نتایج جستجو برای: archgarch models
تعداد نتایج: 907886 فیلتر نتایج به سال:
Generalized linear models are a widely used method to obtain parametric estimates for the mean function. They have been further extended to allow the relationship between the mean function and the covariates to be more flexible via generalized additive models. However, the fixed variance structure can in many cases be too restrictive. The extended quasilikelihood (EQL) framework allows for esti...
Developmental psychopathology offers an integrative framework for conceptualizing the course of development during adolescence, with particular relevance for understanding continuity and the emergence of psychopathology during this and subsequent developmental periods. In this article, the utility of a developmental psychopathology perspective for informing the design of research, prevention, a...
Proportional hazard models for survival data, even though popular and numerically handy, suffer from the restrictive assumption that covariate effects are constant over survival time. A number of tests have been proposed to check this assumption. This paper contributes to this area by employing local estimates allowing to fit hazard models in which covariate effects are smoothly varying with ti...
In this paper, we investigate the dynamical properties of electroencephalogram (EEG) signals of humans in sleep. By using a modified random walk method, we demonstrate that scale-invariance is embedded in EEG signals after a detrending procedure is applied. Furthermore, we study the dynamical evolution of the probability density function (PDF) of the detrended EEG signals by nonextensive statis...
PROBABILISTIC MODELS FOR MOTION SEGMENTATION IN IMAGE SEQUENCES
Greenbeard genes identify copies of themselves in other individuals and cause their bearer to behave nepotistically toward those individuals. Hence, they can be favored by kin selection, irrespective of the degree of genealogical relationship between social partners. Although greenbeards were initially developed as a thought experiment, a number of recent discoveries of greenbeard alleles in re...
A number of recent studies have used Meehl's (1995) taxometric method to determine empirically whether one should model assessment-related constructs as categories or dimensions. The taxometric method includes multiple data-analytic procedures designed to check the consistency of results. The goal is to differentiate between strong evidence of categorical structure, strong evidence of dimension...
We describe a quantitative methodology to characterize the vulnerability of U.S. urban centers to terrorist attack, using a place-based vulnerability index and a database of terrorist incidents and related human casualties. Via generalized linear statistical models, we study the relationships between vulnerability and terrorist events, and find that our place-based vulnerability metric signific...
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