Multivariate meta-regression models are commonly used in settings where the response variable is naturally multidimensional. Such settings are common in cardiovascular and diabetes studies where the ...

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 ...

High dimensionality comparable to the sample size is a common feature in portfolio allocation, risk management, genetic network and climatology. In this talk, we first use a multi-factor model to ...

Graphical models provide a robust framework for representing the conditional independence structure between variables through networks, enabling nuanced insight into complex high-dimensional data.

The BLOCKS statement finds a design that maximizes the determinant |X'AX| of the treatment information matrix, where A depends on the block or covariate model. Alternatively, you can directly specify ...