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In dose-response studies, the dose range is often restricted due to concerns over drug toxicity and/or efficacy. We derive optimal designs for estimating the underlying dose-response curve for a restricted or unrestricted dose range with respect to a broad class of optimality criteria. The...
Persistent link: https://www.econbiz.de/10010296670
. The relevant statistical properties are derived, and the useful results related to the convexity and concavity are …
Persistent link: https://www.econbiz.de/10013444098
Several applications in medical imaging and non-destructive material testing lead to inverse elliptic coefficient problems, where an unknown coefficient function in an elliptic PDE is to be determined from partial knowledge of its solutions. This is usually a highly non-linear ill-posed inverse...
Persistent link: https://www.econbiz.de/10014501823
Trading and investment strategies play an essential part in better understanding fixed income markets. Over-the-counter markets and thousands of different outstanding bonds increase the difficulties to identify adequate comparison methods. Market participants and their practices differ widely...
Persistent link: https://www.econbiz.de/10010310469
investigation of a wide variety of model specifications and constraints. Among these we consider monotonicity and convexity of the …
Persistent link: https://www.econbiz.de/10010310584
mean difference or the risk difference. By using convexity principles of the relevant composed functions and the moments of …
Persistent link: https://www.econbiz.de/10010316644
positive relationship and convexity between the price-to-earnings ratio and the dividend payout ratio, leading to the …
Persistent link: https://www.econbiz.de/10014553734
Which pricing kernel restrictions are needed to make low dimensional Markov models consistent with given sets of predictions on aggregate stock-market fluctuations? This paper develops theoretical test conditions addressing this and related reverse engineering issues arising within a fairly...
Persistent link: https://www.econbiz.de/10010293722
equivalent to the initial unconstrained estimate if the regression function is in fact convex. If convexity is not present the …
Persistent link: https://www.econbiz.de/10010296683
In this paper we are concerned with shape restricted estimation in inverse regression problems with convolution-type operator. We use increasing rearrangements to compute increasingand convex estimates from an (in principle arbitrary) unconstrained estimate of the unknown regression function. An...
Persistent link: https://www.econbiz.de/10010298216