
corpor
 Referenced in 21 articles
[sw09381]
 package implements a JamesSteintype 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 firstorder iterative “shrinkage” method yields an estimate of the subset of components...

corpcor
 Referenced in 11 articles
[sw10199]
 package implements a JamesSteintype 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, complexvalued 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 spatiallyvariable 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 resamplingbased shrinkage factor estimation based on DFBETA residuals can be applied...

WaveThresh4
 Referenced in 40 articles
[sw04496]
 wavelet transforms, complexvalued 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 illconditioned ... based waveletvaguelette deconvolution (WVD); moreover, its estimate features minimal ringing, unlike the purely Fourier...

sda
 Referenced in 3 articles
[sw06073]
 trained using JamesSteintype 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 localpooled 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 valueshrinkage 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 ... /S0047259X(03)000964>. 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 semiparametric version ... robust to nonnormal 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 ”correlationadjusted tscore...

OptShrink
 Referenced in 15 articles
[sw33657]
 denoising by optimal, datadriven singular value shrinkage. OptShrink is a simple, completely datadriven ... input the signalplusnoise 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...