The Annals of Probability, Vol. 48, No. 6 (November 2020), pp. 2920-2951 (32 pages) We show that, for a strongly local, regular symmetric Dirichlet form over a complete, locally compact geodesic ...
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 ...
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