H = X (X'X)-1 X' can be used as a projection matrix. The hat matrix diagonal variable contains the diagonal elements of the hat matrix ...
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 College Mathematics Journal emphasizes the first two years of the college curriculum. The journal contains a wealth of material for teachers and students. A wide range of topics will keep you ...
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