SwePub
Sök i SwePub databas

  Utökad sökning

Träfflista för sökning "WFRF:(Koski Timo 1953 ) "

Sökning: WFRF:(Koski Timo 1953 )

  • Resultat 1-3 av 3
Sortera/gruppera träfflistan
   
NumreringReferensOmslagsbildHitta
1.
  • Koski, Timo, et al. (författare)
  • Towards field-adjusted production : Estimating research productivity from a zero-truncated distribution
  • 2016
  • Ingår i: Journal of Informetrics. - : Elsevier. - 1751-1577 .- 1875-5879. ; 10:4, s. 1143-1152
  • Tidskriftsartikel (refereegranskat)abstract
    • Measures of research productivity (e.g. peer reviewed papers per researcher) is a fundamental part of bibliometric studies, but is often restricted by the properties of the data available. This paper addresses that fundamental issue and presents a detailed method for estimation of productivity (peer reviewed papers per researcher) based on data available in bibliographic databases (e.g. Web of Science and Scopus). The method can, for example, be used to estimate average productivity in different fields, and such field reference values can be used to produce field adjusted production values. Being able to produce such field adjusted production values could dramatically increase the relevance of bibliometric rankings and other bibliometric performance indicators. The results indicate that the estimations are reasonably stable given a sufficiently large data set.
  •  
2.
  •  
3.
  • Ohlson, Martin, 1977-, et al. (författare)
  • The Likelihood Ratio Statistic for Testing Spatial Independence using a Separable Covariance Matrix
  • 2009
  • Rapport (övrigt vetenskapligt/konstnärligt)abstract
    • This paper deals with the problem of testing spatial independence for dependent observations. The sample observationmatrix is assumed to follow a matrix normal distribution with a separable covariance matrix, in other words it can be written as a Kronecker product of two positive definite matrices. Two cases are considered, when the temporal covariance is known and when it is unknown. When the temporal covariance is known, the maximum likelihood estimates are computed and the asymptotic null distribution is given. In the case when the temporal covariance is unknown the maximum likelihood estimates of the parameters are found by an iterative alternating algori
  •  
Skapa referenser, mejla, bekava och länka
  • Resultat 1-3 av 3

Kungliga biblioteket hanterar dina personuppgifter i enlighet med EU:s dataskyddsförordning (2018), GDPR. Läs mer om hur det funkar här.
Så här hanterar KB dina uppgifter vid användning av denna tjänst.

 
pil uppåt Stäng

Kopiera och spara länken för att återkomma till aktuell vy