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 ...

The least squares residuals are used to estimate the covariance matrix and the second step is the calculation of the generalized least squares estimator using the estimated covariance matrix. The ...

Theoretical ecologists study matrix eigenvalues (λi) of the stability matrix S = DA to determine local stability [where diagonal matrix D =diag ()].

In this paper a new algorithm for reducing an arbitrary real square matrix to tri-diagonal form using real similarity transformations is described. The method is essentially a generalization of a ...