1,721,071 research outputs found
Going Beyond Counting First Authors in Author Co-citation Analysis
The present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
We provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Dispelling the Myths Behind First-author Citation Counts
We conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
Estimation of the Common Mean of Two Multivariate Normal Distributions Under Symmetrical and Asymmetrical Loss Functions
In this paper, the estimation of the common mean vector of two multivariate normal populations is considered and a new class of unbiased estimators is proposed. Several dominance results under the quadratic loss and LINEX loss functions are established. To illustrate the usefulness of these estimators, a simulation study with finite samples is conducted to compare them with four existing estimators, including the sample mean and the Graybill-Deal estimator. Based on the comparison studies, we found that the numerical performance of the proposed estimators is almost as good as μ~CC proposed by Chiou and Cohen (Ann Inst Stat Math 37:499–506, 1985) in terms of the risks. Its theoretical dominance over the sample mean of a single population under the sufficient conditions given is also established
Mean Value Test for Three-Level Multivariate Observations with Doubly Exchangeable Covariance Structure
Variable Selection in Joint Mean and Covariance Models
In this paper, we propose a penalized maximum likelihood method for variable selection in joint mean and covariance models for longitudinal data. Under certain regularity conditions, we establish the consistency and asymptotic normality of the penalized maximum likelihood estimators of parameters in the models. We further show that the proposed estimation method can correctly identify the true models, as if the true models would be known in advance. We also carry out real data analysis and simulation studies to assess the small sample performance of the new procedure, showing that the proposed variable selection method works satisfactorily
Antieigenvalues and sample coviarance matrices
LAUREA MAGISTRALENegli ultimi decenni la necessità di trovare strumenti statistici in grado di analizzare dati di dimensioni sempre maggiori, è stato un importante argomento per i ricercatori. E' stata sviluppata molta teoria sulla distribuzione limite degli autovalori di matrici di covarianza campionaria, le cui dimensioni divergono sotto determinate condizioni. Circa 50 anni fa, Karl Gustafson ha introdotto delle nuove quantità, gli antiautovalori, la cui teoria in un contesto di matrici fissate si sta sviluppando, con importanti applicazioni in analisi numerica, wavelet, statistica, meccanica quantistica, finanza e ottimizzazione. In questa tesi, viene presentata la teoria base riguardante la distribuzione spettrale limite di matrici di covarianza campionaria, riportando la legge di Wigner e la legge di Marcenko-Pastur, e viene introdotta la teoria fino ad ora nota sugli antiautovalori. Il vero obiettivo è cercare di trovare una legge che descriva la distribuzione limite del primo antiautovalore di una matrice di covarianza campionaria.In the last decades the necessity of finding statistical tools to analyze larger
and larger data, has been an important topic for researchers. A huge theory
about the limit distribution of the eigenvalues of sample covariance matrices,
whose dimensions diverge under certain conditions, has been developed. Almost
50 years ago, Karl Gustafson introduced new quantities, called antieigenvalues,
whose theory in a context of fixed matrices has been developing, with important
applications in numerical analysis, wavelets, statistics, quantum mechanics,
finance and optimization. In this report it is presented the basic theory concerning
the limit spectral distribution of sample covariance matrices, by reporting
the Wigner’s law and the Marcenko-Pastur’s law, and it is introduced to the
so far known theory on the antieigenvalues. The real aim is to try to find a
law that describes the limit distribution of the first antieigenvalue of a sample
covariance matrix
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