PubAg

Main content area

You searched for: Subject "variance" Remove constraint Subject: "variance"
Start Over

Search

28,782  Search Results

« Previous | 1 - 20 of 28,782 |
Number of results to display per page

Search Results

1. Bootstrapping kernel intensity estimation for inhomogeneous point processes with spatial covariates

Author:
Borrajo, M.I.; González-Manteiga, W.; Martínez-Miranda, M.D.
Source:
Computational statistics & data analysis 2020 v.144 pp. 106875
ISSN:
0167-9473
Subject:
variance,   etc   ; wildfires; Canada;     Show all 3 Subjects
Abstract:
... The bias–variance trade-off for inhomogeneous point processes with covariates is theoretically and empirically addressed. A consistent kernel estimator for the first-order intensity function based on covariates is constructed, which uses a convenient relationship between the intensity and the density of events location. The asymptotic bias and variance of the estimator are derived and hence the ex ...
DOI:
10.1016/j.csda.2019.106875

2. Pro-environmental behaviors through the lens of the theory of planned behavior: A scoping review

Author:
Yuriev, Alexander; Dahmen, Mehdi; Paillé, Pascal; Boiral, Olivier; Guillaumie, Laurence
Source:
Resources, conservation, and recycling 2020 v.155 pp. 104660
ISSN:
0921-3449
Subject:
variance,   etc   ; guidelines; models;     Show all 3 Subjects
Abstract:
... The theory of planned behavior (TPB) allows researchers to identify the determinants of environmental behavior and subsequently target these factors in interventions. Multiple studies on conservation behaviors have recently applied this theoretical framework in both organizational and domestic settings. To shed more light on how the TPB was used in these studies, we conducted a literature review w ...
DOI:
10.1016/j.resconrec.2019.104660

3. Short-term electrical load forecasting based on error correction using dynamic mode decomposition

Author:
Kong, Xiangyu; Li, Chuang; Wang, Chengshan; Zhang, Yusen; Zhang, Jian
Source:
Applied energy 2020 v.261 pp. 114368
ISSN:
0306-2619
Subject:
variance,   etc   ; algorithms; electricity; models;     Show all 4 Subjects
Abstract:
... Accurate short-term load forecasting (STLF) is an important basis for daily dispatching of the power grid, but the non-stationary characteristics of the load series add to the challenge of this task. Many researchers have been working to improve the accuracy and speed of forecasting models, but stability is equally important. This paper develops a forecasting method based on error correction using ...
DOI:
10.1016/j.apenergy.2019.114368

4. On bootstrap consistency of MAVE for single index models

Author:
Zhang, Hong-Fan; Huang, Lei; Liu, Lian-Lian
Source:
Computational statistics & data analysis 2020 v.141 pp. 28-39
ISSN:
0167-9473
Subject:
variance,   etc   ; covariance; models;     Show all 3 Subjects
Abstract:
... This paper concerns the bootstrap consistency of the minimum average variance estimation (MAVE) method for the single index model. This paper shows that the conditional wild bootstrap estimator of the parameter index shares the same asymptotic covariance of the original MAVE estimator. Thus, the asymptotic distribution can be accurately estimated by the proposed wild bootstrap method. As an applic ...
DOI:
10.1016/j.csda.2019.06.002

5. Assessing the sensitivity of land-atmosphere coupling strength to boundary and surface layer parameters in the WRF model over Amazon

Author:
Wang, Chen; Qian, Yun; Duan, Qingyun; Huang, Maoyi; Berg, Larry K.; Shin, Hyeyum H.; Feng, Zhe; Yang, Ben; Quan, Jiping; Hong, Songyou; Yan, Junhua
Source:
Atmospheric research 2020 v.234 pp. 104738
ISSN:
0169-8095
Subject:
variance,   etc   ; models; troposphere; uncertainty; Amazonia;     Show all 5 Subjects
Abstract:
... Modeling tools can be used to diagnose regional land-atmosphere (L-A) coupling strength in the absence of sufficient observations, but subject to uncertainties associated with parameters in model physical parameterizations. Different sensitivity analysis (SA) approaches may lead to different conclusions about the underlying sensitivities. In this study, we quantify simulation uncertainties related ...
DOI:
10.1016/j.atmosres.2019.104738

