[Wiley Series in Probability and Statistics] Structural Equation Modeling || Bayesian Estimation of Structural Equation ModelsBayesian approach to SEMsBayesian estimation of SEMsMarkov chain Monte Carlo (MCMC)Bayesian estimation and associative MCMC methodBayesian estimation of CFA model...
Statistics & Probability Letters 78, 2275-2280. 20On the distribution of left singular vectors of a random matrix and its applications - Bura, Pfeiffer ... E Bura,RM Pfeiffer - 《Statistics & Probability Letters》 被引量: 59发表: 2008年 The efficiency of ranked set sampling for parameter es...
During model 1, 5 out of 35 hypotheses were eliminated due to being statistically insignificant at the probability level of 0.05. The changes were then saved as model 2. In model 2, another 6 hypotheses were eliminated due to being statistically insignificant at the probability level of 0.05, ...
Alternatively, one can require that all random objects in the local theory are of size Aδ, where 0<δ≪1. Then, it is possible to take C=1, but the event now only has probability ∼1−exp(−Ac), where 0<c=c(δ)≪1. Strictly speaking, the stochastic integrals SI in...
The function \(\phi ({\textbf{x}})\) is identical as the wave function in the path integral formulation of quantum mechanics proposed by Feynman34. That is why \(|\phi ({\textbf{x}})|^2\) is the probability density of the system to be in spacetime position \({\textbf{x}}\)....
In the spirit of a recent calculation by Moniz and Sharp we have used the Heisenberg equations of motion to determine the self-mass of a nonrelativistic electron. We find, in contrast with their results, that this mass shift agrees with that obtained from the second-order energy-shift calculat...
EA Jaber,OE Euch - 《Statistics & Probability Letters》 被引量: 13发表: 2018年 A mixed Monte Carlo and partial differential equation variance reduction method for foreign exchange options under the Heston-Cox-Ingersoll-Ross model In this paper, we consider the valuation of Europe Cozma,Andrei,Re...
where the weights w are optimized so that if y belongs to Class 1, the probability P(y=1|x)=f(x) is as large as possible while the probability P(y=0|x)=1−f(x) is as small as possible. The cost function in this case is defined as follows: J(w)=−∑(ylog(f(x))+(...
principal component analysis LISREL model normal theory asymptotic biases least-squares estimator chi-square statistics parameter estimator Wishart maximum likelihood estimator/ A0250 Probability theory, stochastic processes, and statistics B0240Z Other topics in statistics C1140Z Other topics in statistics DO...
B Schmuland,S Wei - 《Statistics & Probability Letters》 被引量: 32发表: 2001年 On the class equation for Hopf algebras We give a simple proof of the Kac-Zhu class equation for semisim- ple Hopf algebras over an algebraically closed eld of characteristic 0. M Lorenz - 《Proceedings of ...