Nonparametric Functional Mapping of Quantitative Trait Loci
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Michael J. Daniels & Robert E. Kass, 2001. "Shrinkage Estimators for Covariance Matrices," Biometrics, The International Biometric Society, vol. 57(4), pages 1173-1184, December.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Jiguo Cao & Liangliang Wang & Zhongwen Huang & Junyi Gai & Rongling Wu, 2017. "Functional Mapping of Multiple Dynamic Traits," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 22(1), pages 60-75, March.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Hannart, Alexis & Naveau, Philippe, 2014. "Estimating high dimensional covariance matrices: A new look at the Gaussian conjugate framework," Journal of Multivariate Analysis, Elsevier, vol. 131(C), pages 149-162.
- D. Gunzler & W. Tang & N. Lu & P. Wu & X. Tu, 2014. "A Class of Distribution-Free Models for Longitudinal Mediation Analysis," Psychometrika, Springer;The Psychometric Society, vol. 79(4), pages 543-568, October.
- Miao-Yu Tsai & Chuhsing Hsiao, 2008. "Computation of reference Bayesian inference for variance components in longitudinal studies," Computational Statistics, Springer, vol. 23(4), pages 587-604, October.
- Vaughn Gambeta & Roy Kwon, 2020. "Risk Return Trade-Off in Relaxed Risk Parity Portfolio Optimization," JRFM, MDPI, vol. 13(10), pages 1-28, October.
- Konno, Yoshihiko, 2009. "Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2237-2253, November.
- Joseph G. Ibrahim & Hongtu Zhu & Ramon I. Garcia & Ruixin Guo, 2011. "Fixed and Random Effects Selection in Mixed Effects Models," Biometrics, The International Biometric Society, vol. 67(2), pages 495-503, June.
- Tatsuya Kubokawa & Muni S. Srivastava, 2013. "Optimal Ridge-type Estimators of Covariance Matrix in High Dimension," CIRJE F-Series CIRJE-F-906, CIRJE, Faculty of Economics, University of Tokyo.
- Champion, Colin J., 2003. "Empirical Bayesian estimation of normal variances and covariances," Journal of Multivariate Analysis, Elsevier, vol. 87(1), pages 60-79, October.
- Lam, Clifford, 2020. "High-dimensional covariance matrix estimation," LSE Research Online Documents on Economics 101667, London School of Economics and Political Science, LSE Library.
- Brett Naul & Bala Rajaratnam & Dario Vincenzi, 2016. "The role of the isotonizing algorithm in Stein’s covariance matrix estimator," Computational Statistics, Springer, vol. 31(4), pages 1453-1476, December.
- Berger, James O. & Sun, Dongchu & Song, Chengyuan, 2020. "An objective prior for hyperparameters in normal hierarchical models," Journal of Multivariate Analysis, Elsevier, vol. 178(C).
- Matthew J. Heaton & Stephan R. Sain & Andrew J. Monaghan & Olga V. Wilhelmi & Mary H. Hayden, 2015. "An Analysis of an Incomplete Marked Point Pattern of Heat-Related 911 Calls," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(509), pages 123-135, March.
- Hautsch, Nikolaus & Kyj, Lada M. & Malec, Peter, 2011.
"The merit of high-frequency data in portfolio allocation,"
CFS Working Paper Series
2011/24, Center for Financial Studies (CFS).
- Hautsch, Nikolaus & Kyj, Lada M. & Malec, Peter, 2011. "The merit of high-frequency data in portfolio allocation," SFB 649 Discussion Papers 2011-059, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Daniels, Michael J., 2006. "Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors," Journal of Multivariate Analysis, Elsevier, vol. 97(5), pages 1185-1207, May.
- Monika Bours & Ansgar Steland, 2021. "Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 610-654, June.
- Chi, Eric C. & Lange, Kenneth, 2014. "Stable estimation of a covariance matrix guided by nuclear norm penalties," Computational Statistics & Data Analysis, Elsevier, vol. 80(C), pages 117-128.
- Bailey, Natalia & Pesaran, M. Hashem & Smith, L. Vanessa, 2019.
"A multiple testing approach to the regularisation of large sample correlation matrices,"
Journal of Econometrics, Elsevier, vol. 208(2), pages 507-534.
- Natalia Bailey & Vanessa Smith & M. Hashem Pesaran, 2014. "A multiple testing approach to the regularisation of large sample correlation matrices," Cambridge Working Papers in Economics 1413, Faculty of Economics, University of Cambridge.
- Natalia Bailey & M. Hashem Pesaran & L. Vanessa Smith, 2015. "A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices," Working Papers 764, Queen Mary University of London, School of Economics and Finance.
- Natalia Bailey & M. Hashem Pesaran & L. Vanessa Smith, 2014. "A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices," CESifo Working Paper Series 4834, CESifo.
- Liusha Yang & Matthew R. Mckay & Romain Couillet, 2018. "High-Dimensional MVDR Beamforming: Optimized Solutions Based on Spiked Random Matrix Models," Post-Print hal-01957672, HAL.
- Wang, Y. & Daniels, M.J., 2013. "Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances," Journal of Multivariate Analysis, Elsevier, vol. 116(C), pages 130-140.
- T Sei & F Komaki, 2022. "A correlation-shrinkage prior for Bayesian prediction of the two-dimensional Wishart model [Modeling covariance matrices in terms of standard deviations and correlations, with application to shrink," Biometrika, Biometrika Trust, vol. 109(4), pages 1173-1180.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:biomet:v:65:y:2009:i:1:p:30-39. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0006-341X .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.