This is a preview. Log in through your library . Abstract The assumption of separability of the covariance operator for a random image or hypersurface can be of substantial use in applications, ...

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 ...

Many problems in quantitative finance involve both predictive forecasting and decision-based optimization. Traditionally, covariance forecasting models are optimized with unique prediction-based ...

This is a preview. Log in through your library . Abstract 1. An analysis of variance (ANOVA) or other linear models of the residuals of a simple linear regression is being increasingly used in ecology ...

Investopedia contributors come from a range of backgrounds, and over 25 years there have been thousands of expert writers and editors who have contributed. Dr. JeFreda R. Brown is a financial ...

Most advanced measurement approaches cannot simultaneously capture the overall dependence between operational risk components and be easy to use and understand. This paper proposes a mutual ...

You can use covariance and contravariance to provide polymorphic extension to delegates, arrays, and generics in C#. Here’s how. The C# programming language provides support for variance in two ways: ...

Caroline Banton has 6+ years of experience as a writer of business and finance articles. She also writes biographies for Story Terrace. Somer G. Anderson is CPA, doctor of accounting, and an ...