Search Results - subject:"divided differences"

A generalization of multivariate Pareto distributions : tail risk measures, divided differences and asymptotics

Hendriks, Harrie; Landsman, Zinoviy - In: Scandinavian actuarial journal (2017) 9, pp. 785-803

Persistent link: https://www.econbiz.de/10011848675

Non-differentiable transformations preserving stochastic dominance

Denuit, Michel; Eeckhoudt, Louis; Jokung Nguena, Octave - In: Journal of the Operational Research Society : OR 64 (2013) 9, pp. 1441-1446

Persistent link: https://www.econbiz.de/10009788603

On distribution of randomly ordered uniform incremental weighted averages: Divided difference approach

Soltani, Ahmad Reza; Roozegar, Rasool - In: Statistics & Probability Letters 82 (2012) 5, pp. 1012-1020

In this article we employ certain techniques in divided differences to relate the generalized Stieltjes transform of …

Persistent link: https://www.econbiz.de/10011040100

C 1,1 functions and optimality conditions

Davide, La Torre; Matteo, Rocca - Facoltà di Economia, Università degli Studi dell'Insubria - 2002

partial derivatives) by means of second directional divided differences. In particular, we prove that the class of C 1 …,1 functions is equivalent to the class of functions with bounded second directional divided differences. From this result we …

Persistent link: https://www.econbiz.de/10005264643

Nonparametric tests for bounds on the derivative of a regression function

Heckman, Nancy; Li, Bing - In: Annals of the Institute of Statistical Mathematics 48 (1996) 2, pp. 315-336

Persistent link: https://www.econbiz.de/10005616157