This is a preview. Log in through your library . Abstract Correlation matrices play a key role in many multivariate methods (e.g., graphical model estimation and factor analysis). The current state-of ...
https://doi.org/10.1086/426518 • https://www.jstor.org/stable/10.1086/426518 Copy URL In this appendix, we describe our test for a structural change in the ...
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 ...
Manoj Singh has 29+ years of experience working for the Central Bank of India. He is the author of Bulls, Bears, and the Tortoise. Diversification naturally appeals to the risk-averse creature inside ...
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