Shrinkage Covariance Estimation Incorporating Prior Biological Knowledge with Applications to High-Dimensional Data

Vincent Guillemot (1) , Monika Jelizarow (1) , Arthur Tenenhaus (2) , Anne-Laure Boulesteix (1)

1 Leipzig University / Universität Leipzig
2 L2S - Laboratoire des signaux et systèmes

Domains: Methodology [stat.ME]; Applications [stat.AP]

Vincent Guillemot, Monika Jelizarow, Arthur Tenenhaus, Anne-Laure Boulesteix. Shrinkage Covariance Estimation Incorporating Prior Biological Knowledge with Applications to High-Dimensional Data. 58th World Statistics Congress of the International Statistical Institute (ISI'11), Aug 2011, Dublin, Ireland. 16 p. ⟨hal-00647792⟩