Results 141 to 150 of about 451,504 (196)

Association of Kidney Stone Disease With Metabolic Dysfunction Associated Liver Disease and Metabolic Dysfunction Associated Steatohepatitis: A National Inpatient Sample Study. [PDF]

JGH Open
Habib T, Zaidan N, Jaber K, Araji H, Deeb L, Bonifant G, El-Charabaty E, El-Sayegh S, Nazzal L.   +8 more
europepmc   +1 more source

Association between uric acid and non-alcoholic fatty liver disease in patients with hypertension. [PDF]

PLoS One
Zhao Y, Wang Z, Liu Y, Yang T, Li Z, Gao A, Cao L, Ma C.   +7 more
europepmc   +1 more source

Identifiability in Multivariate Dynamic Linear Errors-in-Variables Models

Journal of the American Statistical Association, 1992
Abstract This article considers multivariate causal transfer function systems with latent stationary inputs and outputs. Their observation is assumed to be disturbed by errors in variables (EV). The main identification results for such models so far consist of structure theory.
Eugen Nowak
  +4 more sources

Integer-Coded Genetic Algorithm for Trimmed Estimator of Multivariate Linear Errors in Variables Model

Advanced Materials Research, 2012
The multivariate linear errors-in-variables (EIV) model is frequently used in computer vision for model fitting tasks. As well known, when sample data is contaminated by large numbers of awkwardly placed outliers, the least squares estimator isn’t robust.
Hui Rong Cao, Fu Chang Wang
  +4 more sources

Consistency of elementwise-weighted total least squares estimator in a multivariate errors-in-variables model AX=B

Metrika, 2004
For a multivariate measurement error model, the authors consider the elementwise weighted total least squares (TLS) estimator. This problem covers the whole class of problems in which the errors in each element are proportional to its size and is therefore an important extension of the class of TLS problems studied so far.
Alexander Kukush, Sabine Van Huffel
openalex   +3 more sources

Consistent estimator in multivariate errors-in-variables model in the case of unknown error covariance structure

Ukrainian Mathematical Journal, 2007
We consider a linear multivariate errors-in-variables model AX ≈ B, where the matrices A and B are observed with errors and the matrix parameter X is to be estimated. In the case of lack of information about the error covariance structure, we propose an estimator that converges in probability to X as the number of rows in A tends to infinity ...
Alexander Kukush, M. Ya. Polekha
openalex   +2 more sources

The identification of multivariate linear dynamic errors-in-variables models

Journal of Econometrics, 1993
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Eugen Nowak
openalex   +3 more sources