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 ...
This is a preview. Log in through your library . Econometrica publishes original articles in all branches of economics - theoretical and empirical, abstract and applied, providing wide-ranging ...
Given the drawbacks of implementing multivariate analysis for mapping multiple traits in genome-wide association study (GWAS), principal component analysis (PCA) has been widely used to generate ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback