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2,106,223
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 689 (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
On the optimality of the simple Bayesian classifier under zeroone loss
 MACHINE LEARNING
, 1997
"... The simple Bayesian classifier is known to be optimal when attributes are independent given the class, but the question of whether other sufficient conditions for its optimality exist has so far not been explored. Empirical results showing that it performs surprisingly well in many domains containin ..."
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Cited by 805 (26 self)
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The simple Bayesian classifier is known to be optimal when attributes are independent given the class, but the question of whether other sufficient conditions for its optimality exist has so far not been explored. Empirical results showing that it performs surprisingly well in many domains
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
 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 (19621985) and for all subperiod for a variety of aggrega ..."
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Cited by 497 (16 self)
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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 (19621985) and for all subperiod for a variety
Learnability and the VapnikChervonenkis dimension
, 1989
"... Valiant’s learnability model is extended to learning classes of concepts defined by regions in Euclidean space E”. The methods in this paper lead to a unified treatment of some of Valiant’s results, along with previous results on distributionfree convergence of certain pattern recognition algorith ..."
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Cited by 716 (22 self)
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algorithms. It is shown that the essential condition for distributionfree learnability is finiteness of the VapnikChervonenkis dimension, a simple combinatorial parameter of the class of concepts to be learned. Using this parameter, the complexity and closure properties of learnable classes are analyzed
The strength of weak learnability
 MACHINE LEARNING
, 1990
"... This paper addresses the problem of improving the accuracy of an hypothesis output by a learning algorithm in the distributionfree (PAC) learning model. A concept class is learnable (or strongly learnable) if, given access to a Source of examples of the unknown concept, the learner with high prob ..."
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Cited by 855 (25 self)
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This paper addresses the problem of improving the accuracy of an hypothesis output by a learning algorithm in the distributionfree (PAC) learning model. A concept class is learnable (or strongly learnable) if, given access to a Source of examples of the unknown concept, the learner with high
A direct approach to false discovery rates
, 2002
"... Summary. Multiplehypothesis testing involves guarding against much more complicated errors than singlehypothesis testing. Whereas we typically control the type I error rate for a singlehypothesis test, a compound error rate is controlled for multiplehypothesis tests. For example, controlling the ..."
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Cited by 753 (14 self)
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Summary. Multiplehypothesis testing involves guarding against much more complicated errors than singlehypothesis testing. Whereas we typically control the type I error rate for a singlehypothesis test, a compound error rate is controlled for multiplehypothesis tests. For example, controlling
Learning quickly when irrelevant attributes abound: A new linearthreshold algorithm
 Machine Learning
, 1988
"... learning Boolean functions, linearthreshold algorithms Abstract. Valiant (1984) and others have studied the problem of learning various classes of Boolean functions from examples. Here we discuss incremental learning of these functions. We consider a setting in which the learner responds to each ex ..."
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Cited by 766 (5 self)
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example according to a current hypothesis. Then the learner updates the hypothesis, if necessary, based on the correct classification of the example. One natural measure of the quality of learning in this setting is the number of mistakes the learner makes. For suitable classes of functions, learning
Bayesian Model Selection in Social Research (with Discussion by Andrew Gelman & Donald B. Rubin, and Robert M. Hauser, and a Rejoinder)
 SOCIOLOGICAL METHODOLOGY 1995, EDITED BY PETER V. MARSDEN, CAMBRIDGE,; MASS.: BLACKWELLS.
, 1995
"... It is argued that Pvalues 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 ..."
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Cited by 554 (21 self)
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single model, they ignore model uncertainty and so underestimate the uncertainty about quantities of interest. The Bayesian approach to hypothesis testing, model selection and accounting for model uncertainty is presented. Implementing this is straightforward using the simple and accurate BIC
Algebraic laws for nondeterminism and concurrency
 Journal of the ACM
, 1985
"... Abstract. Since a nondeterministic and concurrent program may, in general, communicate repeatedly with its environment, its meaning cannot be presented naturally as an input/output function (as is often done in the denotational approach to semantics). In this paper, an alternative is put forth. Firs ..."
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Cited by 597 (13 self)
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observation congruence class. The paper demonstrates, for a sequence of simple languages expressing finite (terminating) behaviors, that in each case observation congruence can be axiomatized algebraically. Moreover, with the addition of recursion and another simple extension, the algebraic language described
Thresholding of statistical maps in functional neuroimaging using the false discovery rate.
 NeuroImage
, 2002
"... Finding objective and effective thresholds for voxelwise statistics derived from neuroimaging data has been a longstanding problem. With at least one test performed for every voxel in an image, some correction of the thresholds is needed to control the error rates, but standard procedures for mult ..."
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Cited by 501 (8 self)
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for multiple hypothesis testing (e.g., Bonferroni) tend to not be sensitive enough to be useful in this context. This paper introduces to the neuroscience literature statistical procedures for controlling the false discovery rate (FDR). Recent theoretical work in statistics suggests that FDR
Results 1  10
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