Results 31 to 40 of about 620,297 (279)
Maximum-likelihood estimation for diffusion processes via closed-form density expansions [PDF]
This paper proposes a widely applicable method of approximate maximum-likelihood estimation for multivariate diffusion process from discretely sampled data.
Li, Chenxu
core +1 more source
Estimating common trends in multivariate time series using dynamic factor analysis [PDF]
AbstractThis article discusses dynamic factor analysis, a technique for estimating common trends in multivariate time series. Unlike more common time series techniques such as spectral analysis and ARIMA models, dynamic factor analysis can analyse short, non‐stationary time series containing missing values.
A. F. Zuur +4 more
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Reliable inference for complex models by discriminative composite likelihood estimation
Composite likelihood estimation has an important role in the analysis of multivariate data for which the full likelihood function is intractable. An important issue in composite likelihood inference is the choice of the weights associated with lower ...
Ferrari, Davide, Zheng, Chao
core +1 more source
The normal distribution approach is often used in regression analysis at the Response Surface Methodology (RSM) modeling stage. Several studies have shown that the normal distribution approach has drawbacks compared to the more robust t-distribution ...
Pismia Sylvi +3 more
doaj +1 more source
Bayesian Estimation in Multivariate Analysis
Abstract : The Bayes approach to Multivariate Analysis taken previously by Geisser and Cornfield (JRSS Series B, 1963 No. 2, pp. 368-376) is extended and given a more comprehensive treatment. Posterior joint and marginal densities are derived for vector means, linear combinations of means; simple and partial variances; simple, partial and multiple ...
openaire +3 more sources
Robust estimation in canonical correlation analysis for multivariate functional data
Summary: In this paper, the canonical correlation analysis for multivariate functional data is considered. The analysis is based on the basis functions representation of the data. The use of non-orthogonal bases is available in contrast to the approach given in the literature.
KRZYŚKO, Mirosław, SMAGA, łukasz
openaire +4 more sources
Optimal pseudolikelihood estimation in the analysis of multivariate missing data with nonignorable nonresponse [PDF]
Tang et al. (2003) considered a regression model with missing response, where the missingness mechanism depends on the value of the response variable and hence is nonignorable. They proposed three pseudolikelihood estimators, based on different treatments of the probability distribution of the completely observed covariates.
Jiwei, Zhao, Yanyuan, Ma
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ABSTRACT Background The Improving Population Outcomes for Renal Tumours of childhood (IMPORT) is a prospective clinical observational study capturing detailed demographic and outcome data on children and young people diagnosed with renal tumours in the United Kingdom and the Republic of Ireland.
Naomi Ssenyonga +56 more
wiley +1 more source
Analysis of methods for multivariable frequency response function estimation in closed loop [PDF]
Estimation methods for the multivariable frequency response function are analyzed, both in open and closed loop. Expressions for the bias and covariance are derived and the usefulness of these expressions is illustrated in simulations of an industrial robot where the different estimators are compared.
Erik Wernholt, Svante Gunnarsson
openaire +3 more sources
Multivariate Tail Coefficients: Properties and Estimation
Multivariate tail coefficients are an important tool when investigating dependencies between extreme events for different components of a random vector.
Irène Gijbels +2 more
doaj +1 more source

