Results 71 to 80 of about 219,896 (196)

Asymptotic Relative Efficiency Comparison for some Fit Indices in Structural Equation Modeling

Cumhuriyet Science Journal
There are many fit statistics used in the structural equation modeling, and new ones are consistently being developed. Because of the variety of fit statistics, it is very important to be able to decide which fit statistics are appropriate to use in ...
İsmet Doğan, İlkay Doğan, Nurhan Dogan   +2 more
doaj   +1 more source

On the distribution of a statistic in multivariate inverse regression analysis

Hiroshima Mathematical Journal, 1984
Let \(y=(y_ 1,...,y_ p)'\) be random, \(x=(x_ 1,...,x_ q)'\) be fixed vectors and \(y=a+B'x+e=\theta '[1,x]'+e\) where \(\theta '=[a\), B'] is the \(p\times (1+q)\) matrix of unknown parameters and e is an error vector having a multivariate normal distribution \(N_ p(0,\Sigma)\).
Fujikoshi, Yasunori, Nishii, Ryuei
openaire   +2 more sources

Bayesian statistics and Monte Carlo methods

Journal of Geodetic Science, 2018
The Bayesian approach allows an intuitive way to derive the methods of statistics. Probability is defined as a measure of the plausibility of statements or propositions. Three rules are sufficient to obtain the laws of probability.
Koch K. R.
doaj   +1 more source

A covariance-based test for shared frailty in multivariate lifetime data [PDF]

, 2012
We decompose the score statistic for testing for shared finite variance frailty in multivariate lifetime data into marginal and covariance-based terms.
Kimber, Alan, Sarker, Shah-Jalal
core   +1 more source

A Robust Interacting Multi-Model Multi-Bernoulli Mixture Filter for Maneuvering Multitarget Tracking under Glint Noise

Sensors
In practical radar systems, changes in the target aspect toward the radar will result in glint noise disturbances in the measurement data. The glint noise has heavy-tailed characteristics and cannot be perfectly modeled by the Gaussian distribution ...
Benru Yu, Hong Gu, Weimin Su
doaj   +1 more source

A Comparing Robust Wilks’ statistics in Multivariate Multiple Linear Regression

Journal of Kufa for Mathematics and Computer
In multivariate linear regression, the classical Wilks’ statistic is the most used method to test hypotheses, which is extremely responsive to the effect of outliers.
Thamer, Abdullah A. Ameen
doaj   +1 more source

Sales Comparison Approach Indicating Heterogeneity of Particular Type of Real Estate and Corresponding Valuation Accuracy

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2017
The article focuses on heterogeneity of goods, namely real estate and consequently deals with market valuation accuracy. The heterogeneity of real estate property is, in particular, that every unit is unique in terms of its construction, condition ...
Martin Cupal
doaj   +1 more source

"Multivariate stochastic volatility" [PDF]

We provide a detailed summary of the large and vibrant emerging literature that deals with the multivariate modeling of conditional volatility of financial time series within the framework of stochastic volatility.
Manabu Asai, Siddhartha Chib, Yasuhiro Omori   +2 more
core  

Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC [PDF]

We provide Markov chain Monte Carlo (MCMC) algorithms for computing the bandwidth matrix for multivariate kernel density estimation. Our approach is based on treating the elements of the bandwidth matrix as parameters to be estimated, which we do by ...
Rob J. Hyndman, Maxwell L. King, Xibin Zhang   +2 more
core   +2 more sources

Frailty model and dependence structure for bivariate survival data

Croatian Review of Economic, Business and Social Statistics
Copulas and their uses in statistics, namely biostatistics, are a relatively new field of research. When modeling the dependence structure between a vector random variable's joint distribution and marginal distributions, copulas are crucial.
Nesrine Idiou, Fatah Benatia, Mounir Mesbah   +2 more
doaj   +1 more source