Results 111 to 120 of about 78,936 (284)
Optimal model‐based design of experiments for parameter precision: Supercritical extraction case
Abstract This study investigates the process of chamomile oil extraction from flowers. A parameter‐distributed model consisting of a set of partial differential equations is used to describe the governing mass transfer phenomena in a cylindrical packed bed with solid chamomile particles under supercritical conditions using carbon dioxide as a solvent ...
Oliwer Sliczniuk, Pekka Oinas
wiley +1 more source
Instrumental Weighted Variables
A motivation for the classical Instrumental Variables and the reasons for here-proposed way of their robustification are discussed. The conditions for the ?n-consistency, the existence of Bahadur representation and the asymptotic normality of the ...
Jan Ámos Víšek
doaj +1 more source
Schematic of the CO adsorption process in a fixed‐bed column containing pure NaY zeolite and Nb‐modified NaY (NaY–5%Nb). On the left, breakthrough curves and temperature profiles highlight the dynamic performance and thermal effects during CO adsorption.
Elson Oliveira +3 more
wiley +1 more source
The Hungarian Construction (Komlós et al. 1975) is used for getting a proof of asymptotic normality of S-Gini coefficient; this method is very interesting because it can be used to check asymptotic normality of other income inequality measures as Theil ...
PABLO MARTÍNEZ-CAMBLOR
doaj
Restricted Tweedie stochastic block models
Abstract The stochastic block model (SBM) is a widely used framework for community detection in networks, where the network structure is typically represented by an adjacency matrix. However, conventional SBMs are not directly applicable to an adjacency matrix that consists of nonnegative zero‐inflated continuous edge weights.
Jie Jian, Mu Zhu, Peijun Sang
wiley +1 more source
We investigate the asymptotic properties of the plug-in estimator for the Jeffreys divergence, the symmetric variant of the Kullback–Leibler (KL) divergence. This study focuses specifically on the divergence between discrete distributions. Traditionally,
Vladimir Glinskiy +5 more
doaj +1 more source
Tail asymptotics for the bivariate skew normal
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Thomas Fung, Eugene Seneta
openaire +1 more source
Rank‐based estimation of propensity score weights via subclassification
Abstract Propensity score (PS) weighting estimators are widely used for causal effect estimation and enjoy desirable theoretical properties, such as consistency and potential efficiency under correct model specification. However, their performance can degrade in practice due to sensitivity to PS model misspecification.
Linbo Wang +3 more
wiley +1 more source
MLEce: Statistical inference for asymptotically efficient closed-form estimators in R
Maximum likelihood estimation is a classical method with useful properties like efficiency, consistency, and asymptotic normality. However, the maximum likelihood estimator (MLE) cannot be in closed form in many distributions.
Jun Zhao +5 more
doaj +1 more source
The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series [PDF]
This paper derives the asymptotic distribution of a smoothing-based estimator of the Lyapunov exponent for a stochastic time series under two general scenarios.
Oliver Linton, Yoon-Jae Whang
core

