Results 101 to 110 of about 118,514 (262)

Asymptotic Analysis of the Bias–Variance Trade-Off in Subsampling Metropolis–Hastings

Mathematics
Markov chain Monte Carlo (MCMC) methods are fundamental to Bayesian inference but are often computationally prohibitive for large datasets, as the full likelihood must be evaluated at each iteration. Subsampling-based approximate Metropolis–Hastings (MH)
Shuang Liu
doaj   +1 more source

Temporal Aggregation and Ordinary Least Squares Estimation of Cointegrating Regressions [PDF]

The paper derives the asymptotic distribution of the ordinary least squares estimator of cointegrating vectors with temporally aggregated time series.
Gabriel Pons Rotger
core  

Subuniformity of harmonic mean p$$ p $$‐values

Canadian Journal of Statistics, EarlyView.
Abstract We obtain several inequalities on the generalized means of dependent p$$ p $$‐values. In particular, the weighted harmonic mean of p$$ p $$‐values is strictly subuniform under several dependence assumptions of p$$ p $$‐values, including independence, negative upper orthant dependence, the class of extremal mixture copulas, and some Clayton ...
Yuyu Chen, Ruodu Wang, Yuming Wang, Wenhao Zhu   +3 more
wiley   +1 more source

An observation‐driven state‐space model for claims size modelling

Canadian Journal of Statistics, EarlyView.
Abstract State‐space models are popular in econometrics. Recently, these models have gained some popularity in the actuarial literature. The best known state‐space models are of the Kalman‐filter type. These are called parameter‐driven because the observations do not impact the state‐space dynamics.
Jae Youn Ahn, Himchan Jeong, Mario V. Wüthrich   +2 more
wiley   +1 more source

A Constrained Least Squares Approach to Mobile Positioning: Algorithms and Optimality

EURASIP Journal on Advances in Signal Processing, 2006
The problem of locating a mobile terminal has received significant attention in the field of wireless communications. Time-of-arrival (TOA), received signal strength (RSS), time-difference-of-arrival (TDOA), and angle-of-arrival (AOA) are commonly used ...
Ma W-K, Chan YT, Cheung KW, So HC
doaj   +1 more source

Asymptotic properties of cross‐classified sampling designs

Canadian Journal of Statistics, EarlyView.
Abstract We investigate the family of cross‐classified sampling designs across an arbitrary number of dimensions. We introduce a variance decomposition that enables the derivation of general asymptotic properties for these designs and the development of straightforward and asymptotically unbiased variance estimators.
Jean Rubin, Guillaume Chauvet
wiley   +1 more source

Improved Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models [PDF]

In dynamic regression models the least-squares coefficient estimators are biased in finite samples, and so are the usual estimators for the disturbance variance and for the variance of the coefficient estimators.
Garry D. A. Phillips, Jan F. Kiviet
core  

Mapping the Intellectual and Industrial Evolution of Corporate Social Responsibility: A Cross‐Sector Scientometric Analysis Using Main Path and Cluster Methods

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT Corporate social responsibility (CSR) has undergone continuous expansion across industries, yet its intellectual evolution and cross‐sectoral linkages remain insufficiently understood. This study provides a comprehensive, data‐driven assessment of CSR's developmental trajectories by analyzing 3314 Web of Science articles using key‐route main ...
Wei‐Hao Su, Chia‐Chia Kuo, Long‐Sheng Chen   +2 more
wiley   +1 more source

A systematic review evaluating the performance of eDNA methods relative to conventional methods for biodiversity monitoring

Ecography, EarlyView.
The rapid adoption of environmental DNA (eDNA) methods has drastically changed biodiversity monitoring efforts. It is often claimed that eDNA methods are more sensitive and efficient than conventional biodiversity monitoring methods, but it is often unclear what metrics support this claim.
Nicholas J. Iacaruso, Olivia P. Reves, Sara J. Merkelz, Cassidy L. Waldrep, Mark A. Davis   +4 more
wiley   +1 more source

Alpha, beta and gamma diversity in relatively natural, mixed and transformed landscape scenarios

Ecography, EarlyView.
Biodiversity losses and biotic homogenisation associated with human‐induced land‐cover changes are key issues for ecology. However, the effects of human‐caused land‐use changes on biodiversity change at the landscape scale are not well understood. Combining the PREDICTS global biodiversity database with MODIS satellite‐based land cover from 2001 to ...
Shuyu Deng, Colin M. Beale, Chris D. Thomas   +2 more
wiley   +1 more source