dacc

MaRDI QIDQ5978358CRANFDO

Authors Yan Li, Jun Yan, Kun Chen

Last update 16 September 2025

Copyright license GNU General Public License

Software version identifier 0.0-1, 0.0-2, 0.0-3, PACKAGES.rds, 0.0-4, 0.0-5, 0.0-6, 0.0-7

Description

Detection and attribution of climate change using methods including optimal fingerprinting via generalized total least squares or an estimating equation approach (Li et al., 2025, <doi:10.1175/JCLI-D-24-0193.1>; Ma et al., 2023, <doi:10.1175/JCLI-D-22-0681.1>). Provides shrinkage estimators for the covariance matrix following Ledoit and Wolf (2004, <doi:10.1016/S0047-259X(03)00096-4>) and Ledoit and Wolf (2017, <doi:10.2139/ssrn.2383361>).

Cites work

• A well-conditioned estimator for large-dimensional covariance matrices
• Improved Optimal Fingerprinting Based on Estimating Equations Reaffirms Anthropogenic Effect on Global Warming
• Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks
• Optimal Fingerprinting with Estimating Equations

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