activity
20182025
most citedCore Shrinkage Covariance Estimation for Matrix-variate Data

1 citations · 2 across the 8 of their papers we have counts for

collaborators

8 papers

stat.ML2025

The Nondecreasing Rank

Andrew McCormack

In this article the notion of the nondecreasing (ND) rank of a matrix or tensor is introduced. A tensor has an ND rank of r if it can be represented as a sum of r outer products of…

math.ST2025

On the Existence of Unbiased Hypothesis Tests: An Algebraic Approach

Andrew McCormack

In hypothesis testing problems the property of strict unbiasedness describes whether a test is able to discriminate, in the sense of a difference in power, between any distribution…

math.ST2023★ 1 cited

Information Geometry and Asymptotics for Kronecker Covariances

Andrew McCormack, Peter Hoff

We explore the information geometry and asymptotic behaviour of estimators for Kronecker-structured covariances, in both growing- and growing- scenarios, with a focus towards…

stat.ME2022★ 1 cited

Core Shrinkage Covariance Estimation for Matrix-variate Data

Peter Hoff, Andrew McCormack, Anru R. Zhang

A separable covariance model for a random matrix provides a parsimonious description of the covariances among the rows and among the columns of the matrix, and permits likelihood-b…

stat.ME2022

Tests of Linear Hypotheses using Indirect Information

Andrew McCormack, Peter Hoff

In multigroup data settings with small within-group sample sizes, standard -tests of group-specific linear hypotheses can have low power, particularly if the within-group sample…

math.ST2021

Equivariant Estimation of Fréchet Means

Andrew McCormack, Peter Hoff

The Fréchet mean generalizes the concept of a mean to a metric space setting. In this work we consider equivariant estimation of Fréchet means for parametric models on metric space…