Results 1 to 10 of about 2,308,209 (198)

Expectile Regression With Errors-in-Variables

open access: yesIEEE Access, 2023
This paper studies the expectile regression with error-in-variables to reduce the data error and describe the overall data distribution. Specifically, the asymptotic normality of the proposed estimator is thoroughly investigated, and an IRWLS algorithm ...
Xiaoxia He, Xiaodan Zhou, Chunli Li
doaj   +2 more sources

Beta regression model nonlinear in the parameters with additive measurement errors in variables. [PDF]

open access: yesPLoS ONE, 2021
We propose in this paper a general class of nonlinear beta regression models with measurement errors. The motivation for proposing this model arose from a real problem we shall discuss here. The application concerns a usual oil refinery process where the
Daniele de Brito Trindade   +4 more
doaj   +2 more sources

Testing for differentially-expressed microRNAs with errors-in-variables nonparametric regression. [PDF]

open access: yesPLoS ONE, 2012
MicroRNA is a set of small RNA molecules mediating gene expression at post-transcriptional/translational levels. Most of well-established high throughput discovery platforms, such as microarray, real time quantitative PCR, and sequencing, have been ...
Bin Wang   +4 more
doaj   +2 more sources

Robust recursive estimation for the errors-in-variables nonlinear systems with impulsive noise [PDF]

open access: yesScientific Reports
The non-Gaussian characteristic of the external disturbance poses a great challenge for system modeling and identification. This paper develops a robust recursive estimation algorithm for the errors-in-variables nonlinear system with the impulsive noise.
Xuehai Wang, Fang Zhu
doaj   +2 more sources

Identification of linear dynamic systems of fractional order with errors in variables based on an augmented system of equations [PDF]

open access: yesVestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki, 2021
Equations with derivatives and fractional order differences are widely used to describe various processes and phenomena. Currently, methods of identification of systems described by equations with fractional order differences are actively developing. The
Dmitriy V. Ivanov
doaj   +1 more source

Identification of the separately excited DC motor with extended instrumental variables

open access: yesВестник Самарского государственного технического университета. Серия: Технические науки, 2022
The problem of identifying the parameters of a DC motor is considered. The presence of measurement errors of currents and voltages leads to errors in both input and output signals. Existing methods for identifying the parameters of a DC motor do not take
Dmitry V. Ivanov   +2 more
doaj   +1 more source

Fitting an Equation to Data Impartially

open access: yesMathematics, 2023
We consider the problem of fitting a relationship (e.g., a potential scientific law) to data involving multiple variables. Ordinary (least squares) regression is not suitable for this because the estimated relationship will differ according to which ...
Chris Tofallis
doaj   +1 more source

Regression Estimation with Errors in the Variables via the Laplace Transform

open access: yesAxioms, 2023
This paper considers nonparametric regression estimation with errors in the variables. It is a standard assumption that the characteristic function of the covariate error does not vanish on the real line. This assumption is rather strong.
Huijun Guo, Qingqun Bai
doaj   +1 more source

Regression quantiles with errors-in-variables [PDF]

open access: yesJournal of Nonparametric Statistics, 2009
Abstract In a lot of situations, variables are measured with errors. While this problem has been previously studied in the context of kernel regression, no work has been done in quantile regression. To estimate this function, we use deconvolution kernel estimators.
Ioannides Dimitri, A.   +1 more
openaire   +5 more sources

Prediction in polynomial errors-in-variables models

open access: yesModern Stochastics: Theory and Applications, 2020
A multivariate errors-in-variables (EIV) model with an intercept term, and a polynomial EIV model are considered. Focus is made on a structural homoskedastic case, where vectors of covariates are i.i.d. and measurement errors are i.i.d. as well.
Alexander Kukush, Ivan Senko
doaj   +1 more source

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