Éric Marchand

most citedA unified minimax result for restricted parameter spaces

20 citations · 20 across the 3 of their papers we have counts for

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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…