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  • Search: subject:"convex function"
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Year of publication
Subject
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Convex function 4 Asymptotic leptokurtosis 3 Infinite density 3 Least absolute deviations 3 Median 3 Theorie 3 Theory 3 Weak convergence 3 global optimalization 3 ratio of a convex quadratic and a convex function 3 E-convex function 2 Mathematical programming 2 Mathematische Optimierung 2 Statistical distribution 2 Statistische Verteilung 2 gradient of convex function 2 multivariate distribution function 2 multivariate quantiles 2 single ratio fractional programming 2 (Weak) differentiable vector optimization problem 1 (Weak) vector variational E-inequality 1 Bregman divergence 1 E-Karush-Kuhn-Tucker necessary optimality conditions 1 E-differentiable optimization problem 1 Estimation theory 1 Exactness of the penalization 1 Mahalanobis distance 1 McCann theorem 1 Monge-Kantorovich problem 1 Multi-criteria analysis 1 Multikriterielle Entscheidungsanalyse 1 Multivariate Analyse 1 Multivariate analysis 1 Penalized E-optimization problem 1 Pickands dependence function 1 Pseudo-E-convex function 1 Punishment 1 Ranking method 1 Ranking-Verfahren 1 Schätztheorie 1
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Online availability
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Free 12
Type of publication
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Book / Working Paper 10 Article 2
Type of publication (narrower categories)
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Arbeitspapier 2 Article in journal 2 Aufsatz in Zeitschrift 2 Working Paper 2 Graue Literatur 1 Non-commercial literature 1
Language
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Undetermined 7 English 5
Author
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Cho, Jin Seo 3 Abdulaleem, Najeeb 2 Antczak, Tadeusz 2 Frenk, J.B.G. 2 Hallin, Marc 2 Han, Chirok 2 Phillips, Peter C.B. 2 Chirok-Han 1 Den Hertog, Dick 1 Fils-Villetard, A. 1 Frenk, Frenk, J.B.G. 1 Guillou, A. 1 Phillips, Peter C. B. 1 Roos, J. 1 Segers, J. 1 de Klerk, Etienne 1
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Institution
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Tilburg University, Center for Economic Research 2 Cowles Foundation for Research in Economics, Yale University 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Erasmus University Rotterdam, Econometric Institute 1 Institute of Economic Research, Korea University 1 School of Economics, Singapore Management University 1
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Published in...
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Discussion Paper / Tilburg University, Center for Economic Research 2 ECARES working paper 2 Opsearch : journal of the Operational Research Society of India 2 Cowles Foundation Discussion Papers 1 Discussion Paper Series / Institute of Economic Research, Korea University 1 ERIM Report Series Research in Management 1 Econometric Institute Report 1 Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Working Papers / School of Economics, Singapore Management University 1
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Source
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RePEc 8 ECONIS (ZBW) 4
Showing 1 - 10 of 12
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On vector variational E-inequalities and differentiable vector optimization problem
Antczak, Tadeusz; Abdulaleem, Najeeb - In: Opsearch : journal of the Operational Research Society … 61 (2024) 1, pp. 460-482
Persistent link: https://www.econbiz.de/10015127181
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On the exactness and the convergence of the l1 exact penalty E-function method for E-differentiable optimization problems
Antczak, Tadeusz; Abdulaleem, Najeeb - In: Opsearch : journal of the Operational Research Society … 60 (2023) 3, pp. 1331-1359
Persistent link: https://www.econbiz.de/10014383792
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From Mahalanobis to Bregman via Monge and Kantorovich towards a "general generalised distance"
Hallin, Marc - 2018
Persistent link: https://www.econbiz.de/10012065317
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On distribution and quantile functions, ranks and signs in Rd
Hallin, Marc - 2017
Persistent link: https://www.econbiz.de/10011760373
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LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
Cho, Jin Seo; Han, Chirok; Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 2009
Least absolute deviations (LAD) estimation of linear time-series models is considered under conditional heteroskedasticity and serial correlation. The limit theory of the LAD estimator is obtained without assuming the finite density condition for the errors that is required in standard LAD...
Persistent link: https://www.econbiz.de/10004998317
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LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
Cho, Jin Seo; Chirok-Han; Phillips, Peter C. B. - Institute of Economic Research, Korea University - 2009
Least absolute deviations (LAD) estimation of linear time-series models is considered under conditional heteroskedasticity and serial correlation. The limit theory of the LAD estimator is obtained without assuming the finite density condition for the errors that is required in standard LAD...
Persistent link: https://www.econbiz.de/10008501957
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LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
Phillips, Peter C.B.; Cho, Jin Seo; Han, Chirok - School of Economics, Singapore Management University - 2009
Least absolute deviations (LAD) estimation of linear time-series models is considered under conditional heteroskedasticity and serial correlation. The limit theory of the LAD estimator is obtained without assuming the finite density condition for the errors that is required in standard LAD...
Persistent link: https://www.econbiz.de/10010561667
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Projection Estimates of Constrained Functional Parameters
Fils-Villetard, A.; Guillou, A.; Segers, J. - Tilburg University, Center for Economic Research - 2005
AMS classifications: 62G05; 62G07; 62G08; 62G20; 62G32;
Persistent link: https://www.econbiz.de/10011091415
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A note on the paper Fractional Programming with convex quadratic forms and functions by H.P.Benson
Frenk, Frenk, J.B.G. - Erasmus Research Institute of Management (ERIM), … - 2005
In this technical note we give a short proof based on standard results in convex analysis of some important characterization results listed in Theorem 3 and 4 of [1]. Actually our result is slightly general since we do not specify the convex set X. For clarity we use the same notation for the...
Persistent link: https://www.econbiz.de/10010731506
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A note on the paper Fractional Programming with convex quadratic forms and functions by H.P.Benson
Frenk, J.B.G. - Erasmus Research Institute of Management (ERIM), ERIM … - 2005
, single ratio fractional programming, ratio of a convex quadratic and a convex function A note on the paper … convex function on a open set containing X it is well-known that g is continuous on X and hence by Weierstrass theorem (cf.[3 …. Since g is a continuous convex function on the compact convex set X we obtain that epi(g) := ((x,t) : t ≥ g(x),x ∈ X} is a …
Persistent link: https://www.econbiz.de/10005795616
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