6. An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss

Author:
Wang, Cheng; Jiang, Binyan
Source:
Computational statistics & data analysis 2020 v.142 pp. 106812
ISSN:
0167-9473
Subject:
variance covariance matrix,   etc   ; algorithms; learning;     Show all 3 Subjects
Abstract:
... The estimation of high dimensional precision matrices has been a central topic in statistical learning. However, as the number of parameters scales quadratically with the dimension p, many state-of-the-art methods do not scale well to solve problems with a very large p. In this paper, we propose a very efficient algorithm for precision matrix estimation via penalized quadratic loss functions. Unde ...
DOI:
10.1016/j.csda.2019.106812

7. Multiplicative bias correction for asymmetric kernel density estimators revisited

Author:
Igarashi, Gaku; Kakizawa, Yoshihide
Source:
Computational statistics & data analysis 2020 v.141 pp. 40-61
ISSN:
0167-9473
Subject:
variance,   etc   ; data analysis; statistical analysis;     Show all 3 Subjects
Abstract:
... Multiplicative bias correction technique is revisited for asymmetric kernel density estimators (KDEs) when the data is nonnegative or bounded. It is crucial to classify the recently developed asymmetric KDEs into two types. The multiplicative bias correction applied to the non two-regime type is shown to effectively reduce the order of the bias, at the expense of a constant-factor inflation of the ...
DOI:
10.1016/j.csda.2019.06.010

8. The 9-point hedonic scale: Using R-Index Preference Measurement to compute effect size and eliminate artifactual ties

Author:
Xia, Yixun; Song, Jiahui; Zhong, Fang; Halim, Jeremia; O'Mahony, Michael
Source:
Food research international 2020 v.133 pp. 109140
ISSN:
0963-9969
Subject:
analysis of variance,   etc   ; flavor; hedonic scales; peanuts;     Show all 4 Subjects
Abstract:
... 214 consumers used the verbal 9-point hedonic scale to assess 4 types of flavor coated peanuts and 4 types of flavored teas. They used the traditional ANOVA/LSD analysis to provide mean values derived from the 9-point hedonic scale along with measures of significant difference. However, these data did not provide effect sizes. They did not give direct measures of the strength of preference between ...
DOI:
10.1016/j.foodres.2020.109140

9. The impact of oil price shocks on clean energy stocks: Fresh evidence from multi-scale perspective

Author:
Zhang, Hao; Cai, Guixin; Yang, Dongxiao
Source:
Energy 2020 v.196 pp. 117099
ISSN:
0360-5442
Subject:
variance,   etc   ; clean energy; oils; prices; stock exchange;     Show all 5 Subjects
Abstract:
... We use the wavelet-based quantile-on-quantile and Granger causality-in-quantiles methods to document the impact of exogenous oil price structural shocks on clean energy stocks. We find that the effects vary across quantiles and investment horizons and are asymmetric at higher quantiles of oil shocks in the long run. As for the oil supply shock, the impact on clean energy in the short and long term ...
DOI:
10.1016/j.energy.2020.117099

10. Efficient analytical upscaling method for elliptic equations in three-dimensional heterogeneous anisotropic media

Author:
Liao, Qinzhuo; Lei, Gang; Wei, Zhijie; Zhang, Dongxiao; Patil, Shirish
Source:
Journal of hydrology 2020 v.583 pp. 124560
ISSN:
0022-1694
Subject:
variance,   etc   ; analytical methods; anisotropy; equations; geometry; hydrology;     Show all 6 Subjects
Abstract:
... We propose an efficient analytical upscaling method to compute the equivalent conductivity tensor for elliptic equations in three-dimensional space. Our approach uses perturbation expansion and Fourier analysis, and considers heterogeneity, anisotropy and geometry of coarse gridblocks. Through low-order approximation, the derived analytical solution accurately approximates the central-difference n ...
DOI:
10.1016/j.jhydrol.2020.124560

