Estimation in high-dimensional analysis and multivariate linear models

DOI10.1080/03610920903576556MaRDI QIDQ3006260zbMATH OpenOpenAlexFDO

Authors Tõnu Kollo, Dietrich Von Rosen, Tatjana von Rosen

Publication date 10 June 2011

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920903576556

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 1021316 (Why is no real title available?)
• scientific article; zbMATH DE number 2171896 (Why is no real title available?)
• A generalized multivariate analysis of variance model useful especially for growth curve problems
• A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix
• A test for the mean vector with fewer observations than the dimension
• A well-conditioned estimator for large-dimensional covariance matrices
• An extension of the growth curve model
• Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues
• Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix
• Effect of dimensionality on discrimination
• Growth curve analysis of complete and incomplete longitudinal data
• Minimum distance classification rules for high dimensional data
• Multivariate analysis of variance with fewer observations than the dimension
• New Tests for Data with an Inherent Structure
• Sample covariance shrinkage for high dimensional dependent data
• Search for relevant sets of variables in a high‐dimensional setup keeping the familywise error rate
• Some high-dimensional tests for a one-way MANOVA
• Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
• Spectral analysis of large dimensional random matrices
• The growth curve model: a review

Cited in

(14)

• scientific article; zbMATH DE number 1471718 (Why is no real title available?)
• Pivotal Estimation in High-Dimensional Regression via Linear Programming
• Estimation of Low Rank High-Dimensional Multivariate Linear Models for Multi-Response Data
• Econometric estimation with high-dimensional moment equalities
• High dimensional extension of the growth curve model and its application in genetics
• Parameter estimation in high dimensional Gaussian distributions
• Test for the mean matrix in a growth curve model for high dimensions
• Estimation of high-dimensional seemingly unrelated regression models
• High-dimensional linear models: a random matrix perspective
• HIGH DIMENSIONAL ESTIMATION VIA SUM-OF-SQUARES PROOFS
• High-dimensional inference in misspecified linear models
• On the mean and dispersion of the Moore-Penrose generalized inverse of a Wishart matrix
• Estimation in high-dimensional linear models with deterministic design matrices
• Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings

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