Results 71 to 80 of about 8,978,880 (312)
FEBS Letters, EarlyView.We present robust protocols for the preparation of supported lipid bilayers (SLBs) incorporating either Salmonella smooth LPS or outer membrane vesicles (OMVs). We use a combination of quartz crystal microbalance with dissipation (QCM‐D) and fluorescence microscopy to both characterize the SLBs of various compositions and to probe their interactions ...
Hudson P. Pace +6 more
wiley +1 more source
A New Approach Based on Cumulants for Estimating Financial Regression Models with Errors in the Variables: the Fama and French Model Revisited [PDF]
This paper proposes to revisit both the CAPM and the three-factor model of Fama and French (1993) in presence of errors in the variables. To reduce the bias induced by measurement and specification errors, we transpose to the cost of equity an estimator ...
Francois-Éric Racicot, Alain Coen
core
Asymptotics for weakly dependent errors-in-variables [PDF]
, 2013 summary:Linear relations, containing measurement errors in input and output data, are taken into account in this paper. Parameters of these so-called errors-in-variables (EIV) models can be estimated by minimizing the total least squares (TLS) of the ...
Pešta, Michal
core +1 more source
FEBS Letters, EarlyView.Proteostasis and the gut microbiota play a key role in shaping host physiology. Microbiota‐derived metabolites, vitamins, and RNA modulate host proteostasis. Findings from model systems, including C. elegans, indicate microbes can either stabilize or disrupt host proteostasis.
Abhishek Anil Dubey, Maria Ermolaeva
wiley +1 more source
Total least-squares EIO model, algorithms and applications
Geodesy and Geodynamics, 2019 A functional model named EIO (Errors-In-Observations) is proposed for general TLS (total least-squares) adjustment. The EIO model only considers the correction of the observation vector, but doesn't consider to correct all elements in the design matrix ...
Xingsheng Deng +3 more
doaj +1 more source
Errors-in-variables models: a generalized functions approach [PDF]
, 2007 Identification in errors-in-variables regression models was recently extended to wide models classes by S. Schennach (Econometrica, 2007) (S) via use of generalized functions. In this paper the problems of non- and semi- parametric identification in such models are re-examined.
openaire +3 more sources
From mice to humans—divergent strategies for intestinal homeostasis and regeneration
FEBS Letters, EarlyView.Recent advances such as organoid genome editing, xenotransplantation, imaging, and whole‐genome sequencing have enabled direct studies of human intestinal stem cells (ISCs). These studies reveal species‐specific features, including slower ISC proliferation, distinct injury responses, slower somatic mutation accumulation in humans, and an inverse ...
Keiko Ishikawa +2 more
wiley +1 more source
Nonparametric regression for dependent data in the errors-in-variables problem [PDF]
We consider the nonparametric estimation of the regression functions for dependent data. Suppose that the covariates are observed with additive errors in the data and we employ nonparametric deconvolution kernel techniques to estimate the regression ...
Toshio Honda
core
Estimating the Intergenerational Correlation of Incomes : An Errors in Variables Framework [PDF]
Because the permanent incomes of parents and children are typically unobservable, the estimation of the intergenerational correlation of incomes is usually carried out via averaging methods or instrumentation.
Ramses H. ABUL NAGA
core +2 more sources
Journal of Inequalities and Applications, 2016 As a kind of dependent random variables, the widely orthant dependent random variables, or WOD for short, have a very important place in dependence structures for the intricate properties.
Xufeng Huang +3 more
doaj +1 more source