Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle ...
In large projects, a single contractual document often known as the Contract End Item (CEI) governs the final product design. Each requirement of the contract is individually numbered to allow for ...
This paper describes a general method for deriving optimal procedures for problems where the covariance matrices are patterned under both null and alternative hypotheses. The pattern considered in ...
Abstract.The aim of this article is to investigate nonnegativity of the inverse, the Moore-Penrose inverse and other generalized inverses, in the setting of indefinite inner product spaces with ...