Search Results - subject:"Convex combination"

A comparison study of pricing credit default swap index tranches with convex combination of copulae

Okhrin, Ostap; Xu, Yafei - In: The North American journal of economics and finance : a … 42 (2017), pp. 173-217

Persistent link: https://www.econbiz.de/10011938100

Some strong laws of large number for double array of random upper semicontinuous functions in convex combination spaces

Quang, Nguyen Van; Nguyen, Pham Tri - In: Statistics & Probability Letters 96 (2015) C, pp. 85-94

functions in convex combination space under various assumptions. Our results generalize some related previously reported results. …

Persistent link: https://www.econbiz.de/10011115954

A maximum entropy-least squares estimator for elastic origin–destination trip matrix estimation

Xie, Chi; Kockelman, Kara M.; Waller, S. Travis - In: Transportation Research Part B: Methodological 45 (2011) 9, pp. 1465-1482

estimation errors. While the estimator is powered by the classic convex combination algorithm, computational difficulties emerge …

Persistent link: https://www.econbiz.de/10010577918

Convex combinations of long memory estimates from different sampling rates

Souza, Leonardo; Smith, Jeremy; Souza, Reinaldo - In: Computational Statistics 21 (2006) 3, pp. 399-413

Persistent link: https://www.econbiz.de/10005613187

A bias reducing technique in kernel distribution function estimation

Kim, Choongrak; Kim, Sungsoo; Park, Mira; Lee, Hakbae - In: Computational Statistics 21 (2006) 3, pp. 589-601

Persistent link: https://www.econbiz.de/10005613214

Un análisis de la desigualdad de la renta entre las provincias andaluzas, a partir de los datos de la E.B.P.F. y de renta corregidos (1990-91), utilizando estimaciones de combinaciones lineales convexas de curvas de Lorenz

HERRERÍAS PLEGUEZUELO, R.; FERNÁNDEZ, GARCÍA; Mª, R. - In: Estudios de Economía Aplicada 19 (2001) Diciembre, pp. 21-36

En este trabajo, en primer lugar, se estudian determinadas especificaciones de la curva de Lorenz quecumplen simultáneamente el teorema de Casas y Núñez (1987), se derivan del concepto de función generadora de curva de Lorenz (Callejón, 1995) y pueden estimarse por mínimos cuadrados...

Persistent link: https://www.econbiz.de/10005690254

Convex Optimal Designs for Compound Polynomial Extrapolation

Dette, Holger; Huang, Mong-Na Lo - In: Annals of the Institute of Statistical Mathematics 52 (2000) 3, pp. 557-573

Persistent link: https://www.econbiz.de/10005622216