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  • Search: subject:"Rate of Convergence"
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Year of publication
Subject
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rate of convergence 65 Rate of convergence 61 Theorie 22 Schätztheorie 19 Estimation theory 17 Theory 17 Mathematical programming 11 Mathematische Optimierung 11 Wirtschaftliche Konvergenz 8 Economic convergence 7 Nichtparametrisches Verfahren 7 Nonparametric statistics 7 Optimal rate of convergence 7 Estimation 6 R&D-based growth 6 Schätzung 6 Time series analysis 6 Zeitreihenanalyse 6 Nonparametric regression 5 Rate of Convergence 5 Regression analysis 5 Regressionsanalyse 5 Statistische Verteilung 5 information acquisition 5 Consistency 4 Empirical process 4 Minimax rate of convergence 4 Panel 4 Panel study 4 Regression discontinuity design 4 Statistical distribution 4 Stochastic process 4 Stochastischer Prozess 4 401(k) plan 3 Algorithm 3 Algorithmus 3 American options 3 BFGS 3 Convergence accounting 3 DFP 3
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Online availability
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Undetermined 85 Free 66 CC license 1
Type of publication
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Article 93 Book / Working Paper 72
Type of publication (narrower categories)
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Working Paper 29 Article in journal 23 Aufsatz in Zeitschrift 23 Arbeitspapier 17 Graue Literatur 16 Non-commercial literature 16 Article 1 research-article 1
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Language
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Undetermined 92 English 72 Portuguese 1
Author
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Vives, Xavier 9 Nesterov, Jurij Evgenʹevič 6 Steger, Thomas M. 6 Park, Byeong U. 5 Robinson, Peter M. 5 Gupta, Abhimanyu 4 Kohler, Michael 4 Kovalenkov, Alexander 4 Teboulle, Marc 4 Yu, Ping 4 Beck, Amir 3 Gao, Jiti 3 Kanaya, Shin 3 Kratz, Marie 3 Li, Degui 3 Nadarajah, Saralees 3 Rodomanov, Anton 3 Weißbach, Rafael 3 Wied, Dominik 3 Yang, Lijian 3 Babichenko, Yakov 2 Baltagi, Badi H. 2 Beran, Jan 2 Blanchet, Jose 2 Boente, Graciela 2 Chesneau, Christophe 2 Dette, Holger 2 Didi, Sultana 2 Feng, Yuanhua 2 Gobet, Emmanuel 2 Gordienko, Evgueni I. 2 Guggenberger, Patrik 2 Härdle, Wolfgang 2 Imhof, Lorens A. 2 Jeong, Seok-Oh 2 Kao, Chihwa 2 Krzyżak, Adam 2 Kurz-Kim, Jeong-Ryeol 2 Liao, Xin 2 Louani, Djamal 2
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Institution
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 4 C.E.P.R. Discussion Papers 3 Cowles Foundation for Research in Economics, Yale University 3 Department of Econometrics and Business Statistics, Monash Business School 3 CESifo 2 Erasmus University Rotterdam, Econometric Institute 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 CER-ETH Center of Economic Research, Department of Management, Technology and Economics (D-MTEC) 1 Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin 1 Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management 1 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1 Department of Economics, University of California-San Diego (UCSD) 1 Department of Economics, York University 1 Deutsche Bundesbank 1 Départment des sciences administratives, Université du Québec en Outaouais (UQO) 1 ESSEC Business School 1 Finance Discipline Group, Business School 1 HAL 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Instituto Figuerola de Historia y Ciencias Sociales, Universidad Carlos III de Madrid 1 London School of Economics (LSE) 1 School of Economics and Management, University of Aarhus 1 School of Economics, University of Adelaide 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Statistisk Sentralbyrå, Government of Norway 1 University of Bonn, Germany 1 Vancouver School of Economics 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 Wirtschaftswissenschaften, Ernst-Moritz-Arndt-Universität Greifswald 1 Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften 1 Økonomisk Institut, Københavns Universitet 1
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Published in...
