Metabolite levels in kernels of selected starch-deficient mutants of maize (Zea mays L.) were investigated to gain insight into partitioning of carbohydrate metabolism during kernel development. Several free sugars, hexose phosphates, triose phosphates, fructose-2,6-bisphosphate, and pyrophosphate were measured in normal, shrunken, shrunken-2, amylose extender dull waxy, and brittle genotypes, ...

We use the model resolution matrix to analytically derive an optimal Bayesian estimator for multiparameter inverse problems that simultaneously minimizes inter-parameter cross talk and the total reconstruction error. Application of this estimator to time-domain diffuse fluorescence imaging shows that the optimal estimator for lifetime multiplexing is identical to a previously developed asymptot...

we propose a wavelet based regression function estimator for the estimation of the regression function for a sequence of ?-missing random variables with a common one-dimensional probability density function. some asymptotic properties of the proposed estimator based on block thresholding are investigated. it is found that the estimators achieve optimal minimax convergence rates over large class...

The performance of a kernel HAC estimator depends on the accuracy of the estimation of the normalized curvature, an unknown quantity in the optimal bandwidth represented as the spectral density and its derivative. This paper proposes to estimate it with a general class of kernels. The AMSE of the kernel estimator and the AMSE-optimal bandwidth are derived. It is shown that the optimal bandwidth...

Simple averages often, but not always, outperform more sophisticated “optimal” forecast composites. We used Bayesian shrinkage techniques to allow the incorporation of prior information into the estimation of combining weights; the estimated combining weights were coaxed or “shrunken” toward equality but were not forced to be exactly equal. The least-squares and prior (i.e., arithmetic average)...

CHARN model is a famous and important model in the finance, which includes many financial time series models and can be assumed as the return processes of assets. One of the most fundamental estimators for financial time series models is the conditional least squares CL estimator. However, recently, it was shown that the optimal estimating function estimator G estimator is better than CL estima...