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 ...

A class of methods for the computation of the maximal real eigenvalue and its associated eigenvector of a nonnegative irreducible matrix A is presented and the convergence of the methods is proved.

A new and concise method of proof is given for the convergence of point Gauss-Seidel and Jacobi iterations subject to strict and irreducible weak diagonal dominance. The method is developed to obtain ...