The only valid matrix positions for a DIA or ZDI matrix are the diagonal elements; for an UPP or LOW matrix, the valid positions are the elements above or below the diagonal; and for a symmetric ...

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 existence of such games entails that diagonalization is incomplete. On the other hand, if we assume the Axiom of Determinacy, or even a weaker axiom known as Wadge Determinacy, then ...

In this paper a new algorithm for reducing an arbitrary real square matrix to tri-diagonal form using real similarity transformations is described. The method is essentially a generalization of a ...