Results 271 to 280 of about 3,905,246 (313)

Timing in smartphone-guided home stroke rehabilitation with functional electrical stimulation: feasibility of distributed supervision and retrospective comparison with a front-loaded model. [PDF]

J Phys Ther Sci
Purohit R, Appelgren-Gonzalez JP, Varas-Diaz G, Hosiasson M, Covarrubias-Escudero F, Bhatt T.   +5 more
europepmc   +1 more source

The cortical microenvironment drives early immune organization and controls early osteoclastogenesis in bone healing. [PDF]

Nat Commun
Noom A, Oktay HZ, Morgan DM, Kroh S, Kasapi A, Ellinghaus A, Kochan M, Bolaji O, Uecker R, Günther R, Bianchi MP, Bucher CH, Hildebrandt A, Haas S, Schmidt-Bleek K, Triantafyllopoulou A, Hauser AE, Sawitzki B, Duda GN.   +18 more
europepmc   +1 more source

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Frailty Models and Rank Tests

Lifetime Data Analysis, 1998
Connections are established between the theories of weighted logrank tests and of frailty models. These connections arise because omission of a balanced covariate from a proportional hazards model generally leads to a model with non-proportional hazards, for which the simple logrank test is no longer optimal.
Oakes, David, Jeong, Jong-Hyeon
openaire   +2 more sources

Most powerful rank tests for perfect rankings

Computational Statistics & Data Analysis, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Frey, Jesse, Wang, Le
openaire   +1 more source

Feedback Equivalence by Rank Tests

IFAC Proceedings Volumes, 1992
Abstract Let ( A 1 , B 1 ) and ( A 2 , B 2 ) be pairs of matrices in C mxn x C nxm . We will establish a criterion for feedback equivalence of pairs of matrices by rank tests. We will consider a matrix equation related to the feedback equivalence.
M.A. Beitia, J.M. Gracia, I. de Hoyos
openaire   +1 more source

RANK TESTS FOR MULTIVARIATE TREND

Australian Journal of Statistics, 1984
Suppose that bivariate observations \((x_ j,y_ j)\), \(j=1,...,n\), are of the form \[ x_ j=n^{-1/2}a_ 1(j/n)+e'_ j,\quad y_ j=n^{- 1/2}a_ 2(j/n)+e''_ j \] where \(a_ 1\), \(a_ 2\) are unknown drift functions and \((e'_ j,e''_ j)\) are independent pairs of identically continuously distributed bivariate error random variables.
Brown, B. M., Resnick, S. I.
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Rank tests for changepoint problems

Biometrika, 1987
We consider procedures based on quadratic form rank statistics to test for one or more change points in a series of independent observations. Models incorporating both smooth and abrupt changes are introduced. Various test statistics are suggested, their asymptotic null distributions are derived and tables of significance points are given.
openaire   +1 more source