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Measures for the structure of clustering and admissibilities of its algorithm

Takeuchi, Akinobu; Yadohisa, Hiroshi; Inada, Koichi - 2001

The problem of selecting a clustering algorithm from the myriad of algorithms has been discussed in recent years. Many … clustering result. New admissibilities of the clustering algorithm and a new agglomerative hierarchical clustering algorithm are …. -- structure ; admissibility ; AHCA (agglomerative hierarchical clustering algorithm) …

Persistent link: https://www.econbiz.de/10009615418

Asymptotic theory for m-estimators of boundaries

Knight, Keith (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001916817

A stochastic representation theorem with applications to optimization and obstacle problems

Bank, Peter; El Karoui, Nicole - 2001

We study a new type of representation problem for optional processes with connections to singular control, optimal stopping and dynamic allocation problems. As an application, we show how to solve a variant of Skorohod's obstacle problem in the context of backward stochastic differential...

Persistent link: https://www.econbiz.de/10009620781

On estimating a dynamic function of a stochastic system with averaging

Liptser, R.; Spokojnyj, Vladimir G. - 1998

selection ; fast and slow components ; drift and diffusion coefficients ; averaging principle ; nonparametric estimation …

Persistent link: https://www.econbiz.de/10009578564

Higher order forward rate agreements and the smoothness of the term structure

Jaschke, Stefan R. - 1998

This paper proposes linear higher order conditions on the term structure that allow to compute valuation bounds for any deterministic cash stream. Starting from bounds on the forward rate curve and its derivatives, which are nonlinear in the discount factors, we derive linear conditions that are...

Persistent link: https://www.econbiz.de/10009579185