Detection of linkage to genes for quantitative traits remains a challenging task. Recently, variance components (VC) techniques have emerged as among the more powerful of available methods. As often implemented, such techniques require assumptions about the phenotypic distribution. Usually, multivariate normality is assumed. However, several factors may lead to markedly nonnormal phenotypic dat...

The aim of this paper is to present a method able to graphically describe the amount of structure in a time series. In the following, ‘structure’ is defined as the extent to which a time series is either trending or mean-reverting (that is showing pockets of positive as well as negative autocorrelation). What is defined as being trending, respectively meanreverting, should be seen in relation t...

ii Acknowledgements In preparing this thesis I am indebted to many people. First of all, I wish to express my sincere gratitude to Professor Chihiro Hirotsu, my thesis supervisor, for his guidance and encouragement. Komaki for their valuable comments and suggestions. Finally I am very grateful to my parents for their continual encouragement, and to my wife, Hisae, who has shared both my joy and...

The ratio-type estimators have been introduced for estimating the mean and total population, but in recent years based on the ratio methods several estimators for population variance have been proposed. In this paper two families of estimators have been suggested and their approximation mean square error (MSE) have been developed. In addition, the efficiency of these variance estimators are com...

In this paper we employ variance ratio tests of the random walk hypothesis to investigate the interdependence of global equity markets in terms of the predictability of equity index returns and how the clustering pattern has evolved in recent years. The study is based on almost 15 years of daily returns of free float-adjusted market capitalization equity indices from 46 countries. First, we exa...

We propose several multivariate variance ratio statistics. We derive the asymptotic distribution of the statistics and scalar functions thereof under the null hypothesis that returns are unpredictable after a constant mean adjustment (i.e., under the Efficient Market Hypothesis). We do not impose the no leverage assumption of Lo and MacKinlay (1988) but our asymptotic standard errors are relati...

The variance ratio function, derived from the contribution to sample variance (CSV) plot, is a regional sensitivity index for studying how much the output deviates from the original mean of model output when the distribution range of one input is reduced and to measure the contribution of different distribution ranges of each input to the variance of model output. In this paper, the revised mea...