Compositional covariance shrinkage and regularised partial correlations

DOI10.57645/20.8080.02.8MaRDI QIDQ6201811zbMATH OpenFDO

Authors Ionas Erb

Publication date 26 March 2024

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

zbMATH Keywords

compositional covariance structureJames-Stein shrinkagelogratio analysispartial correlation

Mathematics Subject Classification ID

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

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