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 ...
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 ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback