This is a preview. Log in through your library . Abstract A procedure is presented for rapidly computing the diagnonal elements of a large numerator relationship matrix, say $\mathbf{A}$. It also ...

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 ...

We present a test for determining if a substochastic matrix is convergent. By establishing a duality between weakly chained diagonally dominant (w.c.d.d.) L-matrices and convergent substochastic ...