The generalized shrinkage estimator for the analysis of functional connectivity of brain signals. (English) Zbl 1232.62147

Summary: We develop a new statistical method for estimating functional connectivity between neurophysiological signals represented by a multivariate time series. We use partial coherence as a measure of functional connectivity. Partial coherence identifies the frequency bands that drive the direct linear association between any pair of channels. To estimate partial coherence, one would first need an estimate of the spectral density matrix of the multivariate time series. Parametric estimators of the spectral density matrix provide good frequency resolution but could be sensitive when the parametric model is misspecified. Smoothing-based nonparametric estimators are robust to model misspecification and are consistent but may have poor frequency resolution. We develop the generalized shrinkage estimator, which is a weighted average of a parametric estimator and a nonparametric estimator. The optimal weights are frequency-specific and derived under the quadratic risk criterion so that the estimator, either the parametric estimator or the nonparametric estimator, that performs better at a particular frequency receives heavier weight. We validate the proposed estimator in a simulation study and apply it on electroencephalogram recordings from a visual-motor experiment.


62P10 Applications of statistics to biology and medical sciences; meta analysis
62M15 Inference from stochastic processes and spectral analysis
92C20 Neural biology
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
65C60 Computational problems in statistics (MSC2010)


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