Individual-based multiple-unit dissimilarity: novel indices and null model for assessing temporal variability in community composition. [PDF]
Oecologia, 2021 Nakadai R.
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Null models for dynamic centrality in temporal networks [PDF]
Journal of Complex Networks, 2014 Dynamic centrality metrics provide a quantitative assessment of the strength of communication between nodes in temporal networks, as well as the overall capacity of the network for the efficient transmission of information. In this article, the behaviours of two variants of the ‘communicability’ metric are examined in simple null models of uncorrelated
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Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference [PDF]
We consider using out-of-sample mean squared prediction errors (MSPEs) to evaluate the null that a given series follows a zero mean martingale difference against the alternative that it is linearly predictable.
Kenneth D. West, Todd E. Clark
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Estimation in Threshold Autoregressive Models with Nonstationarity [PDF]
This paper proposes a class of new nonlinear threshold autoregressive models with both stationary and nonstationary regimes. Existing literature basically focuses on testing for a unit–root structure in a threshold autoregressive model.
Dag Tjostheim, Jiti Gao, Jiying Yin
core
Null-null components of the generalized Einstein tensor for Lovelock models
, 2015 9 pages; some references, and comments on the connection of the results here with the null energy and null convergence conditions ...
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Selecting a Regression Saturated by Indicators [PDF]
We consider selecting a regression model, using a variant of Gets, when there are more variables than observations, in the special case that the variables are impulse dummies (indicators) for every observation.
Carlos Santos +2 more
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Explicit probabilistic models for databases and networks
, 2009 Recent work in data mining and related areas has highlighted the importance of the statistical assessment of data mining results. Crucial to this endeavour is the choice of a non-trivial null model for the data, to which the found patterns can be ...
De Bie, Tijl
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Testing for Smooth Transition Nonlinearity in Adjustments of Cointegrating Systems [PDF]
This paper studies testing for the presence of smooth transition nonlinearity in adjustment parameters of the vector error correction model. We specify the generalized model with multiple cointegrating vectors and different transition functions across ...
Nedeljkovic, Milan
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Size distortions of tests of the null hypothesis of stationarity: Evidence and implications for applied work [PDF]
It is common in applied econometrics to test the null hypothesis of a level-stationary process against the alternative of a unit root process. We show that the use of conventional asymptotic critical values for the stationarity tests of Kwiatkowski et al.
Caner, Mehmet, Kilian, Lutz
core
A simple null model for inferences from network enrichment analysis. [PDF]
PLoS One, 2018 Jeuken GS, Käll L.
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