Compositional covariance shrinkage and regularised partial correlations

DOI10.57645/20.8080.02.8arXiv2212.00496MaRDI QIDQ6201811FDOQ6201811

Authors: Ionas Erb 

Publication date: 26 March 2024

Full work available at URL: https://arxiv.org/abs/2212.00496

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zbMATH Keywords

partial correlationJames-Stein shrinkagelogratio analysiscompositional covariance structure

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics (62P99) Parametric inference under constraints (62F30)

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