This paper discusses a local parametric modeling by the use of U-divergence in a statistical pattern recognition. The class of U-divergence measures commonly has an empirical loss function in a simple form including Kullback-Leibler divergence, the power divergence and mean squared error. We propose a minimization algorithm for parametric models of sequentially increasing dimension by incorpora...

the data of this study was collected from 252 teachers, principals and vice-principals offemales’ high schools in district one through one researcher-administered questionnaire, and was then analyzed. the validity of the questionnaire was approved by seven university professors. cronbach’s alpha was used in order to measure the reliability of the questionnaire. the total calculated alpha was 0....

We propose a new approach to the correspondence problem that makes use of non-parametric local transforms as the basis for correlation. Non-parametric local transforms rely on the relative ordering of local intensity values, and not on the intensity values themselves. Correlation using such transforms can tolerate a signiicant number of outliers. This can result in improved performance near obj...

It is shown that under certain circumstances in particular for small datasets the recently proposed citation impact indicators I3(6PR) and R(6,k) behave inconsistently when additional papers or citations are taken into consideration. Three simple examples are presented, in which the indicators fluctuate strongly and the ranking of scientists in the evaluated group is sometimes completely mixed ...

Let K be the class of atomic models of a countable first order theory. We prove that ifK is excellent and categorical in some uncountable cardinal, then each model is prime and minimal over the basis of a definable pregeometry given by a quasiminimal set. This implies thatK is categorical in all uncountable cardinals. We also introduce a U-rank to measure the complexity of complete types over m...

The purpose of this study is estimation of daily Value at Risk (VaR) for total index of Tehran Stock Exchange using parametric, nonparametric and semi-parametric approaches. Conditional and unconditional coverage backtesting are used for evaluating the accuracy of calculated VaR and also to compare the performance of mentioned approaches. In most cases, based on backtesting statistics Results, ...