Zobrazeno 1 - 10
of 23
pro vyhledávání: '"Hamdaoui Abdenour"'
Autor:
Benkhaled Abdelkader, Hamdaoui Abdenour, Almutiry Waleed, Alshahrani Mohammed, Terbeche Mekki
Publikováno v:
Open Mathematics, Vol 20, Iss 1, Pp 1-11 (2022)
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
Externí odkaz:
https://doaj.org/article/a2411459764340e8aef19c799f3b3935
Autor:
Hamdaoui Abdenour
Publikováno v:
Demonstratio Mathematica, Vol 54, Iss 1, Pp 462-473 (2021)
In this work, we study the estimation of the multivariate normal mean by different classes of shrinkage estimators. The risk associated with the quadratic loss function is used to compare two estimators. We start by considering a class of estimators
Externí odkaz:
https://doaj.org/article/c9accaef23bc4472aeb212f907fb4035
In this work, the estimation of the multivariate normal mean by different classes of shrinkage estimators is investigated. The risk associated with the balanced loss function is used to compare two estimators. We start by considering estimators that
Externí odkaz:
http://arxiv.org/abs/2107.14021
In this article, we consider two forms of shrinkage estimators of the mean $\theta$ of a multivariate normal distribution $X\sim N_{p}\left(\theta, \sigma^{2}I_{p}\right)$ where $\sigma^{2}$ is unknown. We take the prior law $\theta \sim N_{p}\left(\
Externí odkaz:
http://arxiv.org/abs/2002.05792
Autor:
Terbeche, Mekki1 mekki.terbeche@gmail.com, Hamdaoui, Abdenour2 abdenour.hamdaoui@univ-usto.dz, Benkhaled, Abdelkader3 benkhaled08@yahoo.fr, Benmeftah, Ahmed4 benmeftah@gmail.com
Publikováno v:
Nonlinear Studies. 2022, Vol. 29 Issue 2, p615-625. 11p.
Akademický článek
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Autor:
Hamdaoui, Abdenour1,2 abdenour.hamdaoui@yahoo.fr, Terbeche, Mekki1,3 mekki.terbeche@gmail.com, Benkhaled, Abdelkader4 benkhaled08@yahoo.fr
Publikováno v:
Pakistan Journal of Statistics & Operation Research. 2021, Vol. 17 Issue 3, p711-727. 17p.
Publikováno v:
Journal of Siberian Federal University. Mathematics & Physics. :301-312
In this paper we study the estimation of a multivariate normal mean under the balanced loss function. We present here a class of shrinkage estimators which generalizes the James-Stein estimator and we are interested to establish the asymptotic behavi
Publikováno v:
Kragujevac Journal of Mathematics; 2023, Vol. 47 Issue 3, p459-479, 21p
Akademický článek
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