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Published in 2020 at "Journal of Computational and Graphical Statistics"
DOI: 10.1080/10618600.2019.1704296
Abstract: ABSTRACT This technical note proposes a novel profile likelihood method for estimating the covariance parameters in exploratory factor analysis of high-dimensional Gaussian datasets with fewer observations than number of variables. An implicitly restarted Lanczos algorithm…
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Keywords:
factor analysis;
likelihood;
method;
exploratory factor ... See more keywords
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Published in 2017 at "Statistical Methods in Medical Research"
DOI: 10.1177/0962280214562146
Abstract: Diagnostic systematic review is a vital step in the evaluation of diagnostic technologies. In many applications, it involves pooling pairs of sensitivity and specificity of a dichotomized diagnostic test from multiple studies. We propose a…
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Keywords:
method bivariate;
likelihood;
diagnostic systematic;
method ... See more keywords
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Published in 2021 at "Progress in Electromagnetics Research C"
DOI: 10.2528/pierc21021308
Abstract: The Ricean probability density function (pdf) is widely used to estimate the electromagnetic field distribution in indoor environments. The goal of using the Ricean or other pdfs is to evade the computational cost of deterministic…
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Keywords:
maximum likelihood;
field;
new localized;
ray tracing ... See more keywords
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Published in 2020 at "IFAC-PapersOnLine"
DOI: 10.25534/tuprints-00011713
Abstract: Abstract This paper introduces the profile likelihood method in order to assess simultaneously the parameter identifiability and the state observability for nonlinear dynamic state-space models with constant parameters. While a formal definition of a parameter’s…
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Keywords:
profile likelihood;
identifiability;
observability;
using profile ... See more keywords
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Published in 2018 at "Entropy"
DOI: 10.3390/e20050316
Abstract: The Sharpe ratio is a widely used risk-adjusted performance measurement in economics and finance. Most of the known statistical inferential methods devoted to the Sharpe ratio are based on the assumption that the data are…
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Keywords:
sharpe ratio;
method;
empirical likelihood;
adjusted empirical ... See more keywords