activity
20062022
most citedA unified minimax result for restricted parameter spaces

20 citations · 36 across the 10 of their papers we have counts for

collaborators

12 papers

math.ST2022

Predictive density estimators with integrated loss

Pankaj Bhagwat, Eric Marchand

This paper addresses the problem of an efficient predictive density estimation for the density of based on for . T…

math.ST2022

Bayesian inference and prediction for mean-mixtures of normal distributions

Pankaj Bhagwat, Eric Marchand

We study frequentist risk properties of predictive density estimators for mean mixtures of multivariate normal distributions, involving an unknown location parameter $θ\in \mathbb{…

math.ST2021

On shrinkage estimation of a spherically symmetric distribution for balanced loss functions

Lahoucine Hobbad, Éric Marchand, Idir Ouassou

We consider the problem of estimating the mean vector of a -dimensional spherically symmetric distributed based on balanced loss functions of the forms: {\bf (i)} $ωρ(\|…

math.ST2020

Bayesian estimation and prediction for certain mixtures

Aziz LMoudden, Éric Marchand

For two vast families of mixture distributions and a given prior, we provide unified representations of posterior and predictive distributions. Model applications presented include…

math.ST2019

On shrinkage estimation for balanced loss functions

Éric Marchand, William E. Strawderman

The estimation of a multivariate mean is considered under natural modifications of balanced loss function of the form: (i) , and (i…

math.ST2014

On Predictive Density Estimation for Location Families under Integrated and 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 a…