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 ...

If $A = (a_{ij})$ is an $n \times n$ irreducible matrix, then there are positive numbers $d_1, d_2, \cdots, d_n$ so that $\sum_k d_ia_{ik}d^{-1}_k = \sum_k d_ka_{ki}d ...

This is a preview. Log in through your library . Journal Information This monthly journal, begun in 1950, is devoted entirely to research in pure and applied mathematics, principally to the ...