Regularized fingerprinting in detection and attribution of climate change with weight matrix optimizing the efficiency in scaling factor estimation

DOI10.1214/22-AOAS1624OpenAlexW4320176121MaRDI QIDQ2686029

Yanyan Li

Publication date: 24 February 2023

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.04200

zbMATH Keywords

measurement errortotal least squaresnonlinear shrinkage estimator

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Related Items (1)

Extreme value modeling with errors-in-variables in detection and attribution of changes in climate extremes

Cites Work

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• Optimal estimation of a large-dimensional covariance matrix under Stein's loss
• Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
• Total least squares and bootstrapping with applications in calibration

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