scholarly journals Molecular Phylogeny of the Ant-Decapitating Flies, Genus Apocephalus Coquillett (Diptera: Phoridae)

2018 ◽  
Vol 2 (4) ◽  
Author(s):  
Brian V Brown ◽  
Christine Hayes ◽  
John M Hash ◽  
Paul T Smith

Abstract The phylogenetic relationships of the large, diverse genus Apocephalus Coquillett are studied using seven loci (16S, COI, NDI, 28S, AK, CAD, and TPI). Both Bayesian and Maximum Likelihood methods were used to analyze the sequences. Pre-existing taxonomic relationships, based on morphology, were largely upheld, with the notable exception of the subgenus Mesophora Borgmeier being placed deep inside the genus. Therefore, Mesophora was synonymized with Apocephalus (new synonymy) and its species referred to as belonging to the Apocephalus wheeleri group. Both methods of analysis recovered similar results, providing what we consider reasonable explanations of the data, based on morphological information.

1998 ◽  
Vol 8 (3) ◽  
pp. 222-233 ◽  
Author(s):  
Eric E. Schadt ◽  
Janet S. Sinsheimer ◽  
Kenneth Lange

Author(s):  
Marc W. Cadotte ◽  
T. Jonathan Davies

This chapter explains how to build a phylogeny for a certain set of species. A phylogenetic tree is a representation of species interrelatedness and conveys information about which taxa share recent common ancestors, which evolutionary groups (clades) species belong to, and the distances (time, genetic, or character differences) separating species. The chapter first considers two R packages called ape and picante for use in analysis of the R phylogenetic object (referred to as a phylo object type), along with a few other packages, before discussing the steps in reconstructing phylogenetic relationships. It also evaluates some tree-building approaches that are easily implemented in R, including distance-based methods and maximum likelihood methods. Finally, it describes ways of finding and adapting available phylogenetic trees, together with tree scaling and rate smoothing.


2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Alain Hecq ◽  
Li Sun

AbstractWe propose a model selection criterion to detect purely causal from purely noncausal models in the framework of quantile autoregressions (QAR). We also present asymptotics for the i.i.d. case with regularly varying distributed innovations in QAR. This new modelling perspective is appealing for investigating the presence of bubbles in economic and financial time series, and is an alternative to approximate maximum likelihood methods. We illustrate our analysis using hyperinflation episodes of Latin American countries.


Econometrica ◽  
1984 ◽  
Vol 52 (3) ◽  
pp. 681 ◽  
Author(s):  
C. Gourieroux ◽  
A. Monfort ◽  
A. Trognon

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