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Fit indices in covariance structure modeling: Sensitivity to underparameterized model misspecification

by Li-tze Hu, Peter M. Bentler - Psychological Methods , 1998
"... This study evaluated the sensitivity of maximum likelihood (ML)-, generalized least squares (GLS)-, and asymptotic distribution-free (ADF)-based fit indices to model misspecification, under conditions that varied sample size and distribution. The effect of violating assumptions of asymptotic robustn ..."
Abstract - Cited by 543 (0 self) - Add to MetaCart
robustness theory also was ex-amined. Standardized root-mean-square residual (SRMR) was the most sensitive index to models with misspecified factor covariance(s), and Tucker-Lewis Index (1973; TLI), Bollen's fit index (1989; BL89), relative noncentrality index (RNI), comparative fit index (CFI

Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test

by Andrew W. Lo, A. Craig MacKinlay - REVIEW OF FINANCIAL STUDIES , 1988
"... In this article we test the random walk hypothesis for weekly stock market returns by comparing variance estimators derived from data sampled at different frequencies. The random walk model is strongly rejected for the entire sample period (1962--1985) and for all subperiod for a variety of aggrega ..."
Abstract - Cited by 517 (17 self) - Add to MetaCart
of aggregate returns indexes and size-sorted portofolios. Although the rejections are due largely to the behavior of small stocks, they cannot be attributed completely to the effects of infrequent trading or timevarying volatilities. Moreover, the rejection of the random walk for weekly returns does

A statistical interpretation of term specificity and its application in retrieval

by Karen Spärck Jones - Journal of Documentation , 1972
"... Abstract: The exhaustivity of document descriptions and the specificity of index terms are usually regarded as independent. It is suggested that specificity should be interpreted statistically, as a function of term use rather than of term meaning. The effects on retrieval of variations in term spec ..."
Abstract - Cited by 589 (3 self) - Add to MetaCart
are of greater value than matches on frequent terms. Results for the test collections show that considerable improvements in performance are obtained with this very simple procedure. Exhaustivity and specificity We are familiar with the notions of exhaustivity and specificity: exhaustivity is a property of index

Divergence measures based on the Shannon entropy

by Jianhua Lin - IEEE Transactions on Information theory , 1991
"... Abstract-A new class of information-theoretic divergence measures based on the Shannon entropy is introduced. Unlike the well-known Kullback divergences, the new measures do not require the condition of absolute continuity to be satisfied by the probability distributions in-volved. More importantly, ..."
Abstract - Cited by 666 (0 self) - Add to MetaCart
, their close relationship with the variational distance and the probability of misclassification error are established in terms of bounds. These bounds are crucial in many applications of divergence measures. The new measures are also well characterized by the properties of nonnegativity, finiteness

On the Private Provision of Public Goods

by Theodore Bergstrom, Lawrence Blume, Hal Varian - Journal of Public Economics , 1986
"... We consider a general model of the non-cooperative provision of a public good. Under very weak assumptions there will always exist a unique Nash equilibrium in our model. A small redistribution of wealth among the contributing consumers will not change the equilibrium amount of the public good. Howe ..."
Abstract - Cited by 564 (9 self) - Add to MetaCart
We consider a general model of the non-cooperative provision of a public good. Under very weak assumptions there will always exist a unique Nash equilibrium in our model. A small redistribution of wealth among the contributing consumers will not change the equilibrium amount of the public good

Fast subsequence matching in time-series databases

by Christos Faloutsos, M. Ranganathan, Yannis Manolopoulos - PROCEEDINGS OF THE 1994 ACM SIGMOD INTERNATIONAL CONFERENCE ON MANAGEMENT OF DATA , 1994
"... We present an efficient indexing method to locate 1-dimensional subsequences within a collection of sequences, such that the subsequences match a given (query) pattern within a specified tolerance. The idea is to map each data sequence into a small set of multidimensional rectangles in feature space ..."
Abstract - Cited by 533 (24 self) - Add to MetaCart
We present an efficient indexing method to locate 1-dimensional subsequences within a collection of sequences, such that the subsequences match a given (query) pattern within a specified tolerance. The idea is to map each data sequence into a small set of multidimensional rectangles in feature

Image Quality Assessment: From Error Visibility to Structural Similarity

by Zhou Wang, Alan C. Bovik, Hamid R. Sheikh, Eero P. Simoncelli - IEEE TRANSACTIONS ON IMAGE PROCESSING , 2004
"... Objective methods for assessing perceptual image quality have traditionally attempted to quantify the visibility of errors between a distorted image and a reference image using a variety of known properties of the human visual system. Under the assumption that human visual perception is highly adapt ..."
Abstract - Cited by 1499 (114 self) - Add to MetaCart
Objective methods for assessing perceptual image quality have traditionally attempted to quantify the visibility of errors between a distorted image and a reference image using a variety of known properties of the human visual system. Under the assumption that human visual perception is highly

Consensus and cooperation in networked multi-agent systems

by Reza Olfati-Saber , J Alex Fax , Richard M Murray , Reza Olfati-Saber , J Alex Fax , Richard M Murray - Proceedings of the IEEE , 2007
"... Summary. This paper provides a theoretical framework for analysis of consensus algorithms for multi-agent networked systems with an emphasis on the role of directed information flow, robustness to changes in network topology due to link/node failures, time-delays, and performance guarantees. An ove ..."
Abstract - Cited by 807 (4 self) - Add to MetaCart
in networked dynamic systems and diverse applications including synchronization of coupled oscillators, flocking, formation control, fast consensus in small-world networks, Markov processes and gossip-based algorithms, load balancing in networks, rendezvous in space, distributed sensor fusion in sensor

Photobook: Content-Based Manipulation of Image Databases

by A. Pentland, R. W. Picard, S. Sclaroff , 1995
"... We describe the Photobook system, which is a set of interactive tools for browsing and searching images and image sequences. These query tools differ from those used in standard image databases in that they make direct use of the image content rather than relying on text annotations. Direct search o ..."
Abstract - Cited by 542 (0 self) - Add to MetaCart
on image content is made possible by use of semantics-preserving image compression, which reduces images to a small set of perceptually-significant coefficients. We describe three types of Photobook descriptions in detail: one that allows search based on appearance, one that uses 2-D shape, and a third

Fast Algorithms for Mining Association Rules

by Rakesh Agrawal, Ramakrishnan Srikant , 1994
"... We consider the problem of discovering association rules between items in a large database of sales transactions. We present two new algorithms for solving this problem that are fundamentally different from the known algorithms. Empirical evaluation shows that these algorithms outperform the known a ..."
Abstract - Cited by 3612 (15 self) - Add to MetaCart
algorithms by factors ranging from three for small problems to more than an order of magnitude for large problems. We also show how the best features of the two proposed algorithms can be combined into a hybrid algorithm, called AprioriHybrid. Scale-up experiments show that AprioriHybrid scales linearly
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