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277,429
On the Trivariate NonCentral ChiSquared Distribution
"... Abstract — In this paper, we derive a new infinite series representation for the trivariate Noncentral chisquared distribution when the underlying correlated Gaussian variables have tridiagonal form of inverse covariance matrix. We make use of the Miller’s approach and the Dougall’s identity to d ..."
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to derive the joint density function. Moreover, the trivariate cumulative distribution function (cdf) and characteristic function (chf) are also derived. Finally, bivariate noncentral chisquared distribution and some known forms are shown to be special cases of the more general distribution. However
Probabilities And Large Quantiles Of Noncentral Generalized ChiSquare Distributions
, 1997
"... Exact values of probability integrals for noncentral generalized chisquare distributions are numerically evaluated based upon new geometric representation formulas for these distributions. Using standard numerical methods exact quantiles can be calculated then. Explicit quantile approximation formu ..."
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Exact values of probability integrals for noncentral generalized chisquare distributions are numerically evaluated based upon new geometric representation formulas for these distributions. Using standard numerical methods exact quantiles can be calculated then. Explicit quantile approximation
New Series Representation for the Trivariate NonCentral ChiSquared Distribution
"... Abstract—This paper derives a new infinite series representation for the trivariate Noncentral chisquared distribution when the underlying correlated Gaussian variables have a tridiagonal form of an inverse covariance matrix. The joint probability density function is derived using Miller’s approa ..."
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approach and Dougall’s identity. Moreover, the trivariate cumulative distribution function (cdf) and characteristic function (chf) are also derived. Finally, the bivariate noncentral chisquared distribution and some known forms are shown to be special cases of the more general distribution. However
Mining Generalized Association Rules
, 1995
"... We introduce the problem of mining generalized association rules. Given a large database of transactions, where each transaction consists of a set of items, and a taxonomy (isa hierarchy) on the items, we find associations between items at any level of the taxonomy. For example, given a taxonomy th ..."
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Cited by 577 (7 self)
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We introduce the problem of mining generalized association rules. Given a large database of transactions, where each transaction consists of a set of items, and a taxonomy (isa hierarchy) on the items, we find associations between items at any level of the taxonomy. For example, given a taxonomy
Bayesian Data Analysis
, 1995
"... I actually own a copy of Harold Jeffreys’s Theory of Probability but have only read small bits of it, most recently over a decade ago to confirm that, indeed, Jeffreys was not too proud to use a classical chisquared pvalue when he wanted to check the misfit of a model to data (Gelman, Meng and Ste ..."
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Cited by 2132 (59 self)
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I actually own a copy of Harold Jeffreys’s Theory of Probability but have only read small bits of it, most recently over a decade ago to confirm that, indeed, Jeffreys was not too proud to use a classical chisquared pvalue when he wanted to check the misfit of a model to data (Gelman, Meng
Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroskedasticity models
 Journal of Business and Economic Statistics
, 2002
"... Time varying correlations are often estimated with Multivariate Garch models that are linear in squares and cross products of the data. A new class of multivariate models called dynamic conditional correlation (DCC) models is proposed. These have the flexibility of univariate GARCH models coupled wi ..."
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Cited by 684 (17 self)
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Time varying correlations are often estimated with Multivariate Garch models that are linear in squares and cross products of the data. A new class of multivariate models called dynamic conditional correlation (DCC) models is proposed. These have the flexibility of univariate GARCH models coupled
A Scaled Difference Chisquare Test Statistic for Moment Structure Analysis
"... A family of scaling corrections aimed to improve the chisquare approximation of goodnessoffit test statistics in small samples, large models, and nonnormal data was proposed in Satorra and Bentler (1994). For structural equations models, SatorraBentler's (SB) scaling corrections are availab ..."
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Cited by 244 (1 self)
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A family of scaling corrections aimed to improve the chisquare approximation of goodnessoffit test statistics in small samples, large models, and nonnormal data was proposed in Satorra and Bentler (1994). For structural equations models, SatorraBentler's (SB) scaling corrections
Satisfaction and Comparison Income
 Journal of Public Economics
, 1995
"... This paper is an attempt to test the hypothesis that utility depends on income relative to a 'comparison' or reference level. Using data on 5,000 British workers, it provides two findings. First, workers' reported satisfaction levels are shown to be inversely related to their comparis ..."
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Cited by 616 (55 self)
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This paper is an attempt to test the hypothesis that utility depends on income relative to a 'comparison' or reference level. Using data on 5,000 British workers, it provides two findings. First, workers' reported satisfaction levels are shown to be inversely related
Results 1  10
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277,429