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 ...
Mathematics Magazine presents articles and notes on undergraduate mathematical topics in a lively expository style that appeals to students and faculty throughout the undergraduate years. The journal ...
This is a preview. Log in through your library . Journal Information Econometric Theory provides an authoritative outlet for original contributions in all of the major areas of econometrics. As well ...
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