In this paper it is shown that, given a complex square matrix A all of whose leading principal minors are nonzero, there is a diagonal matrix D such that the product DA of the two matrices has all its ...
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 ...
May’s celebrated theoretical work of the 70’s contradicted the established paradigm by demonstrating that complexity leads to instability in biological systems. Here May’s random-matrix modelling ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results