Strong consistency of a kernel-based rule for spatially dependent data [PDF]
We consider the kernel-based classifier proposed by Younso (2017). This nonparametric classifier allows for the classification of missing spatially dependent data. The weak consistency of the classifier has been studied by Younso (2017).
Ahmad Younso, Ziad Kanaya, Nour Azhari
doaj +1 more source
Some Asymptotic Results of Kernel Density Estimator in Length-Biased Sampling [PDF]
In this paper, we prove the strong uniform consistency and asymptotic normality of the kernel density estimator proposed by Jones [12] for length-biased data.The approach is based on the invariance principle for the empirical processes proved by Horváth [
M. Ajami, V. Fakoor, S. Jomhoori
doaj
Strong consistency of multivariate spectral variance estimators in Markov chain Monte Carlo
Markov chain Monte Carlo (MCMC) algorithms are used to estimate features of interest of a distribution. The Monte Carlo error in estimation has an asymptotic normal distribution whose multivariate nature has so far been ignored in the MCMC community.
Dootika Vats +2 more
semanticscholar +1 more source
Maximum likelihood estimation for Gaussian process with nonlinear drift
We investigate the regression model Xt = θG(t) + Bt, where θ is an unknown parameter, G is a known nonrandom function, and B is a centered Gaussian process.
Yuliya Mishura +2 more
doaj +1 more source
Psychosocial Outcomes in Patients With Endocrine Tumor Syndromes: A Systematic Review
ABSTRACT Introduction The combination of disease manifestations, the familial burden, and varying penetrance of endocrine tumor syndromes (ETSs) is unique. This review aimed to portray and summarize available data on psychosocial outcomes in patients with ETSs and explore gaps and opportunities for future research and care.
Daniël Zwerus +6 more
wiley +1 more source
Asymptotic Properties of Parameter Estimators in Fractional Vasicek Model
We consider the fractional Vasicek model of the form dXt = (α-βXt)dt + γdBHt, driven by fractional Brownian motion BH with Hurst parameter H ∈ (0,1). We construct three estimators for an unknown parameter θ=(α,β) and prove their strong consistency.
Stanislav Lohvinenko +2 more
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ABSTRACT Introduction We developed MedSupport, a multilevel medication adherence intervention designed to address root barriers to medication adherence. This study sought to explore the feasibility and acceptability of the MedSupport intervention strategies to support a future full‐scale randomized controlled trial.
Elizabeth G. Bouchard +8 more
wiley +1 more source
Strong consistency properties of the variance change point estimator based on strong-mixing samples
In this paper, our primary attention was centered on the issue of detecting the variance change point for strong-mixing samples. We delved into the cumulative sum (CUSUM) estimator of variance change model and established the strong convergence rate of ...
Mengmei Xi , Yi Wu, Xuejun Wang
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Strong Convergence Rates of the Product-limit Estimator for Left Truncated and Right Censored Data under Association [PDF]
Non-parametric estimation of a survival function from left truncated data subject to right censoring has been extensively studied in the literature.
Amir Hossin Shabani +2 more
doaj +1 more source
Lifestyle Behaviors and Cardiotoxic Treatment Risks in Adult Childhood Cancer Survivors
ABSTRACT Background Higher doses of anthracyclines and heart‐relevant radiotherapy increase cardiovascular disease (CVD) risk. This study assessed CVD and CVD risk factors among adult childhood cancer survivors (CCSs) across cardiotoxic treatment risk groups and examined associations between lifestyle behaviors and treatment risks.
Ruijie Li +6 more
wiley +1 more source

