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Estimation of high dimensional covariance matrices by shrinkage algorithms

  • Sichuan University
  • University of New Orleans

科研成果: 书/报告/会议事项章节会议稿件同行评审

6 引用 (Scopus)

摘要

This paper addresses the shrinkage estimation problem of high-dimensional covariance matrices with low sample size data. A class of structured target matrices that include banding, thresholding, diagonal and block diagonal matrices is proposed, and an optimal oracle shrinkage coefficient is derived. To approximate the oracle estimator, an iterative method is presented and proved to be convergent. Moreover, a closed-form solution of its limit, which is guaranteed to be in the unit interval, is obtained. For the banding and thresholding target matrices with unknown bandwidth and threshold respectively, two adaptive algorithms are presented to estimate the covariance matrix, and some properties on the estimation error are discussed theoretically. Some simulations are given to illustrate the competitive performances of proposed covariance matrix estimators.

源语言英语
主期刊名20th International Conference on Information Fusion, Fusion 2017 - Proceedings
出版商Institute of Electrical and Electronics Engineers Inc.
ISBN(电子版)9780996452700
DOI
出版状态已出版 - 11 8月 2017
已对外发布
活动20th International Conference on Information Fusion, Fusion 2017 - Xi'an, 中国
期限: 10 7月 201713 7月 2017

出版系列

姓名20th International Conference on Information Fusion, Fusion 2017 - Proceedings

会议

会议20th International Conference on Information Fusion, Fusion 2017
国家/地区中国
Xi'an
时期10/07/1713/07/17

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