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  • Search: subject:"matrix measure"
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Year of publication
Subject
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canonical moments 4 matrix measure 4 spectral measure 4 Block tridiagonal infinitesimal generator 2 Markov chain 2 Quasi-Birth-and-Death processes 2 block tridiagonal transition matrix 2 quasi birth and death processes 2 Algorithm 1 Algorithmus 1 Estimation theory 1 Linear algebra 1 Lineare Algebra 1 Markovscher Prozess 1 Mathematical programming 1 Mathematische Optimierung 1 Matrix measure 1 Matrizenrechnung 1 Random Walk 1 Schätztheorie 1 Theorie 1 chain sequence 1 comparative prudence 1 downside risk aversion 1 matrix moments 1 matrix-measure 1 multivariate downside risk aversion 1 multivariate preferences 1 multivariate prudence 1 orthogonal polynomials 1 q-d algorithm 1
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Online availability
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Free 6
Type of publication
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Book / Working Paper 6
Type of publication (narrower categories)
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Working Paper 3 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 5 Undetermined 1
Author
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Dette, Holger 5 Reuther, Bettina 4 Studden, W. J. 2 Zygmunt, M. 2 Jouini, Elyès 1 Napp, Clotilde 1 Nocetti, Diego 1 Studden, William J. 1
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Institution
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Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 2 HAL 1
Published in...
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Technical Report 2 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 2 Post-Print / HAL 1 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1
Source
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RePEc 3 EconStor 2 ECONIS (ZBW) 1
Showing 1 - 6 of 6
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On Multivariate Prudence
Jouini, Elyès; Napp, Clotilde; Nocetti, Diego - HAL - 2013
develop a matrix-measure of multivariate prudence. Furthermore, we characterize comparative prudence, decreasing and …
Persistent link: https://www.econbiz.de/10010733702
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Some comments on quasi-birth-and-death processes and matrix measures
Dette, Holger; Reuther, Bettina - 2008
matrix polynomials. We characterize several stochastic properties of Quasi-Birth-and-Death processes by means of this matrix … measure and illustrate the theoretical results by several examples. …
Persistent link: https://www.econbiz.de/10010300676
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Some comments on quasi-birth-and-death processes and matrix measures
Dette, Holger; Reuther, Bettina - Institut für Wirtschafts- und Sozialstatistik, … - 2008
matrix polynomials. We characterize several stochastic properties of Quasi-Birth-and-Death processes by means of this matrix … measure and illustrate the theoretical results by several examples. …
Persistent link: https://www.econbiz.de/10009216952
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Matrix measures and random walks
Studden, W. J.; Reuther, Bettina; Dette, Holger; Zygmunt, M. - 2005
characterized by means of this matrix measure. In many cases this measure is supported in the interval [-1, 1]. The results are …
Persistent link: https://www.econbiz.de/10010296686
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Cover Image
Matrix measures and random walks
Studden, W. J.; Reuther, Bettina; Dette, Holger; Zygmunt, M. - Institut für Wirtschafts- und Sozialstatistik, … - 2005
characterized by means of this matrix measure. In many cases this measure is supported in the interval [-1, 1]. The results are …
Persistent link: https://www.econbiz.de/10009216852
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A note on the matrix valued q-d algorithm and matrix orthogonal polynomials on [0,1] and [0,∞)
Dette, Holger; Studden, William J. - 2001
In this note a matrix version of the q-d algorithm is introduced. It is shown that the algorithm may be used to obtain the coeÆcients of the recurrence relations for matrix orthogonal polynomials on the interval [0,∞) and [0;1] from its moment generating functional. The algorithm is...
Persistent link: https://www.econbiz.de/10009776766
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