Results 81 to 90 of about 693,040 (378)
Making tau amyloid models in vitro: a crucial and underestimated challenge
FEBS Letters, EarlyView.This review highlights the challenges of producing in vitro amyloid assemblies of the tau protein. We review how accurately the existing protocols mimic tau deposits found in the brain of patients affected with tauopathies. We discuss the important properties that should be considered when forming amyloids and the benchmarks that should be used to ...
Julien Broc, Clara Piersson, Yann Fichou
wiley +1 more source
Application Regression Method in the Calculation Of Indicators Economic Risk [PDF]
Revista Română de Statistică, 2013 The objective of this Article is to show that economic risk is influenced by multiple factors, and by regression method can establish the extent of influence of each factor.
Florina Roman Stan
doaj
Unraveling Mycobacterium tuberculosis acid resistance and pH homeostasis mechanisms
FEBS Letters, EarlyView.Mycobacterium tuberculosis exhibits a remarkable resilience to acid stress. In this Review, we discuss some of the molecular mechanisms and metabolic pathways used by the tubercle bacilli to adapt and resist host‐mediated acid stress. Mycobacterium tuberculosis (Mtb) is a successful pathogen that has developed a variety of strategies to survive and ...
Janïs Laudouze +3 more
wiley +1 more source
MetaAnaly: The platform-independent computational tool for meta-analysis in the paradigm of new statistics [PDF]
Network BiologyMeta-analysis is a statistical method used in systematic review to quantitatively integrate the results of multiple related studies to obtain a pooled result that can represent these studies. Meta-analysis overcomes the limitations of traditional reviews
WenJun Zhang
doaj
Existence of an Unbiased Consistent Entropy Estimator for the Special Bernoulli Measure
Моделирование и анализ информационных систем, 2019 Let \(\Omega = A^N\) - be a space of right-sided infinite sequences drawn from a finite alphabet \(A = \{0,1\}\), \(N = {1,2,\dots} \), \[\rho(\boldsymbol{x},\boldsymbol{y}) = \sum_{k=1}^{\infty}|x_{k} - y_{k}|2^{-k} \] - a metric on \(\Omega\), and ...
Evgeniy A. Timofeev
doaj +1 more source
Some improved estimators for estimating population mean in stratified random sampling [PDF]
Singh, R. Singh, V.K. and Adewara, A.A. (2013) : Some improved
estimators for estimating population mean in stratified random sampling.
Jour. Sci. Res., 57, 154-164, 2013 Some improved estimators are proposed for estimating the population mean in stratified sampling in the presence of auxiliary information. Mean square error (MSE) of the proposed estimators have been derived under large sample approximation. It has been shown that under optimum conditions proposed estimators are better than usual unbiased estimator and ...
arxiv
Polynomials shrinkage estimators of a multivariate normal mean [PDF]
arXiv, 2021 In this work, the estimation of the multivariate normal mean by different classes of shrinkage estimators is investigated. The risk associated with the balanced loss function is used to compare two estimators. We start by considering estimators that generalize the James-Stein estimator and show that these estimators dominate the maximum likelihood ...
arxiv
FEBS Letters, EarlyView.The S1025 peptide is the major antidote to the YrzI toxin, which we renamed here as SpyT (Small Peptide YrzI Toxin) and SpyA (Small Peptide YrzI Antitoxin) (1). Degradation of the toxin–antitoxin spyTA mRNA, either by a translation‐dependent cleavage by the endoribonuclease Rae1 (2) or by direct attack by 3′‐exoribonucleases (3), also contributes to ...
Laetitia Gilet +4 more
wiley +1 more source
Some estimators of the PDF and CDF of the Lindley Distribution [PDF]
arXiv, 2016 This article addresses the different methods of estimation of the probability density function (PDF) and the cumulative distribution function (CDF) for the Lindley distribution. Following estimation methods are considered: uniformly minimum variance unbiased estimator (UMVUE), maximum likelihood estimator (MLE), percentile estimator (PCE), least square
arxiv
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
, 1992 This paper considers a new class of heteroskedasticity and autocorrelation consistent (HAC) covariance matrix estimators. The estimators considered are prewhitened kernel estimators with vector autoregressions employed in the prewhitening stage.
D. Andrews, J. Monahan
semanticscholar +1 more source