Zobrazeno 1 - 10
of 5 072
pro vyhledávání: '"lcsh:Statistics"'
Publikováno v:
Stats, Vol 4, Iss 1, Pp 1-17 (2021)
Stats
Volume 4
Issue 1
Pages 1-17
Stats
Volume 4
Issue 1
Pages 1-17
The Nadaraya&ndash
Watson kernel estimator is among the most popular nonparameteric regression technique thanks to its simplicity. Its asymptotic bias has been studied by Rosenblatt in 1969 and has been reported in several related literature. Ho
Watson kernel estimator is among the most popular nonparameteric regression technique thanks to its simplicity. Its asymptotic bias has been studied by Rosenblatt in 1969 and has been reported in several related literature. Ho
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7454937d2ca25064fb0552b3a1409c53
https://www.mdpi.com/2571-905X/4/1/1
https://www.mdpi.com/2571-905X/4/1/1
Publikováno v:
Stats, Vol 4, Iss 20, Pp 291-307 (2021)
Stats
Volume 4
Issue 2
Pages 20-307
Stats
Volume 4
Issue 2
Pages 20-307
Ecologists are interested in modeling the population growth of species in various ecosystems. Specifically, logistic growth arises as a common model for population growth. Studying such growth can assist environmental managers in making better decisi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b42975a98ce536aa9e30bfe987bb615f
https://www.mdpi.com/2571-905X/4/2/20
https://www.mdpi.com/2571-905X/4/2/20
Autor:
Sarah R. Al-Dawsari, Khalaf S. Sultan
Publikováno v:
Stats, Vol 4, Iss 19, Pp 269-290 (2021)
Stats
Volume 4
Issue 2
Pages 19-290
Stats
Volume 4
Issue 2
Pages 19-290
In this paper, we propose the classical and Bayesian regression models for use in conjunction with the inverted Weibull (IW) distribution
there are the inverted Weibull Regression model (IW-Reg) and inverted Weibull Bayesian regression model (IW
there are the inverted Weibull Regression model (IW-Reg) and inverted Weibull Bayesian regression model (IW
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f19adcf65d26a9905479bd9cb316ee01
https://doi.org/10.3390/stats4020019
https://doi.org/10.3390/stats4020019
Autor:
Ya-nan Song, Xuejing Zhao
Publikováno v:
Stats, Vol 4, Iss 16, Pp 216-227 (2021)
Stats
Volume 4
Issue 1
Pages 16-227
Stats
Volume 4
Issue 1
Pages 16-227
The testing of high-dimensional normality is an important issue and has been intensively studied in the literature, it depends on the variance–covariance matrix of the sample and numerous methods have been proposed to reduce its complexity. Princip
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d85528fe196cf2d4f30b838a862c1cff
https://doi.org/10.3390/stats4010016
https://doi.org/10.3390/stats4010016
Publikováno v:
Statistika: Statistics and Economy Journal, Vol 101, Iss 1, Pp 91-100 (2021)
The demand elasticity for a product is the basis of its price determination. The ratio in which a product demand will fall with the rise in its price and, vice versa, can be known as demand elasticity. With increasing population and increasing demand
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doajarticles::6e02b9df79b91032254373c456403322
https://www.czso.cz/documents/10180/143570303/32019721q1_sherafatmand_analyses.pdf/f2b89bd4-63a2-4894-ab11-3aa62e8dd399?version=1.1
https://www.czso.cz/documents/10180/143570303/32019721q1_sherafatmand_analyses.pdf/f2b89bd4-63a2-4894-ab11-3aa62e8dd399?version=1.1
Autor:
Andrew Zamecnik, Francisco Torres-Avilés, Juan Carlos Correa, Fernando Marmolejo-Ramos, Carlos Barrera-Causil
Publikováno v:
Stats, Vol 4, Iss 14, Pp 184-204 (2021)
Stats
Volume 4
Issue 1
Pages 14-204
Stats
Volume 4
Issue 1
Pages 14-204
Expert knowledge elicitation (EKE) aims at obtaining individual representations of experts’ beliefs and render them in the form of probability distributions or functions. In many cases the elicited distributions differ and the challenge in Bayesian
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d0cf0c643088a63c54cae6a2a25d2cff
https://www.mdpi.com/2571-905X/4/1/14
https://www.mdpi.com/2571-905X/4/1/14
Autor:
Hanen Ragoubi, Zouheir Mighri
Publikováno v:
Statistika: Statistics and Economy Journal, Vol 101, Iss 1, Pp 37-65 (2021)
This paper examines the carbon dioxide (CO2) Environmental Kuznets curve (EKC) hypothesis of a balanced panel of 50 middle-income countries over the period 1996–2013 using a dynamic spatial panel data model with country and time-period fixed effect
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doajarticles::76dc22395e7b09a4fafc0d98cb3dd799
https://www.czso.cz/documents/10180/143570303/32019721q1_ragoubi_analyses.pdf/b12ae994-4e60-4dbc-a27f-25495b02a7d3?version=1.1
https://www.czso.cz/documents/10180/143570303/32019721q1_ragoubi_analyses.pdf/b12ae994-4e60-4dbc-a27f-25495b02a7d3?version=1.1
Publikováno v:
Statistics in Transition, Vol 22, Iss 1 (2021)
Zaman and Bulut (2018a) developed a class of estimators for a population mean utilising LMS robust regression and supplementary attributes. In this paper, a family of estimators is proposed, based on the adaptation of the estimators presented by Zama
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::46c45b88d6f8ee63bbc911cb5a509897
https://doi.org/10.21307/stattrans-2021-012
https://doi.org/10.21307/stattrans-2021-012
Publikováno v:
Statistica, Vol 80, Iss 4, Pp 395-412 (2021)
One of the most obvious features of time-to-event data is the occurrence of censoring. Rarely, if ever, studies are conducted until all participants experience the event of interest. Some participants survive beyond the end of follow-up time, some dr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::936acaa83d3ef48d69d684d1ff088abc
https://rivista-statistica.unibo.it/article/view/10524
https://rivista-statistica.unibo.it/article/view/10524
Publikováno v:
Statistics in Transition, Vol 22, Iss 1 (2021)
The Standard Generalised Autoregressive Conditionally Heteroskedastic (sGARCH) model and the Functional Generalised Autoregressive Conditionally Heteroskedastic (fGARCH) model were applied to study the volatility of the Autoregressive Fractionally In
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::55e3f678991dbf07becdb7abe8e50304
https://doi.org/10.21307/stattrans-2021-002
https://doi.org/10.21307/stattrans-2021-002