Lod scores provide a method to unify linkage tests based on identity by descent and identity in marker state while permitting selection of the most informative individuals through their disease-related phenotypes and markers in relatives. After parametric lods are reviewed, a nonparametric approach that depends on a single logistic parameter beta is introduced. Lods for parents tested or unknow...

In the coherence space semantics of linear logic, the webs of the spaces interpreting the exponentials may be deened using multi-cliques (multisets whose supports are cliques) instead of cliques. Inspired by the quantitative semantics of Jean-Yves Girard, we give a characterization of the morphisms of the co-Kleisly category of the corresponding comonad (this category is cartesian closed and, t...

‎In this work‎, ‎we investigate admitting center map on multiplicative metric space‎ ‎and establish some fixed point theorems for such maps‎. ‎We modify the Banach contraction principle and‎ ‎the Caristi's fixed point theorem for M-contraction admitting center maps and we prove some‎ ‎useful theorems‎. ‎Our results on multiplicative metric space improve and modify‎ ‎s...

In this paper we obtain an upper bound and also a lower bound for maximum edges of strongly 2 multiplicative graphs of order n. Also we prove that triangular ladder the graph obtained by duplication of an arbitrary edge by a new vertex in path and the graphobtained by duplicating all vertices by new edges in a path and some other graphs are strongly 2 multiplicative

The paper establishes the local asymptotic normality property for general conditionally heteroskedastic time series models of multiplicative form, $\epsilon _t=\sigma _t(\boldsymbol {\theta }_0)\eta _t$ , where volatility $\sigma }_0)$ is a parametric function $\{\epsilon _{s}, s< t\}$ and $(\eta _t)$ sequence i.i.d. random variables with common density $f_{\boldsymbol }_0}$ . In contrast ea...

A Bayesian procedure is developed for multivariate stochastic volatility, using state space models. An autoregressive model for the log-returns is employed. We generalize the inverted Wishart distribution to allow for different correlation structure between the observation and state innovation vectors and we extend the convolution between the Wishart and the multivariate singular beta distribut...