VER nearly half a century numerous workers have considered covariances and/or correlations between genotypic values of relatives and have related these population parameters to more basic parameters descriptive of the Mendelian mechanism of inheritance for diploids and the modes of gene action. FISHER (1918) considered random mating populations and developed formulae for the correlations betwee...

This study aims to examine the factor structure and validity of Albanian TAS-20 (Toronto Alexithymia Scale) using a sample comprised 342 students 196 patients from psychiatric clinic. Based on literature review studies confirmatory analysis (CFA), three types models were tested: first-order with method factors covariances, second-order model nested covariances. The findings suggest that three-f...

Two Gaussian measures are either mutually singular or equivalent. This dichotomy was first discovered by Feldman and Hajek (independently). We give a simple, almost formal, proof of this result, based on the study of a certain pair of functionals of the two measures. In addition we show that two Gaussian measures with zero means and smooth Polya-type covariances (on an interval) are equivalent ...

• We estimate long- and short-run factor betas of the market, SMB, HML. Short-run have small dispersion in expansions large recessions. The risk premium market beta is positive. premia are significant outside propose a new model that estimates components variances covariances. advantage our to existing DCC-based models it uses same form for both covariances these moments simultaneously. apply t...

PCA-like methods make use of an estimation of the covariances between sample variables. This estimation does not take into account their topological relationships. This paper proposes how to use these relationships in order to estimate the covariances in a more robust way. The new method Topological Principal Component Analysis (TPCA) is tested using both face encoding and recognition experimen...

This paper proposes new dynamic component models of returns and realized covariance (RCOV) matrices based on time-varying Wishart distributions. Bayesian estimation and model comparison is conducted with a range of multivariate GARCH models and existing RCOV models from the literature. The main method of model comparison consists of a term-structure of density forecasts of returns for multiple ...

Conventional methods for shape analysis, based upon Procrustes and PCA, seem incapable of dealing with ‘non-landmark’ features, meaning measured locations not associated with well defined locations. We argue here that this is due to an assumption of homogenous errors, associated with an attempt to extract linear models with biologically meaningful descriptions. This document contains the mathem...

One challenge for global equity managers is keeping track of correlations (or covariances) between the sources of risk in their portfolios. For instance, in the Barra Global Equity Model (GEM2) there are 153 factors, including country, currency, style, and industry factors that we have identified as being important. This leads to 11,628 unique correlations/covariances of which to keep track bet...