In multivariate analysis, the covariance matrix associated with a set of variables of interest (namely response variables) commonly contains valuable information about the dataset. When the dimension ...
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 ...
This study provides new classes of nonseparable space-time covariance functions with spatial (or temporal) margins that belong to the generalized Wendland class of compactly supported covariance ...
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