Results 1 - 10 of 46,745

Space/Time Trade-offs in Hash Coding with Allowable Errors

by Burton H. Bloom - Communications of the ACM , 1970
"... this paper trade-offs among certain computational factors in hash coding are analyzed. The paradigm problem considered is that of testing a series of messages one-by-one for membership in a given set of messages. Two new hash- coding methods are examined and compared with a particular conventional h ..."
Abstract - Cited by 2097 (0 self) - Add to MetaCart
this paper trade-offs among certain computational factors in hash coding are analyzed. The paradigm problem considered is that of testing a series of messages one-by-one for membership in a given set of messages. Two new hash- coding methods are examined and compared with a particular conventional

Measuring and testing the impact of news on volatility

by Robert F. Engle, Victor K. Ng , 1991
"... This paper introduces the News Impact Curve to measure how new information is incorporated into volatility estimates. A variety of new and existing ARCH models are compared and estimated with daily Japanese stock return data to determine the shape of the News Impact Curve. New diagnostic tests are p ..."
Abstract - Cited by 726 (14 self) - Add to MetaCart
This paper introduces the News Impact Curve to measure how new information is incorporated into volatility estimates. A variety of new and existing ARCH models are compared and estimated with daily Japanese stock return data to determine the shape of the News Impact Curve. New diagnostic tests

Lag length selection and the construction of unit root tests with good size and power

by Serena Ng, Pierre Perron - Econometrica , 2001
"... It is widely known that when there are errors with a moving-average root close to −1, a high order augmented autoregression is necessary for unit root tests to have good size, but that information criteria such as the AIC and the BIC tend to select a truncation lag (k) that is very small. We conside ..."
Abstract - Cited by 558 (14 self) - Add to MetaCart
(1996). We also extend the M tests developed in Perron and Ng (1996) to allow for GLS detrending of the data. The MIC along with GLS detrended data yield a set of tests with desirable size and power properties.

Panel Cointegration; Asymptotic and Finite Sample Properties of Pooled Time Series Tests, With an Application to the PPP Hypothesis; New Results. Working paper

by Peter Pedroni , 1997
"... We examine properties of residual-based tests for the null of no cointegration for dynamic panels in which both the short-run dynamics and the long-run slope coefficients are permitted to be heterogeneous across individual members of the panel+ The tests also allow for individual heterogeneous fixed ..."
Abstract - Cited by 529 (13 self) - Add to MetaCart
We examine properties of residual-based tests for the null of no cointegration for dynamic panels in which both the short-run dynamics and the long-run slope coefficients are permitted to be heterogeneous across individual members of the panel+ The tests also allow for individual heterogeneous

Cumulated Gain-based Evaluation of IR Techniques

by Kalervo Järvelin, Jaana Kekäläinen - ACM Transactions on Information Systems , 2002
"... Modem large retrieval environments tend to overwhelm their users by their large output. Since all documents are not of equal relevance to their users, highly relevant documents should be identified and ranked first for presentation to the users. In order to develop IR techniques to this direction, i ..."
Abstract - Cited by 694 (3 self) - Add to MetaCart
methods for their ability to retrieve highly relevant documents and allow testing of statistical significance of effectiveness differences. The graphs based on the measures also provide insight into the performance IR techniques and allow interpretation, e.g., from the user point of ...

Generalized Autoregressive Conditional Heteroskedasticity

by Tim Bollerslev - JOURNAL OF ECONOMETRICS , 1986
"... A natural generalization of the ARCH (Autoregressive Conditional Heteroskedastic) process introduced in Engle (1982) to allow for past conditional variances in the current conditional variance equation is proposed. Stationarity conditions and autocorrelation structure for this new class of parametri ..."
Abstract - Cited by 2406 (30 self) - Add to MetaCart
A natural generalization of the ARCH (Autoregressive Conditional Heteroskedastic) process introduced in Engle (1982) to allow for past conditional variances in the current conditional variance equation is proposed. Stationarity conditions and autocorrelation structure for this new class

Bayesian Model Selection in Social Research (with Discussion by Andrew Gelman & Donald B. Rubin, and Robert M. Hauser, and a Rejoinder)

by Adrian Raftery - SOCIOLOGICAL METHODOLOGY 1995, EDITED BY PETER V. MARSDEN, CAMBRIDGE,; MASS.: BLACKWELLS. , 1995
"... It is argued that P-values and the tests based upon them give unsatisfactory results, especially in large samples. It is shown that, in regression, when there are many candidate independent variables, standard variable selection procedures can give very misleading results. Also, by selecting a singl ..."
Abstract - Cited by 585 (21 self) - Add to MetaCart
It is argued that P-values and the tests based upon them give unsatisfactory results, especially in large samples. It is shown that, in regression, when there are many candidate independent variables, standard variable selection procedures can give very misleading results. Also, by selecting a

How Iris Recognition Works

by John Daugman , 2003
"... Algorithms developed by the author for recogniz-ing persons by their iris patterns have now been tested in six field and laboratory trials, producing no false matches in several million comparison tests. The recognition principle is the failure of a test of statis-tical independence on iris phase st ..."
Abstract - Cited by 509 (4 self) - Add to MetaCart
Algorithms developed by the author for recogniz-ing persons by their iris patterns have now been tested in six field and laboratory trials, producing no false matches in several million comparison tests. The recognition principle is the failure of a test of statis-tical independence on iris phase

Xen and the art of virtualization

by Paul Barham, Boris Dragovic, Keir Fraser, Steven Hand, Tim Harris, Alex Ho, Rolf Neugebauer, Ian Pratt, Andrew Warfield - IN SOSP , 2003
"... Numerous systems have been designed which use virtualization to subdivide the ample resources of a modern computer. Some require specialized hardware, or cannot support commodity operating systems. Some target 100 % binary compatibility at the expense of performance. Others sacrifice security or fun ..."
Abstract - Cited by 2010 (35 self) - Add to MetaCart
or functionality for speed. Few offer resource isolation or performance guarantees; most provide only best-effort provisioning, risking denial of service. This paper presents Xen, an x86 virtual machine monitor which allows multiple commodity operating systems to share conventional hardware in a safe and resource

Mediation in experimental and nonexperimental studies: new procedures and recommendations

by Patrick E. Shrout, Niall Bolger - PSYCHOLOGICAL METHODS , 2002
"... Mediation is said to occur when a causal effect of some variable X on an outcome Y is explained by some intervening variable M. The authors recommend that with small to moderate samples, bootstrap methods (B. Efron & R. Tibshirani, 1993) be used to assess mediation. Bootstrap tests are powerful ..."
Abstract - Cited by 696 (4 self) - Add to MetaCart
Mediation is said to occur when a causal effect of some variable X on an outcome Y is explained by some intervening variable M. The authors recommend that with small to moderate samples, bootstrap methods (B. Efron & R. Tibshirani, 1993) be used to assess mediation. Bootstrap tests are powerful
Results 1 - 10 of 46,745