Results 81 to 90 of about 155 (148)

Multivariate Extreme Value Theory - A Tutorial with Applications to Hydrology and Meteorology

Dependence Modeling, 2014
Dutfoy Anne, Parey Sylvie, Roche Nicolas
doaj   +1 more source

LINE-1 ORF1p expression occurs in clear cell ovarian carcinoma precursors and is a candidate blood biomarker. [PDF]

NPJ Precis Oncol
de Santiago PR, Sato S, Zhang SJ, Dougher MC, Devins KM, Bilecz AJ, Rayamajhi S, Mingo G, Rendulich HS, Feng Y, Wu C, Taylor MS, Zhuravlev Y, Jung E, Omran DK, Wang TL, Shih IM, Schwartz LE, Kim S, Morgan MA, Tanyi JL, Burns KH, Lengyel E, Parra-Herran C, Godwin AK, Walt DR, Drapkin R.   +26 more
europepmc   +1 more source

Exact inference on contrasts in means of intraclass correlation models with missing responses

Intraclass correlation models with missing data at random are considered. With a properly reduced model, a general method, which allows repeated observations with missing data in a non-monotone pattern, is proposed to construct exact test statistics and ...
Wu, Mi-Xia, Liu, Aiyi, Yu, Kai F.
core  

Sparse Multivariate Linear Regression with Strongly Associated Response Variables. [PDF]

J Multivar Anal
Ham D, Price BS, Rothman AJ.
europepmc   +1 more source

Integrative analysis of high-dimensional quantile regression with contrasted penalization. [PDF]

J Appl Stat
Ren P, Liu X, Zhang X, Zhan P, Qiu T.
europepmc   +1 more source

CANONICAL THRESHOLDING FOR NON-SPARSE HIGH-DIMENSIONAL LINEAR REGRESSION. [PDF]

Ann Stat, 2022
Silin I, Fan J.
europepmc   +1 more source

Large Sample Theory In A Semiparametric Partially Linear Errors-In-Variables Model

, 1997
We consider the partially linear model relating a response Y to predictors (X; T ) with mean function X T fi + g(T ) when the X's are measured with additive error.
Hua Liang, Raymond J. Carroll, Wolfgang Härdle   +2 more
core  

Adaptive exact recovery in sparse nonparametric models. [PDF]

Stat Inference Stoch Process
Stepanova N, Turcicova M.
europepmc   +1 more source

Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model

Consider the generalized growth curve model subject to R(Xm)[subset, double equals]...[subset, double equals]R(X1), where Bi are the matrices of unknown regression coefficients, and and are independent and identically distributed with the same first four
Wu, Xiaoyong, Zou, Guohua, Li, Yingfu
core  

IMPROVING ON MINIMUM RISK EQUIVARIANT AND LINEAR MINIMAX ESTIMATORS OF BOUNDED MULTIVARIATE LOCATION PARAMETERS Authors:

, 2014
We propose improvements under squared error loss of the minimum risk equivariant and the linear minimax estimators for estimating the location parameter θ of a p-variate spherically symmetric distribution, with θ restricted to a ball of radius m centered
Éric Marchand, Amir T. Payandeh Najafabadi   +1 more
core