Index Arbitrage and Refresh Time Bias in Covariance Estimation

2011 ◽  
Author(s):  
Dale W. R. Rosenthal ◽  
Jin Zhang
Keyword(s):  
Covariance Estimation ◽  
Index Arbitrage

Structured Robust Covariance Estimation

2015 ◽  
Author(s):  
Ami Wiesel ◽  
Teng Zhang
Keyword(s):  
Covariance Estimation

scholarly journals Covariance estimation via fiducial inference

2021 ◽  
pp. 1-16
Author(s):  
W. Jenny Shi ◽  
Jan Hannig ◽  
Randy C. S. Lai ◽  
Thomas C. M. Lee
Keyword(s):  
Covariance Estimation ◽  
Fiducial Inference

scholarly journals Basis Expansions for Functional Snippets

Biometrika ◽  
2020 ◽  
Author(s):  
Zhenhua Lin ◽  
Jane-Ling Wang ◽  
Qixian Zhong
Keyword(s):  
Data Analysis ◽  
Convergence Rate ◽  
Functional Data Analysis ◽  
Functional Data ◽  
Covariance Function ◽  
Covariance Estimation ◽  
Simulation Studies ◽  
Finite Sample ◽  
Covariance Functions ◽  
The Mean

Summary Estimation of mean and covariance functions is fundamental for functional data analysis. While this topic has been studied extensively in the literature, a key assumption is that there are enough data in the domain of interest to estimate both the mean and covariance functions. In this paper, we investigate mean and covariance estimation for functional snippets in which observations from a subject are available only in an interval of length strictly (and often much) shorter than the length of the whole interval of interest. For such a sampling plan, no data is available for direct estimation of the off-diagonal region of the covariance function. We tackle this challenge via a basis representation of the covariance function. The proposed estimator enjoys a convergence rate that is adaptive to the smoothness of the underlying covariance function, and has superior finite-sample performance in simulation studies.

Deep Learning Based Downlink Channel Covariance Estimation for FDD Massive MIMO Systems

2021 ◽  
pp. 1-1
Author(s):  
Zou Linfu ◽  
Pan Zhiwen ◽  
Jiang Huilin ◽  
Liu Nan ◽  
You Xiaohu
Keyword(s):  
Deep Learning ◽  
Massive Mimo ◽  
Mimo Systems ◽  
Covariance Estimation
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