Structural Validation and Measurement Invariance of the HLS-Q12 Health Literacy Instrument in Finnish Adults: Comparing Traditional and Alignment Methods. [PDF]
Zhou J +3 more
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Mach-Zehnder atom interferometry with non-interacting trapped Bose-Einstein condensates. [PDF]
Petrucciani T +9 more
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Nonlinear thresholds in lipid-frailty interplay: Precision targets for severe airflow limitation in aging adults. [PDF]
Deng S, Guo Z.
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The development and implementation of odd-exponential-ailamujia distribution in python: properties and application in reliability engineering. [PDF]
Alballa T +4 more
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Separating tectonic and climate signals in Holocene sea-level records using marine terraces in central Chile. [PDF]
Melnick D +5 more
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It has been generally accepted that the method of moments (MoM) variogram, which has been widely applied in soil science, requires about 100 sites at an appropriate interval apart to describe the variation adequately. This sample size is often larger than can be afforded for soil surveys of agricultural fields or contaminated sites.
R Kerry, M A Oliver
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A CONDITIONAL DERIVATION OF RESIDUAL MAXIMUM LIKELIHOOD
The Australian Journal of Statistics, 1990SummaryPatterson & Thompson (1971) introduced residual maximum likelihood estimation in the case of unbalanced incomplete block designs. Harville (1974) and Cooper & Thompson (1977) give alternative derivations of the likelihood function. The purpose of this note is to provide another derivation of the likelihood function which may be useful in
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Maximum likelihood estimation of models for residual covariance in spatial regression
The assumption of uncorrelated residuals in regression analysis of spatial data is frequently unrealistic. Therefore the maximum likelihood method of estimating parameters of covariance structure of residuals (altogether with estimating regression parameters) is described in the paper. The observed data have the form of a real valued Gaussian process Y(
Kanti V. Mardia, Richard Marshall
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Maximum Likelihood Estimators of Regression Coefficients for the Case of Autocorrelated Residuals
The classical linear regression model is extended to include the case in which the residuals are dependent with covariance matrix where A system of equations in the maximum likelihood estimators for the regression coefficients, a, and γ is derived and an iterative procedure for solving the system of equations is developed.
Trygve R. Lerwick
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