.1016/j.jspi.2021.04.001
https://doi.org/10.1016/j.jspi.2021.04.001
Publikováno v:
Statistics & Probability Letters. 191:109638
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::80ebb7ba8601cdf628a34d49eb44414f
https://doi.org/10.1016/j.spl.2022.109638
https://doi.org/10.1016/j.spl.2022.109638
Publikováno v:
Journal of Multivariate Analysis. 173:18-25
Let X , Y , U be independent distributed as X ∼ N d ( θ , σ 2 I d ) , Y ∼ N d ( c θ , σ 2 I d ) , and U ⊤ U ∼ σ 2 χ k 2 , or more generally spherically symmetric distributed with density η d + k ∕ 2 f { η ( ‖ x − θ ‖ 2 + ‖
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9db2ad4ba4935ff29e0f8763dacd4c00
https://doi.org/10.1016/j.jmva.2019.02.002
https://doi.org/10.1016/j.jmva.2019.02.002
Publikováno v:
Journal of Multivariate Analysis
Journal of Multivariate Analysis, Elsevier, 2021, 181, pp.104680-. ⟨10.1016/j.jmva.2020.104680⟩
Journal of Multivariate Analysis, Elsevier, 2021, 181, pp.104680-. ⟨10.1016/j.jmva.2020.104680⟩
The problem of estimating the scale matrix Σ in a multivariate additive model, with elliptical noise, is considered from a decision-theoretic point of view. As the natural estimators of the form Σ ˆ a = a S (where S is the sample covariance matrix
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8d189087ce3a63d04edbb61fd4632937
https://hal.archives-ouvertes.fr/hal-03492897
https://hal.archives-ouvertes.fr/hal-03492897
In this paper, we consider the problem of estimating the $p\times p$ scale matrix $\Sigma$ of a multivariate linear regression model $Y=X\,\beta + \mathcal{E}\,$ when the distribution of the observed matrix $Y$ belongs to a large class of ellipticall
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::16df18ab764174d14dbcebdf20cdcd6c
http://arxiv.org/abs/2012.11920
http://arxiv.org/abs/2012.11920
Autor:
Stphane Canu, Dominique Fourdrinier
Publikováno v:
Journal of Multivariate Analysis. 158:60-72
This paper is concerned with additive models of the form Y=M+E, where Y is an observed nm matrix with m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6137c8a989a7bfd615172a9f650789f8
https://doi.org/10.1016/j.jmva.2017.03.008
https://doi.org/10.1016/j.jmva.2017.03.008
Publikováno v:
Journal of Multivariate Analysis
Journal of Multivariate Analysis, Elsevier, In press
HAL
Journal of Multivariate Analysis, Elsevier, In press
HAL
International audience; Let X, U, Y be spherically symmetric distributed having density η d+k/2 f η(x − θ| 2 + u 2 + y − cθ 2) , with unknown parameters θ ∈ R d and η > 0, and with known density f and constant c > 0. Based on observing X
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::00f460604bb38cbabc811c891aa2b4e0
https://hal.archives-ouvertes.fr/hal-02335112
https://hal.archives-ouvertes.fr/hal-02335112
Publikováno v:
Annals of the Institute of Statistical Mathematics. 69:543-570
We consider Bayesian estimation of the location parameter \(\theta \) of a random vector X having a unimodal spherically symmetric density \(f(\Vert x - \theta \Vert ^2)\) for a spherically symmetric prior density \(\pi (\Vert \theta \Vert ^2)\). In
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::83711b01b559721fb7a59395ccde7ae4
https://doi.org/10.1007/s10463-016-0553-1
https://doi.org/10.1007/s10463-016-0553-1