The expectation maximization (EM) algorithm is a popular, and often remarkably simple, method for maximum likelihood estimation in incomplete-data problems. One criticism of EM in practice is that ...
In a general normal regression model, this paper first derives the least upper bound (LUB) for the covariance matrix of a generalized least squares estimator (GLSE) relative to the covariance matrix ...
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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