The paper proposes a polynomial shrinkage estimator for the precision matrix in total least squares fingerprinting, jointly estimating variability inflation factors and providing uncertainty quantification for climate change scaling factors.
Contribution of Working Group I to the Fourth Assessment Report of the Intergovernmental Panel on Climate Change (IPCC), Solomon, S., D
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Adaptable Fingerprinting with Nonlinear Shrinkage for Climate Change Detection and Attribution under Variance Heterogeneity
The paper proposes a polynomial shrinkage estimator for the precision matrix in total least squares fingerprinting, jointly estimating variability inflation factors and providing uncertainty quantification for climate change scaling factors.