Results 41 to 50 of about 775,483 (328)
Bayesian semiparametric inference for multivariate doubly-interval-censored data [PDF]
Based on a data set obtained in a dental longitudinal study, conducted in Flanders (Belgium), the joint time to caries distribution of permanent first molars was modeled as a function of covariates.
De Iorio, Maria +3 more
core +4 more sources
A review of multivariate distributions for count data derived from the Poisson distribution [PDF]
The Poisson distribution has been widely studied and used for modeling univariate count‐valued data. However, multivariate generalizations of the Poisson distribution that permit dependencies have been far less popular. Yet, real‐world, high‐dimensional,
David I. Inouye +3 more
semanticscholar +1 more source
The explosion of different fault detection (FD) statistics in multivariate statistics-based FD approaches has meant that the practitioner is faced with the unenviable job of determining which to use in a given circumstance.
Kai Zhang +2 more
doaj +1 more source
This study investigates the land-use/population mix over time as the base to derive an indicator of urban sprawl. Land-use individual patches (provided by Urban Atlas, hereafter UA, with a detailed spatial geometry at 1:10,000 scale) were associated with
Alessia D’Agata +4 more
doaj +1 more source
Joint distributions of statistics over permutations avoiding two patterns of length 3 [PDF]
Finding distributions of permutation statistics over pattern-avoiding classes of permutations attracted much attention in the literature. In particular, Bukata et al.
Tian Han, Sergey Kitaev
doaj +1 more source
Exact Permutation and Bootstrap Distribution of Generalized Pairwise Comparisons Statistics
To analyze multivariate outcomes in clinical trials, several authors have suggested generalizations of the univariate Mann–Whitney test. As the Mann–Whitney statistic compares the subjects’ outcome pairwise, the multivariate generalizations are known as ...
William N. Anderson, Johan Verbeeck
doaj +1 more source
Robust Inference in the Capital Asset Pricing Model Using the Multivariate t-distribution
In this paper, we consider asset pricing models under the multivariate t-distribution with finite second moment. Such a distribution, which contains the normal distribution, offers a more flexible framework for modeling asset returns.
M. Galea +3 more
semanticscholar +1 more source
Parameter Estimation of the Dirichlet Distribution Based on Entropy
The Dirichlet distribution as a multivariate generalization of the beta distribution is especially important for modeling categorical distributions. Hence, its applications vary within a wide range from modeling cell probabilities of contingency tables ...
Büşra Şahin +4 more
doaj +1 more source
Approximate null distribution of the largest root in multivariate analysis
The greatest root distribution occurs everywhere in classical multivariate analysis, but even under the null hypothesis the exact distribution has required extensive tables or special purpose software.
Johnstone, Iain M.
core +1 more source
This study presents the characterisation of grain size dynamics within an estuarine environment through statistical summarisation of grain size distribution and multivariate statistics.
Temitope D. Timothy Oyedotun
doaj +1 more source

