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https://hdl.handle.net/1959.11/14325
Title: | Penalized Estimation of Covariance Matrices with Flexible Amounts of Shrinkage | Contributor(s): | Meyer, Karin (author) | Publication Date: | 2013 | Handle Link: | https://hdl.handle.net/1959.11/14325 | Abstract: | Penalized maximum likelihood estimation has been advocated for its capability to yield substantially improved estimates of covariance matrices, but so far only cases with equal numbers of records have been considered. We show that a generalization of the inverse Wishart distribution can be utilised to derive penalties which allow for differential penalization for different blocks of the matrices to be estimated. However, this requires multiple tuning factors to be determined and thus can increase computational requirements markedly. Simulation results are presented which indicate that the additional gains obtainable for estimates of genetic covariance components - over and above those from a simple, non-differential scheme - are moderate, even if numbers of records for different traits differ by orders of magnitude. | Publication Type: | Conference Publication | Conference Details: | AAABG 2013: 20th Conference of the Association for the Advancement of Animal Breeding and Genetics: Translating Science into Action, Napier, New Zealand, 20th - 23rd October, 2013 | Source of Publication: | Proceedings of the Association for the Advancement of Animal Breeding and Genetics, v.20, p. 428-431 | Publisher: | Association for the Advancement of Animal Breeding and Genetics (AAABG) | Place of Publication: | Armidale, Australia | ISSN: | 1328-3227 | Fields of Research (FoR) 2008: | 060499 Genetics not elsewhere classified | Fields of Research (FoR) 2020: | 310599 Genetics not elsewhere classified | Socio-Economic Objective (SEO) 2008: | 830399 Livestock Raising not elsewhere classified | Socio-Economic Objective (SEO) 2020: | 100407 Insects | Peer Reviewed: | Yes | HERDC Category Description: | E1 Refereed Scholarly Conference Publication | Publisher/associated links: | http://www.aaabg.org/aaabghome/proceedings20.php |
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Appears in Collections: | Animal Genetics and Breeding Unit (AGBU) Conference Publication |
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