Results 31 to 40 of about 147,262 (309)
Estimating correlated observation error statistics using an ensemble transform Kalman filter [PDF]
Tellus: 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
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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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Transformed Fay-Herriot model with measurement error in covariates [PDF]
Communications in Statistics - Simulation and Computation, 2021 Statistical agencies are often asked to produce small area estimates (SAEs) for positively skewed variables. When domain sample sizes are too small to support direct estimators, effects of skewness of the response variable can be large. As such, it is important to appropriately account for the distribution of the response variable given available ...
Sepideh Mosaferi +2 more
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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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Regressions with Berkson errors in covariates - a nonparametric approach [PDF]
The 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
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The polynomial and the Poisson measurement error models: some further results on quasi score and corrected score estimation [PDF]
, 2005 The asymptotic covariance matrices of the corrected score, the quasi score, and the simple score estimators of a polynomial measurement error model have been derived in the literature.
Schneeweiß, Hans
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An Adaptive Fusion Attitude and Heading Measurement Method of MEMS/GNSS Based on Covariance Matching
Micromachines, 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
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Logistic regression error‐in‐covariate models for longitudinal high‐dimensional covariates
Stat, 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
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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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Atmosphere, 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
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