Zobrazeno 1 - 10
of 17
pro vyhledávání: '"Tianxiao Pang"'
This paper examines the asymptotic inference for AR(1) models with a possible structural break in the AR parameter $\beta $ near the unity at an unknown time $k_{0}$. Consider the model $y_{t}=\beta_{1}y_{t-1}I\{t\leq k_{0}\}+\beta _{2}y_{t-1}I\{t>k_
Externí odkaz:
http://arxiv.org/abs/1306.1294
Autor:
Cheng-Der Fuh, Tianxiao Pang
Publikováno v:
Statistica Sinica.
Autor:
Linping Cao, Qing Wang, Jiawei Hong, Yuzhe Han, Weichen Zhang, Xun Zhong, Yongqian Che, Yaqi Ma, Keyi Du, Dongyan Wu, Tianxiao Pang, Jian Wu, Kewei Liang
Publikováno v:
Cancers
Volume 15
Issue 5
Pages: 1538
Volume 15
Issue 5
Pages: 1538
In this study, we considered preoperative prediction of microvascular invasion (MVI) status with deep learning (DL) models for patients with early-stage hepatocellular carcinoma (HCC) (tumor size ≤ 5 cm). Two types of DL models based only on venous
Publikováno v:
Scientia Iranica.
Several auxiliary information-based estimators of the population variance are available in the existing literature of survey sampling. Mostly, these estimators are based on conventional dispersion measures of the auxiliary variable. In this study, a
Publikováno v:
Symmetry
Volume 12
Issue 1
Volume 12
Issue 1
The use of auxiliary information in survey sampling to enhance the efficiency of the estimators of population parameters is a common phenomenon. Generally, the ratio and regression estimators are developed by using the known information on convention
Publikováno v:
Iranian Journal of Science and Technology, Transactions A: Science. 43:1139-1149
This paper proposes an improved general family of ratio-type estimators using the coefficient of skewness of an auxiliary variable for estimating finite population mean under simple random sampling. Bias, mean squared error (MSE) and minimum MSE of t
Publikováno v:
Science China Mathematics. 60:2263-2286
Parameter estimation for ordinary differential equations arises in many fields of science and engineering. To be the best of our knowledge, traditional methods are often either computationally intensive or inaccurate for statistical inference. Ramsay
Publikováno v:
Econometric Theory. 34:985-1017
This article revisits the asymptotic inference for nonstationary AR(1) models of Phillips and Magdalinos (2007a) by incorporating a structural change in the AR parameter at an unknown time k0. Consider the model ${y_t} = {\beta _1}{y_{t - 1}}I\{ t \l
Publikováno v:
Scientia Iranica.
Numerous ratio-type estimators of the population variance are proposed in the existing literature based on different characteristics of the study as well as the auxiliary variable. However, mostly the existing estimators are based on the conventional
Publikováno v:
Scientia Iranica.
In survey sampling, most of the research work based on the fact that utilizing the information of auxiliary variable(s) boosts the efficiency of estimators. Keeping this fact in mind we used the information of two auxiliary variables to propose a fam