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 REPEATED statement is used to specify the R matrix in the mixed model. Its syntax is different from that of the REPEATED statement in PROC GLM. If no REPEATED statement is specified, R is assumed ...
For a symmetric correlation matrix, the Inverse Correlation Matrix table contains the inverse of the correlation matrix, as shown in Figure 40.14. The diagonal elements of the inverse correlation ...
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