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 ...

If $A = (a_{ij})$ is an $n \times n$ irreducible matrix, then there are positive numbers $d_1, d_2, \cdots, d_n$ so that $\sum_k d_ia_{ik}d^{-1}_k = \sum_k d_ka_{ki}d ...

Diagonal Padé table approximations are used in conjunction with several techniques for reducing the norm of the matrix. An important feature of the algorithm is that an estimate for the minimum number ...