Linear mixed models (LMMs) are a powerful and established tool for studying genotype–phenotype relationships. A limitation of the LMM is that the model assumes Gaussian distributed residuals, a ...

The predictive likelihood is useful for ranking models in forecast comparison exercises using Bayesian inference. We discuss how it can be estimated, by means of marginalization, for any subset of the ...

Let (Y, (X i ) 1≤i≤p ) be a real zero mean Gaussian vector and V be a subset of {1,...,p}. Suppose we are given n i.i.d. replications of this vector. We propose a new test for testing that Y is ...

We propose an affine extension of the linear Gaussian term structure model (LGM) such that the instantaneous covariation of the factors is given by an affine process on semidefinite positive matrixes.