Fatiha Mezoued

collaborators

2 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…