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

2021 ◽  
Author(s):  
Xingyi Chen ◽  
Yongmiao Hong ◽  
Haiqi Li
Keyword(s):  
Structural Changes ◽  
High Dimensional ◽  
Moment Condition ◽  
Shrinkage Estimation ◽  
Condition Model ◽  
Adaptive Shrinkage

scholarly journals Learning sparse structural changes in high-dimensional Markov networks

2017 ◽  
Vol 44 (1) ◽  
pp. 265-286 ◽  
Author(s):  
Song Liu ◽  
Kenji Fukumizu ◽  
Taiji Suzuki
Keyword(s):  
Structural Changes ◽  
High Dimensional ◽  
Markov Networks

Linear shrinkage estimation of high-dimensional means

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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