Speciality:
01.01.05 (Probability theory and mathematical statistics)
Birth date:
25.01.1977
Phone: 00213555744464
Keywords: James-Stein estimator,
multivariate Gaussian random variable,
non-central chi-square distribution,
shrinkage estimators.
Subject:
Mathematics-Statistics
Main publications:
Benkhaled, A. and Hamdaoui, A., “General classes of shrinkage estimators
for the multivariate normal mean with unknown variancee: Minimaxity and limit of risks ratios”, Kragujevac J. Math., 46:2 (2022), 193-213
Hamdaoui. A and Mezouar. N, “Risks ratios of shrinkage estimators for the multivariate normal mean”, Journal of Mathematics and Statistics, 13:2 (2017), 77–87
Hamdaoui, A., Benmansour, D., “Asymptotic properties of risks ratios of shrinkage estimators”, Hacet. J. Math. Stat., 44:5 (2015), 1181-1195
Hamdaoui, A., Benkhaled, A. and Mezouar,N., “Minimaxity and limits of
risks ratios of shrinkage estimators of a multivariate normal mean in the bayesian case”, Stat., Optim. Inf. Comput., 8:2 (2020), 507-520
