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 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 ...

SIAM Journal on Numerical Analysis, Vol. 10, No. 3 (Jun., 1973), pp. 478-484 (7 pages) Cyclic iterative methods of solving systems of linear equations are investigated with reference to necessary and ...