Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions. These ...

In this lecture, the bivariate twin model is extended to the multivariate twin model. It is explained how the variance in four traits is decomposed into additive genetic, non-additive genetic, and ...

Appropriate modeling of time-varying dependencies is very important for quantifying financial risk, such as the risk associated with a portfolio of financial assets. Most of the papers analyzing ...