11 citations · 28 across the 9 of their papers we have counts for
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stat.ME2017
Optimal High-Dimensional Shrinkage Covariance Estimation for Elliptical Distributions
Esa Ollila
We derive an optimal shrinkage sample covariance matrix (SCM) estimator which is suitable for high dimensional problems and when sampling from an unspecified elliptically symmetric…
stat.ME2017
Pathwise Least Angle Regression and a Significance Test for the Elastic Net
Muhammad Naveed Tabassum, Esa Ollila
Least angle regression (LARS) by Efron et al. (2004) is a novel method for constructing the piece-wise linear path of Lasso solutions. For several years, it remained also as the de…