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Peter David Hoff

James B. Duke Distinguished Professor of Statistical Science
Statistical Science
214 Old Chemistry Bldg, Durham, NC 27708-0251

Scholarly Works - Preprints


Testing Separability of High-Dimensional Covariance Matrices

Preprint · June 20, 2025 Due to their parsimony, separable covariance models have been popular in modeling matrix-variate data. However, the inference from such a model may be misleading if the population covariance matrix $Σ$ is actually non-separable, motivating the use of stati ... Link to item Cite

The Stein Effect for Frechet Means

Preprint · September 18, 2020 Link to item Cite

Structured Shrinkage Priors

Preprint · February 13, 2019 Link to item Cite

Adaptive Sign Error Control

Preprint · December 30, 2017 Link to item Cite

A covariance regression model

Preprint · February 28, 2011 Link to item Cite