• corpor

• Referenced in 21 articles [sw09381]
• package implements a James-Stein-type shrinkage estimator for the covariance matrix, with separate shrinkage ... covariance matrix the package also provides shrinkage estimators for partial correlations and partial variances ... well as any arbitrary power of the shrinkage correlation matrix. Furthermore, functions are available...
• FPC_AS

• Referenced in 60 articles [sw12218]
• stage a first-order iterative “shrinkage” method yields an estimate of the subset of components...
• corpcor

• Referenced in 11 articles [sw10199]
• package implements a James-Stein-type shrinkage estimator for the covariance matrix, with separate shrinkage ... covariance matrix the package also provides shrinkage estimators for partial correlations and partial variances ... well as any arbitrary power of the shrinkage correlation matrix. Furthermore, functions are available...
• wavethresh

• Referenced in 133 articles [sw06084]
• wavelet transforms, complex-valued wavelet transforms, wavelet shrinkage for various kinds of data, locally stationary ... series, nonstationary multiscale transfer function modeling, density estimation...
• reccv

• Referenced in 35 articles [sw26388]
• powerful tool for the nonparametric estimation of spatially-variable objects. We discuss in detail wavelet ... vast literature of wavelet shrinkage and wavelet thresholding estimators developed to denoise such data. These...
• shrink

• Referenced in 4 articles [sw24100]
• package shrink: Global, Parameterwise and Joint Shrinkage Factor Estimation. The predictive value of a statistical ... approaches. Various types of shrinkage factors can also be estimated after a maximum likelihood. While ... computational shortcut to resampling-based shrinkage factor estimation based on DFBETA residuals can be applied...
• WaveThresh4

• Referenced in 40 articles [sw04496]
• wavelet transforms, complex-valued wavelet transforms, wavelet shrinkage for various kinds of data, locally stationary ... series, nonstationary multiscale transfer function modeling, density estimation...
• ForWaRD

• Referenced in 53 articles [sw12296]
• more economical wavelet representations require less Fourier shrinkage. ForWaRD is applicable to all ill-conditioned ... based wavelet-vaguelette deconvolution (WVD); moreover, its estimate features minimal ringing, unlike the purely Fourier...
• sda

• Referenced in 3 articles [sw06073]
• trained using James-Stein-type shrinkage estimators and predictor variables are ranked using CAT scores...
• care

• Referenced in 6 articles [sw19441]
• scores, and for estimating corresponding regression coefficients. Both shrinkage as well as empirical estimators...
• MVR

• Referenced in 1 article [sw06770]
• generate local-pooled or regularized shrinkage estimators of population parameters, (ii) the regularization is done ... variance estimator is improved by a shrinkage estimator using information contained in the sample mean ... From these joint regularized shrinkage estimators, we derived regularized $t$-like statistics and show ... sample counterparts, or regular common value-shrinkage estimators, or when the information contained...
• longitudinal

• Referenced in 2 articles [sw32651]
• spaced time points. Also implements a shrinkage estimator of dynamical correlation and dynamical covariance...
• rarhsmm

• Referenced in 1 article [sw34685]
• Rabiner (1989) . The shrinkage estimation on the covariance matrices is based ... /S0047-259X(03)00096-4>. The shrinkage estimation on the autoregressive coefficients uses the elastic...
• BSL

• Referenced in 1 article [sw29747]
• uBSL and semiBSL) and two shrinkage estimations (graphical lasso and Warton’s estimation). uBSL (Price ... /10618600.2017.1302882>) uses an unbiased estimator to the normal density. A semi-parametric version ... robust to non-normal summary statistics. Shrinkage estimations can help to bring down the number...
• CorShrink

• Referenced in 1 article [sw37289]
• CorShrink: Empirical Bayes shrinkage estimation of correlations, with applications. Estimation of correlation matrices and correlations ... some kind of shrinkage or regularization is necessary to improve estimation accuracy. Here, we propose ... CorShrink is competitive with other popular correlation shrinkage methods, even when there is no missing ... illustrate its flexibility by applying it to estimate cosine similarities between word vectors from word2vec...
• naivereg

• Referenced in 1 article [sw36604]
• Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective” (2018), Journal of Business & Economic Statistics...
• st

• Referenced in 1 article [sw24549]
• Rhein and Strimmer (2007) and a shrinkage estimate of the ”correlation-adjusted t-score...
• OptShrink

• Referenced in 15 articles [sw33657]
• denoising by optimal, data-driven singular value shrinkage. OptShrink is a simple, completely data-driven ... input the signal-plus-noise matrix, an estimate of the signal matrix rank and returns...
• tawny

• Referenced in 0 articles [sw15894]
• package tawny. Portfolio optimization typically requires an estimate of a covariance matrix of asset returns ... such methods: random matrix theory and shrinkage estimation. Each method attempts to clean or remove...
• AICcmodavg

• Referenced in 2 articles [sw17768]
• well as a shrinkage version of model averaging parameter estimates or effect sizes. The package...