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 ...

The estimated covariance matrix of the parameter estimates is computed as the inverse Hessian matrix, and for unconstrained problems it should be positive definite. If the final parameter estimates ...

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 ...

In this paper two of the conjectures of Wang (1974) on the diagonal sums of doubly stochastic matrices are proved, the first in a stronger form. Publisher Information The Indian Statistical Institute ...

Dr. James McCaffrey of Microsoft Research presents a full-code, step-by-step tutorial on an implementation of the technique that emphasizes simplicity and ease-of-modification over robustness and ...

May’s celebrated theoretical work of the 70’s contradicted the established paradigm by demonstrating that complexity leads to instability in biological systems. Here May’s random-matrix modelling ...