Search Results - subject:"Rate function"

Upper escape rate of Markov chains on weighted graphs

Huang, Xueping; Shiozawa, Yuichi - In: Stochastic Processes and their Applications 124 (2014) 1, pp. 317-347

We obtain an upper escape rate function for a continuous time minimal symmetric Markov chain defined on a locally … finite weighted graph. This upper rate function, which has the same form as the manifold setting, is given in terms of the …

Persistent link: https://www.econbiz.de/10010875071

Default prediction with dynamic sectoral and macroeconomic frailties

Chen, Peimin; Wu, Chunchi - In: Journal of Banking & Finance 40 (2014) C, pp. 211-226

This paper extends the macroeconomic frailty model to include sectoral frailty factors that capture default correlations among firms in a similar business. We estimate sectoral and macroeconomic frailty factors and their effects on default intensity using the data for Japanese firms from 1992 to...

Persistent link: https://www.econbiz.de/10010738303

I-SMOOTH : iteratively smoothing mean-constrained and nonnegative piecewise-constant functions

Chen, Huifen; Schmeiser, Bruce - In: INFORMS journal on computing : JOC 25 (2013) 3, pp. 432-445

Persistent link: https://www.econbiz.de/10009784069

I-SMOOTH : iteratively smoothing mean-constrained and nonnegative piecewise-constant functions

Chen, Huifen; Schmeiser, Bruce - In: INFORMS journal on computing : JOC 25 (2013) 3, pp. 432-445

Persistent link: https://www.econbiz.de/10009784071

Moderate and large deviation principles for the hazard rate function kernel estimator under censoring

Diallo, Amadou Oury Korbe; Louani, Djamal - In: Statistics & Probability Letters 83 (2013) 3, pp. 735-743

This paper is devoted to pointwise large and moderate deviation principles for the hazard rate function kernel …

Persistent link: https://www.econbiz.de/10010616884

A newsboy problem with an emergency order under a general backorder rate function

Pando, Valentín; San-José, Luis A.; García-Laguna, Juan - In: Omega 41 (2013) 6, pp. 1020-1028

for a certain fraction of shortage. This fraction is described by a general backorder rate function which is non … of the optimal policy with respect to the backorder rate function and the parameters of the inventory system is developed …. When the backorder rate function is described by some particular functions, its behavior is analyzed with respect to …

Persistent link: https://www.econbiz.de/10011051829

A new exponential-type distribution with constant, decreasing, increasing, upside-down bathtub and bathtub-shaped failure rate function

Lemonte, Artur J. - In: Computational Statistics & Data Analysis 62 (2013) C, pp. 149-170

problems and fatigue life studies is introduced. Its failure rate function can be constant, decreasing, increasing, upside …

Persistent link: https://www.econbiz.de/10011056504

Large deviations without principle : join the shortest queue

Ridder, Ad; Shwartz, Adam - 2005

We develop a methodology for studying large deviations type questions. Our approach does not require that the large deviations principle holds, and is thus applicable to a larg class of systems. We study a system of queues with exponential servers, which share an arrival stream. Arrivals are...

Persistent link: https://www.econbiz.de/10011342544

Robust Tests for Treatment Effects Based on Censored Recurrent Event Data Observed over Multiple Periods

Cook, Richard J.; Wei, Wei; Yi, Grace Y. - 2005

We derive semiparametric methods for estimating and testing treatment effects when censored recurrent event data are available over multiple periods. These methods are based on estimating functions motivated by a working “mixed-Poisson” assumption under which conditioning can eliminate...

Persistent link: https://www.econbiz.de/10009477133

Large Deviations without Principle: Join the Shortest Queue

Ridder, Ad; Shwartz, Adam - Tinbergen Institute - 2004

We develop a methodology for studying "large deviations type" questions. Our approach does not require that the large deviations principle holds, and is thus applicable to a larg class of systems. We study a system of queues with exponential servers, which share an arrival stream. Arrivals are...

Persistent link: https://www.econbiz.de/10005144565