Search Results - subject:"Measure theory"

A unified epistemological theory of information processing

Tóbiás, Áron - In: Theory and decision : an international journal for … 90 (2021) 1, pp. 63-83

Persistent link: https://www.econbiz.de/10012433403

Computing the distribution of the sum of dependent random variables via overlapping hypercubes.

Galeotti, Marcello - Dipartimento di Scienze per l'Economia e l'Impresa, … - 2014

The original motivation of this work comes from a classic problem in finance and insurance: that of computing the value-at-risk (VaR) of a portfolio of dependent risky positions, i.e. the quantile at a certain level of confidence of the loss distribution. In fact, it is difficult to overestimate...

Persistent link: https://www.econbiz.de/10010740229

Computing the probability measure of a d-dimensional simplex via overlapping hypercubes

Galeotti, Marcello - Dipartimento di Scienze per l'Economia e l'Impresa, … - 2013

We prove the convergence of a deterministic algorithm to compute the distribution function of the sum of d >1 dependent random variables, with given joint distribution, via the approximation of the probability measure of a d-dimensional symplex by overlapping hypercubes.

Persistent link: https://www.econbiz.de/10010816296

An elementary proof that well-behaved utility functions exist

Voorneveld, Mark; Weibull, Jörgen W. - In: Theoretical economics letters 6 (2016) 3, pp. 450-457

Persistent link: https://www.econbiz.de/10011546674

Outer measure and utility

Voorneveld, Mark; Weibull, Jörgen W. - 2008

Persistent link: https://www.econbiz.de/10010281322

Outer measure and utility

Voorneveld, Mark; Weibull, Jörgen W. - Economics Institute for Research (SIR), … - 2008

approach for countable domains and combining this with basic measure theory, we obtain necessary and sufficient conditions for … and measure theory have been pointed out before, to the best of our knowledge this is the first time that the present … basic measure theory, we obtain an upper semi-continuous utility function based on outer measure. Whenever preferences over …

Persistent link: https://www.econbiz.de/10005207183

Outer measure and utility

Voorneveld, Mark; Weibull, Jörgen - HAL - 2008

Persistent link: https://www.econbiz.de/10008793424

Regression operator estimation by delta-sequences method for functional data and its applications

Ouassou, Idir; Rachdi, Mustapha - In: AStA Advances in Statistical Analysis 96 (2012) 4, pp. 451-465

In this paper, we introduce a somewhat more general class of nonparametric estimators (delta-sequences estimators) for estimating an unknown regression operator from noisy data. The regressor is assumed to take values in an infinite-dimensional separable Banach space, when the response variable...

Persistent link: https://www.econbiz.de/10010600774

Shape optimization of an airfoil in the presence of compressible and viscous flows

Farhadinia, B. - In: Computational Optimization and Applications 50 (2011) 1, pp. 147-162

Persistent link: https://www.econbiz.de/10009325278

Continuous and discrete flows over time

Koch, Ronald; Nasrabadi, Ebrahim; Skutella, Martin - In: Computational Statistics 73 (2011) 3, pp. 301-337

directions with respect to time modeling: discrete and continuous time models. In this paper we deploy measure theory in order to …

Persistent link: https://www.econbiz.de/10010847754