307,439 research outputs found
Disputatio inauguralis medica de colica passione
No full textquam ... pro summis in arte medica honoribus & privilegiis doctoralibus solenniter impetrandis publice ventilandam proponit Iohannes Melchior Welsch Nördlingensis. Ad diem 8. Augusti, Ann. MDCLXIIEnth. 53 ThesenDiss. med. Basel, 166
Compendiosam naturalis hominis status historiam
No full text... publico eruditorum examini subiiciunt praeses Christianus Ludovicus Welsch, Lipsiensis, philosophiae ac medicinae doctor, et respondens Iohannes Conradus de Muralto, Tigurinus ... ad diem ... Septembr. M. DC. XCII.Mit ZierinitialenEnthält 40 ThesenDatum auf Titelblatt hs. ergänzt: Ad diem 12 Septembr.Disputatio med. Basel, 169
Tables for stepwise multiple comparison procedures
No full text"Supported in part by NSF Grant GJ-1154X3 to the National Bureau of Economic Research Cambridge Computer Research Center." "This paper presents tables ... discussed in the article Stepwise multiple comparison procedures by Roy E. Welsch in the September 1977 issue of the Journal of the American Statistical Association." Chiefly tables.by Roy E. Welsch
Comparing relative and total cost multiple comparison procedures via James-Stein estimators
No full textBibliography: leaf [15].Roy E. Welsch
Robust Estimation of the Joint Consumption / Asset Demand Decision
No full textThe paper proposes an instrumental variables version of the Huber estimator as an alternative to the IV-Krasker Welsch estimator. The IV-Huber estimator is analytically and computationally much simpler than IV-Krasker Welsch. In the context of an empirical study of the importance of borrowing constraints on consumption, the paper reports the results for the following estimators: 1) conventional (non-robust) IV, 2) conventional IV after the subjective rejection of outliers, 3) conventional IV after trimming, 4) IV-Huber, and 5) IV-Krasker-Welsch. In the presence of a heavy-tailed error distribution, both the IV-Krasker Welsch and the IV-Huber estimators provide substantial improvements in efficiency over conventional IV. Further, the informal robust procedure of using conventional IV after trimming does not match the efficiency gains of the formal robust methods. The empirical results indicate that households exhibit incomplete smoothing of consumption, with about 20-50% of predictable movements in income being buffered by asset stocks. When saving is disaggregated by type of asset, the results provide some evidence of borrowing constraints: households which are not subject to a liquidity constraint use financial assets as their primary means of buffering income fluctuations, while constrained households use purchases of durable goods almost exclusively as the vehicle for consumption smoothing.
The hat matrix in regression and anova
No full textBibliography: leaves 40-41.David C. Hoaglin, Roy E. Welsch
Jim Welsch, running with football
No full textAthletics - Football Players; Jim Welsch, Hempstead, N.Y., Junior HalfbackIntercollegiat
Jim Welsch, funning with football
No full textAthletics - Football Players; Jim Welsch, Hempstead, N.Y., Junior HalfbackIntercollegiat
Outlier detection and robust covariance estimation using mathematical programming
No full textThe outlier detection problem and the robust covariance estimation problem are often interchangeable. Without outliers, the classical method of maximum likelihood estimation (MLE) can be used to estimate parameters of a known distribution from observational data. When outliers are present, they dominate the log likelihood function causing the MLE estimators to be pulled toward them. Many robust statistical methods have been developed to detect outliers and to produce estimators that are robust against deviation from model assumptions. However, the existing methods suffer either from computational complexity when problem size increases or from giving up desirable properties, such as affine equivariance. An alternative approach is to design a special mathematical programming model to find the optimal weights for all the observations, such that at the optimal solution, outliers are given smaller weights and can be detected. This method produces a covariance estimator that has the following properties: First, it is affine equivariant. Second, it is computationally efficient even for large problem sizes. Third, it easy to incorporate prior beliefs into the estimator by using semi-definite programming. The accuracy of this method is tested for different contamination models, including recently proposed ones. The method is not only faster than the Fast-MCD method for high dimensional data but also has reasonable accuracy for the tested cases. <br/
Jim Welsch, running with football
No full textAthletics - Football Players; Jim Welsch, Hempstead, N.Y., Junior HalfbackIntercollegiat
- …
