Linear shrinkage estimation of high-dimensional means

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2021.1994610 ◽

2021 ◽

pp. 1-17

Author(s):

Yuki Ikeda ◽

Ryumei Nakada ◽

Tatsuya Kubokawa ◽

Muni S. Srivastava

Keyword(s):

Linear Shrinkage ◽

High Dimensional ◽

Shrinkage Estimation

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Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2020.104608 ◽

2020 ◽

Vol 178 ◽

pp. 104608

Author(s):

Ryota Yuasa ◽

Tatsuya Kubokawa

Keyword(s):

Normal Distribution ◽

Linear Shrinkage ◽

High Dimensional ◽

Shrinkage Estimation ◽

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Shrinkage Estimation of Effect Sizes as an Alternative to Hypothesis Testing Followed by Estimation in High-Dimensional Biology: Applications to Differential Gene Expression

Statistical Applications in Genetics and Molecular Biology ◽

10.2202/1544-6115.1504 ◽

2010 ◽

Vol 9 (1) ◽

Author(s):

Zahra Montazeri ◽

Corey M. Yanofsky ◽

David R. Bickel

Keyword(s):

Gene Expression ◽

Hypothesis Testing ◽

Differential Gene Expression ◽

Effect Sizes ◽

High Dimensional ◽

Shrinkage Estimation ◽

Differential Gene

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Non-linear shrinkage estimation of large-scale structure covariance

Monthly Notices of the Royal Astronomical Society Letters ◽

10.1093/mnrasl/slw240 ◽

2016 ◽

Vol 466 (1) ◽

pp. L83-L87 ◽

Author(s):

Benjamin Joachimi

Keyword(s):

Large Scale ◽

Large Scale Structure ◽

Linear Shrinkage ◽

Scale Structure ◽

Shrinkage Estimation ◽

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Linear shrinkage estimation of covariance matrices using low-complexity cross-validation

Signal Processing ◽

10.1016/j.sigpro.2018.02.026 ◽

2018 ◽

Vol 148 ◽

pp. 223-233 ◽

Author(s):

Jun Tong ◽

Rui Hu ◽

Jiangtao Xi ◽

Zhitao Xiao ◽

Qinghua Guo ◽

...

Keyword(s):

Cross Validation ◽

Low Complexity ◽

Linear Shrinkage ◽

Covariance Matrices ◽

Shrinkage Estimation

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Shrinkage estimation of high-dimensional vector autoregressions for effective connectivity in fMRI

2016 IEEE EMBS Conference on Biomedical Engineering and Sciences (IECBES) ◽

10.1109/iecbes.2016.7843427 ◽

2016 ◽

Author(s):

Hui-Ru Tan ◽

Chee-Ming Ting ◽

Sh-Hussain Salleh ◽

I. Kamarulafizam ◽

A. M. Noor

Keyword(s):

Effective Connectivity ◽

High Dimensional ◽

Shrinkage Estimation ◽

Dimensional Vector ◽

Vector Autoregressions

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Source Enumeration Via MDL Criterion Based on Linear Shrinkage Estimation of Noise Subspace Covariance Matrix

IEEE Transactions on Signal Processing ◽

10.1109/tsp.2013.2273198 ◽

2013 ◽

Vol 61 (19) ◽

pp. 4806-4821 ◽

Author(s):

Lei Huang ◽

H. C. So

Keyword(s):

Covariance Matrix ◽

Linear Shrinkage ◽

Shrinkage Estimation ◽

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Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2016.03.007 ◽

2016 ◽

Vol 101 ◽

pp. 250-276 ◽

Author(s):

Namgil Lee ◽

Hyemi Choi ◽

Sung-Ho Kim

Keyword(s):

High Dimensional ◽

Shrinkage Estimation ◽

Scale Mixture ◽

Normal Distributions ◽

Mixture Of Normal Distributions

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Adaptive Shrinkage Estimation of High Dimensional Moment Condition Model with Smooth Structural Changes

SSRN Electronic Journal ◽

10.2139/ssrn.3792704 ◽

2021 ◽

Author(s):

Xingyi Chen ◽

Yongmiao Hong ◽

Haiqi Li

Keyword(s):

Structural Changes ◽

High Dimensional ◽

Moment Condition ◽

Shrinkage Estimation ◽

Condition Model ◽

Adaptive Shrinkage

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Robust Shrinkage Estimation of High-Dimensional Covariance Matrices

IEEE Transactions on Signal Processing ◽

10.1109/tsp.2011.2138698 ◽

2011 ◽

Vol 59 (9) ◽

pp. 4097-4107 ◽

Author(s):

Yilun Chen ◽

A. Wiesel ◽

A. O. Hero

Keyword(s):

Covariance Matrices ◽

High Dimensional ◽

Shrinkage Estimation

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Shrinkage estimation of high dimensional covariance matrices

2009 IEEE International Conference on Acoustics, Speech and Signal Processing ◽

10.1109/icassp.2009.4960239 ◽

2009 ◽

Author(s):

Yilun Chen ◽

Ami Wiesel ◽

Alfred O. Hero

Keyword(s):

Covariance Matrices ◽

High Dimensional ◽

Shrinkage Estimation

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