The second-order expansion of the mean squared error matrix of the generalized least squares estimators for the regression parameters is obtained when the samples and ...
The problem of controlled linear calibration with a multivariate response and univariate explanatory variable is considered. Exact expressions (in terms of functions ...
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 ...
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