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Linear Wavelet-Based Estimators of Partial Derivatives of Multivariate Density Function for Stationary and Ergodic Continuous Time Processes. [PDF]
Didi S, Bouzebda S.
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Incorporating Auxiliary Variables to Improve the Efficiency of Time-Varying Treatment Effect Estimation. [PDF]
Shi J, Wu Z, Dempsey W.
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Estimation for time-varying coefficient smoothed quantile regression. [PDF]
Hu L, You J, Huang Q, Liu S.
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The Cox Model With Adaptive Fused Group Bridge Penalty to Incorporate Historical Data Into the Analysis of Clinical Trials With an Application to BMT CTN 1101. [PDF]
Fang X +4 more
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Empirical Lossless Compression Bound of a Data Sequence. [PDF]
Li LM.
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A Robust Association Test Leveraging Unknown Genetic Interactions: Application to Cystic Fibrosis Lung Disease. [PDF]
Kim S, Lin YC, Strug LJ.
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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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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 Scaling Functions
SIAM Journal on Mathematical Analysis, 2004The 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 +2 more
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