Results 21 to 30 of about 2,080 (215)

The large deviation for the least squares estimator of nonlinear regression model based on WOD errors

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, Xufei Tang, Xin Deng, Xuejun Wang   +3 more
doaj   +1 more source

Block Empirical Likelihood for Semiparametric Varying-Coefficient Partially Linear Errors-in-Variables Models with Longitudinal Data

Journal of Probability and Statistics, 2013
Block empirical likelihood inference for semiparametric varying-coeffcient partially linear errors-in-variables models with longitudinal data is investigated.
Yafeng Xia, Hu Da
doaj   +1 more source

Variable selection in measurement error models

Bernoulli, 2010
Published in at http://dx.doi.org/10.3150/09-BEJ205 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)
Ma, Yanyuan, Li, Runze
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Identifying early-measured variables associated with APACHE IVa providing incorrect in-hospital mortality predictions for critical care patients

Scientific Reports, 2021
APACHE IVa provides typically useful and accurate predictions on in-hospital mortality and length of stay for patients in critical care. However, there are factors which may preclude APACHE IVa from reaching its ceiling of predictive accuracy.
Shuo Feng, Joel A. Dubin
doaj   +1 more source

Errors in variables in simultaneous equation models [PDF]

Journal of Econometrics, 1977
Abstract The simultaneous equation model is considered when errors in variables are present in the exogenous variables. By means of a distributional assumption on the exogenous variables, the system is transformed into an augmented structural model.
openaire   +3 more sources

Modeling of Accounting and Non Accounting Items Affecting Shareholders, Wealth: Prediction and Validation [PDF]

پژوهش‌های تجربی حسابداری, 2018
The Stock market is one of the markets from which investors try to earn interests. Stock returns are the most important measures for decision making of investors in this market.
azam valizadeh Larijani, Parisa Sadat Behbahaniniya   +1 more
doaj   +1 more source

Likelihood Inference in the Errors-in-Variables Model

Journal of Multivariate Analysis, 1996
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Murphy, S.A., Van Der Vaart, A.W.
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A multivariate ultrastructural errors-in-variables model with equation error

Journal of Multivariate Analysis, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Alexandre Galvão Patriota, Heleno Bolfarine, Reinaldo Boris Arellano-Valle   +2 more
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Mitigating the Impact of Field and Image Registration Errors through Spatial Aggregation

Remote Sensing, 2019
Remotely sensed data are commonly used as predictor variables in spatially explicit models depicting landscape characteristics of interest (response) across broad extents, at relatively fine resolution.
John Hogland, David L.R. Affleck
doaj   +1 more source

Using Artificial Neural Networks and Remotely Sensed Data to Evaluate the Relative Importance of Variables for Prediction of Within-Field Corn and Soybean Yields

Remote Sensing, 2020
Crop yield prediction prior to harvest is important for crop income and insurance projections, and for evaluating food security. Yet, modeling crop yield is challenging because of the complexity of the relationships between crop growth and predictor ...
Angela Kross, Evelyn Znoj, Daihany Callegari, Gurpreet Kaur, Mark Sunohara, David R. Lapen, Heather McNairn   +6 more
doaj   +1 more source