Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Fatiha Mezoued"'
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
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
Publikováno v:
Proceedings of SOCIOINT 2020- 7th International Conference on Education and Education of Social Sciences.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eeb1249f3065b9ee265dd4892b65e199
https://doi.org/10.46529/socioint.2020256
https://doi.org/10.46529/socioint.2020256
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
Publikováno v:
Journal of Multivariate Analysis. 143:32-55
We consider estimation of the inverse scatter matrices Σ - 1 for high-dimensional elliptically symmetric distributions. In high-dimensional settings the sample covariance matrix S may be singular. Depending on the singularity of S , natural estimato
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8300653abd922f84af9bfc12ae19b471
https://doi.org/10.1016/j.jmva.2015.08.012
https://doi.org/10.1016/j.jmva.2015.08.012
Publikováno v:
Electron. J. Statist. 7 (2013), 717-741
We complement the results of Fourdrinier, Mezoued and Strawderman in [5] who considered Bayesian estimation of the location parameter $\theta$ of a random vector $X$ having a unimodal spherically symmetric density $f(\|x-\theta\|^{2})$ for a spherica
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0e8663ba578c7eda7c3731828edea7da
https://doi.org/10.1214/13-ejs785
https://doi.org/10.1214/13-ejs785
Publikováno v:
Electron. J. Statist. 6 (2012), 783-809
We consider Bayesian estimation of the location parameter θ of a random vector X having a unimodal spherically symmetric density f(‖x−θ‖2) when the prior density π(‖θ‖2) is spherically symmetric and superharmonic. We study minimaxity of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e30d90489cc05016489d197618ed0e40
https://projecteuclid.org/euclid.ejs/1336568106
https://projecteuclid.org/euclid.ejs/1336568106
Autor:
Haddouche, Mohamed Anis
Publikováno v:
Analyse numérique [math.NA]. Normandie Université; École nationale supérieure de statistique et d'économie appliquée (Alger), 2019. Français. ⟨NNT : 2019NORMR058⟩
Numerous results on the estimation of a scale matrix in multivariate analysis are obtained under Gaussian assumption (condition under which it is the covariance matrix). However in such areas as Portfolio management in finance, this assumption is not
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::e668672ec0f797d6671fc3632349449c
https://tel.archives-ouvertes.fr/tel-02376077/file/anishaddouche2.pdf
https://tel.archives-ouvertes.fr/tel-02376077/file/anishaddouche2.pdf