Zobrazeno 1 - 10
of 111
pro vyhledávání: '"Fourdrinier, Dominique"'
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:
http://arxiv.org/abs/2012.11920
We consider the problem of estimating the scale matrix $\Sigma$ of the additif model $Y_{p\times n} = M + \mathcal{E}$, under a theoretical decision point of view. Here, $ p $ is the number of variables, $ n$ is the number of observations, $ M $ is a
Externí odkaz:
http://arxiv.org/abs/2006.00243
We consider non parametric estimation problem for stochastic tomography regression model, i.e. we consider the estimation problem of function of multivariate variables (image) observed through its Radon transformation calculated with the random error
Externí odkaz:
http://arxiv.org/abs/1811.08814
Let $X,U,Y$ be spherically symmetric distributed having density $$\eta^{d +k/2} \, f\left(\eta(\|x-\theta|^2+ \|u\|^2 + \|y-c\theta\|^2 ) \right)\,,$$ with unknown parameters $\theta \in \mathbb{R}^d$ and $\eta>0$, and with known density $f$ and cons
Externí odkaz:
http://arxiv.org/abs/1807.04711
Publikováno v:
In Journal of Statistical Planning and Inference December 2021 215:368-387
Publikováno v:
In Journal of Multivariate Analysis January 2021 181
Publikováno v:
Japanese Journal of Statistics & Data Science; Jun2024, Vol. 7 Issue 1, p329-340, 12p
Autor:
Boisbunon, Aurélie, Canu, Stephane, Fourdrinier, Dominique, Strawderman, William, Wells, Martin T.
In this article, we develop a modern perspective on Akaike's Information Criterion and Mallows' Cp for model selection. Despite the diff erences in their respective motivation, they are equivalent in the special case of Gaussian linear regression. In
Externí odkaz:
http://arxiv.org/abs/1308.2766
Publikováno v:
In Journal of Multivariate Analysis September 2019 173:18-25