11. Testing for Stationarity at High Frequency

Author:
Jiang, Bibo; Lu, Ye; Park, Joon Y.
Source:
Journal of econometrics 2020 v.215 no.2 pp. 341-374
ISSN:
0304-4076
Subject:
variance,   etc   ; econometric models; economic analysis; economic theory;     Show all 4 Subjects
Abstract:
... The high frequency behavior of the KPSS test, which is most commonly used to test for stationarity, is analyzed in a continuous time framework. Our asymptotics show that the test has no discriminatory power at high frequency: It either always rejects stationarity or has no nontrivial power at high frequency. The test becomes valid at high frequency only when the bandwidth of its long-run variance ...
DOI:
10.1016/j.jeconom.2019.09.004

12. Time-invariant restrictions of volatility functionals: Efficient estimation and specification tests

Author:
Yang, Xiye
Source:
Journal of econometrics 2020 v.215 no.2 pp. 486-516
ISSN:
0304-4076
Subject:
variance,   etc   ; econometric models; economic analysis; economic theory;     Show all 4 Subjects
Abstract:
... This paper studies the estimation and inference problems of time-invariant restrictions on certain known functions of the stochastic volatility process. We first develop a more efficient GMM estimator and derive the efficiency bound under such restrictions. Then we construct an integrated Hausman-type test by summing up the squared differences between this more efficient estimator and the unrestri ...
DOI:
10.1016/j.jeconom.2019.10.003

13. Dual-Stage Method Using Supercritical and Subcritical Water for Precise Control of Size and Distribution of CeO₂ Nanoparticles

Author:
Orita, Yasuhiko; Akizuki, Makoto; Oshima, Yoshito
Source:
Industrial & engineering chemistry process design and development 2020 v.59 no.7 pp. 3035-3043
ISSN:
1520-5045
Subject:
variance,   etc   ; ceric oxide; nanoparticles; surfactants; temperature;     Show all 5 Subjects
Abstract:
... In the synthesis of metal oxide nanoparticles (NPs), methods to control their size and distribution have been desired. Precise and rapid control without the use of organic surfactants is a serious challenge. In this study, we report a strategy, dual-stage method using supercritical and subcritical water, for precise and rapid control of the size and distribution of NPs and applied it to the synthe ...
DOI:
10.1021/acs.iecr.9b06754

14. A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX

Author:
Yun, Jaeho
Source:
Economics letters 2020 v.186 pp. 108755
ISSN:
0165-1765
Subject:
variance,   etc   ; costs and returns; empirical research; risk;     Show all 4 Subjects
Abstract:
... This paper investigates return and cash flow predictability via the decomposition of VIX. The squared VIX index is decomposed into expected return variations (ERV) and variance risk premium (VRP). Without imposing a strong assumption on the dynamics of the return variations, I examine the predictability via the generalized method of moments (GMM) approach with appropriately chosen instruments. Emp ...
DOI:
10.1016/j.econlet.2019.108755

15. The Evolution of Variance Control

Author:
Bruijning, Marjolein; Metcalf, C. Jessica E.; Jongejans, Eelke; Ayroles, Julien F.
Source:
Trends in ecology & evolution 2020 v.35 no.1 pp. 22-33
ISSN:
0169-5347
Subject:
variance,   etc   ; environmental factors; evolution; genetic variation;     Show all 4 Subjects
Abstract:
... Genetically identical individuals can be phenotypically variable, even in constant environmental conditions. The ubiquity of this phenomenon, known as ‘intra-genotypic variability’, is increasingly evident and the relevant mechanistic underpinnings are beginning to be understood. In parallel, theory has delineated a number of formal expectations for contexts in which such a feature would be adapti ...
DOI:
10.1016/j.tree.2019.08.005

