The generalized shrinkage estimator for the analysis of functional connectivity of brain signals

DOI10.1214/10-AOAS396zbMath1232.62147arXiv1108.3187OpenAlexW2064603653MaRDI QIDQ641159

Mark Fiecas, Hernando Ombao

Publication date: 21 October 2011

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1108.3187

zbMATH Keywords

multivariate time seriesspectral density matrixvector autoregressive modelperiodogram matrix

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Inference from stochastic processes and spectral analysis (62M15) Neural biology (92C20)

Related Items (16)

Functional mixed effects wavelet estimation for spectra of replicated time series ⋮ Statistical methods and challenges in connectome genetics ⋮ Modeling dependence via copula of functionals of Fourier coefficients ⋮ Analyzing complex functional brain networks: fusing statistics and network science to understand the brain ⋮ Time series graphical Lasso and sparse VAR estimation ⋮ Scalable Bayesian matrix normal graphical models for brain functional networks ⋮ An Algebraic Estimator for Large Spectral Density Matrices ⋮ Local Whittle estimation of high-dimensional long-run variance and precision matrices ⋮ Data-driven shrinkage of the spectral density matrix of a high-dimensional time series ⋮ Exploring dependence between brain signals in a monkey during learning ⋮ A class of Stein-rules in multivariate regression model with structural changes ⋮ Network modeling in biology: statistical methods for gene and brain networks ⋮ Discussion: Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously ⋮ Coherence-based time series clustering for statistical inference and visualization of brain connectivity ⋮ Spectral analysis of high-dimensional time series ⋮ Time‐Dependent Dual‐Frequency Coherence in Multivariate Non‐Stationary Time Series

Uses Software

• sapa

Cites Work

• Unnamed Item
• A well-conditioned estimator for large-dimensional covariance matrices
• A new method of the description of the information flow in the brain structures
• Classification of multivariate non-stationary signals: the SLEX-shrinkage approach
• Shrinkage estimation in the frequency domain of multivariate time series
• Time series: theory and methods
• Partial correlation analysis for the identification of synaptic connections
• Evaluating causal relations in neural systems: Granger causality, directed transfer function and statistical assessment of significance
• Structural shrinkage of nonparametric spectral estimators for multivariate time series
• A simple generalised crossvalidation method of span selection for periodogram smoothing
• Spectral Analysis for Physical Applications
• Miscellanea. A simple span selector for periodogram smoothing
• Evolutionary Coherence of Nonstationary Signals
• Time Series
• A stabilized bandwidth selection method for kernel smoothing of the periodogram.
• Graphical interaction models for multivariate time series.

This page was built for publication: The generalized shrinkage estimator for the analysis of functional connectivity of brain signals