3 papers
stat.ME2026
Restricted nonlinear shrinkage of high-dimensional residual covariance matrices in multivariate regressions
Hamid Karamikabir, Mohammad Arashi
We study estimation of the p*p residual scatter (shape) matrix in a high-dimensional multivariate linear regression, where p and n grow proportionally. When the coefficient matrix…
stat.ME2026
Mens: Nonlinear shrinkage estimation in nonparanormal models for financial applications
Hamid Karamikabir, Mohammad Arashi
We develop a theory of nonlinear shrinkage covariance estimation for nonparanormal (Gaussian-copula) models, in which each observed coordinate is an unknown strictly increasing tra…
cs.IT2025
Expected Confidence Dependency: A Novel Rough Set-Based Approach to Feature Selection
Saeed Rasouli, Hamid Karamikabir
This paper proposes Expected Confidence Dependency (ECD), a novel, soft computing-oriented, accuracy driven dependency measure for feature selection within the rough set theory fra…