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pro vyhledávání: '"NKURUNZIZA, Sévérien"'
In this paper, we introduce a class of improved estimators for the mean parameter matrix of a multivariate normal distribution with an unknown variance-covariance matrix. In particular, the main results of [D.Ch\'etelat and M. T. Wells(2012). Improve
Externí odkaz:
http://arxiv.org/abs/2311.14263
In this paper, we highlight a major error in the proofs of the important results of [D.Ch\'etelat and M. T. Wells(2012). Improved Multivariate Normal Mean Estimation with Unknown Covariance when p is Greater than n. The Annals of Statistics, Vol. 40,
Externí odkaz:
http://arxiv.org/abs/2311.13140
Autor:
Ghannam, Mai, Nkurunziza, Sévérien
Publikováno v:
In Journal of Multivariate Analysis November 2023 198
Autor:
Nkurunziza, Sévérien, Wang, Yueleng
In this paper, we consider an estimation problem concerning the matrix of correlation coefficients in context of high dimensional data settings. In particular, we revisit some results in Li and Rolsalsky [Li, D. and Rolsalsky, A. (2006). Some strong
Externí odkaz:
http://arxiv.org/abs/1706.06638
Autor:
Nkurunziza, Sévérien, Yu, Youzhi
The main Theorem of Jain et al.[Jain, K., Singh, S., and Sharma, S. (2011), Re- stricted estimation in multivariate measurement error regression model; JMVA, 102, 2, 264-280] is established in its full generality. Namely, we derive the joint asymp- t
Externí odkaz:
http://arxiv.org/abs/1706.06632
Publikováno v:
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, 2020 Mar 01. 48(1), 62-78.
Externí odkaz:
https://www.jstor.org/stable/48744638
Determining accurately when regime and structural changes occur in various time-series data is critical in many social and natural sciences. We develop and show further the equivalence of two consistent estimation techniques in locating the change po
Externí odkaz:
http://arxiv.org/abs/1610.03153
Autor:
Chen, Fuqi, Nkurunziza, Sévérien
Publikováno v:
Bernoulli 2015, Vol. 21, No. 4, 2217-2241
In this paper, we consider an estimation problem of the regression coefficients in multiple regression models with several unknown change-points. Under some realistic assumptions, we propose a class of estimators which includes as a special cases shr
Externí odkaz:
http://arxiv.org/abs/1509.05581
Autor:
Nkurunziza, Severien
The main theorem in Judge and Mittelhammer [Judge, G. G., and Mittelhammer, R. (2004), A Semiparametric Basis for Combining Estimation Problems under Quadratic Loss; JASA, 99, 466, 479--487] stipulates that, in the context of nonzero correlation, a s
Externí odkaz:
http://arxiv.org/abs/1509.01541
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