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stat.ME2026
A Bayes-Factor-Guided Approach to Post-Double Selection with Bootstrapped Multiple Imputation
Johannes Bleher, Claudia Tarantola
When variable selection methods are applied to bootstrapped and multiply imputed datasets, the set of selected variables typically varies across iterations. Aggregating results via…
stat.ME2026
Covariance Matrix Estimation for High-Dimensional Interval-Valued Data with Positive Definiteness
Wan Tian, Wenhao Cui, Rui Zhang +3
In the realm of high-dimensional data analysis, the estimation of covariance matrices is a fundamental task, and this holds true for interval-valued data as well. However, there is…