Results 1 - 10 of 50,831

Detecting Long-Run Abnormal Stock Returns: The Empirical Power and Specification of Test Statistics

by Brad M. Barber, John D. Lyon - Journal of Financial Economics , 1997
"... We analyze the empirical power and specification of test statistics in event studies designed to detect long-run (one- to five-year) abnormal stock returns. We document that test statistics based on abnormal returns calculated using a reference portfolio, such as a market index, are misspecified (em ..."
Abstract - Cited by 548 (9 self) - Add to MetaCart
We analyze the empirical power and specification of test statistics in event studies designed to detect long-run (one- to five-year) abnormal stock returns. We document that test statistics based on abnormal returns calculated using a reference portfolio, such as a market index, are misspecified

Statistical Analysis of Cointegrated Vectors

by Soren Johansen - Journal of Economic Dynamics and Control , 1988
"... We consider a nonstationary vector autoregressive process which is integrated of order 1, and generated by i.i.d. Gaussian errors. We then derive the maximum likelihood estimator of the space of cointegration vectors and the likelihood ratio test of the hypothesis that it has a given number of dimen ..."
Abstract - Cited by 2749 (12 self) - Add to MetaCart
of dimensions. Further we test linear hypotheses about the cointegration vectors. The asymptotic distribution of these test statistics are found and the first is described by a natural multivariate version of the usual test for unit root in an autoregressive process, and the other is a x2 test. 1.

The control of the false discovery rate in multiple testing under dependency

by Yoav Benjamini, Daniel Yekutieli - Annals of Statistics , 2001
"... Benjamini and Hochberg suggest that the false discovery rate may be the appropriate error rate to control in many applied multiple testing problems. A simple procedure was given there as an FDR controlling procedure for independent test statistics and was shown to be much more powerful than comparab ..."
Abstract - Cited by 1093 (16 self) - Add to MetaCart
Benjamini and Hochberg suggest that the false discovery rate may be the appropriate error rate to control in many applied multiple testing problems. A simple procedure was given there as an FDR controlling procedure for independent test statistics and was shown to be much more powerful than

Thresholding of statistical maps in functional neuroimaging using the false discovery rate.

by Christopher R Genovese , Nicole A Lazar , Thomas Nichols - NeuroImage , 2002
"... Finding objective and effective thresholds for voxelwise statistics derived from neuroimaging data has been a long-standing 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 ..."
Abstract - Cited by 521 (9 self) - Add to MetaCart
Finding objective and effective thresholds for voxelwise statistics derived from neuroimaging data has been a long-standing 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

Approximate Statistical Tests for Comparing Supervised Classification Learning Algorithms

by Thomas G. Dietterich , 1998
"... This article reviews five approximate statistical tests for determining whether one learning algorithm outperforms another on a particular learning task. These tests are compared experimentally to determine their probability of incorrectly detecting a difference when no difference exists (type I err ..."
Abstract - Cited by 723 (8 self) - Add to MetaCart
This article reviews five approximate statistical tests for determining whether one learning algorithm outperforms another on a particular learning task. These tests are compared experimentally to determine their probability of incorrectly detecting a difference when no difference exists (type I

High confidence visual recognition of persons by a test of statistical independence

by John G. Daugman - IEEE TRANS. ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE , 1993
"... A method for rapid visual recognition of personal identity is described, based on the failure of a statistical test of independence. The most unique phenotypic feature visible in a person’s face is the detailed texture of each eye’s iris: An estimate of its statistical complexity in a sample of the ..."
Abstract - Cited by 621 (8 self) - Add to MetaCart
A method for rapid visual recognition of personal identity is described, based on the failure of a statistical test of independence. The most unique phenotypic feature visible in a person’s face is the detailed texture of each eye’s iris: An estimate of its statistical complexity in a sample

Accurate Methods for the Statistics of Surprise and Coincidence

by Ted Dunning - COMPUTATIONAL LINGUISTICS , 1993
"... Much work has been done on the statistical analysis of text. In some cases reported in the literature, inappropriate statistical methods have been used, and statistical significance of results have not been addressed. In particular, asymptotic normality assumptions have often been used unjustifiably ..."
Abstract - Cited by 1057 (1 self) - Add to MetaCart
Much work has been done on the statistical analysis of text. In some cases reported in the literature, inappropriate statistical methods have been used, and statistical significance of results have not been addressed. In particular, asymptotic normality assumptions have often been used

A Scaled Difference Chi-square Test Statistic for Moment Structure Analysis

by Albert Satorra, Peter M. Bentler
"... A family of scaling corrections aimed to improve the chi-square approximation of goodness-of-fit test statistics in small samples, large models, and nonnormal data was proposed in Satorra and Bentler (1994). For structural equations models, Satorra-Bentler's (SB) scaling corrections are availab ..."
Abstract - Cited by 265 (1 self) - Add to MetaCart
A family of scaling corrections aimed to improve the chi-square approximation of goodness-of-fit test statistics in small samples, large models, and nonnormal data was proposed in Satorra and Bentler (1994). For structural equations models, Satorra-Bentler's (SB) scaling corrections

Statistical Comparisons of Classifiers over Multiple Data Sets

by Janez Demsar , 2006
"... While methods for comparing two learning algorithms on a single data set have been scrutinized for quite some time already, the issue of statistical tests for comparisons of more algorithms on multiple data sets, which is even more essential to typical machine learning studies, has been all but igno ..."
Abstract - Cited by 744 (0 self) - Add to MetaCart
While methods for comparing two learning algorithms on a single data set have been scrutinized for quite some time already, the issue of statistical tests for comparisons of more algorithms on multiple data sets, which is even more essential to typical machine learning studies, has been all

Statistical pattern recognition: A review

by Anil K. Jain, Robert P. W. Duin, Jianchang Mao - IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE , 2000
"... The primary goal of pattern recognition is supervised or unsupervised classification. Among the various frameworks in which pattern recognition has been traditionally formulated, the statistical approach has been most intensively studied and used in practice. More recently, neural network techniques ..."
Abstract - Cited by 1035 (30 self) - Add to MetaCart
The primary goal of pattern recognition is supervised or unsupervised classification. Among the various frameworks in which pattern recognition has been traditionally formulated, the statistical approach has been most intensively studied and used in practice. More recently, neural network
Results 1 - 10 of 50,831