Browsing by Subject "Statistical tests"

Now showing items 1-17 of 17

    • Conference Object  

      AM-FM representations for the characterization of carotid plaque ultrasound Images 

      Christodoulou, Christodoulos I.; Pattichis, Constantinos S.; Murray, V.; Pattichis, Marios S.; Nicolaïdes, Andrew N. (2008)
      Stroke is the third leading cause of death in the western world and a major cause of disability in adults. The objective of this work was to investigate the use of AM-FM representations for the characterization of carotid ...
    • Conference Object  

      Cointegration and nonstationarity in the context of multiresolution analysis 

      Worden, K.; Cross, E. J.; Kyprianou, Andreas (Institute of Physics Publishing, 2011)
      Cointegration has established itself as a powerful means of projecting out long-term trends from time-series data in the context of econometrics. Recent work by the current authors has further established that cointegration ...
    • Conference Object  

      Comparison of AM-FM features with standard features for the classification of surface electromyographic signals 

      Christodoulou, Christodoulos I.; Kaplanis, P. A.; Murray, V.; Pattichis, Marios S.; Pattichis, Constantinos S. (2010)
      In this work AM-FM features extracted from surface electromyographic (SEMG) signals were compared with standard time and frequency domain features, for the classification of neuromuscular disorders at different force levels. ...
    • Article  

      Consistent Testing for Pairwise Dependence in Time Series 

      Fokianos, Konstantinos; Pitsillou, M. (2017)
      We consider the problem of testing pairwise dependence for stationary time series. For this, we suggest the use of a Box–Ljung-type test statistic that is formed after calculating the distance covariance function among ...
    • Article  

      Distribution theory for the studentized mean for long, short, and negative memory time series 

      McElroy, T.; Politis, Dimitris Nicolas (2013)
      We consider the problem of estimating the variance of the partial sums of a stationary time series that has either long memory, short memory, negative/intermediate memory, or is the first-difference of such a process. The ...
    • Article  

      Dynamic misspecification in nonparametric cointegrating regression 

      Kasparis, Ioannis; Phillips, Peter C. B. (2012)
      Linear cointegration is known to have the important property of invariance under temporal translation. The same property is shown not to apply for nonlinear cointegration. The limit properties of the Nadaraya-Watson (NW) ...
    • Conference Object  

      The effects of applying cell-suppression and perturbation to aggregated genetic data 

      Antoniades, Athos; Keane, J.; Aristodimou, Aristos; Philipou, Christa; Constantinou, Andreas I.; Georgousopoulos, Christos; Tozzi, Federica; Kyriacou, Kyriacos C.; Hadjisavvas, Andreas; Loizidou, Maria A.; Demetriou, Christiana A.; Pattichis, Constantinos S. (2012)
      The key test for confidence in any association discovered within the medical domain is replication testing. That is, the ability of the association to be detected in independent populations. At the same time, in order to ...
    • Article  

      Ethnicity as a factor for the estimation of the risk for preeclampsia: A neural network approach 

      Neocleous, Costas K.; Nicolaides, Kypros H.; Neokleous, Kleanthis C.; Schizas, Christos N. (2010)
      A large number of feedforward neural structures, both standard multilayer and multi-slab schemes have been applied to a large data base of pregnant women, aiming at generating a predictor for the risk of preeclampsia ...
    • Article  

      A maximum entropy type test of fit 

      Lee, S.-J.; Vonta, Filia; Karagrigoriou, Alex (2011)
      In this paper, we propose a test of fit based on maximum entropy. The asymptotic distribution of the proposed test statistic is established and a corrected form for small and medium sample sizes is furnished. The performance ...
    • Conference Object  

      Neural networks to investigate the effects of smoking and alcohol abuse on the risk for preeclampsia 

      Neocleous, Costas K.; Nikolaides, Kypros H.; Neokleous, Kleanthis C.; Schizas, Christos N. (2009)
      Following the application of a large number of neural network schemes that have been applied to a large data base of pregnant women, aiming at generating a predictor for the risk of preeclampsia occurrence at an early ...
    • Conference Object  

      Non-invasive trisomy 21 diagnosis using fuzzy cognitive maps 

      Papaioannou, Maria; Neocleous, Costas K.; Schizas, Christos N. (Springer Verlag, 2016)
      A fuzzy Diagnostic Decision Support System (DDSS) has been developed, exploiting the possibilities of a specific algorithm which transforms a crisp dataset into fuzzy. The purpose of the developed fuzzy DDSS is the diagnosis ...
    • Article  

      Power divergence family of tests for categorical time series models 

      Fokianos, Konstantinos (2002)
      A fundamental issue that arises after fitting a regression model is that of testing the goodness of the fit. Our work brings together the power divergence family of goodness of fit tests and regression models for categorical ...
    • Article  

      Residual-based block bootstrap for unit root testing 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2003)
      A nonparametric, residual-based block boostrap procedure is proposed in the context of testing for integrated (unit root) time series. The resampling procedure is based on weak assumptions on the dependence structure of ...
    • Article  

      Residual-based block bootstrap for unit root testingAAA 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2003)
      A nonparametric, residual-based block boostrap procedure is proposed in the context of testing for integrated (unit root) time series. The resampling procedure is based on weak assumptions on the dependence structure of ...
    • Article  

      Residual-based rank specification tests for AR-GARCH type models 

      Andreou, Elena; Werker, Bas J. M. (2015)
      This paper derives the asymptotic distribution for a number of rank-based and classical residual specification tests in AR-GARCH type models. We consider tests for the null hypotheses of no linear and quadratic serial ...
    • Article  

      Unit root testing via the stationary bootstrap 

      Parker, C.; Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2006)
      A nonparametric, residual-based stationary bootstrap procedure is proposed for unit root testing in a time series. The procedure generates a pseudoseries which mimics the original, but ensures the presence of a unit root. ...
    • Article  

      Unit root testing via the stationary bootstrapAAA 

      Parker, C.; Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2006)
      A nonparametric, residual-based stationary bootstrap procedure is proposed for unit root testing in a time series. The procedure generates a pseudoseries which mimics the original, but ensures the presence of a unit root. ...