22 citations · 26 across the 8 of their papers we have counts for
8 papers
Improved Gaussian Mean Matrix Estimators In High-Dimensional Data
Arash A. Foroushani, Severien Nkurunziza
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 partic…
A Note on Improved Multivariate Normal Mean Estimation With Unknown Covariance When p Is Greater Than n
Arash A. Foroushani, Severien Nkurunziza
In this paper, we highlight a major error in the proofs of the important results of [D.Chételat and M. T. Wells(2012). Improved Multivariate Normal Mean Estimation with Unknown Cov…
On convergence of the sample correlation matrices in high-dimensional data
Sévérien Nkurunziza, Yueleng Wang
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 resu…
On the joint asymptotic distribution of the restricted estimators in multivariate regression model
Sévérien Nkurunziza, Youzhi Yu
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 es…
Determination of a structural break in a mean-reverting process
Fuqi Chen, Rogemar Mamon, Severien Nkurunziza
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 equival…
Optimal method in multiple regression with structural changes
Fuqi Chen, Sévérien Nkurunziza
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,…
On Combining Estimation Problems Under Quadratic Loss: A Generalization
Severien Nkurunziza
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,…
A short note on model selection by LASSO methods in a change-point model
Fuqi Chen, Sévérien Nkurunziza
In Ciuperca (2012) (Ciuperca. Model selection by LASSO methods in a change-point model, Stat. Papers, 2012; (in press)), the author considered a linear regression model with multip…