Linear Multistep F10.7 Forecasting Based on Task Correlation and Heteroscedasticity
Sign Up to like & getrecommendations! Published in 2018 at "Earth and Space Science"
DOI: 10.1029/2018ea000393
Abstract: Solar 10.7-cm radio flux (F10.7) is an important measure of solar radio emission activity. Accurate F10.7 forecasting plays a key role in both space weather and global environment forecasts. We discover that forecasting errors are… read more here.
Keywords: multistep; f10 forecasting; heteroscedasticity; correlation ... See more keywords
Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Nonparametric Statistics"
DOI: 10.1080/10485252.2017.1418869
Abstract: ABSTRACT We propose a two-step estimation method for nonparametric model with heteroscedasticity to estimate the scale function and the location function simultaneously. The local composite quantile regression (LCQR) is employed in the first step, and… read more here.
Keywords: quantile regression; heteroscedasticity; matrix decomposition; composite quantile ... See more keywords
Consideration of the adaptive randomization allocation ratio in the presence of treatment group heteroscedasticity in clinical trials
Sign Up to like & getrecommendations! Published in 2022 at "Journal of Biopharmaceutical Statistics"
DOI: 10.1080/10543406.2022.2080697
Abstract: ABSTRACT For randomized clinical trials, subjects’ variance structures may vary over time among treatment groups, resulting in the heteroscedasticity of residuals in a regression analysis. Commonly used methods that assume equal variance among all treatment… read more here.
Keywords: randomization; clinical trials; heteroscedasticity; ratio ... See more keywords
Envelopes in multivariate regression models with nonlinearity and heteroscedasticity
Sign Up to like & getrecommendations! Published in 2020 at "Biometrika"
DOI: 10.1093/biomet/asaa036
Abstract: Envelopes have been proposed in recent years as a nascent methodology for sufficient dimension reduction and efficient parameter estimation in multivariate linear models. We extend the classical definition of envelopes in Cook et al. (2010)… read more here.
Keywords: estimation; standard envelope; envelope; heteroscedasticity ... See more keywords
A policymaker’s dilemma: real linkages or irrational behaviors?
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Financial Economic Policy"
DOI: 10.1108/jfep-05-2017-0037
Abstract: Purpose This paper aims to test whether the latest global financial crisis propagated contagiously from the USA to the rest of the world. Design/methodology/approach If the reason of the propagation of a crisis is a… read more here.
Keywords: technique; real linkages; heteroscedasticity; contagion ... See more keywords
Investigation of heteroscedasticity in polygenic risk scores across 15 quantitative traits
Sign Up to like & getrecommendations! Published in 2023 at "Frontiers in Genetics"
DOI: 10.3389/fgene.2023.1150889
Abstract: The polygenic risk score (PRS) could be used to stratify individuals with high risk of diseases and predict complex trait of individual in a population. Previous studies developed a PRS-based prediction model using linear regression… read more here.
Keywords: polygenic risk; heteroscedasticity; prs; prediction ... See more keywords