Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions. These ...

The work revisits the autocovariance function estimation, a fundamental problem in statistical inference for time series. We convert the function estimation problem into constrained penalized ...

This is a preview. Log in through your library . Abstract We develop new statistical theory for probabilistic principal component analysis models in high dimensions. The focus is the estimation of the ...