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 ...
A Bayesian method is proposed for estimating an inverse covariance matrix from Gaussian data. The method is based on a prior that allows the off-diagonal elements of the inverse covariance matrix to ...
Procedures for calculating the additive genetic variance-covariance matrix and its inverse are adapted to accommodate the occurrence of mutations in the genome. The inverse matrix can be used in mixed ...
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