2023 OCT 03 (NewsRx) -- By a News Reporter-Staff News Editor at Insurance Daily News-- New research on risk management is the subject of a new report. According to news originating from Calgary, ...
This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle Approximating Shrinkage (OAS) of Chen et al. (2009) to target the diagonal elements of ...
High-dimensional statistical testing and covariance analysis constitute a rapidly evolving field that addresses the challenges inherent in analysing datasets where the number of variables often ...
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