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stat.ME2026
Kernel Density Estimation by Spectral Decomposition: Data-Driven Tapering and Superposition
Mitchell A. Thornton
Kernel density estimation depends largely on one choice, the smoothing bandwidth. We treat bandwidth selection and density estimation in the characteristic-function domain, where t…
stat.ME2026
Symmetry-Aware Convex Shrinkage for High-Dimensional Covariance Estimation
Mitchell A. Thornton
We develop a class of data-adaptive shrinkage estimators for high-dimensional covariance estimation in which the shrinkage target is a Reynolds projection of the sample covariance…