Results 71 to 80 of about 604,972 (220)
Can the box plot be improved? [PDF]
Invented by Spear in 1952 and popularized by Tukey in 1977, the box plot is widely used for displaying and comparing samples of continuous observations.
Chamnein Choonpradub, Don McNeil
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Model validation for a noninvasive arterial stenosis detection problem
A current thrust in medical research is the development of a non-invasive method for detection, localization, and characterization of an arterial stenosis (a blockage or partial blockage in an artery).
H. Thomas Banks+8 more
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Robust confidence intervals for the difference of two independent population variances
In this study, we propose confidence intervals and their bootstrap versions for the difference of variances of two independent population using some robust variance estimators. The proposed confidence intervals are compared with Herbert confidence interval in terms of coverage probability and average width.
Hayriye Esra AKYÜZ+1 more
openaire +4 more sources
There is a vast literature on robust estimators, but in some situations it is still not easy to make inferences, such as confidence regions and hypothesis testing. This is mainly due to the following facts.
Conceição Amado +3 more
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Estimators of the multiple correlation coefficient: local robustness and confidence intervals. [PDF]
Many robust regression estimators are defined by minimizing a measure of spread of the residuals. An accompanying R-2-measure, or multiple correlation coefficient, is then easily obtained.
Croux, Christophe, Dehon, C
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Asymptotic properties of robust three-stage procedure based on bootstrap for m-estimator [PDF]
The paper concerns the fixed-width confidence intervals for location based on M- estimators in the location model. A robust three-stage procedure is proposed and its asymptotic properties are studied.
Hlávka, Zdeněk
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Robust Learning from Bites for Data Mining [PDF]
Some methods from statistical machine learning and from robust statistics have two drawbacks. Firstly, they are computer-intensive such that they can hardly be used for massive data sets, say with millions of data points.
Christmann, Andreas+2 more
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Confidence Intervals for Estimates of Elasticities [PDF]
Elasticities are often estimated from the results of demand analysis however, drawing inferences from them may involve assumptions that could influence the outcome.
D. J. Slottje+1 more
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Wild bootstrap tests for IV regression [PDF]
We propose a wild bootstrap procedure for linear regression models estimated by instrumental variables. Like other bootstrap procedures that we have proposed elsewhere, it uses efficient estimates of the reduced-form equation(s).
James Mackinnon, Russell Davidson
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Using Quantile Regression Approach to Analyze Price Movements of Agricultural Products in China
This paper studies how the price movements of pork, chicken and egg respond to those of related cost factors in short terms in Chinese market. We employ a linear quantile approach not only to explore potential data heteroscedasticity but also to generate
Gan-qiong LI+4 more
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