Common TF–IDF variants arise as key components in the test statistic of a penalized likelihood-ratio test for word burstiness [PDF]
Discover ComputingTF–IDF is a classical formula that is widely used for identifying important terms within documents. We show that TF–IDF-like scores arise naturally from the test statistic of a penalized likelihood-ratio test setup capturing word burstiness (also known ...
Zeyad Ahmed +3 more
doaj +2 more sources
Stepwise Likelihood Ratio Statistics in Sequential Studies
Journal of the Royal Statistical Society Series B: Statistical Methodology, 2004 SummaryIt is well known that in a sequential study the probability that the likelihood ratio for a simple alternative hypothesis H1versus a simple null hypothesis H0 will ever be greater than a positive constant c will not exceed 1/c under H0. However, for a composite alternative hypothesis, this bound of 1/c will no longer hold when a generalized ...
Wenzheng Huang
openaire +2 more sources
The asymptotic local structure of the Cox modified likelihood-ratio statistic for testing non-nested hypotheses [PDF]
, 1992 It is shown that the Cox modified likelihood-ratio statistic for testing partially non-nested hypotheses H0 and H1 is asymptotically equivalent to a bilinear form in nondegenerate asymptotically normal random vectors for sequences of data-generating ...
Jerzy Szroeter, Szroeter, J.
core +1 more source
Restricted Likelihood Ratio Testing in Linear Mixed Models with General Error Covariance Structure [PDF]
, 2011 We consider the problem of testing for zero variance components in linear mixed models with correlated or heteroscedastic errors. In the case of independent and identically distributed errors, a valid test exists, which is based on the exact finite ...
Sonja Greven +5 more
core +1 more source
Change Detection in Multilook Polarimetric SAR Imagery With Determinant Ratio Test Statistic [PDF]
, 2022 In this article, we propose a determinant ratio test (DRT) statistic to measure the similarity of two covariance matrices for unsupervised change detection in polarimetric radar images.
Bouhlel, Nizar +2 more
core +1 more source
Some Restricted Estimation and Testing Hypotheses Problem With Singularity Assumption [PDF]
The Egyptian Statistical Journal, 1994 The limiting distribution of the likelihood ratio statistic (LR) under a class of local alternatives as developed earlier by Davidson and Lever, is extended to the case of singular information matrices.
Naeem Soliman
doaj +1 more source
Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model
Journal of Inequalities and Applications, 2021 This paper considers the parameter estimation problem of a first-order threshold autoregressive conditional heteroscedasticity model by using the empirical likelihood method.
Cuixin Peng, Zhiwen Zhao
doaj +1 more source
Generalized Correlation Coefficient Based on Log Likelihood Ratio Test Statistic
MATEC Web of Conferences, 2016 In this paper, I point out that both Joe’s and Ding’s strength statistics can only be used for testing the pair-wise independence, and I propose a novel G-square based strength statistic, called Liu’s generalized correlation coefficient, it can be used ...
Liu Hsiang-Chuan
doaj +1 more source
An Asymptotic Two-Sided Test in a Family of Multivariate Distribution
Journal of Statistical Theory and Applications (JSTA), 2020 In the present paper, a two-sided test in a family of multivariate distribution according to the Mahalanobis distance with mean vector and positive definite matrix is considered.
Abouzar Bazyari +2 more
doaj +1 more source
Test of fit for Cauchy distribution based on the empirical likelihood ratio with application to the stock market price [PDF]
Journal of Mahani Mathematical Research, 2022 Recently, it has been shown that the density based empirical likelihood concept extends and standardizes these methods, presenting a powerful approach for approximating optimal parametric likelihood ratio test statistics.
Hadi Alizadeh Noughabi
doaj +1 more source