نتایج جستجو برای: autocorrelated error

تعداد نتایج: 254682  

In the linear regression models with AR (1) error structure when collinearity exists, stochastic linear restrictions or modifications of biased estimators (including Liu estimators) can be used to reduce the estimated variance of the regression coefficients estimates. In this paper, the combination of the biased Liu estimator and stochastic linear restrictions estimator is considered to overcom...

2015
Ken Butler

The Mann-Kendall test is a commonly-used nonparametric test for time trend. However, the standard P-values obtained from it are based on an assumption of independence between observations (since the theory is that of the Kendall correlation). However, observations in time series are often autocorrelated: knowing that one observation is larger than the mean may tell you that the next observation...

Journal: :Physical review research 2023

Classic models of cell size control consider that cells divide when reaching a threshold, e.g., size, age, or extension. The molecular basis the threshold involves multiple layers regulation as well gene noise. In this paper, we study cycle first-passage problem with stochastic and discover such stochasticity affects intergeneration statistics, which bewilders criteria to distinguish types mode...

Journal: :Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1998

Journal: :Journal of Modern Applied Statistical Methods 2005

Journal: :Metrologia 2021

Abstract A least-squares fit of exponential functions to a measured radioactive decay rate curve provides an estimate the half-life and its statistical uncertainty in assumption that all deviations from theoretical are purely random nature. The result may be biased error underestimated as soon experiment suffers instabilities exceed duration individual measurements. Contrary long-term systemati...

Journal: :World Journal Of Advanced Research and Reviews 2023

Residuals are minimized in a correlated dataset by selecting smoothing parameter with optimum performance the spline. The selection methods utilized this study include Generalized Maximum Likelihood (GML), Cross-Validation (GCV), Unbiased Risk (UBR), and Proposed Smoothing Method (PSM). aim of is to compare ability four for autocorrelation structure error term. To achieve purpose, Monte-Carlo s...

2009
Annamaria Lusardi

In this paper I study a model of life-cycle consumption in which individuals react optimally to their own income process but ignore economy wide information. Since individual income is less persistent than aggregate income consumers will react too little to aggregate income variation. Aggregate consumption will be excessively smooth. Since aggregate information is slowly incorporated into consu...

2009
Steffen Knospe

The potential of TerraSAR-X data for deformation measurements benefits from high spatial and temporal resolution and even allow detecting higher deformation gradients compared to other sensors. However, decorrelation noise from vegetation and atmospheric effects are of greater importance because of the shorter wavelength. The extent of a TerraSAR-X scene is small compared to common scale atmosp...

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