In this paper, empirical likelihood-based inference for longitudinal data within the framework of generalized linear model is investigated. The proposed procedure takes into account the within-subject correlation without involving direct estimation of nuisance parameters in the correlation matrix and retains optimal even if the working correlation structure is misspecified. The proposed approac...

Note that SPSS does not provide statistical significance tests for any of the estimated parameters (such as loadings), nor does it provide confidence intervals. Judgments about the adequacy of a oneor two-component model are not made based on statistical significance tests, but by making arbitrary judgments whether the model that is limited to just one or two components does an adequate job of ...

We consider the real eigenvalues of an $(N \times N)$ elliptic Ginibre matrix whose entries are correlated through a non-Hermiticity parameter $\tau_N\in [0,1]$. In almost-Hermitian regime where $1-\tau_N=\Theta(N^{-1})$, we obtain large-$N$ expansion mean and variance number eigenvalues. Furthermore, derive limiting empirical distributions eigenvalues, which interpolate Wigner semicircle law u...

Detailed study of the financial empirical correlation matrix of the 30 companies comprised by DAX within the period of the last 11 years, using the time-window of 30 trading days, is presented. This allows to clearly identify a nontrivial time-dependence of the resulting correlations. In addition, as a rule, the draw downs are always accompanied by a sizable separation of one strong collective ...

In this contribution we analyse in a qualitative sense for the geometry-free model the dependency of the location, the size and the shape of the ambiguity search space on di€erent factors of the stochastic model. For this purpose a rather general stochastic model is used. It includes time-correlation, cross-correlation, satellite elevation dependency and the use of an a priori weighted ionosphe...

It is shown how the universal correlation function of Brézin and Zee, and Beenakker, for random matrix ensembles of Wigner-Dyson type with density support on a finite interval can be derived using a linear response argument and macroscopic electrostatics. The analogous formula for ensembles of unitary random matrices is derived using the same method, and the corresponding global fluctuation for...