Search Results - subject:"Convolution"

Müller, Ursula U.; Schick, Anton; Wefelmeyer, Wolfgang - In: Statistics & Probability Letters 100 (2015) C, pp. 124-129

convolution estimator for the response density that has the same bias as the usual estimators based on the responses, but a …

Persistent link: https://www.econbiz.de/10011263162

Comonotonicity, orthant convex order and sums of random variables

Mesfioui, Mhamed; Denuit, Michel M. - In: Statistics & Probability Letters 96 (2015) C, pp. 356-364

This paper extends a useful property of the increasing convex order to the multivariate orthant convex order. Specifically, it is shown that vectors of sums of comonotonic random variables dominate in the orthant convex order vectors of sums of random variables that are smaller in the increasing...

Persistent link: https://www.econbiz.de/10011115935

Automation and rationality in decision-making to replace a sportman at decisive moments

Lafuente, Jaime Gil - In: Cuadernos de Gestión 8 (2008) 1, pp. 39-58

Increasingly, the sport entertainment is emerging as an object of study in advanced research centres, as a result of the need to manage the high budgets of sport entities. To win in sports like football or basketball depends on many factors, almost all studied thoroughly. It shows, however, that...

Persistent link: https://www.econbiz.de/10008505694

Cash Sub-additive Risk Measures and Interest Rate Ambiguity

KAROUI, Nicole EL; RAVANELLI, Claudia - 2008

measures defined on some extended spaces. The issue of the optimal risk transfer is studied in the new framework using inf-convolution …

Persistent link: https://www.econbiz.de/10005534188

One method of solution of an optimum investment portfolio problem for risky assets

Milnikov, Aleksander; Mamistvalov, Mikheil - In: IBSU Scientific Journal (IBSUSJ) 2 (2008) 1, pp. 66-70

two-multiple convolution of covariant tensor of the covariance matrix and contravariant vector of weights. By means of …

Persistent link: https://www.econbiz.de/10010280575

INITIAL AND BOUNDARY VALUE PROBLEMS FOR DIFFERENCE EQUATIONS

CÎRNU, Mircea I - In: Journal of Information Systems & Operations Management 2 (2008) 1, pp. 273-278

We consider initial and boundary value problems for linear nonhomogeneous difference equations with constant coefficients. For such problems we compute the numerical values of the solutions using the discrete deconvolution. The method can be easily used in applications and implemented on computer.

Persistent link: https://www.econbiz.de/10009144595

One Method of Solution of an Optimum Investment Portfolio Problem for Risky Assets

Milnikov, Alexander; Mamistvalov, Mikheil - In: IBSU Scientific Journal 2 (2008) 1, pp. 66-70

two-multiple convolution of ковариантного tensor of the covariance matrix and kontravariant vector of weights. By means of …

Persistent link: https://www.econbiz.de/10008765814

Многокритериальное принятие решений, основанное на получении оценочной функции в виде полинома третьего порядка

НИКОЛАЕВИЧ, ВАСИЛЬЕВ СТАНИСЛАВ; … - In: Управление большими … (2008) 3, pp. 5-20

Работа выполнена при поддержке Гранта президента РФ (№НШ 1676.2008.1), Междисциплинарного интеграционного проекта СО РАН № 40. Приведены некоторые результаты...

Persistent link: https://www.econbiz.de/10011248388

Automatismos y racionalidad en la toma de decisiones para sustituir a un deportista en momentos decisivos

Gil Lafuente, Jaime - In: Cuadernos de Gestión (2008)

[ES] Cada vez más el deporte-espectáculo se está abriendo paso como objeto de estudio en los centros de investigación avanzada, como consecuencia de la necesidad de gestionar los altos presupuestos de las entidades deportivas.

Persistent link: https://www.econbiz.de/10011277777

A Convolution Estimator for the Density of Nonlinear Regression Observations

Støve, Bård; Tjøstheim, Dag - Institutt for foretaksøkonomi, Norges Handelshøyskole … - 2007

The problem of estimating an unknown density function has been widely studied. In this paper we present a convolution … convolution estimator is of order 1/n. This is faster than the rate for the kernel density method. The intuition behind this … result is that the convolution estimator uses model information, and thus an improvement can be expected. We also derive the …

Persistent link: https://www.econbiz.de/10005645051