In the stochastic volatility models for multivariate daily stock returns, it has been found that estimates of parameters become unstable as dimension returns increases. To solve this problem, we focus on factor structure multiple and consider two additional sources information: first, index associated with market and, second, realized covariance matrix calculated from high-frequency data. The p...

The expression of an imprinted gene is dependent on the sex of the parent it was inherited from, and as a result reciprocal heterozygotes may display different phenotypes. In contrast, maternal genetic terms arise when the phenotype of an offspring is influenced by the phenotype of its mother beyond the direct inheritance of alleles. Both maternal effects and imprinting may contribute to resemb...

The genetic variances and covariances of traits must be known to predict how they may respond to selection and how covariances among them might affect their evolutionary trajectories. We used the animal model to estimate the genetic variances and covariances of basal metabolic rate (BMR) and maximal metabolic rate (MMR) in a genetically heterogeneous stock of laboratory mice. Narrow-sense herit...

This paper extends the theory of conditional covariances to polytomous items. It has been mathematically proven that under some mild conditions, commonly assumed in the analysis of response data, the conditional covariance of two items, dichotomously or polytomously scored, is positive if the two items are dimensionally homogeneous and negative otherwise. The theory provides a theoretical found...

This paper considers the problem of correlated random variables in distributed or decentralised multiagent systems with arbitrary peer-to-peer communication topography (including loops) and temporally sparse communication. Agents either run Kalman filters or contain graphical gaussian models for which the mean and covariance of the model variables are sufficient. Each agent carries only a parti...

Ensemble-based data assimilation techniques are being explored as possible alternatives to current operational analysis techniques such as threeor four-dimensional variational assimilation. Ensemble-based assimilation techniques utilise an ensemble of parallel data assimilation and forecast cycles. The background-error covariances are estimated using the forecast ensemble and are used to produc...