Results 11 to 20 of about 16,597,684 (304)
Threshold effects in cointegrating relationships [PDF]
, 2006 In this paper, we introduce threshold-type nonlinearities within a single-equation cointegrating regression model and propose a testing procedure for testing the null hypothesis of linear cointegration vs. cointegration with threshold effects.
Gonzalo, Jesús +4 more
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The threshold model revisited. [PDF]
J Eval Clin Pract, 2019 AbstractBackgroundThe threshold model represents one of the most significant advances in the field of medical decision‐making, yet it often does not apply to the most common class of clinical problems, which include health outcomes as a part of definition of disease.
Djulbegovic B +4 more
europepmc +5 more sources
TESTING FOR HOMOGENEOUS THRESHOLDS IN THRESHOLD REGRESSION MODELS
Econometric Theory, 2022 This paper develops a test for homogeneity of the threshold parameter in threshold regression models. The test has a natural interpretation from time series perspectives and can also be applied to test for additional change points in the structural break models.
Yoonseok Lee, Yulong Wang
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A Model for Odour Thresholds [PDF]
Chemical Senses, 2002 Odour detection thresholds, that we have previously obtained, have been analysed by a general equation for selective transport. It is shown that such selective transport can account for some 77% of the total effect. The remainder is due to a specific size effect, that might involve odour-binding proteins, and a specific effect for aldehydes and ...
Abraham, M. H +3 more
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Dynamics of the threshold model on hypergraphs [PDF]
Chaos: An Interdisciplinary Journal of Nonlinear Science, 2022 The threshold model has been widely adopted as a prototype for studying contagion processes on social networks. In this paper, we consider individual interactions in groups of three or more vertices and study the threshold model on hypergraphs. To understand how high-order interactions affect the breakdown of the system, we develop a theoretical ...
Xin-Jian Xu, Shuang He, Li-Jie Zhang
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A continuous threshold expectile model [PDF]
Computational Statistics & Data Analysis, 2017 Expectile regression is a useful tool for exploring the relation between the response and the explanatory variables beyond the conditional mean. This article develops a continuous threshold expectile regression for modeling data in which the effect of a covariate on the response variable is linear but varies below and above an unknown threshold in a ...
Feipeng Zhang, Qunhua Li
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Coupled graphical models and their thresholds [PDF]
2010 IEEE Information Theory Workshop, 2010 The excellent performance of convolutional low-density parity-check codes is the result of the spatial coupling of individual underlying codes across a window of growing size, but much smaller than the length of the individual codes. Remarkably, the belief-propagation threshold of the coupled ensemble is boosted to the maximum-a-posteriori one of the ...
Hassani, S. Hamed +2 more
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A threshold model of urban development [PDF]
International Journal of Game Theory, 2018 AbstractWe propose a simple model of distribution of economic activity across cities of endogenous size and number determined by individual incentives. The individuals populating our model are endowed with idiosyncratic entrepreneurial creativity, the realization of which requires urban agglomeration linked to a crowding cost.
Alberto Vesperoni, Paul Schweinzer
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A Bayesian nonlinearity test for threshold moving average models [PDF]
, 2010 We propose a Bayesian test for nonlinearity of threshold moving average (TMA) models. First, we obtain the marginal posterior densities of all parameters, including the threshold and delay, of the TMA model using Gibbs sampler with the Metropolis ...
Liu, Jinshan +3 more
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Model Selection in Threshold Models [PDF]
Journal of Time Series Analysis, 2001 This paper considers information criteria as model evaluation tools for nonlinear threshold models. Results concerning the consistency of information criteria in selecting the lag order of linear autoregressive models are extended to nonlinear autoregressive threshold models.
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