Results 161 to 170 of about 2,080 (215)

White Matter Hyperintensity Burden and Short‐Interval Change Associated With Sleep Apnoea in the UK Biobank

open access: yesAnnals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Background and Purpose White matter hyperintensities (WMH) are a core neuroimaging marker of cerebral small vessel disease (CSVD). Sleep apnoea (SA) is a recognized vascular risk factor, but its associations with regional WMH burden, short‐interval WMH change and cognitive performance in population‐based cohorts remain incompletely defined. We
Peng Cheng   +4 more
wiley   +1 more source

Influenza Vaccination Responses in Disabled Stroke Patients: A Single‐Center Prospective Observational Study

open access: yesAnnals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective This study aimed to investigate the immunological response to influenza vaccination, the incidence and severity of influenza infection, and the side effects of the vaccination in patients with ischemic stroke. Methods This prospective observational study was conducted between 2023 and 2024 at Ramathibodi Hospital.
Achiraya Pakngao   +5 more
wiley   +1 more source

Memory and Resting‐State Connectivity in Acute Transient Global Amnesia: A Case–Control fMRI Study

open access: yesAnnals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Background and Objectives Transient global amnesia (TGA) is a striking model of isolated amnesia. While hippocampal lesions are well described, the network‐level mechanisms and the precise neuropsychological profile remain debated. Our objective was thus to characterize functional and neuropsychological correlates of acute TGA and their ...
Elias El Otmani   +10 more
wiley   +1 more source

Estimation of Nonlinear Errors-in-Variables Models

open access: yesAnnals of Statistics, 1982
An estimation procedure is presented for the coefficients of the nonlinear functional relation, where observations are subject to measurement error. The distributional properties of the estimators are derived, and a consistent estimator of the covariance matrix is given.
Wayne Fuller
exaly   +3 more sources
Some of the next articles are maybe not open access.

Related searches:

Identifiability in dynamic errors-in-variables models

The 22nd IEEE Conference on Decision and Control, 1983
Abstract. This paper is concerned with the identifiability of scalar linear dynamic errors‐in‐variables systems. The analysis is based on second moments only. The set of feasible systems corresponding to given second moments of the observations is described and conditions for identifiability are derived for the case of rational transfer functions.
Anderson, Brian D.O., Deistler, Manfred
openaire   +3 more sources

Identification in the Linear Errors in Variables Model

Econometrica, 1983
Consider the following multiple linear regression model with errors in variables: \(y_ j=\xi^ T\!_ j\beta +\epsilon_ j\), \(x_ j=\xi_ j+\nu_ j\), \(j=1,...,n\), where \(\xi_ j\), \(x_ j\), \(\nu_ j\), and \(\beta\) are k-vectors, \(y_ j\), \(\epsilon_ j\) are scalars. The \(\xi_ j\) are unobserved variables: instead the \(x_ j\) are observed.
Kapteyn, Arie, Wansbeek, Tom
openaire   +2 more sources

On the identifiability of errors-in-variables models with white measurement errors

Automatica, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Giorgio Picci   +2 more
exaly   +3 more sources

Identification of nonlinear errors-in-variables models

Automatica, 2002
The publication deals with a generalization of a classical eigenvalue-decomposition method first developed for errors-in-variables linear system identification. An identification algorithm is presented for nonlinear, but linear in parameters errors-in-variables models using nonlinear polynomial eigenvalue-eigenvector decompositions.
István Vajk, Jenö Hetthéssy
openaire   +1 more source

The Degenerate Bounded Errors-in-Variables Model

SIAM Journal on Matrix Analysis and Applications, 2001
The paper is devoted to a special case of the error-in-variable problem. It is viewed as total least squares with bounds on the uncertainty in the coefficient matrix. The chosen approach advantage is given as a motivation for further considerations. Corresponding proofs and algorithm synthesis are presented.
Chandrasekaran, S.   +3 more
openaire   +1 more source

Hypotheses Testing for Error-in-Variables Models

Annals of the Institute of Statistical Mathematics, 2000
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gimenez, Patricia   +2 more
openaire   +1 more source

Home - About - Disclaimer - Privacy