D. Fourdrinier

activity

20122025

most citedOn Improved Loss Estimation for Shrinkage Estimators

19 citations · 23 across the 7 of their papers we have counts for

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Showing 2020 · math.STShow all

2 papers · 2 filters

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…