Results 21 to 30 of about 355,029 (197)
Garch Model Test Using High-Frequency Data
Mathematics, 2020 This work is devoted to the study of the parameter test for the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model. Based on the daily GARCH model, using the parameter estimator obtained by intraday high-frequency data, the adjusted ...
Chunliang Deng +3 more
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Bone & Joint Research, 2023 Aims: We compared the risks of re-revision and mortality between two-stage and single-stage revision surgeries among patients with infected primary hip arthroplasty.
Erik Lenguerrand +8 more
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Testing for zero-modification in count regression models [PDF]
, 2006 Count data often exhibit overdispersion and/or require an adjustment for zero outcomes with respect to a Poisson model. Zero-modified Poisson (ZMP) and zero-modified generalized Poisson (ZMGP) regression models are useful classes of models for such ...
Czado, Claudia, Min, Aleksey
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Cortical fractal dimension predicts disability worsening in Multiple Sclerosis patients
NeuroImage: Clinical, 2021 Background: Fractal geometry measures the morphology of the brain and detects CNS damage. We aimed to assess the longitudinal changes on brain’s fractal geometry and its predictive value for disease worsening in patients with Multiple Sclerosis (MS ...
Eloy Roura +12 more
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Formulating Wald Tests of Nonlinear Restrictions
Econometrica, 1985 On montre a partir de l'evidence de Monte Carlo que les differences dans la forme fonctionnelle des restrictions non lineaires sont importantes dans les petites tailles d ...
Gregory, Allan W, Veall, Michael R
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Distributed Target Detection in Unknown Interference
Sensors, 2022 Interference can degrade the detection performance of a radar system. To overcome the difficulty of target detection in unknown interference, in this paper we model the interference belonging to a subspace orthogonal to the signal subspace.
Kaiming Xu, Yunkai Deng, Zhongjun Yu
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Power comparison among tests for fractional unit roots [PDF]
, 2008 This article compares the asymptotic power properties of the Wald, the Lagrange Multiplier and the Likelihood Ratio test for fractional unit roots. The paper shows that there is an asymptotic inequality between the three tests that holds under fixed ...
Lobato, Ignacio N., Velasco, Carlos
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Simple Wald tests of the fractional integration parameter : an overview of new results [PDF]
, 2008 This paper presents an overview of some new results regarding an easily implementable Wald test-statistic (EFDF test) of the null hypotheses that a time-series process is I(1) or I(0) against fractional I(d) alternatives, with d∈(0,1), allowing for ...
Dolado, Juan José +2 more
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Wald tests of singular hypotheses
Bernoulli, 2016 Motivated by the problem of testing tetrad constraints in factor analysis, we study the large-sample distribution of Wald statistics at parameter points at which the gradient of the tested constraint vanishes. When based on an asymptotically normal estimator, the Wald statistic converges to a rational function of a normal random vector.
Drton, Mathias, Xiao, Han
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Comparison of Relative Informational Content of Three Section and Five Section Cash-flow Statement in Explaining Future Stock Return of Listed Companies in Tehran Securities and Exchange (TSE) [PDF]
مطالعات تجربی حسابداری مالی, 2011 The main purpose of this research is to compare the relative informational content of operating and financing cash flows of three and five section cash flow statement in explaining future stock return.
D foroghi +3 more
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