Conditional Covariance-Based Subtest Selection for Polytomous DIMTEST
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DOI: 10.1177/0146621616681130
Abstract: Dimensionality assessment is an important component of test validation. While the vast majority of statewide standardized tests contain both dichotomous and polytomous items, much of the work in dimensionality assessment has focused on the case… read more here.
Keywords: subtest selection; covariance based; selection; conditional covariance ... See more keywords
High-Dimensional Conditional Covariance Matrices Estimation Using a Factor-GARCH Model
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DOI: 10.3390/sym14010158
Abstract: Estimation of a conditional covariance matrix is an interesting and important research topic in statistics and econometrics. However, modelling ultra-high dimensional dynamic (conditional) covariance structures is known to suffer from the curse of dimensionality or… read more here.
Keywords: covariance; high dimensional; garch model; estimation ... See more keywords