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 ...
This paper describes an algorithm for reducing a real matrix A to block diagonal form by a real similarity transformation. The columns of the transformation corresponding to a block span a reducing ...
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 ...
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