Éric Marchand

activity

20122024

most citedA unified minimax result for restricted parameter spaces

20 citations · 21 across the 4 of their papers we have counts for

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Showing math.STShow all

4 papers · 1 filter

math.ST2024★ 1 cited

Bayesian prediction regions and density estimation with type-2 censored data

Akbar Asgharzadeh, Éric Marchand, Ali Saadati Nik

For exponentially distributed lifetimes, we consider the prediction of future order statistics based on having observed the first $m$ order statistics. We focus on the previously l…

math.ST2014

On Predictive Density Estimation for Location Families under Integrated $L_{2}$ and $L_{1}$ Losses

Tatsuya Kubokawa, Éric Marchand, William E. Strawderman

Our investigation concerns the estimation of predictive densities and a study of efficiency as measured by the frequentist risk of such predictive densities with integrated $L_{2}$ a…

math.ST2012★ 20 cited

A unified minimax result for restricted parameter spaces

Éric Marchand, William E. Strawderman

We provide a development that unifies, simplifies and extends considerably a number of minimax results in the restricted parameter space literature. Various applications follow, su…

math.ST2012

Estimation of a multivariate normal mean with a bounded signal to noise ratio

Othmane Kortbi, Éric Marchand

For normal canonical models with $X \sim N_{p} (θ, σ^{2} I_{p}), S^{2} \sim σ^{2} χ_{k}^{2}, in d e p e n d e n t$ , we consider the problem of estimating $θ$ under scale invariant squa…

Bayesian prediction regions and density estimation with type-2 censored data

On Predictive Density Estimation for Location Families under Integrated L2​ and L1​ Losses

A unified minimax result for restricted parameter spaces

Estimation of a multivariate normal mean with a bounded signal to noise ratio

On Predictive Density Estimation for Location Families under Integrated $L_{2}$ and $L_{1}$ Losses