Results 121 to 130 of about 41,085 (210)

Estimation Risk and Shrinkage in Vast-Dimensional Fundamental Factor Models

, 2018
We investigate covariance matrix estimation in vast-dimensional spaces of 1,500 up to 2,000 stocks using fundamental factor models (FFMs). FFMs are the typical benchmark in the asset management industry and depart from the usual statistical factor models
Lucas, Andre; id_orcid, van Vlodrop, A.C., van Vlodrop, Andries C., Lucas, André   +3 more
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Shrinkage estimation of gene interaction networks in single-cell RNA sequencing data. [PDF]

BMC Bioinformatics
Vo DHT, Thorne T.
europepmc   +1 more source

Shrinkage-based Capon and APES for spectral estimation

, 2009
-In this letter, we propose shrinkage-based Capon (S-Capon) and APES (S-APES) spectral estimators by minimizing the mean-square error (MSE) of standard Capon and APES in a linear regression framework.
Fellow, IEEE Chaohuan Hou, Jun Yang, Xiaochuan Ma, Yicong Liu   +3 more
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Shrinkage Estimation of Varying Covariate Effects Based On Quantile Regression. [PDF]

Stat Comput, 2014
Peng L, Xu J, Xu J, Kutner N.
europepmc   +1 more source

Atomic norm denoising with applications to line spectral estimation

, 2012
The sub-Nyquist estimation of line spectra is a classical problem in signal processing, but currently popular subspace-based techniques have few guarantees in the presence of noise and rely on a priori knowledge about system model order.
Narayan Bhaskar, Badri, Recht, Benjamin, Tang, Gongguo   +2 more
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An Empirical Bayes Approach to Shrinkage Estimation on the Manifold of Symmetric Positive-Definite Matrices. [PDF]

J Am Stat Assoc
Yang CH, Doss H, Vemuri BC.
europepmc   +1 more source

Derivation of robust predictor variables for modelling urban shrinkage and its effects at different scales [PDF]

Currently, we observe diverging processes of growth and shrinkage in European Cities. Whereas in the 80ies and 90ies partially accelerated through the crash of the socialist system mostly urban growth and suburban development occurred in European Cities,
Dagmar Haase
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Sharp linear and block shrinkage wavelet estimation

The results of Hall et al. (1998, Ann. Statist. 26, 922-943) together with Efromovich (2000, Bernoulli) imply that a data-driven block shrinkage wavelet estimator, which mimics a sharp minimax linear oracle, is rate optimal over spatially inhomogeneous ...
Efromovich, Sam
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Fractal Function Estimation via Wavelet Shrinkage

, 1997
In scientific studies objects are often very rough. Mathematically these rough objects are modeled by fractal functions, and fractal dimension is usually used to measure their roughness.
Yazhen Wang
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Sparse least trimmed squares regression. [PDF]

Sparse model estimation is a topic of high importance in modern data analysis due to the increasing availability of data sets with a large number of variables. Another common problem in applied statistics is the presence of outliers in the data.
Croux, Christophe, Alfons, Andreas, Gelper, Sarah   +2 more
core