JSM 2015 Preliminary Program

Online Program Home
My Program

Abstract Details

Activity Number: 400
Type: Invited
Date/Time: Tuesday, August 11, 2015 : 2:00 PM to 3:50 PM
Sponsor: General Methodology
Abstract #314276 View Presentation
Title: Generalized Fiducial Inference for Covariance Estimation
Author(s): Jan Hannig and Wei Jenny Shi* and Thomas C.M. Lee and Randy C.S. Lai
Companies: The University of North Carolina at Chapel Hill and UNC at Chapel Hill and CU Anshutz and UC Davis and UC Davis
Keywords: generalized fiducial inference ; BFF ; covariance estimation
Abstract:

In this paper we apply generalized fiducial inference (Hannig 2013) to the problem of covariance estimation. We develop a theory for the classical fixed p case and then extend it to the large p small n situation.

Authors who are presenting talks have a * after their name.

Back to the full JSM 2015 program





For program information, contact the JSM Registration Department or phone (888) 231-3473.

For Professional Development information, contact the Education Department.

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

2015 JSM Online Program Home