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Statistics & Probability Letters 10 Journal of Multivariate Analysis 7 Annals of the Institute of Statistical Mathematics 5 CORE discussion papers : DP 5 Journal of econometrics 5 Statistical Inference for Stochastic Processes 5 CORE Discussion Papers 4 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 4 CEPR Discussion Papers 3 Cowles Foundation Discussion Papers 3 Finance and Stochastics 3 Journal of Econometrics 3 Monash Econometrics and Business Statistics Working Papers 3 Statistics & Risk Modeling 3 Stochastic Processes and their Applications 3 Wirtschaftswissenschaftliche Diskussionspapiere 3 AStA Advances in Statistical Analysis 2 Asia-Pacific Journal of Operational Research (APJOR) 2 CESifo Working Paper 2 CESifo Working Paper Series 2 CoFE Discussion Paper 2 Computational Statistics 2 Econometric Institute Report 2 Econometric Institute Research Papers 2 European journal of operational research : EJOR 2 Games and economic behavior 2 Mathematical Methods of Operations Research 2 Mathematics of operations research 2 Metrika 2 Operations research letters 2 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 2 Working papers / TSE : WP 2 CER-ETH Economics working paper series 1 CREATES Research Papers 1 CREATES research paper 1 Computational Optimization and Applications 1 Computational Statistics & Data Analysis 1 Cowles Foundation discussion paper 1 Discussion Paper 1 Discussion Paper Serie A 1
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Source
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RePEc 110 ECONIS (ZBW) 40 EconStor 13 Other ZBW resources 2
Showing 101 - 110 of 165
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Limit Distribution of Convex-Hull Estimators of Boundaries
Jeong, Seok-Oh; Park, Byeong U. - Center for Applied Statistics and Econometrics (CASE), … - 2004
Given n independent and identically distributed observations in a set G with an unknown function g, called a boundary or frontier, it is desired to estimate g from the observations. The problem has several important applications including classification and cluster analysis, and is closely...
Persistent link: https://www.econbiz.de/10009228865
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Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation
Guggenberger, Patrik; Sun, Yixiao - Department of Economics, University of California-San … - 2004
logarithmic factor, the resulting adaptive weighted estimator achieves the optimal rate of convergence. A Monte-Carlo study shows …
Persistent link: https://www.econbiz.de/10010536449
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On the Mechanics of Economic Convergence
Steger, Thomas M. - 2003
the instantaneous rate of convergence into its economic determinants. In addition, the resulting convergence …
Persistent link: https://www.econbiz.de/10011753090
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Cubic regularization of a Newton scheme and its global performance
NESTEROV, Yurii; POLYAK, Boris - Center for Operations Research and Econometrics (CORE), … - 2003
In this paper we suggest a cubic regularization for a Newton method as applied to unconstrained minimization problem. For this scheme we prove general convergence results. We analyze the behavior of this scheme on different problem classes, for which we get global and local worst-case complexity...
Persistent link: https://www.econbiz.de/10005043586
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Modified Gauss-Newton scheme with worst-case guarantees for its global performance
NESTEROV, Yu - Center for Operations Research and Econometrics (CORE), … - 2003
In this paper we suggest a new version of Gauss-Newton method for solving a system of nonlinear equations, which combines the idea of a sharp merit function with the idea of a quadratic regularization. For this scheme we prove general convergence results and, under a natural non-degeneracy...
Persistent link: https://www.econbiz.de/10005065338
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On the mechanics of economic convergence
Steger, Thomas M. - 2003
the instantaneous rate of convergence into its economic determinants. In addition, the resulting convergence …
Persistent link: https://www.econbiz.de/10001772528
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A Large-Market Rational Expectations Equilibrium Model
Vives, Xavier - C.E.P.R. Discussion Papers - 2011
root]n, slower than the rate of convergence to price-taking behavior (1/n); and the per capita welfare loss is dissipated …
Persistent link: https://www.econbiz.de/10009644035
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Quasi-Newton methods in infinite-dimensional spaces and application to matrix equations
Benahmed, Boubakeur; Mokhtar-Kharroubi, Hocine; … - In: Journal of Global Optimization 49 (2011) 3, pp. 365-379
Persistent link: https://www.econbiz.de/10008925229
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Superrelaxation and the rate of convergence in minimizing quadratic functions subject to bound constraints
Dostál, Zdeněk; Domorádová, Marta; Sadowská, Marie - In: Computational Optimization and Applications 48 (2011) 1, pp. 23-44
Persistent link: https://www.econbiz.de/10008925532
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RATE OF CONVERGENCE OF FLUID APPROXIMATION FOR RE-ENTRANT LINES UNDER FBFS DISCIPLINE
GUO, YONGJIANG - In: Asia-Pacific Journal of Operational Research (APJOR) 28 (2011) 03, pp. 401-417
The re-entrant line networks under a first-buffer-first-served (FBFS) service discipline are considered in this paper. Under uniform topology, if the scaled arrival process and the scaled service process converge to the corresponding fluid limit processes with an exponential rate, we prove that...
Persistent link: https://www.econbiz.de/10009141312
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