Results 51 to 60 of about 566,288 (201)
Garch Model Test Using High-Frequency Data
This work is devoted to the study of the parameter test for the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model. Based on the daily GARCH model, using the parameter estimator obtained by intraday high-frequency data, the adjusted ...
Chunliang Deng +3 more
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NEARLY EFFICIENT LIKELIHOOD RATIO TESTS OF A UNIT ROOT IN AN AUTOREGRESSIVE MODEL OF ARBITRARY ORDER [PDF]
Samuel Brien +2 more
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Making sense of diagnostic tests likelihood ratios
A smart mother makes often a better diagnosis than a poor doctor. August Bier German, professor of surgery 1861–1949. Statistical diagnosis is a mystery to many health practitioners.1 Information is often presented as test accuracy (sensitivity and specificity).
Perera, R, Heneghan, C
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A Novel Ship Detector Based on the Generalized-Likelihood Ratio Test for SAR Imagery
Ship detection with synthetic aperture radar (SAR) images, acquired at different working frequencies, is presented in this paper where a novel technique is proposed based on the generalized-likelihood ratio test (GLRT).
Pasquale Iervolino, Raffaella Guida
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The statistical analysis of circular, multivariate circular, and spherical data is very important in different areas, such as paleomagnetism, astronomy and biology.
Juan José Fernández-Durán +1 more
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A Shrinkage Likelihood Ratio Test for High-Dimensional Subgroup Analysis with a Logistic-Normal Mixture Model [PDF]
Shota Takeishi
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Likelihood-Ratio and Confidence-Region Tests
Summary A previous paper (Aitchison, 1964) proposed a method of confidence-region testing for multiple-hypothesis situations and developed the theory for linear univariate situations and for the asymptotic parametric case. The present paper shows that the results for these situations are in fact special cases of a basic relation between ...
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An Adjusted Likelihood Ratio Test for Separability in Unbalanced\n Multivariate Repeated Measures Data [PDF]
Sean L. Simpson
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On the likelihood-ratio test applied in asteroseismology for mode\n identification [PDF]
D. Salabert, R. A. García, S. Mathur
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