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The Bds Test As A Test For The Adequacy Of A Garch(1,1) Specification: A Monte Carlo Study [PDF]
, 2004 In this study we examine the widely used Brock, Dechert and Scheinkman (BDS) test when applied to the logarithm of the standardized residuals of an estimated GARCH(1,1) model as a test for the adequacy of this speciÞcation.
Pittis, Nikitas +8 more
core +1 more source
On the Elimination of Nuisance Parameters [PDF]
Journal of the American Statistical Association, 1977 Abstract Eliminating nuisance parameters from a model is universally recognized as a major problem of statistics. A surprisingly large number of elimination methods have been proposed by various writers on the topic. In this article we propose to critically review two such elimination methods.
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Journal of Probability and Statistics, 2020 This paper provides an estimation method for an unknown parameter by extending weighted least-squared and pivot-based methods to the Gompertz distribution with the shape and scale parameters under the progressive Type-II censoring scheme, which induces a
Kyeongjun Lee, Jung-In Seo
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Estimating Relative Abundance From Count Data
Austrian Journal of Statistics, 2016 Much of the available information on large-scale patterns of animal abundance is based on count surveys. The data provided by such surveys are often influenced by nuisance factors affecting the numbers of animals counted, but unrelated to population size.
William A. Link, John R. Sauer
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Linear Mixed-Effect Models Through the Lens of Hardy–Weinberg Disequilibrium
Frontiers in Genetics, 2022 For genetic association studies with related individuals, the linear mixed-effect model is the most commonly used method. In this report, we show that contrary to the popular belief, this standard method can be sensitive to departure from Hardy–Weinberg ...
Lin Zhang , Lei Sun , Lei Sun
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On a unified framework for linear nuisance parameters [PDF]
EURASIP Journal on Advances in Signal Processing, 2017 Estimation problems in the presence of deterministic linear nuisance parameters arise in a variety of fields. To cope with those, three common methods are widely considered: (1) jointly estimating the parameters of interest and the nuisance parameters, (2) projecting out the nuisance parameters, (3) selecting a reference and then taking differences ...
Yongchang Hu, Geert Leus
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Frontiers in Genetics, 2019 Case–control genetic association studies are often used to examine the role of the genetic basis in complex diseases, such as cancer and neurodegenerative diseases.
Iryna Lobach +6 more
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Search for low mass dark matter in DarkSide-50: the bayesian network approach
European Physical Journal C: Particles and Fields, 2023 We present a novel approach for the search of dark matter in the DarkSide-50 experiment, relying on Bayesian Networks. This method incorporates the detector response model into the likelihood function, explicitly maintaining the connection with the ...
P. Agnes +142 more
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Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objectives Focal cortical dysplasia (FCD) is the most common etiology of drug‐resistant epilepsy in children. Focal to bilateral tonic–clonic seizures (FBTCS) mark a high risk of drug‐resistant epilepsy and involve thalamocortical circuitry in their generation and propagation.
Hua Xie +8 more
wiley +1 more source
StatsReference intervals play an important role in medicine, for instance, for the interpretation of blood test results. They are defined as the central 95% values of a healthy population and are often stratified by sex and age.
Frank Klawonn +2 more
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