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 estimated covariance matrix of the parameter estimates is computed as the inverse Hessian matrix, and for unconstrained problems it should be positive definite. If the final parameter estimates ...

The S matrix is special because it is diagonal and so its inverse is easy to compute -- just invert the diagonal elements. The Vh matrix (sometimes named Vt) is special because its inverse equals the ...

Theoretical ecologists study matrix eigenvalues (λi) of the stability matrix S = DA to determine local stability [where diagonal matrix D =diag ()].