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stat.ME2021
Efficient Integration of Aggregate Data and Individual Patient Data in One-Way Mixed Models
Neha Agarwala, Junyong Park, Anindya Roy
Often both Aggregate Data (AD) studies and Individual Patient Data (IPD) studies are available for specific treatments. Combining these two sources of data could improve the overal…
stat.ME2016★ 17 cited
Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage
Young-Geun Choi, Johan Lim, Anindya Roy +1
In this work, we study the positive definiteness (PDness) problem in covariance matrix estimation. For high dimensional data, many regularized estimators are proposed under structu…