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pro vyhledávání: '"Haddouche, Anis M."'
Autor:
Haddouche, Anis M., Lu, Wei
Publikováno v:
Comptes Rendus. Mathématique, Vol 360, Iss G10, Pp 1093-1098 (2022)
In this paper, we address the problem of estimating a covariance matrix of a multivariate Gaussian distribution, from a decision theoretic point of view, relative to a Stein type loss function. We investigate the case where the covariance matrix is i
Externí odkaz:
https://doaj.org/article/650b678038c24580b0750357c60ec884
Autor:
Haddouche, Anis M., Lu, Wei
In this paper, we address the problem of estimating a covariance matrix of a multivariate Gaussian distribution, relative to a Stein loss function, from a decision theoretic point of view. We investigate the case where the covariance matrix is invert
Externí odkaz:
http://arxiv.org/abs/2103.11147
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
Publikováno v:
In Journal of Multivariate Analysis January 2021 181
Publikováno v:
Mathematical Methods of Statistics; Mar2024, Vol. 33 Issue 1, p12-25, 14p
Publikováno v:
In Statistics and Probability Letters October 2021 177