Caroline Banton has 6+ years of experience as a writer of business and finance articles. She also writes biographies for Story Terrace. Somer G. Anderson is CPA, doctor of accounting, and an ...

Investopedia contributors come from a range of backgrounds, and over 25 years there have been thousands of expert writers and editors who have contributed. Dr. JeFreda R. Brown is a financial ...

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 ...

To extract information from high-dimensional data efficiently, visualization tools based on data projection methods have been developed and shown useful. However, a single two-dimensional ...

This is a preview. Log in through your library . Abstract The assumption of separability of the covariance operator for a random image or hypersurface can be of substantial use in applications, ...

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 ...