Found 1,141 Documents (Results 1–100)
Variable selection for generalized linear model with highly correlated covariates. (English) Zbl 07888063
Addressing the algebraic structure of a linear mixed model with balanced design towards model extension. (English) Zbl 07869366
A novel copula-based approach for parametric estimation of univariate time series through its covariance decay. (English) Zbl 1539.62274
Smoluchowski processes and nonparametric estimation of functionals of particle displacement distributions from count data. (English) Zbl 1534.60162
On estimators of the mean of Infinite dimensional data in finite populations. (English) Zbl 07788904
Tests for equality of several covariance matrix functions for multivariate functional data. (English) Zbl 07783452
Robustly fitting Gaussian graphical models – the R package robFitConGraph. (English) Zbl 07914303
Yi, Mengxi (ed.) et al., Robust and multivariate statistical methods. Festschrift in honor of David E. Tyler. Cham: Springer. 277-296 (2023).
On robust estimators of a sphericity measure in high dimension. (English) Zbl 07914299
Yi, Mengxi (ed.) et al., Robust and multivariate statistical methods. Festschrift in honor of David E. Tyler. Cham: Springer. 179-195 (2023).
Asymptotic analysis of ML-covariance parameter estimators based on covariance approximations. (English) Zbl 07784490
Semi-parametric inference for large-scale data with temporally dependent noise. (English) Zbl 07784488
Consistent estimates of the parameters of the multiparameter fractional Brownian motion. (English) Zbl 1538.60059
Asymptotic behavior of LSE estimator of an AR(1) coefficient with associated innovations. (English) Zbl 07753674
A robust hotelling test statistic for one sample case in high dimensional data. (English) Zbl 07710555
Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables. (English) Zbl 1520.62106
Correction to: “From fixed-X to random-X regression: bias-variance decompositions, covariance penalties, and prediction error estimation”. (English) Zbl 1507.62297
Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model. (English) Zbl 1539.62288
Minimax optimal estimation of high-dimensional sparse covariance matrices with missing data. (English) Zbl 1498.62110
Autoregressive time series analysis of variance with skew normal innovations. (English) Zbl 1496.62152
Spatio-temporal expanding distance asymptotic framework for locally stationary processes. (English) Zbl 07596019
The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate. (English) Zbl 1520.62054
A generalized likelihood-based Bayesian approach for scalable joint regression and covariance selection in high dimensions. (English) Zbl 1490.62023
CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions. (English) Zbl 1493.62328
Nonparametric estimate of spectral density functions of sample covariance matrices generated by VARMA models. (English) Zbl 07533587
MSC:
62-XX
Mixture regression for longitudinal data based on joint mean-covariance model. (English) Zbl 1493.62407
Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices. (English) Zbl 1493.62333
Empirical likelihood in generalized linear models with working covariance matrix. (English) Zbl 1493.62446
Resolvent estimators for functional autoregressive processes with random coefficients. (English) Zbl 1493.62299
Feature extraction for functional time series: theory and application to NIR spectroscopy data. (English) Zbl 1493.62327
Weak derivative-based expansion of functions: ANOVA and some inequalities. (English) Zbl 1540.62093
MSC:
62J10
Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors. (English) Zbl 1480.62105
Practical review and comparison of modified covariance estimators for linear mixed models in small-sample longitudinal studies with missing data. (English) Zbl 07777965
On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators? (English) Zbl 07553342
MSC:
62-XX
A note on necessary and sufficient conditions of existence and uniqueness for the maximum likelihood estimator of a Kronecker-product variance-covariance matrix. (English) Zbl 1485.62067
On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions. (English) Zbl 1486.62254
Score matching filters for Gaussian Markov random fields with a linear model of the precision matrix. (English) Zbl 1478.62282
Positive-definite modification of a covariance matrix by minimizing the matrix \(\ell_{\infty}\) norm with applications to portfolio optimization. (English) Zbl 1478.62118
Estimating variances in time series kriging using convex optimization and empirical BLUPs. (English) Zbl 1477.62243
Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators. (English) Zbl 1477.62133
An integrated framework for visualizing and forecasting realized covariance matrices. (English) Zbl 1477.62303
Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator. (English) Zbl 1474.62197
Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model. (English) Zbl 1473.62234
Robust estimation of sparse precision matrix using adaptive weighted graphical lasso approach. (English) Zbl 1472.62083
On the philosophy of Cramér-Rao-Bhattacharya inequalities in quantum statistics. (English) Zbl 1471.81032
Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix. (English) Zbl 1467.62095
Estimating and forecasting dynamic correlation matrices: a nonlinear common factor approach. (English) Zbl 1464.62301
An asymptotic and empirical smoothing parameters selection method for smoothing spline ANOVA models in large samples. (English) Zbl 1462.62455
Robust Q-learning. (English) Zbl 1457.62341
Estimation of optimal individualized treatment rules using a covariate-specific treatment effect curve with high-dimensional covariates. (English) Zbl 1457.62344
Robust integrated covariance intersection fusion Kalman estimators for networked systems with random measurement delays, multiplicative noises, and uncertain noise variances. (English) Zbl 1543.93341
Robust centralized and integrated covariance intersection fusion Kalman estimators for networked mixed-uncertain systems. (English) Zbl 1525.93457
Mahalanobis distance based on minimum regularized covariance determinant estimators for high dimensional data. (English) Zbl 07529991
MSC:
62-XX
Choice of link and variance function for generalized linear mixed models: a case study with binomial response in proteomics. (English) Zbl 1511.62357
Modified regression estimators using robust regression methods and covariance matrices in stratified random sampling. (English) Zbl 1511.62031
Baranchick-type estimators of a multivariate normal mean under the general quadratic loss function. (English) Zbl 1534.62020
On parameter estimation for high dimensional errors-in-variables models. (English) Zbl 1455.62056
Maciak, Matúš (ed.) et al., Analytical methods in statistics. AMISTAT. Proceedings of the workshop, Liberec, Czech Republic, September 16–19, 2019. Cham: Springer. Springer Proc. Math. Stat. 329, 143-156 (2020).
Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments. (English) Zbl 1461.60019
Empirical likelihood estimation of error variance in linear regression model with missing data. (Chinese. English summary) Zbl 1463.62061
High-dimensional general linear hypothesis tests via non-linear spectral shrinkage. (English) Zbl 1461.62079
“From fixed-X to random-X regression: bias-variance decompositions, covariance penalties, and prediction error estimation”: rejoinder. (English) Zbl 1437.62352
Cross-validation, risk estimation, and model selection: comment on a paper by Rosset and Tibshirani. (English) Zbl 1437.62355
Discussion of “From fixed-X to random-X regression: bias-variance decompositions, covariance penalties, and prediction error estimation”. (English) Zbl 1437.62353
From fixed-X to random-X regression: bias-variance decompositions, covariance penalties, and prediction error estimation. (English) Zbl 1437.62351
J. Am. Stat. Assoc. 115, No. 529, 138-151 (2020); correction ibid. 117, No. 537, 529 (2022).
Lassoing eigenvalues. (English) Zbl 1441.62189
Updating of the Gaussian graphical model through targeted penalized estimation. (English) Zbl 1440.62211
Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes. (English) Zbl 1441.62248
Reviewer: Oscar Bustos (Córdoba)
Efficient estimation of heterogeneous coefficients in panel data models with common shocks. (English) Zbl 1456.62294
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