B1328
Title: Estimation and model selection of multidimensional response in mixed effect model
Authors: Juntao Duan - UCSB (United States) [presenting]
Abstract: A moment risk minimization problem is proposed for estimating the covariance matrices in mixed effect models. A novel trace penalty is developed to select random effects. It is shown, with reasonable data availability constraint, that the estimator is concentrated around the true covariance. With a trace penalty, the method achieves selection consistency. The performance is also shown to be superior to current methods in various simulated examples.
