Results 31 to 40 of about 433,236 (198)

The Generalized STAR Modeling with Heteroscedastic Effects

open access: yesCauchy: Jurnal Matematika Murni dan Aplikasi, 2022
In general, the Generalized Space Time Autoregressive (GSTAR) model of space-time assumes constant error variance. In this study, a GSTAR model was built with an error variance that was not constant or had a heteroscedasticity effect, namely the ...
Utriweni Mukhaiyar, Syahri Ramadhani
doaj   +1 more source

Least Squares Pure Imaginary Solution and Real Solution of the Quaternion Matrix Equation AXB+CXD=E with the Least Norm

open access: yesJournal of Applied Mathematics, 2014
Using the Kronecker product of matrices, the Moore-Penrose generalized inverse, and the complex representation of quaternion matrices, we derive the expressions of least squares solution with the least norm, least squares pure imaginary solution with the
Shi-Fang Yuan
doaj   +1 more source

The Generalized Bisymmetric (Bi-Skew-Symmetric) Solutions of a Class of Matrix Equations and Its Least Squares Problem

open access: yesAbstract and Applied Analysis, 2014
The solvability conditions and the general expression of the generalized bisymmetric and bi-skew-symmetric solutions of a class of matrix equations (AX=B, XC=D) are established, respectively.
Yifen Ke, Changfeng Ma
doaj   +1 more source

Proposed Method for Statistical Analysis of On-Farm Single Strip Treatment Trials

open access: yesAgronomy, 2021
On-farm experimentation (OFE) allows farmers to improve crop management over time. The randomized complete blocks design (RCBD) with field-length strips as individual plots is commonly used, but it requires advanced planning and has limited statistical ...
Jason B. Cho   +6 more
doaj   +1 more source

Count data models with variance of unknown form: an application to a hedonic model of worker absenteeism [PDF]

open access: yes, 1994
We examined an econometric model of counts of worker absences due to illness. The underlying theoretical model is of a sluggishly adjusting hedonic labor market.
Delgado, Miguel A., Kniesner, Thomas J.
core   +1 more source

Variation Comparison of OLS and GLS Estimators using Monte Carlo Simulation of Linear Regression Model with Autoregressive Scheme

open access: yesQubahan Academic Journal, 2021
In this research we discusses to Ordinary Least Squares and Generalized Least Squares techniques and estimate with First Order Autoregressive scheme from different correlation levels by using simple linear regression model.
Sajid AliKhan   +3 more
doaj   +1 more source

On the additivity of preference aggregation methods [PDF]

open access: yes, 2015
The paper reviews some axioms of additivity concerning ranking methods used for generalized tournaments with possible missing values and multiple comparisons.
Csató, László
core   +1 more source

Generalized least squares innovation representation

open access: yesMathematical and Computer Modelling, 1988
The paper gives a unified approach to the stochastic realization problem of finite dimensional discrete-time stochastic systems. If y(t)\(\in R\) m is a discrete weakly stationary stochastic process, then using different bases in the spaces of its future - generated by y(0), y(1),... and its past - generated by y(-1), y(-2),...
Bencsik, I., Michaletzky, Gy.
openaire   +2 more sources

Least Squares Generative Adversarial Networks [PDF]

open access: yes2017 IEEE International Conference on Computer Vision (ICCV), 2017
Unsupervised learning with generative adversarial networks (GANs) has proven hugely successful. Regular GANs hypothesize the discriminator as a classifier with the sigmoid cross entropy loss function. However, we found that this loss function may lead to the vanishing gradients problem during the learning process. To overcome such a problem, we propose
Mao, Xudong   +5 more
openaire   +2 more sources

Model-based Boosting in R: A Hands-on Tutorial Using the R Package mboost [PDF]

open access: yes, 2012
We provide a detailed hands-on tutorial for the R add-on package mboost. The package implements boosting for optimizing general risk functions utilizing component-wise (penalized) least squares estimates as base-learners for fitting various kinds of ...
Hofner, Benjamin   +3 more
core   +1 more source

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