16. A method for comparing perceptual distances and areas with multidimensional scaling

Author:
Howson, Phil J.; Monahan, Philip J.
Source:
MethodsX 2020 v.7 pp. 100790
ISSN:
2215-0161
Subject:
variance,   etc   ; data analysis; multidimensional scaling; speech;     Show all 4 Subjects
Abstract:
... This paper presents a method for adding additional statistical comparisons to multidimensional scaling (MDS). The object of study in our work is perceptual distances between speech sound categories. Typically, MDS solutions do not receive inferential statistical treatment and their visualizations present average results across numerous participants. This is problematic because it ignores inter-par ...
DOI:
10.1016/j.mex.2020.100790
PubMed:
32042601
PubMed Central:
PMC6997901

17. HLIBCov: Parallel hierarchical matrix approximation of large covariance matrices and likelihoods with applications in parameter identification

Author:
Litvinenko, Alexander; Kriemann, Ronald; Genton, Marc G.; Sun, Ying; Keyes, David E.
Source:
MethodsX 2020 v.7 pp. 100600
ISSN:
2215-0161
Subject:
variance,   etc   ; covariance; model validation; statistical models;     Show all 4 Subjects
Abstract:
... We provide more technical details about the HLIBCov package, which is using parallel hierarchical (H-) matrices to:•Approximate large dense inhomogeneous covariance matrices with a log-linear computational cost and storage requirement.•Compute matrix-vector product, Cholesky factorization and inverse with a log-linear complexity.•Identify unknown parameters of the covariance function (variance, sm ...
DOI:
10.1016/j.mex.2019.07.001
PubMed:
32021810
PubMed Central:
PMC6992995

18. Measuring the value of ecosystem-based fishery management using financial portfolio theory

Author:
Carmona, Itsaso; Ansuategi, Alberto; Chamorro, José Manuel; Escapa, Marta; Gallastegui, María Carmen; Murillas, Arantza; Prellezo, Raúl
Source:
Ecological economics 2020 v.169 pp. 106431
ISSN:
0921-8009
Subject:
variance; variance covariance matrix,   etc   ; economic theory; ecosystems; fisheries management; income; risk; standard deviation;     Show all 8 Subjects
Abstract:
... We highlight the potential benefits of adopting Ecosystem-based Fishery Management (EBFM). We compare the EBFM implementation with the more traditional single-stock approach. We show the contribution of the portfolio theory to the EBFM, which can be achieved by selecting an optimal portfolio to maximise the average revenues and minimise the variance. We use this approach to construct two frontiers ...
DOI:
10.1016/j.ecolecon.2019.106431

19. Different strategies for class model optimization. A comparative study

Author:
Małyjurek, Zuzanna; Vitale, Raffaele; Walczak, Beata
Source:
Talanta 2020 v.215 pp. 120912
ISSN:
0039-9140
Subject:
analysis of variance,   etc   ; comparative study; data collection; drugs; mathematical models;     Show all 5 Subjects
Abstract:
... The Class Modelling (CM) approaches like Soft Independent Modelling of Class Analogy (SIMCA) aim at developing a mathematical model for determination of belongingness of new samples to the studied classes. The main feature of CM is that for each target class an individual model is constructed. CM is widely exploited, e.g., in the food and drug quality testing and authenticity or origin verificatio ...
DOI:
10.1016/j.talanta.2020.120912

20. Survey weighted estimating equation inference with nuisance functionals

Author:
Zhao, Puying; Haziza, David; Wu, Changbao
Source:
Journal of econometrics 2020 v.216 no.2 pp. 516-536
ISSN:
0304-4076
Subject:
variance,   etc   ; data collection; econometric models; economic analysis; equations; multipliers; surveys;     Show all 7 Subjects
Abstract:
... This paper provides a rigorous treatment on design-based estimating equation inference using complex survey data in the presence of nuisance functionals. The proposed design-based framework covers parameters from inequality measures and measures on performance evaluation in economic, business and financial studies but the scope of the paper is more broad. Unlike nuisance parameters in other settin ...
DOI:
10.1016/j.jeconom.2019.11.003