Results 211 to 220 of about 373,332 (254)

Leaf heat tolerance in a native Californian shrub responds in expected and unexpected ways to differences in range, season, and sunlight exposure

PLANTS, PEOPLE, PLANET, EarlyView.
Earth's ecosystems are experiencing wide‐ranging impacts from global climate change, including increased average and extreme temperatures. These temperature shifts can drastically affect plant physiology, threatening the future of even common plant species. Here, we focus on photosynthetic function in a native Southern California shrub species.
Anna K. M. Bowen, Helen Holmlund, Anna L. Jacobsen, R. Brandon Pratt, Christine Scoffoni, Ishan Ashford, Olivia Plumb, Casey Wisely, Gretchen North   +8 more
wiley   +1 more source

Informing the potential of mature temperate forests as natural climate solutions: Changed fine root biomass and morphology under elevated CO2

PLANTS, PEOPLE, PLANET, EarlyView.
The land carbon sink absorbs approximately 25% of anthropogenic CO2 emissions, with forests accounting for most. Managing forests as Natural Climate Solutions is therefore a societal imperative, requiring models of where and how long carbon resides within these ecosystems. We investigated the effects of elevated CO2 on fine roots, the primary source of
Grace Handy, Angeliki Kourmouli, Marie Arnaud, Carolina Mayoral, Richard J. Norby, Michaela K. Reay, Sami Ullah, Iain P. Hartley, R. Liz Hamilton, Robert Grzesik, Andy R. Smith, Elena Vanguelova, A. Rob MacKenzie, Adriane Esquivel‐Muelbert   +13 more
wiley   +1 more source

ON ASYMPTOTICALLY NORMAL ESTIMATORS

, 1965
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Asymptotic Normality of Scaling Functions

SIAM Journal on Mathematical Analysis, 2004
The properties of probability measures are investigated. It is shown that if \(m\) is a probability measure on \(R\) with finite first moment, then the solution of the scaling equation \[ \phi (x) = \int_{R} \alpha \phi (\alpha x - y)\,dm(y),\quad x \in {\mathbb R} , \] is also a probability measure with the scale \(\alpha > 1\).
Goodman, Timothy, Chen, Louis H. Y., Lee, S. L.   +2 more
openaire   +2 more sources

On Posterior Asymptotic Normality and Asymptotic Normality of Estimators for the Galton-Watson Process

Journal of the Royal Statistical Society Series B: Methodological, 1987
SUMMARY For a Galton-Watson process with offspring distribution pθ, where θ is an unknown parameter, asymptotic posterior normality is established for θ and for the mean of the offspring distribution. A form of asymptotic normality for the mean of the offspring distribution is also obtained, without restriction on whether the process is ...
exaly   +3 more sources

Asymptotic Normality and the Bootstrap in Stratified Sampling

Annals of Statistics, 1984
The asymptotic distributions of the estimates of a linear combination of stratum means in stratified sampling are considered. Two situations are discussed: (a) The populations are assumed arbitrary and the sampling is with replacement. (b) The populations are assumed finite and the sampling is without replacement.
D A Freedman, P J Bickel
exaly   +4 more sources

GLOBAL ASYMPTOTIC NORMALITY

Statistics & Risk Modeling, 1983
The author generalizes an approximation theorem of \textit{R. Michel} and \textit{J. Pfanzagl} [Metrika 16, 188-205 (1970; Zbl 0218.62023)] for parametric families of probability measures. He proves that a uniform version of \textit{L. LeCam's} [Proc. 3rd Berkeley Sympos. math. Statist.
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Asymptotic Normality of some Estimators

Calcutta Statistical Association Bulletin, 1981
This paper uses martingale central limit theorem and continuous mapping theorem to establish asymptotic normality of log-likelihood ratio process, maximum likelihood estimators and the posterior distributions. Illustrative examples are given.
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Asymptotic Normality of Autoregressive Processes

Acta Applicandae Mathematicae, 2009
Using an approximation method along with a central limit theorem for \(m\)-dependent random variables, this paper prove an asymptotic normality for autoregressive processes, and provide the central limit theorems of the least square estimate and the Yule-Walker estimate of the parameters of an autoregressive process.
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On the asymptotic normality of self-normalized sums

Mathematical Proceedings of the Cambridge Philosophical Society, 1991
AbstractLet X1, …, Xn be a sequence of non-degenerate, symmetric, independent identically distributed random variables, and let Sn(rn) denote their sum when the rn largest in modulus have been removed. We obtain necessary and sufficient conditions for asymptotic normality of the studentized version of Sn(rn), and compare this to the condition for ...
Griffin, Philip S., Mason, David M.
openaire   +2 more sources