Results 251 to 260 of about 1,044,082 (362)
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
A Bayesian analysis of variables causally associated with hair cortisol concentration in dogs with obesity. [PDF]
Turnbull K +4 more
europepmc +1 more source
Subuniformity of harmonic mean p$$ p $$‐values
Abstract We obtain several inequalities on the generalized means of dependent p$$ p $$‐values. In particular, the weighted harmonic mean of p$$ p $$‐values is strictly subuniform under several dependence assumptions of p$$ p $$‐values, including independence, negative upper orthant dependence, the class of extremal mixture copulas, and some Clayton ...
Yuyu Chen +3 more
wiley +1 more source
Bayes Factor Tests for Group Differences in Ordinal and Binary Graphical Models. [PDF]
Marsman M +3 more
europepmc +1 more source
Nonparametric estimation of conditional probability distributions using a generative approach based on conditional push-forward neural networks [PDF]
Nicola Rares Franco, Lorenzo Tedesco
openalex +1 more source
An observation‐driven state‐space model for claims size modelling
Abstract State‐space models are popular in econometrics. Recently, these models have gained some popularity in the actuarial literature. The best known state‐space models are of the Kalman‐filter type. These are called parameter‐driven because the observations do not impact the state‐space dynamics.
Jae Youn Ahn +2 more
wiley +1 more source
Deep Architectures Fail to Generalize: A Lightweight Alternative for Agricultural Domain Transfer in Hyperspectral Images. [PDF]
Pankajakshan P, Padmasanan A, Sundar S.
europepmc +1 more source
Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne +2 more
wiley +1 more source

