Asymptotic covariance estimation by Gaussian random perturbation

DOI10.1016/J.CSDA.2022.107459OpenAlexW4220686366WikidataQ114191848 ScholiaQ114191848MaRDI QIDQ2129607FDOQ2129607

Authors Jing Zhou, Wei Lan, Hansheng Wang 

Publication date 22 April 2022

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2022.107459

zbMATH Keywords

covariance matrix estimation\(M\)-estimatorsGaussian random perturbation

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Robust covariance estimation under \(L_4\)-\(L_2\) norm equivalence
• Asymptotic expansion of the minimum covariance determinant estimators
• Local inversion-free estimation of spatial Gaussian processes
• Robust covariance estimates based on resampling
• A Note on the Efficiency of Sandwich Covariance Matrix Estimation

Cites Work

• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• Bias Correction With Jackknife, Bootstrap, and Taylor Series
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
• Distributed estimation of principal eigenspaces
• Distributed feature screening via componentwise debiasing
• Distributed testing and estimation under sparse high dimensional models
• Efficient quantile regression analysis with missing observations
• Least absolute relative error estimation
• Mathematical Statistics
• Missing Data, Imputation, and the Bootstrap
• Rejoinder to the comments on: Missing data methods in longitudinal studies: a review
• Sample Correlation Coefficients Based on Survey Data Under Regression Imputation
• Semiparametric model-based inference in the presence of missing responses
• Semiparametric pseudo-likelihoods in generalized linear models with nonignorable missing data
• The jackknife estimate of variance
• The role of proxy information in missing data analysis

Cited In (3)

• Random Surface Covariance Estimation by Shifted Partial Tracing
• Stochastic analysis of covariance when the error distribution is long-tailed symmetric
• Title not available (Why is no real title available?)

This page was built for publication: Asymptotic covariance estimation by Gaussian random perturbation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2129607)