Results 31 to 40 of about 4,459 (287)
Uniform confidence bands for functions estimated nonparametrically with instrumental variables [PDF]
, 2009 This paper is concerned with developing uniform confidence bands for functions estimated nonparametrically with instrumental variables. We show that a sieve nonparametric instrumental variables estimator is pointwise asymptotically normally distributed ...
Joel L. Horowitz +5 more
core +1 more source
Asymptotic estimation for statistical models of continuous-time discrete martingales
Lietuvos Matematikos RinkinysThe paper deals with statistical experiments of the continuous-time discrete local martingales, including models of all types of point processes. The process of local density of the discrete local martingales is expressed by a stochastic exponent of the
Vaidotas Kanišauskas +1 more
doaj +3 more sources
Variable bandwidth local maximum likelihood type estimation for diffusion processes
Advances in Difference Equations, 2018 The method of robust approach is applied to estimate drift function and diffusion function of diffusion processes with discrete-time observations. The proposed method combines the ideas of local linear regression technique and maximum likelihood type ...
Ming T. Tang, Yun Y. Wang
doaj +1 more source
Expectile Regression on Distributed Large-Scale Data
IEEE Access, 2020 Large-scale data presents great challenges to data analysis due to the limited computer storage capacity and the heterogeneous data structure. In this article, we propose a distributed expectile regression model to resolve the challenges of large-scale ...
Aijun Hu, Chujin Li, Jing Wu
doaj +1 more source
Local asymptotic normality in of standard generalized Pareto processes [PDF]
Journal of Statistical Planning and Inference, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Aulbach, Stefan, Falk, Michael
openaire +1 more source
Maximum Likelihood Estimators for a Supercritical Branching Diffusion Process
International Journal of Mathematics and Mathematical Sciences, 2012 The log-likelihood of a nonhomogeneous Branching Diffusion Process under several conditions assuring existence and uniqueness of the diffusion part and nonexplosion of the branching process.
Pablo Olivares, Janko Hernandez
doaj +1 more source
NeuroImage: Reports, 2021 Over the last two decades, a large number of estimators have been proposed to assess brain connectivity from electroencephalography (EEG) and magnetoencephalography (MEG) data.
Rikkert Hindriks
doaj +1 more source
Asymptotic normality of local linear regression estimator for mixtures with varying concentrations
Modern Stochastics: Theory and ApplicationsFinite mixtures with different regression models for different mixture components naturally arise in statistical analysis of biological and sociological data. In this paper a model of mixtures with varying concentrations is considered in which the mixing
Daniel Horbunov, Rostyslav Maiboroda
doaj +1 more source
A Workflow to Accelerate Microstructure‐Sensitive Fatigue Life Predictions
Advanced Engineering Materials, EarlyView.This study introduces a workflow to accelerate predictions of microstructure‐sensitive fatigue life. Results from frameworks with varying levels of simplification are benchmarked against published reference results. The analysis reveals a trade‐off between accuracy and model complexity, offering researchers a practical guide for selecting the optimal ...
Luca Loiodice +2 more
wiley +1 more source
Karl Popper and the Mechanisms of Hydrogen Embrittlement
Advanced Engineering Materials, EarlyView.Representation of the beginning of loss of ductility rather than embrittlement. Small concentrations of hydrogen in a diffusible form within iron are well‐established to harm the mechanical integrity of steels. There are theories that attempt to explain the pernicious role of hydrogen.
H. K. D. H. Bhadeshia
wiley +1 more source