Sévérien Nkurunziza

From MaRDI portal
Person:490345

Available identifiers

zbMath Open nkurunziza.severienMaRDI QIDQ490345

List of research outcomes





PublicationDate of PublicationType
Bayesian inference in time-varying additive hazards models with applications to disease mapping2024-10-28Paper
Estimation strategies for the regression coefficient parameter matrix in multivariate multiple regression2024-07-16Paper
Inference in generalized exponential O-U processes with change-point2024-02-16Paper
Inference in generalized exponential O-U processes2024-02-06Paper
Improved Gaussian Mean Matrix Estimators In High-Dimensional Data2023-11-23Paper
A Note on Improved Multivariate Normal Mean Estimation With Unknown Covariance When p Is Greater Than n2023-11-21Paper
Tensor Stein-rules in a generalized tensor regression model2023-09-19Paper
Estimation and testing in multivariate generalized Ornstein-Uhlenbeck processes with change-points2023-08-21Paper
Corrigendum: a note on Liu-type shrinkage estimations in linear models (Statistics 56, 396–420)2023-08-17Paper
On efficiency of some restricted estimators in a multivariate regression model2023-06-19Paper
Correction to: ``On efficiency of some restricted estimators in a multivariate regression model2023-06-19Paper
https://portal.mardi4nfdi.de/entity/Q58895922023-04-27Paper
Improved estimation in tensor regression with multiple change-points2022-08-30Paper
The risk of tensor Stein-rules in elliptically contoured distributions2022-05-05Paper
Inference problem in generalized fractional Ornstein-Uhlenbeck processes with change-point2020-12-07Paper
Inference for a change‐point problem under an OU setting with unequal and unknown volatilities2020-04-28Paper
Inference in a multivariate generalized mean-reverting process with a change-point2020-04-07Paper
Improved inference in generalized mean-reverting processes with multiple change-points2019-05-17Paper
Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting2018-08-10Paper
Estimation and testing in generalized mean-reverting processes with change-point2018-04-16Paper
On estimation of the change points in multivariate regression models with structural changes2017-08-23Paper
Constrained estimation and some useful results in several multivariate models2017-06-29Paper
On the joint asymptotic distribution of the restricted estimators in multivariate regression model2017-06-20Paper
On convergence of the sample correlation matrices in high-dimensional data2017-06-20Paper
Performance of risk-adjusted cumulative sum charts when some assumptions are not met2017-04-11Paper
Determination of a structural break in a mean-reverting process2016-10-10Paper
Shrinkage and LASSO strategies in high-dimensional heteroscedastic models2016-08-22Paper
Nonparametric shrinkage estimation for Aalen's additive hazards model2016-04-27Paper
A class of Stein-rules in multivariate regression model with structural changes2016-03-16Paper
Optimal method in multiple regression with structural changes2015-10-30Paper
Shrinkage Estimation of the Memory Parameter in Stationary Gaussian Processes2015-07-29Paper
Constrained inference in multiple regression with structural changes2015-01-22Paper
Generalized inference for the difference between two means in location-scale families2014-10-15Paper
On extension of some identities for the bias and risk functions in elliptically contoured distributions2014-01-13Paper
Extension of some important identities in shrinkage-pretest strategies2013-11-11Paper
Preliminary test and estimation in some multifactor diffusion processes2013-09-24Paper
The bias and risk functions of some Stein-rules in elliptically contoured distributions2013-08-12Paper
Generalized confidence interval and \(p\)-value in location and scale family2013-08-02Paper
Shrinkage strategies in some multiple multi-factor dynamical systems2013-05-14Paper
The risk of pretest and shrinkage estimators2012-06-25Paper
A simple formula for asymptotic distributional risk of some estimators2012-04-18Paper
Equivariance and generalized inference in two-sample location-scale families2011-10-26Paper
Shrinkage drift parameter estimation for multi‐factor Ornstein–Uhlenbeck processes2011-04-06Paper
Shrinkage strategy in stratified random sample subject to measurement error2011-02-11Paper
https://portal.mardi4nfdi.de/entity/Q35584702010-05-05Paper
Shrinkage estimation in general linear models2010-04-01Paper
Robust inference strategy in the presence of measurement error2010-04-01Paper
Testing concerning the homogeneity of some predator-prey populations2009-11-13Paper
Testing interaction in some predator-prey populations2009-09-14Paper
Likelihood ratio test for a special predator-prey system2008-09-18Paper
Improving the Estimation of Eigenvectors Under Quadratic Loss2008-02-15Paper
Prediction of predator-prey populations modelled by perturbed ODEs2007-07-17Paper

Research outcomes over time

This page was built for person: Sévérien Nkurunziza