Results 31 to 40 of about 133,952 (267)

Estimating correlated observation error statistics using an ensemble transform Kalman filter [PDF]

open access: yesTellus: Series A, Dynamic Meteorology and Oceanography, 2014
For certain observing types, such as those that are remotely sensed, the observation errors are correlated and these correlations are state- and time-dependent.
Joanne A. Waller   +3 more
doaj   +1 more source

Regressions with Berkson errors in covariates - a nonparametric approach [PDF]

open access: yesThe Annals of Statistics, 2013
This paper establishes that so-called instrumental variables enable the identification and the estimation of a fully nonparametric regression model with Berkson-type measurement error in the regressors. An estimator is proposed and proven to be consistent. Its practical performance and feasibility are investigated via Monte Carlo simulations as well as
openaire   +7 more sources

Logistic regression error‐in‐covariate models for longitudinal high‐dimensional covariates

open access: yesStat, 2019
We consider a logistic regression model for a binary response where part of its covariates are subject‐specific random intercepts and slopes from a large number of longitudinal covariates. These random effect covariates must be estimated from the observed data, and therefore, the model essentially involves errors in covariates.
Hyung Park, Seonjoo Lee
openaire   +3 more sources

Treatment effect estimation with covariate measurement error [PDF]

open access: yesJournal of Econometrics, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
BATTISTIN, ERICH, CHESHER A.
openaire   +5 more sources

An Adaptive Fusion Attitude and Heading Measurement Method of MEMS/GNSS Based on Covariance Matching

open access: yesMicromachines, 2022
Aimed at the problem of filter divergence caused by unknown noise statistical characteristics or variable noise characteristics in an MEMS/GNSS integrated navigation system in a dynamic environment, on the basis of revealing the parameter adjustment ...
Wei Sun, Peilun Sun, Jiaji Wu
doaj   +1 more source

Efficient Regional Hybrid Ensemble-Variational Data Assimilation using the Global-Ensemble-Model-Augmented Error Covariance for Numerical Weather Prediction over Eastern China

open access: yesAtmosphere, 2020
An efficient regional hybrid ensemble-variational (EnVar) data assimilation method using the global-ensemble-model-augmented error covariance is proposed and preliminarily tested in this study. This method uses the global ensemble error covariance as the
Yuanbing Wang   +2 more
doaj   +1 more source

Covariate Balancing With Measurement Error

open access: yesStatistics in Medicine
ABSTRACT In recent years, there is a growing body of causal inference literature focusing on covariate balancing methods. These methods eliminate observed confounding by equalizing covariate moments between the treated and control groups.
Xialing Wen, Ying Yan
openaire   +3 more sources

Inverse probability weighting with error-prone covariates [PDF]

open access: yesBiometrika, 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
openaire   +3 more sources

On the Approximation of Precision Matrices for Wide-Swath Altimetry

open access: yesRemote Sensing
New observations of ocean surface topography obtained by wide-swath satellite interferometry require new capabilities to process spatially correlated errors in order to assimilate these data into numerical models.
Max Yaremchuk   +2 more
doaj   +1 more source

Directional variance adjustment: bias reduction in covariance matrices based on factor analysis with an application to portfolio optimization. [PDF]

open access: yesPLoS ONE, 2013
Robust and reliable covariance estimates play a decisive role in financial and many other applications. An important class of estimators is based on factor models.
Daniel Bartz   +4 more
doaj   +1 more source

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