To capture the missed information in the standardized errors by parametric multivariate generalized autoregressive conditional heteroskedasticity (MV-GARCH) model, we propose a new semiparametric MV-GARCH (SM-GARCH) model. This SM-GARCH model is a twostep model: firstly estimating parametric MV-GARCH model, then using nonparametric skills to model the conditional covariance matrix of the standa...

INTRODUCTION According to Joint National Committee-7 (JNC-7) guidelines, a systolic blood pressure (SBP) of 120 to 139 mm Hg and/or diastolic blood pressure (DBP) of 80 to 89 mm Hg is considered as pre-hypertension. Existing evidence suggest that the cardiovascular morbidities are increasing among pre-hypertensive individuals compared to normal. OBJECTIVE To assess the magnitude and factors a...

Dimension reduction aims to reduce the complexity of a regression without requiring a pre-specified model. In the case of multivariate response regressions, covariance-based estimation methods for the k-th moment based dimension reduction subspaces circumvent slicing and nonparametric estimation so that they are readily applicable to multivariate regression settings. In this article, the covari...

Knowledge Discovery in Databases (KDD) focuses on the computerized exploration of large amounts of data and on the discovery of interesting patterns within them. While most work on KDD has been concerned with structured databases, there has been little work on handling the huge amount of information that is available only in unstructured textual form. Previous work in text mining focused at the...

A Taylor series approximation to multivariate integrals taken with respect to a multivariate probability distribution is proposed and applied to the computation of multivariate normal probabilities and conditional expectations. The approximation does not require that the multivariate distribution have a structured covariance matrix and, in its simplest form, can be written as the product of uni...

We are focused on numerical methods for decomposing a multivariate polynomial as a sum of univariate polynomials in linear forms. The main tool is the recent result on correspondence between the Waring rank of a homogeneous polynomial and the rank of a partially known quasi-Hankel matrix constructed from the coefficients of the polynomial. Based on this correspondence, we show that the original...

process capability indices show the ability of a process to produce products according to the pre-specified requirements. since final quality characteristics of a product are usually interrelated to its previous amounts in earlier workstations, one need to model and consider the relationship among them to assess the process ca-pability properly. hence, conducting process capability analysis in ...