Studies of evolutionary divergence using quantitative genetic methods are centered on the additive genetic variance—covariance matrix (G) of correlated traits. However, estimating G properly requires ...

Optimal properties of the least-squares coefficient estimator in the linear model with scalar error covariance matrix are shown to carry over to the case 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 ...