Semi-parametric inference for large-scale data with temporally dependent noise

DOI10.1214/23-EJS2171MaRDI QIDQ6184895zbMATH OpenOpenAlexFDO

Authors

Publication date 5 January 2024

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-17/issue-2/Semi-parametric-inference-for-large-scale-data-with-temporally-dependent/10.1214/23-EJS2171.full

zbMATH Keywords

auto-covariance matrixfalse discovery ratefMRIneuroimagingpartially-linear model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric inference under constraints (62F30) Robustness and adaptive procedures (parametric inference) (62F35)

Cites work

• A novel partial-linear single-index model for time series data
• Adaptive thresholding for sparse covariance matrix estimation
• Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
• Banding sample autocovariance matrices of stationary processes
• Covariance matrix estimation for stationary time series
• Estimation for single-index and partially linear single-index integrated models
• Estimation of the error autocorrelation matrix in semiparametric model for fMRI data
• Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 720689 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• Inference of Trends in Time Series
• Local linear quantile estimation for nonstationary time series
• Minimax estimation of large covariance matrices under _1-norm
• On the root-n-consistent semiparametric estimation of partially linear models
• Operator norm consistent estimation of large-dimensional sparse covariance matrices
• Optimal rates of convergence for covariance matrix estimation
• Positive-definite _1-penalized estimation of large covariance matrices
• Regularized estimation of large covariance matrices
• Root-N-Consistent Semiparametric Regression
• Semiparametric detection of significant activation for brain fMRI
• Semiparametric estimation in triangular system equations with nonstationarity
• Semiparametric estimation of generalized transformation panel data models with nonstationary error
• Statistical inference in partially time-varying coefficient models
• Statistical Issues in fMRI for Brain Imaging
• Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
• Subsampling
• Testing parametric assumptions of trends of a nonstationary time series

This page was built for publication: Semi-parametric inference for large-scale data with temporally dependent noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6184895)