This is a preview. Log in through your library . Abstract We consider a multivariate heavy-tailed stochastic volatility model and analyze the large-sample behavior of its sample covariance matrix. We ...

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 ...

Ethics committees and funding agencies often receive protocols that involve either too many or too few animals to answer the specific research question being investigated. It is evident that a greater ...

Vol. 38, No. 3, Special Issue: Analysis of Covariance (Sep., 1982), pp. 651-660 (10 pages) When a treatment influences both the primary response and the covariate, a standard analysis of covariance ...