Adaptive Functional Thresholding for Sparse Covariance Function Estimation in High Dimensions

DOI10.1080/01621459.2023.2200522MaRDI QIDQ6567942FDOQ6567942

Authors: Qin Fang, Shao-Jun Guo, Xinghao Qiao 

Publication date: 5 July 2024

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• The Adaptive Lasso and Its Oracle Properties
• Introduction to empirical processes and semiparametric inference
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Functional Data Analysis for Sparse Longitudinal Data
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• Covariance regularization by thresholding
• Multivariate functional linear regression and prediction
• From sparse to dense functional data and beyond
• Multivariate functional principal component analysis for data observed on different (dimensional) domains
• Adaptive thresholding for sparse covariance matrix estimation
• Generalized thresholding of large covariance matrices
• Statistical inferences for functional data
• Minimax sparse principal subspace estimation in high dimensions
• Partially functional linear regression in high dimensions
• Robust estimation of high-dimensional covariance and precision matrices
• Nonparametric estimation of large covariance matrices with conditional sparsity
• Sparse functional linear discriminant analysis
• A Nonparametric Graphical Model for Functional Data With Application to Brain Networks Based on fMRI
• Functional Graphical Models
• Doubly functional graphical models in high dimensions
• Partial separability and functional graphical models for multivariate Gaussian processes
• Conditional Functional Graphical Models
• A Wavelet-Based Independence Test for Functional Data With an Application to MEG Functional Connectivity

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