Results 171 to 180 of about 72,390 (316)
Likelihood inference for small variance components
In this paper, we develop likelihood-based methods for making inferences about the components of variance in a general normal mixed linear model. In particular, we use local asymptotic approximations to construct confidence intervals for the components ...
Stern, S.E., Welsh, A.H.
core
Special function generalizing Mittag-Leffler-type function for two variables is considered. Integral representations for this function in different variation range of arguments for a certain value of parameters is obtained.
Nikolay S Yashagin
doaj
Correction: The complex dynamics of products and its asymptotic properties. [PDF]
Angelini O +3 more
europepmc +1 more source
Resonant Tunneling in Laser‐Dressed Double‐Barrier Nanostructures: Role of Potential Geometry
A schematic illustration of laser‐dressed double‐barrier nanostructures with rectangular, parabolic, and triangular potential profiles is presented. The intense laser field modifies the effective confinement potential, leading to a shift in resonance energies.
Recep Aydın, Mehmet Batı
wiley +1 more source
Nonparametric Quantile Regression with Heavy-Tailed and Strongly Dependent Errors [PDF]
We consider nonparametric estimation of the conditional qth quantile for stationary time series. We deal with stationary time series with strong time dependence and heavy tails under the setting of random design.
Toshio Honda
core
The complex dynamics of products and its asymptotic properties. [PDF]
Angelini O +3 more
europepmc +1 more source
Abstract The oval window (OW) is an opening connecting the inner and middle ear. Its area has been shown to consistently scale with body mass (BM) in primates, and has been used alongside semi‐circular canal (SCC) size to differentiate Homo sapiens and fossil hominins, including Paranthropus robustus.
Ruy Fernandez, José Braga
wiley +1 more source
WORST-CASE ESTIMATION AND ASYMPTOTIC THEORY FOR MODELS WITH UNOBSERVABLES [PDF]
This paper proposes a worst-case approach for estimating econometric models containing unobservable variables. Worst-case estimators are robust against the adverse effects of unobservables.
Mercedes Esteban-Bravo +1 more
core
Asymptotic Properties of Matthews Correlation Coefficient. [PDF]
Itaya Y +3 more
europepmc +1 more source
Asymptotic Properties for Methods Combining the Minimum Hellinger Distance Estimate and the Bayesian Nonparametric Density Estimate. [PDF]
Wu Y, Hooker G.
europepmc +1 more source

