D. Fourdrinier

collaborators

4 papers

math.ST2020

Covariance matrix estimation under data-based loss

Anis M. Haddouche, Dominique Fourdrinier, Fatiha Mezoued

In this paper, we consider the problem of estimating the $p \times p$ scale matrix $Σ$ of a multivariate linear regression model $Y = X β + E$ when the distribution of the…

math.ST2020

Scale matrix estimation under data-based loss in high and low dimensions

Mohamed Anis Haddouche, Dominique Fourdrinier, Fatiha Mezoued

We consider the problem of estimating the scale matrix $Σ$ of the additif model $Y_{p \times n} = M + E$ , under a theoretical decision point of view. Here, $p$ is the nu…

math.ST2018

Sharp non asymptotic oracle inequalities for non parametric computerized tomography model

Dominique Fourdrinier, Sergey Pergamenshchikov

We consider non parametric estimation problem for stochastic tomography regression model, i.e. we consider the estimation problem of function of multivariate variables (image) obse…

math.ST2018

On efficient prediction and predictive density estimation for spherically symmetric models

Dominique Fourdrinier, Éric Marchand, William E. Strawderman

Let $X, U, Y$ be spherically symmetric distributed having density $η^{d + k /2} f (η (∥ x - θ ∣^{2} + ∥ u ∥^{2} + ∥ y - c θ ∥^{2})),$ with unknown parameters $θ \in R^{d}$ a…