In a previous issue of The American Statistician, Heffernan reexpressed the classical formula for the sample variance as a sum of squared pairwise differences. This result extends to the sample ...
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 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 ...
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