This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle Approximating Shrinkage (OAS) of Chen et al. (2009) to target the diagonal elements of ...
Mathematics Magazine presents articles and notes on undergraduate mathematical topics in a lively expository style that appeals to students and faculty throughout the undergraduate years. The journal ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback