Results 31 to 40 of about 2,136,192 (344)

The HERBAL Model: A Hierarchical Errors-in-variables Bayesian Lognormal Hurdle Model for Galactic Globular Cluster Populations

open access: yesThe Astrophysical Journal, 2023
Galaxy stellar mass is known to be monotonically related to the size of the galaxy’s globular cluster (GC) population for Milky Way sized and larger galaxies.
Samantha C. Berek   +3 more
doaj   +1 more source

Value and limitations of intracranial recordings for validating electric field modeling for transcranial brain stimulation

open access: yesNeuroImage, 2020
Comparing electric field simulations from individualized head models against in-vivo intra-cranial recordings is considered the gold standard for direct validation of computational field modeling for transcranial brain stimulation and brain mapping ...
Oula Puonti   +3 more
doaj   +1 more source

Scaled weighted total least-squares adjustment for partial errors-in-variables model

open access: yesJournal of Geodetic Science, 2016
Scaled total least-squares (STLS) unify LS, Data LS, and TLS with a different choice of scaled parameter. The function of the scaled parameter is to balance the effect of random error of coefficient matrix and observation vector for the estimate of ...
Zhao J.
doaj   +1 more source

Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model

open access: yes, 2011
This paper develops a bias correction scheme for a multivariate heteroskedastic errors-in-variables model. The applicability of this model is justified in areas such as astrophysics, epidemiology and analytical chemistry, where the variables are subject ...
Alexandre G. Patriota   +14 more
core   +2 more sources

Some Recent Advances in Measurement Error Models and Methods [PDF]

open access: yes, 2005
A measurement error model is a regression model with (substantial) measurement errors in the variables. Disregarding these measurement errors in estimating the regression parameters results in asymptotically biased estimators.
Augustin, Thomas, Schneeweiß, Hans
core   +3 more sources

Consistency of the total least squares estimator in the linear errors-in-variables regression

open access: yesModern Stochastics: Theory and Applications, 2018
This paper deals with a homoskedastic errors-in-variables linear regression model and properties of the total least squares (TLS) estimator. We partly revise the consistency results for the TLS estimator previously obtained by the author [18]. We present
Sergiy Shklyar
doaj   +1 more source

Estimation of the mean of the partially linear single-index errors-in-variables model with missing response variables

open access: yesJournal of Inequalities and Applications, 2020
In this paper, we estimate the mean of the partially linear single-index errors-in-variables model with missing response variables. The linear covariate is measured with additive error, therefore missing is not random.
Xin Qi, ZhuoXi Yu
doaj   +1 more source

Statistical post-processing of hydrological forecasts using Bayesian model averaging [PDF]

open access: yes, 2018
Accurate and reliable probabilistic forecasts of hydrological quantities like runoff or water level are beneficial to various areas of society. Probabilistic state-of-the-art hydrological ensemble prediction models are usually driven with meteorological ...
Ayari, Mehrez El   +2 more
core   +2 more sources

Jackknifing for partially linear varying-coefficient errors-in-variables model with missing response at random

open access: yesJournal of Inequalities and Applications, 2020
In this paper, we focus on the response mean of the partially linear varying-coefficient errors-in-variables model with missing response at random. A simulation study is conducted to compare jackknife empirical likelihood method with normal approximation
Yuye Zou, Chengxin Wu
doaj   +1 more source

Least‐correlation estimates for errors‐in‐variables models [PDF]

open access: yesInternational Journal of Adaptive Control and Signal Processing, 2005
AbstractThis paper introduces an estimator for errors‐in‐variables models in which all measurements are corrupted by noise. The necessary and sufficient condition minimizing a criterion, defined by squaring the empirical correlation of residuals, yields a new identification procedure that we call least‐correlation estimator.
Jun, Byung-Eul, Bernstein, Dennis S.
openaire   +2 more sources

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