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 ...
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 ...
A matrix is said to be of Toeplitz type if it has equal elements along diagonals. These matrices, with the additional property of symmetry, arise frequently in statistical work, as covariance matrices ...
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 ...
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