Results 41 to 50 of about 20,253,687 (309)
Statistic intersubjectivity: A phenomenology of television audiences
In the following paper I engage in a phenomenological interpretation of the so-called ‘modernity-thesis’ – the idea that perception is historically mutable, while cinema in particular and modern media in general are symptoms of such mutations – in Walter
Christian Ferencz-Flatz
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A distribution-free test of independence based on a modified mean variance index
Cui and Zhong (2019), (Computational Statistics & Data Analysis, 139, 117–133) proposed a test based on the mean variance (MV) index to test independence between a categorical random variable Y with R categories and a continuous random variable X.
Weidong Ma +3 more
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A Test Statistic for Weighted Runs
A new test statistic based on success runs of weighted deviations is introduced. Its use for observations sampled from independent normal distributions is worked out in detail.
Adnan +23 more
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A new test of multivariate nonlinear causality. [PDF]
The multivariate nonlinear Granger causality developed by Bai et al. (2010) (Mathematics and Computers in simulation. 2010; 81: 5-17) plays an important role in detecting the dynamic interrelationships between two groups of variables.
Zhidong Bai +5 more
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Empirical likelihood test in a posteriori change-point nonlinear model
In this paper, in order to test whether changes have occurred in a nonlinear parametric regression, we propose a nonparametric method based on the empirical likelihood.
Ciuperca, Gabriela, Salloum, Zahraa
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Non-parametric specification testing of non-nested econometric models [PDF]
We consider the non-nested testing prqblem of non-parametric regressions. We show that, when the regression functions are unknown under both the null and the alternative hypotheses, an extension of the J-test procedure of Davidson and Mackinnon (1981 ...
Delgado, Miguel A. +2 more
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The generalized Pareto distributions (GPDs) play an important role in the statistics of extremes. We point various problems with the likelihood-based inference for the index parameter α of the GPDs, and develop alternative testing strategies, which do ...
Marek Arendarczyk +2 more
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Empirical likelihood test for high-dimensional two-sample model
A non parametric method based on the empirical likelihood is proposed for detecting the change in the coefficients of high-dimensional linear model where the number of model variables may increase as the sample size increases. This amounts to testing the
Ciuperca, Gabriela, Salloum, Zahraa
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"Anarchy" is the hypothesis that there is no fundamental distinction among the three flavors of neutrinos. It describes the mixing angles as random variables, drawn from well defined probability distributions dictated by the group Haar measure. We perform a Kolmogorov-Smirnov (KS) statistical test to verify whether anarchy is consistent with all ...
de Gouvêa, André, Murayama, Hitoshi
openaire +2 more sources
Searching for degenerate Higgs bosons - A profile likelihood ratio method to test for mass-degenerate states in the presence of incomplete data and uncertainties [PDF]
Using the likelihood ratio test statistic, we present a method which can be employed to test the hypothesis of a single Higgs boson using the matrix of measured signal strengths.
David, André +2 more
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