Mean and Covariance Matrix Estimation under Heavy Tails
R Package: Regularized Principal Component Analysis for Spatial Data
PCA, Factor Analysis, CCA, Sparse Covariance Matrix Estimation, Imputation, Multiple Hypothesis Testing
Framework for estimating parameters and the empirical sandwich covariance matrix from a set of unbiased estimating equations (i.e. M-estimation) in R.
General purpose correlation and covariance estimation
gips - Gaussian model Invariant by Permutation Symmetry
R package for Partially Separable Multivariate Functional Data and Functional Graphical Models
R code and dataset for the paper on spatially functional data
A few statistical methods appropriate for applications in the biological and social sciences.
Additive Covariance Modeling via Unconstrained Parametrization
Fast Bayesian Inference in Large Graphical Models
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