Evidence map›Paper›PMID 36032779›Full record

ArticleStatistical theory and related fields2021

Covariance estimation via fiducial inference.

W Jenny Shi, Jan Hannig, Randy C S Lai, Thomas C M Lee

Abstract read
In one paragraph

Article in Statistical theory and related fields, 2021. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 1 paper.

0numbers the graph read from it
0cells of the map it votes in
1citing papers in PubMed
–field-weighted citation impact
1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.

2 · The registry

The trial behind it

Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

1 citing paper in PubMed.

  1. Fiducial Inference in Linear Mixed-Effects Models.Entropy (Basel, Switzerland) · 2025
    Article
4 · The record

Corrections and comments

PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

4 authors.

W Jenny ShiFinancial Planning & Analysis, MassMutual, One Marina Park Dr., Boston, MA 02111.
Jan HannigDepartment of Statistics & Operations Research, University of North Carolina, 330 Hanes Hall, Chapel Hill, NC 27599.
Randy C S LaiDepartment of Statistics, University of California, One Shields Ave., Davis, CA 95616.
Thomas C M LeeDepartment of Statistics, University of California, One Shields Ave., Davis, CA 95616.

Funding

Computational Bioscience Program Training GrantT15LM009451 · NLM · UNIVERSITY OF COLORADO DENVER · PI Katherina Kechris-Mays, Arjun Krishnan · 2007 to 2026
$11.7M
NLM NIH HHS T15 LM009451
6 · The paper itself

Abstract

As a classical problem, covariance estimation has drawn much attention from the statistical community for decades. Much work has been done under the frequentist and the Bayesian frameworks. Aiming to quantify the uncertainty of the estimators without having to choose a prior, we have developed a fiducial approach to the estimation of covariance matrix. Built upon the Fiducial Berstein-von Mises Theorem (Sonderegger and Hannig 2014), we show that the fiducial distribution of the covariate matrix is consistent under our framework. Consequently, the samples generated from this fiducial distribution are good estimators to the true covariance matrix, which enable us to define a meaningful confidence region for the covariance matrix. Lastly, we also show that the fiducial approach can be a powerful tool for identifying clique structures in covariance matrices.

Indexed as

62E2062F25cliquesCovariance estimationfiducial inferencePrimary 62J10secondary 62F12sparsity

Identifiers

PMID36032779
PMCPMC9416170

What OpenQuestion holds

Textmetadata
LicenceTDM
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Registered trials

None linked

Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.