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  • Search: subject:"Discrepancy function."
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Subject
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AMS Classification: 90C40 2 Adaptive optimal policy 2 Consistent estimation 2 Discrepancy function 2 Discrepancy function. 2 Non stationary value iteration 2 Pause Control 2 Schweitzer's Transformation 2 discrepancy function 2 Asymptotic convergence 1 Bartlett correction 1 Confidence intervals 1 Direct posterior 1 Eigenspaces 1 Eigenvalues 1 Eigenvectors 1 Estimation theory 1 Finitely-maximal programs 1 Forest management 1 Good programs 1 Hypothesis tests 1 Implicit functions 1 Inference 1 M-estimation 1 Maximal programs 1 Model misspecification 1 Modellierung 1 Non-interiority 1 Nonregular constraints 1 Optimal programs 1 Orthogonal matrices 1 Risiko 1 Risikomaß 1 Risk 1 Risk measure 1 Robust statistics 1 Robustes Verfahren 1 Rotation of components 1 Schätztheorie 1 Scientific modelling 1
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Online availability
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Undetermined 5 Free 1
Type of publication
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Article 5 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 5 English 1
Author
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Cavazos-Cadena, Rolando 2 Alexander, Shapiro 1 Ali Khan, M. 1 Boik, Robert J. 1 Chun, So Yeon 1 Hong, Liang 1 Martin, Ryan 1 Piazza, Adriana 1 Syring, Nicholas 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Computational Statistics 1 Journal of Economic Theory 1 Journal of Multivariate Analysis 1 MPRA Paper 1 Mathematical Methods of Operations Research 1 Scandinavian actuarial journal 1
Source
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RePEc 5 ECONIS (ZBW) 1
Showing 1 - 6 of 6
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Gibbs posterior inference on value-at-risk
Syring, Nicholas; Hong, Liang; Martin, Ryan - In: Scandinavian actuarial journal 2019 (2019) 7, pp. 548-557
Persistent link: https://www.econbiz.de/10012194974
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Normal versus Noncentral Chi-square Asymptotics of Misspecified Models
Chun, So Yeon; Alexander, Shapiro - Volkswirtschaftliche Fakultät, … - 2009
The noncentral chi-square approximation of the distribution of the likelihood ratio (LR) test statistic is a critical part of the methodology in structural equations modeling (SEM). Recently, it was argued by some authors that in certain situations normal distributions may give a better...
Persistent link: https://www.econbiz.de/10005015592
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Model-based principal components of correlation matrices
Boik, Robert J. - In: Journal of Multivariate Analysis 116 (2013) C, pp. 310-331
A model for principal components of correlation matrices is proposed. The model satisfies the correlation constraint (i.e., unit valued diagonal elements) as well as optional constraints on eigenvalues and/or eigenvectors. The model yields simplified principal components that retain both...
Persistent link: https://www.econbiz.de/10011042020
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On the Mitra–Wan forestry model: A unified analysis
Ali Khan, M.; Piazza, Adriana - In: Journal of Economic Theory 147 (2012) 1, pp. 230-260
are not necessarily concave. Through a non-interiority condition on the set of zeroes of a resulting “discrepancy function …
Persistent link: https://www.econbiz.de/10011042964
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Adaptive control of average Markov decision chains under the Lyapunov stability condition
Cavazos-Cadena, Rolando - In: Mathematical Methods of Operations Research 54 (2001) 1, pp. 63-99
This note concerns discrete-time Markov decision processes with denumerable state space. A control policy is graded by the long-run expected average reward criterion, and the main feature of the model is that the reward function and the transition law depend on an unknown parameter. Besides...
Persistent link: https://www.econbiz.de/10010950138
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Adaptive control of average Markov decision chains under the Lyapunov stability condition
Cavazos-Cadena, Rolando - In: Computational Statistics 54 (2001) 1, pp. 63-99
This note concerns discrete-time Markov decision processes with denumerable state space. A control policy is graded by the long-run expected average reward criterion, and the main feature of the model is that the reward function and the transition law depend on an unknown parameter. Besides...
Persistent link: https://www.econbiz.de/10010759346
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