A dynamic factor model for economic time series
Nowadays, multiclassifier systems (MCSs) are being widely applied in various machine learning problems and in many different domains. Over the last two decades, a variety of ensemble systems have been developed, but there is still room for improvement. This paper focuses on developing competence and interclass cross-competence measures which can be applied as a method for classifiers combination. The cross-competence measure allows an ensemble to harness pieces of information obtained from incompetent...
To study the asymptotic properties of entropy estimates, we use a unified expression, called the -entropy. Asymptotic distributions for these statistics are given in several cases when maximum likelihood estimators are considered, so they can be used to construct confidence intervals and to test statistical hypotheses based on one or more samples. These results can also be applied to multinomial populations.
In a multivariate normal distribution, let the inverse of the covariance matrix be a band matrix. The distribution of the sufficient statistic for the covariance matrix is derived for this case. It is a generalization of the Wishart distribution. The distribution may be used for unbiased density estimation and construction of classification rules.