2 papers
math.ST2023
Improved Gaussian Mean Matrix Estimators In High-Dimensional Data
Arash A. Foroushani, Severien Nkurunziza
In this paper, we introduce a class of improved estimators for the mean parameter matrix of a multivariate normal distribution with an unknown variance-covariance matrix. In partic…
math.ST2023
A Note on Improved Multivariate Normal Mean Estimation With Unknown Covariance When p Is Greater Than n
Arash A. Foroushani, Severien Nkurunziza
In this paper, we highlight a major error in the proofs of the important results of [D.Chételat and M. T. Wells(2012). Improved Multivariate Normal Mean Estimation with Unknown Cov…