In this article, we present a statistical model for mapping quantitative trait loci (QTL) that determine growth trajectories of two correlated traits during ontogenetic development. This model is derived within the maximum likelihood context, incorporated by mathematical aspects of growth...

Many empirical researches report that value-at-risk (VaR) measures understate the actual 1% quantile, while for Inui, K., Kijima, M. and Kitano, A., VaR is subject to a significant positive bias. Stat. Probab. Lett., 2005, 72, 299-311. proved that VaR measures overstate significantly when...

State space models provide a useful stochastic description for dynamic phenomena, based on unobserved or latent variables. When the model rests on linear and Gaussian assumptions there exists a well-known iterative procedure, called the Kalman filter, which gives analytic updating recursion for...

Because haplotypes may parsimoniously summarize the effect of genes on disease, there is great interest in using haplotypes in case-control studies of unphased genotype data. Previous methods for investigating haplotypes effects in case-control studies have not allowed for both of the following...