X. Gendre

activity

20082019

most citedSimultaneous estimation of the mean and the variance in heteroscedastic Gaussian regression

6 citations · 6 across the 3 of their papers we have counts for

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math.ST2012

Model selection and estimation of a component in additive regression

Xavier Gendre

Let $Y \in R^{n}$ be a random vector with mean $s$ and covariance matrix $σ^2P_n\tra{P_n}$ where $P_{n}$ is some known $n \times n$ -matrix. We construct a statistical procedure to estima…

math.ST2008★ 6 cited

Simultaneous estimation of the mean and the variance in heteroscedastic Gaussian regression

Xavier Gendre

Let $Y$ be a Gaussian vector of $R^{n}$ of mean $s$ and diagonal covariance matrix $Γ$ . Our aim is to estimate both $s$ and the entries $σ_{i} = Γ_{i, i}$ , for $i = 1, ..., n$ , on th…