Results 51 to 60 of about 553,512 (210)

Characterization of Defect Distribution in an Additively Manufactured AlSi10Mg as a Function of Processing Parameters and Correlations with Extreme Value Statistics

Advanced Engineering Materials, EarlyView.
Predicting extreme defects in additive manufacturing remains a key challenge limiting its structural reliability. This study proposes a statistical framework that integrates Extreme Value Theory with advanced process indicators to explore defect–process relationships and improve the estimation of critical defect sizes. The approach provides a basis for
Muhammad Muteeb Butt, Varma Kvvssn, Hossein Laieghi, Zia Uddin, Peyman Ansari, E. Kıvanç Sadak, Can Barış Toprak, Hüseyin Kızıl, Enrico Salvati   +8 more
wiley   +1 more source

Machine Learning Hazard Estimation with Valid Bootstrap Inference for Generalized Progressive Hybrid Censoring

Mathematics
Reliability studies frequently employ progressive censoring schemes that remove surviving units during testing, yet statistical inference under such designs remains vulnerable to parametric model misspecification.
Sherif I. Ammar, Faizah T. Alamri, Faiza A. Althubyani, Mahmoud H. Abu-Moussa   +3 more
doaj   +1 more source

Cellulose Surface Modification Effects on Equilibrium and Non‐Equilibrium Wetting by Water

Advanced Materials Interfaces, EarlyView.
Molecular dynamics simulations of nanometer‐sized water droplets spreading on cellulose substrates show strong effects from surface chemistry on both equilibrium contact angles and spreading dynamics. ABSTRACT Chemical modification is an important route to tuning interactions between nanocellulose and its surrounding media. Specifically, it affects the
Jakob Wohlert, Lars Berglund
wiley   +1 more source

USEFULNESS OF BOOTSTRAPPING IN PORTFOLIO MANAGEMENT

Croatian Operational Research Review, 2012
This paper contains a comparison of in-sample and out-of-sample performances between the resampled efficiency technique, patented by Richard Michaud and Robert Michaud (1999), and traditional Mean-Variance portfolio selection, presented by Harry ...
Boris Radovanov, Aleksandra Marcikić
doaj  

ESTIMACIÓN DE KAPLAN MEIER BOOTSTRAP DE LA CURVA DE SUPERVIVENCIA

Pesquimat, 2014
In this work the function of survival is estimated by means of the non-parametric method known like the Kaplan Meier Bootstrap estimator, under the assumption of asymptotical normality.
Freddy Tineo Guevara, Ysela Dominga Agüero Palacios, Emma Norma Cambillo Moyano   +2 more
doaj   +1 more source

Bootstrap in high dimensional spaces [PDF]

, 2020
Ziel dieser Arbeit ist theoretische Eigenschaften verschiedener Bootstrap Methoden zu untersuchen. Als Ergebnis führen wir die Konvergenzraten des Bootstrap-Verfahrens ein, die sich auf die Differenz zwischen der tatsächlichen Verteilung einer Statistik ...
Buzun, Nazar
core   +1 more source

TacScope: A Miniaturized Vision‐Based Tactile Sensor for Surgical Applications

Advanced Robotics Research, EarlyView.
TacScope is a compact, vision‐based tactile sensor designed for robot‐assisted surgery. By leveraging a curved elastomer surface with pressure‐sensitive particle redistribution, it captures high‐resolution 3D tactile feedback. TacScope enables accurate tumor detection and shape classification beneath soft tissue phantoms, offering a scalable, low‐cost ...
Md Rakibul Islam Prince, Sheeraz Athar, Pokuang Zhou, Yu She   +3 more
wiley   +1 more source

Modeling third-party liability insurance claims: An exponential mixture distribution and parametric bootstrap-based solution

Desimal
This study aims to model large third-party liability insurance claim data using an exponential mixture distribution with a parametric bootstrap approach.
Ainani Tajriyan Muntaharridwan, Aceng Komarudin Mutaqin   +1 more
doaj   +1 more source

Seasonal Anomalies in TEHRAN Stock Exchange Returns Non Parametric Bootstrap Approach [PDF]

تحقیقات مالی, 2011
Because of the heterogeneity in behavior, in the real world prices may deviate substantially and persistently from their fundamental values. Of course, if these heterogeneous elements play a rather minor role then asset prices and rates of return will be
Mohsen Nazari, Elham Farzanegan
doaj  

Asymptotic refinements of bootstrap tests in a linear regression model ; A CHM bootstrap using the first four moments of the residuals [PDF]

We consider linear regression models and we suppose that disturbances are either Gaussian or non Gaussian. Then, by using Edgeworth expansions, we compute the exact errors in the rejection probability (ERPs) for all one-restriction tests (asymptotic and ...
Pierre-Eric Treyens
core