Results 21 to 30 of about 13,308 (240)
eLife, 2019 A key goal of model-based cognitive neuroscience is to estimate the trial-by-trial fluctuations of cognitive model parameters in order to link these fluctuations to brain signals.
Sebastian Gluth, Nachshon Meiran
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Comparación del método de Thiessen con alternativas más simples mediante simulación de Monte Carlo
Revista Cartográfica, 2019 La estimación del valor esperado de una función sobre áreas geográficas es un problema que data de tiempo atrás. Hasta principios del siglo XX el método más común solía ser calcular la media aritmética de las medidas obtenidas en el campo, ignorando su ...
Marcelo Guelfi, Carlos López-Vázquez
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Jackknife for nonlinear estimating equations
Modern Stochastics: Theory and Applications, 2022 In mixture with varying concentrations model (MVC) one deals with a nonhomogeneous sample which consists of subjects belonging to a fixed number of different populations (mixture components).
Rostyslav Maiboroda +2 more
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Evaluación de estimadores no paramétricos de la riqueza de especies. Un ejemplo con aves en áreas verdes de la ciudad de Puebla, México [PDF]
Animal Biodiversity and Conservation, 2010 Nuestro objetivo fue evaluar el desempeño de estimadores no paramétricos de la riqueza de especies con datos reales. Durante la temporada de cría de 2003 censamos las comunidades de aves en dos áreas verdes de la ciudad de Puebla (México), y obtuvimos ...
J. A. González Oreja +4 more
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Integrating Jackknife into the Theil-Sen Estimator in Multiple Linear Regression Model
Revstat Statistical Journal, 2023 In this study, we provide Theil-Sen parameter estimators, which are in multiple linear regression model based on a spatial median, to be examined by the jackknife method.
Tolga Zaman , Kamil Alakuş
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Psych, 2023 In random-effects models, hierarchical linear models, or multilevel models, it is typically assumed that the variances within higher-level units are homoscedastic, meaning that they are equal across these units. However, this assumption is often violated
Steffen Zitzmann +2 more
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Mathematics, 2023 This paper discusses the problem of the mean changes in time series with heavy-tailed AR(p) noise. Firstly, it proposes a modified ratio-type test statistic, and the results show that under the null hypothesis of no mean change, the asymptotic ...
Tianming Xu, Yuesong Wei
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Confidence Intervals for Random Forests: The Jackknife and the Infinitesimal Jackknife
Journal of machine learning research : JMLR, 2013 To appear in Journal of Machine Learning Research (JMLR)
Stefan Wager +2 more
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Gini Regressions and Heteroskedasticity
Econometrics, 2019 We propose an Aitken estimator for Gini regression. The suggested A-Gini estimator is proven to be a U-statistics. Monte Carlo simulations are provided to deal with heteroskedasticity and to make some comparisons between the generalized least squares ...
Arthur Charpentier +3 more
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Re-sampling Techniques in Count Data Regression Models [PDF]
المجلة العراقية للعلوم الاحصائية, 2012 Modeling count variables is a common task in many application areas such as economics, social sciences, and medicine. The classical Poisson regression model for count data is often used and it is limited in these disciplines since count data sets ...
Zakariya Y. Algamal
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