2 papers
math.ST2021
Polynomials shrinkage estimators of a multivariate normal mean
Abdelkader Benkhaled, Mekki Terbeche, Abdenour Hamdaoui
In this work, the estimation of the multivariate normal mean by different classes of shrinkage estimators is investigated. The risk associated with the balanced loss function is us…
math.ST2020
Minimaxity and Limits of Risks Ratios of Shrinkage Estimators of a Multivariate Normal Mean in the Bayesian Case
Abdenour Hamdaoui, Abdelkader Benkhaled, Nadia Mezouar
In this article, we consider two forms of shrinkage estimators of the mean of a multivariate normal distribution where is unknow…