In this paper it is shown that, given a complex square matrix A all of whose leading principal minors are nonzero, there is a diagonal matrix D such that the product DA of the two matrices has all its ...
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 ...
You can specify one or more MATRIX statements with a COSAN or FACTOR statement. A MATRIX statement specifies which elements of the matrix are constant and which are parameters. You can also assign ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback