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  • Search: subject:"orthogonal polynomials"
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Year of publication
Subject
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orthogonal polynomials 29 Orthogonal polynomials 22 Estimation theory 13 Schätztheorie 13 Time series analysis 7 Zeitreihenanalyse 7 Option pricing theory 6 Optionspreistheorie 6 associated orthogonal polynomials 6 Statistical distribution 5 Statistische Verteilung 5 ARCH model 4 ARCH-Modell 4 Hankel matrix 4 Mathematical programming 4 Mathematische Optimierung 4 Option trading 4 Optionsgeschäft 4 Orthogonal Polynomials 4 Theorie 4 Theory 4 Constrained optimal designs 3 D- and D1-optimal designs 3 D-optimality 3 D1-optimality 3 Forecasting model 3 Linear algebra 3 Lineare Algebra 3 Matrix measures 3 Minimax optimal designs 3 Prognoseverfahren 3 Stochastic process 3 Stochastischer Prozess 3 Volatility 3 Volatilität 3 approximate optimal designs 3 expected shortfall 3 kurtosis 3 polynomial regression 3 robust design 3
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Online availability
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Undetermined 37 Free 27 CC license 1
Type of publication
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Article 46 Book / Working Paper 20
Type of publication (narrower categories)
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Article in journal 13 Aufsatz in Zeitschrift 13 Working Paper 12 Graue Literatur 10 Non-commercial literature 10 Arbeitspapier 9 Article 2 Aufsatzsammlung 1 Hochschulschrift 1
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Language
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Undetermined 34 English 32
Author
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Dette, Holger 12 Franke, Tobias 6 Beh, Eric 4 Vacca, Gianmarco 4 Zoia, Maria Grazia 4 Studden, W. J. 3 Willems, Sander 3 Archer, Aaron 2 Barbieri, Laura 2 Beh, Eric John 2 Castaño-Martínez, Antonia 2 D'Ambra, Luigi 2 Filipović, Damir 2 Kleinberg, Robert 2 Kotchoni, Rachidi 2 Li, Hao 2 Lombardo, Rosaria 2 López-Blázquez, Fernando 2 Simonetti, Biagio 2 Ackerer, Damien 1 Afendras, Giorgos 1 Amenta, Pietro 1 Antonello D’Ambra 1 BERHARD, Eberhard 1 Bagnato, Luca 1 Barletta, Andrea 1 Beh, Eric J. 1 CARR, PETER 1 Corcuera, José Manuel 1 D'Ambra, Antonello 1 D'ambra, Antonello 1 Davy, Pamela J. 1 Doorn, Erik 1 Doorn, Erik A. van 1 FILIPOVIC, Damir 1 Fotopoulos, Stergios 1 Gerasimov, O.I. 1 Goffard, Pierre-Olivier 1 Goia, Aldo 1 Guasoni, Paolo 1
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Institution
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Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 3 College of Law and Business 2 School of Quantitative Methods and Mathematical Sciences 2 University of Western Sydney 2 Banca d'Italia 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 HAL 1 University of Wollongong 1
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Published in...
All
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 6 Annals of the Institute of Statistical Mathematics 4 Journal of Applied Statistics 4 Journal of Multivariate Analysis 3 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 3 Technical Report 3 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 3 Mathematics and Computers in Simulation (MATCOM) 2 Metrika 2 Physica A: Statistical Mechanics and its Applications 2 Quantitative finance 2 Research paper series / Swiss Finance Institute 2 Computational Statistics 1 Econometrics 1 Econometrics : open access journal 1 Economics letters 1 Finance and Stochastics 1 Games and Economic Behavior 1 Games and economic behavior 1 Insurance / Mathematics & economics 1 Insurance: Mathematics and Economics 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of forecasting 1 International journal of theoretical and applied finance 1 Journal of Classification 1 Journal of Econometrics 1 Journal of econometrics 1 Journal of forecasting 1 Mathematics of operations research 1 Risks 1 Risks : open access journal 1 Statistics and Econometrics Working Papers 1 Stochastic Processes and their Applications 1 Swiss Finance Institute Research Paper Series 1 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 1 Temi di discussione (Economic working papers) 1 The European journal of finance 1 Working Papers / HAL 1 Working paper 1
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Source
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RePEc 36 ECONIS (ZBW) 23 EconStor 5 BASE 2
Showing 31 - 40 of 66
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An note on the maximization of matrix valued Hankel determinants with application
Dette, Holger; Studden, W. J. - 2003
dimensional) orthogonal polynomials. The results generalize classical work of Schoenberg (1959) to the case of matrix measures. As …
Persistent link: https://www.econbiz.de/10010306255
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Cover Image
An note on the maximization of matrix valued Hankel determinants with application
Dette, Holger; Studden, W. J. - Institut für Wirtschafts- und Sozialstatistik, … - 2003
dimensional) orthogonal polynomials. The results generalize classical work of Schoenberg (1959) to the case of matrix measures. As …
Persistent link: https://www.econbiz.de/10009295211
Saved in:
Cover Image
A note on the maximization of matrix valued Hankel determinants with applications
Dette, Holger; Studden, W. J. - 2003
dimensional) orthogonal polynomials. The results generalize classical work of Schoenberg (1959) to the case of matrix measures. As …
Persistent link: https://www.econbiz.de/10010476998
Saved in:
Cover Image
Studying the dependence between ordinal-nominal categorical variables via orthogonal polynomials
Lombardo, Rosaria; Beh, Eric; D'Ambra, Antonello - In: Journal of Applied Statistics 38 (2011) 10, pp. 2119-2132
augmentation of singular vectors and orthogonal polynomials has shown to be applicable for performing symmetric and non …
Persistent link: https://www.econbiz.de/10009279026
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Exploring the statistical applicability of the Poincaré inequality: a test of normality
Goia, Aldo; Salinelli, Ernesto; Sarda, Pascal - In: TEST: An Official Journal of the Spanish Society of … 20 (2011) 2, pp. 334-352
Persistent link: https://www.econbiz.de/10009324925
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Rate of convergence to stationarity of the system M/M/N/N+R
Doorn, Erik - In: TOP: An Official Journal of the Spanish Society of … 19 (2011) 2, pp. 336-350
Persistent link: https://www.econbiz.de/10009399874
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Correspondence Analysis with Linear Constraints of Ordinal Cross-Classifications
Antonello D’Ambra; Amenta, Pietro - In: Journal of Classification 28 (2011) 1, pp. 70-92
Persistent link: https://www.econbiz.de/10009149627
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Canonical moments, orthogonal polynomials with application to statistics
Dette, Holger - 2002
examples we give simple proofs for the asymptotic distribution of the zeros of classical orthogonal polynomials, generalize the …
Persistent link: https://www.econbiz.de/10009775972
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The analysis of dependence for three ways contingency tables with ordinal variables: A case study of patient satisfaction data
Simonetti, Biagio; Beh, Eric; D'Ambra, Luigi - In: Journal of Applied Statistics 37 (2010) 1, pp. 91-103
For many questionnaires and surveys in the marketing, business, and health disciplines, items often involve ordinal scales (such as the Likert scale and rating scale) that are associated in sometimes complex ways. Techniques such as classical correspondence analysis provide a simple graphical...
Persistent link: https://www.econbiz.de/10008582904
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Cover Image
Simple and multiple correspondence analysis for ordinal-scale variables using orthogonal polynomials
Lombardo, Rosaria; Beh, Eric - In: Journal of Applied Statistics 37 (2010) 12, pp. 2101-2116
using orthogonal polynomials to reflect the structure of ordered categorical responses. When the features of BMD are …
Persistent link: https://www.econbiz.de/10008773868
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