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 ...
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.
This is a preview. Log in through your library . Abstract Expected-posterior priors (EPPs) have been proved to be extremely useful for testing hypotheses on the regression coefficients of normal ...