Mathematical Proceedings of the Royal Irish Academy, Vol. 99A, No. 2 (Dec., 1999), pp. 171-177 (7 pages) In this paper we derive the exact covariance of some sample moments for 'simple random sampling ...

We compute the limiting distributions of the largest eigenvalue of a complex Gaussian sample covariance matrix when both the number of samples and the number of variables in each sample become large.

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: ...

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 ...