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 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 is a preview. Log in through your library . Abstract Genetic potential for evolutionary change and covariational constraints are typically summarized as the genetic variance-covariance matrix G, ...

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 ...