The distribution of genetic variation among multiple traits is a key determinant of how a population will respond to selection (Lande, 1979; Schluter, 1996; Arnold et al., 2001). For the prediction of ...
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 new model for the simultaneous eigenstructure of multiple covariance matrices is proposed. The model is much more flexible than existing models and subsumes most of them as special cases. A Fisher ...
This is a preview. Log in through your library . Journal Information The Journal of Financial and Quantitative Analysis (JFQA) is published bimonthly in February, April, June, August, October, and ...
Mary Hall is a editor for Investopedia's Advisor Insights, in addition to being the editor of several books and doctoral papers. Mary received her bachelor's in English from Kent State University with ...