Search Results - subject:"Convolution"

Nonparametric density estimation in compound Poisson processes using convolution power estimators

Comte, Fabienne; Duval, Céline; Genon-Catalot, Valentine - In: Metrika 77 (2014) 1, pp. 163-183

="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>m</mi> </math> </EquationSource> </InlineEquation>th convolution …

Persistent link: https://www.econbiz.de/10010995071

GPU accelerated MCMC for modeling terrorist activity

White, Gentry; Porter, Michael D. - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 643-651

explicit convolution of two negative-binomial processes. Results show decreases in computational time by a factor of over 200 …

Persistent link: https://www.econbiz.de/10010719654

Essential properties of Lp,q spaces (the amalgams) and the implicit function theorem for equilibrium analysis in continuous time

Mertens, Jean-François; Rubinchik, Anna - In: Journal of Mathematical Economics 50 (2014) C, pp. 187-196

equilibrium variables (paths) as well as time-dependent policies of a macro model. Convolution behaves very well on those spaces …

Persistent link: https://www.econbiz.de/10011065394

The limiting failure rate for a convolution of gamma distributions

Block, Henry W.; Langberg, Naftali A.; Savits, Thomas H. - In: Statistics & Probability Letters 94 (2014) C, pp. 176-180

In this paper we investigate the limiting behavior of the failure rate for the convolution of two or more gamma … distributions. In a related paper, Block et al. (2014) show that the limiting failure rate of a convolution of life distributions … proof is given here for the convolution of m gamma densities which covers the DFR case. We first show that the convolution …

Persistent link: https://www.econbiz.de/10011040082

Comparison, utility, and partition of dependence under absolutely continuous and singular distributions

Ebrahimi, Nader; Jalali, Nima Y.; Soofi, Ehsan S. - In: Journal of Multivariate Analysis 131 (2014) C, pp. 32-50

This paper first illustrates that a mutual information index detects and ranks dependence of a wide variety of absolutely continuous families, but the popular association and variance reduction indices fail to serve as such “common metrics”. We then elaborate on some theoretical merits of...

Persistent link: https://www.econbiz.de/10011042048

Production equilibria

Aliprantis, Charalambos; Florenzano, Monique; Tourky, Rabee - HAL - 2006

This paper studies production economies in a commodity space that is an ordered locally convex space. We establish a general theorem on the existence of equilibrium without requiring that the commodity space or its dual be a vector lattice. Such commodity spaces arise in models of portfolio...

Persistent link: https://www.econbiz.de/10010750751

Some results about the exponential ordering of inactivity time

Kayid, Mohamed; Alamoudi, L. - In: Economic modelling 33 (2013), pp. 159-163

Persistent link: https://www.econbiz.de/10010192005

Finite time ruin probabilities for tempered stable insurance risk processes

Griffin, Philip S.; Maller, Ross A.; Roberts, Dale - In: Insurance 53 (2013) 2, pp. 478-489

Persistent link: https://www.econbiz.de/10010195908

A continuation approach to mode-finding of multivariate Gaussian mixtures and kernel density estimates

Pulkkinen, Seppo; Mäkelä, Marko; Karmitsa, Napsu - In: Journal of Global Optimization 56 (2013) 2, pp. 459-487

proposed method uses a Gaussian convolution in order to remove undesired local maxima of the Gaussian mixture and preserve its …

Persistent link: https://www.econbiz.de/10010994087

Exponential characterizations motivated by the structure of order statistics in samples of size two

Arnold, Barry C.; Villasenor, Jose A. - In: Statistics & Probability Letters 83 (2013) 2, pp. 596-601

statistic is distributed as a convolution of two independent exponential random variables with distributions differing only in …

Persistent link: https://www.econbiz.de/10010602913