Results 31 to 40 of about 2,712,723 (299)

Covariance shaping least-squares estimation [PDF]

open access: yesIEEE Transactions on Signal Processing, 2003
A new linear estimator is proposed, which we refer to as the covariance shaping least-squares (CSLS) estimator, for estimating a set of unknown deterministic parameters, x, observed through a known linear transformation H and corrupted by additive noise.
Yonina C. Eldar, Alan V. Oppenheim
openaire   +1 more source

Estimation of Random Coefficient Autoregressive Model with Error in Covariates

open access: yesAxioms
Measurement error is common in many statistical problems and has received considerable attention in various regression contexts. In this study, we consider the random coefficient autoregressive model with measurement error possibly present in covariates.
Xiaolei Zhang, Jin Chen, Qi Li
doaj   +1 more source

The Odd Exponentiated Half-Logistic Exponential Distribution: Estimation Methods and Application to Engineering Data

open access: yesMathematics, 2020
In this paper, we studied the problem of estimating the odd exponentiated half-logistic exponential (OEHLE) parameters using several frequentist estimation methods.
Maha A. D. Aldahlan, Ahmed Z. Afify
doaj   +1 more source

Retrospective Analysis of Donor Lymphocyte Infusions in Pediatric Patients With Mixed Chimerism After Hematopoietic Stem Cell Transplantation

open access: yesPediatric Blood &Cancer, EarlyView.
ABSTRACT Background Allogeneic hematopoietic stem cell transplantation (alloHSCT) is an essential therapy for several malignant and nonmalignant diseases, but relapse and graft loss remain the principal threats to its success. Routine monitoring of chimerism and minimal residual disease (MRD) enables early detection of imminent recurrence and guides ...
Carmen Junk   +10 more
wiley   +1 more source

Least-Squares Estimators of Drift Parameter for Discretely Observed Fractional Ornstein–Uhlenbeck Processes

open access: yesMathematics, 2020
We introduce three new estimators of the drift parameter of a fractional Ornstein–Uhlenbeck process. These estimators are based on modifications of the least-squares procedure utilizing the explicit formula for the process and covariance structure of a ...
Pavel Kříž, Leszek Szała
doaj   +1 more source

Tilted least squares robust estimators

open access: yesAutomatica
In practical scenarios, collected data for identification may be contaminated by unexpected disturbances with large amplitudes. In such cases, the ordinary least squares estimator, commonly used for identification, may fail to deliver satisfactory performance.
Biqiang Mu   +2 more
openaire   +2 more sources

Pediatric Idiopathic Multicentric Castleman Disease Is Often Severe But Responsive to Siltuximab

open access: yesPediatric Blood &Cancer, EarlyView.
ABSTRACT Background Idiopathic multicentric Castleman disease (iMCD) is a potentially fatal immunologic disorder marked by widespread lymphadenopathy and inflammation. Siltuximab, an interleukin‐6 (IL‐6) inhibitor, is the only FDA‐approved treatment for adult patients with iMCD.
Bridget Austin   +17 more
wiley   +1 more source

Association Between Individualized Education for Kidney Replacement Therapy Modality Selection and Peritoneal Dialysis Initiation: A Cross‐Sectional Study

open access: yesTherapeutic Apheresis and Dialysis, EarlyView.
ABSTRACT Introduction Peritoneal dialysis (PD) is an established home‐based kidney replacement therapy (KRT), but its uptake remains low in Japan. We evaluated whether individualized education in a dedicated outpatient clinic was associated with the initiation of PD.
Yasuko Ito   +7 more
wiley   +1 more source

Generalized Inequalities to Optimize the Fitting Method for Track Reconstruction

open access: yesPhysics, 2020
A standard criterium in statistics is to define an optimal estimator as the one with the minimum variance. Thus, the optimality is proved with inequality among variances of competing estimators.
Gregorio Landi, Giovanni E. Landi
doaj   +1 more source

Robust-M new two-parameter estimator for linear regression models: Simulations and applications

open access: yesAfrican Scientific Reports, 2023
In the presence of multicollinearity and outliers, the ordinary least squares estimator remains inconsistent and unreliable. Several estimators have been proposed that can co-handle the problems of multicollinearity and outliers simultaneously.
Taiwo Joel Adejumo   +4 more
doaj   +1 more source

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