The generalized shrinkage estimator for the analysis of functional connectivity of brain signals

DOI10.1214/10-AOAS396zbMath1232.62147arXiv1108.3187MaRDI QIDQ641159

Mark Fiecas, Hernando Ombao

Publication date: 21 October 2011

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1108.3187

zbMATH Keywords

multivariate time series; spectral density matrix; vector autoregressive model; periodogram matrix

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P10: Applications of statistics to biology and medical sciences; meta analysis

62M15: Inference from stochastic processes and spectral analysis

92C20: Neural biology

Related Items

Exploring dependence between brain signals in a monkey during learning, Discussion: Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously, Functional mixed effects wavelet estimation for spectra of replicated time series, Analyzing complex functional brain networks: fusing statistics and network science to understand the brain, Data-driven shrinkage of the spectral density matrix of a high-dimensional time series, Statistical methods and challenges in connectome genetics, A class of Stein-rules in multivariate regression model with structural changes

Uses Software

• sapa

Cites Work

• Unnamed Item
• A well-conditioned estimator for large-dimensional covariance matrices
• A new method of the description of the information flow in the brain structures
• Classification of multivariate non-stationary signals: the SLEX-shrinkage approach
• Shrinkage estimation in the frequency domain of multivariate time series
• Time series: theory and methods
• Partial correlation analysis for the identification of synaptic connections
• Evaluating causal relations in neural systems: Granger causality, directed transfer function and statistical assessment of significance
• Structural shrinkage of nonparametric spectral estimators for multivariate time series
• A simple generalised crossvalidation method of span selection for periodogram smoothing
• Spectral Analysis for Physical Applications
• Miscellanea. A simple span selector for periodogram smoothing
• Evolutionary Coherence of Nonstationary Signals
• Time Series
• A stabilized bandwidth selection method for kernel smoothing of the periodogram.
• Graphical interaction models for multivariate time series.