Results 231 to 240 of about 118,514 (262)

Integrative analysis of high-dimensional RCT and RWD subject to censoring and hidden confounding. [PDF]

Lifetime Data Anal
Ye X, Yang S, Wang X, Liu Y.
europepmc   +1 more source

Prognostic adjustment with efficient estimators to unbiasedly leverage historical data in randomized trials. [PDF]

Int J Biostat
Liao LD, Højbjerre-Frandsen E, Hubbard AE, Schuler A.   +3 more
europepmc   +1 more source

A Modification to Two-Stage Least Squares With Genetic Applications. [PDF]

Stat Med
Fang L, Pan W.
europepmc   +1 more source

Meta simulation approach for evaluating machine learning method selection in data limited settings. [PDF]

Sci Rep
Alwash M, Al Hajj GS, Grytten I, Sandve GK.   +3 more
europepmc   +1 more source

Two-phase rejective sampling and its asymptotic properties. [PDF]

J R Stat Soc Series B Stat Methodol
Yang S, Ding P.
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A New Approach to the Nonparametric Behrens-Fisher Problem With Compatible Confidence Intervals. [PDF]

Biom J
Schüürhuis S, Konietschke F, Brunner E.   +2 more
europepmc   +1 more source

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Asymptotic Bias and Variance of Conventional Bispectrum Estimates for 2-D Signals

Multidimensional Systems and Signal Processing, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Le Caillec, Jean-Marc, Garello, Rene
openaire   +2 more sources

Computation of the asymptotic bias and variance for simulation of Markov reward models

Proceedings of the 29th Annual Simulation Symposium, 2002
The asymptotic bias and variance are important determinants of the quality of a simulation run. In particular, the asymptotic bias can be used to approximate the bias introduced by starting the collection of a measure in a particular state distribution, and the asymptotic variance can be used to compute the simulation time required to obtain, a ...
A.P.A. van Moorsel, L.A. Kant, W.H. Sanders   +2 more
openaire   +1 more source

Asymptotic bias and variance of a kernel-based estimator for the location of a discontinuity

Journal of Nonparametric Statistics, 1997
A family of kernel-based estimators parametrised by a bandwidth is used to estimate the location of the discontinuity in discretely observed data consisting of a discontinuous regression function with added noise. Asymptotic bias and variance calculations for the estimated location are given as a function of the bandwidth and the sample size.
Inge Koch, Alun Pope
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AN ASYMPTOCALLY UNBIASED TWO‐STAGE LEAST SQUARES ESTIMATOR OF THE STRUCTURAL DISTURBANCE VARIANCES AND THE BIAS

Metroeconomica, 1974
AbstractLet Σ represent the covariance matrix of the structural disturbances of a simultaneous equations model. The conventional consistent estimator of the elements of Σ is usually given as the mean 2SLS residuals. However, neither the bais nor the asymptotic bias of the estimator of Σ by 2SLS have been found.
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