3 articles for “Stein's estimator”

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Research ArticleOpen accessIn the keywordsRisks Ratios of Shrinkage Estimators for the Multivariate Normal MeanAbdenour Hamdaoui, Nadia MezouarWe study the estimation of the mean θ of a multivariate Gaussian random variable X∼Np(θ,σ2Ip) in ℜp, σ2 is unknown and estimated by the chi-square variable S2∼σ2χn2. In this work we are interested in studying bounds and limits of risk ratios of shrinkage estimators to the maximum likelihood estimator X, when n and p tend to infinity. We recall that … …Journal of Mathematics and Statistics, Vol. 13, Issue 2 · 3 Apr 2017 · 7,108 accessesView PDF Cite

Research ArticleOpen accessIn the keywordsComparison of Estimators of Dispersion MatrixNarges AbbasiBased on a sample, we considered the problem of estimating the dispersion matrix of a multivariate normal distribution with variance covariance matrix Σ. Empirical Bayes estimators and Haff estimators with their conditions, two proposed estimators of Σ, were the best affine equivariant estimators of dispersion matrix, which we compared them by three different loss functions. …Journal of Mathematics and Statistics, Vol. 4, Issue 3 · 31 Dec 2008 · 6,732 accessesView PDF Cite

Research ArticleOpen accessIn the abstractA New Robust Hybrid Approach to Enhance Speech in Mobile Communication SystemsManimegalai Govindan Sumithra, Keppana Gounder Thanuskodi, Bharathi DeepaProblem statement: The received voice signal in mobile communication is often disturbed by background noise and hence there is a need for good noise reduction methods for enhancing Speech. It is well known that denoising is a compromise between the removal of the largest possible amount of noise and the preservation of signal integrity. To address this issue, a new … …American Journal of Applied Sciences, Vol. 8, Issue 4 · 18 Apr 2011 · 7,299 accessesView PDF Cite