Results 21 to 30 of about 617,695 (198)
Efficient Estimation of Approximate Factor Models via Regularized Maximum Likelihood [PDF]
, 2012 We study the estimation of a high dimensional approximate factor model in the presence of both cross sectional dependence and heteroskedasticity. The classical method of principal components analysis (PCA) does not efficiently estimate the factor ...
Bai, Jushan, Liao, Yuan
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Degenerate Kalman filter error covariances and their convergence onto the unstable subspace [PDF]
, 2017 The characteristics of the model dynamics are critical in the performance of (ensemble) Kalman filters. In particular, as emphasized in the seminal work of Anna Trevisan and coauthors, the error covariance matrix is asymptotically supported by the ...
Apte, Amit +5 more
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Treatment effect estimation with covariate measurement error [PDF]
Journal of Econometrics, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
BATTISTIN, ERICH, CHESHER A.
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Mechanical Engineering Journal, 2020 Throwing by a powered manipulator is an effective way for wide range transportation of an object and carrying an object in unmanned environments. The main problems of throwing are (i) how far the manipulator can throw the object and (ii) the accuracy of ...
Masafumi OKADA, Takahiro SEKIGUCHI
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Harmonization of Space-Borne Infra-Red Sensors Measuring Sea Surface Temperature
Remote Sensing, 2020 Sea surface temperature (SST) is observed by a constellation of sensors, and SST retrievals are commonly combined into gridded SST analyses and climate data records (CDRs).
Christopher J. Merchant +5 more
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Estimation over Communication Networks: Performance Bounds and Achievability Results [PDF]
, 2007 This paper considers the problem of estimation over communication networks. Suppose a sensor is taking measurements of a dynamic process. However the process needs to be estimated at a remote location connected to the sensor through a network of ...
Dana, A. F. +4 more
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Covariate Measurement Error in Quadratic Regression
International Statistical Review, 2003 SummaryWe consider quadratic regression models where the explanatory variable is measured with error. The effect of classical measurement error is to flatten the curvature of the estimated function. The effect on the observed turning point depends on the location of the true turning point relative to the population mean of the true predictor.
Kuha, Jouni, Temple, Jonathan
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Inverse probability weighting with error-prone covariates [PDF]
Biometrika, 2013 Inverse probability-weighted estimators are widely used in applications where data are missing due to nonresponse or censoring and in the estimation of causal effects from observational studies. Current estimators rely on ignorability assumptions for response indicators or treatment assignment and outcomes being conditional on observed covariates which
Daniel F. McCaffrey +2 more
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暴雨灾害, 2022 Based on the radar data direct assimilation system established by the Chongqing Meteorological Bureau in cooperation with the Center for Analysis and Prediction of Storms of the University of Oklahoma, a set of radar data assimilation and forecasting ...
Jingting HU, Lianglü CHEN, Yu XIA
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Relative Efficiency of Maximum Likelihood and Other Estimators in a Nonlinear Regression Model with Small Measurement Errors [PDF]
, 2004 We compare the asymptotic covariance matrix of the ML estimator in a nonlinear measurement error model to the asymptotic covariance matrices of the CS and SQS estimators studied in Kukush et al (2002). For small measurement error variances they are equal
Kukush, Alexander, Schneeweiß, Hans
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