Results 121 to 130 of about 122,069 (234)
ABSTRACT This study examined how male rape myths, racial/ethnicity biases, and sexuality stereotypes influence verdicts in male‐on‐male rape trials—an area that is currently under‐researched. A sample of 463 participants read a mock rape trial, where both the defendant and complainant were male, with defendant ethnicity (White, Black, Asian) and ...
Lee J. Curley +3 more
wiley +1 more source
Hierarchical organization of social action features along the lateral visual pathway. [PDF]
McMahon E, Bonner MF, Isik L.
europepmc +1 more source
Uncertainty Calibration in Molecular Machine Learning: Comparing Evidential and Ensemble Approaches
Raw uncertainty estimates from deep evidential regression and deep ensembles are systematically miscalibrated. Post hoc calibration aligns predicted uncertainty with true errors, improving reliability and enabling efficient active learning and reducing computational cost while preserving predictive accuracy.
Bidhan Chandra Garain +3 more
wiley +1 more source
The Microscopic Derivation and Well-Posedness of the Stochastic Keller-Segel Equation. [PDF]
Huang H, Qiu J.
europepmc +1 more source
Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne +2 more
wiley +1 more source
Influence of family support on leisure activities and mental health in times of health crisis. [PDF]
García-Gallegos JB +4 more
europepmc +1 more source
Response to 'Comment on "Quantum correlations are weaved by the spinors of the Euclidean primitives"'. [PDF]
Christian J.
europepmc +1 more source
Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni +2 more
wiley +1 more source
Kolmogorov Capacity with Overlap. [PDF]
Rangi A, Franceschetti M.
europepmc +1 more source
Asymptotic properties of cross‐classified sampling designs
Abstract We investigate the family of cross‐classified sampling designs across an arbitrary number of dimensions. We introduce a variance decomposition that enables the derivation of general asymptotic properties for these designs and the development of straightforward and asymptotically unbiased variance estimators.
Jean Rubin, Guillaume Chauvet
wiley +1 more source

