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

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) ◽

Cited By ~ 5

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

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 ◽

The Mean

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

Learning sparse structural changes in high-dimensional Markov networks

Behaviormetrika ◽

10.1007/s41237-017-0014-z ◽

2017 ◽

Vol 44 (1) ◽

pp. 265-286 ◽

Cited By ~ 6

Author(s):

Song Liu ◽

Kenji Fukumizu ◽

Taiji Suzuki

Keyword(s):

Structural Changes ◽

High Dimensional ◽

Markov Networks

Monitoring sequential structural changes in penalized high-dimensional linear models

Sequential Analysis ◽

10.1080/07474946.2021.1940500 ◽

2021 ◽

pp. 1-24

Author(s):

Suthakaran Ratnasingam ◽

Wei Ning

Keyword(s):

Structural Changes ◽

Linear Models ◽

High Dimensional

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 ◽

Cited By ~ 6

Author(s):

Namgil Lee ◽

Hyemi Choi ◽

Sung-Ho Kim

Keyword(s):

High Dimensional ◽

Shrinkage Estimation ◽

Var Models ◽

Scale Mixture ◽

Normal Distributions ◽

Mixture Of Normal Distributions

Estimating and testing high dimensional factor models with multiple structural changes

Journal of Econometrics ◽

10.1016/j.jeconom.2020.04.005 ◽

2020 ◽

Cited By ~ 4

Author(s):

Badi H. Baltagi ◽

Chihwa Kao ◽

Fa Wang

Keyword(s):

Structural Changes ◽

Factor Models ◽

High Dimensional ◽

Multiple Structural Changes

Estimating and Testing for Smooth Structural Changes in Moment Condition Models

SSRN Electronic Journal ◽

10.2139/ssrn.3792747 ◽

2021 ◽

Cited By ~ 1

Author(s):

Haiqi Li ◽

Jin Zhou ◽

Yongmiao Hong

Keyword(s):

Structural Changes ◽

Moment Condition

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

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 ◽

Cited By ~ 104

Author(s):

Yilun Chen ◽

A. Wiesel ◽

A. O. Hero

Keyword(s):

Covariance Matrices ◽

High Dimensional ◽

Shrinkage Estimation