搜索结果: 1-15 共查到“管理学 p-variation”相关记录22条 . 查询时间(0.156 秒)
Is Smoking Inferior?:Evidence from Variation in the Earned Income Tax Credit
Smoking Variation Earned Income Tax Credit
2016/3/3
In this paper we estimate the causal income elasticity of smoking participation, cessation, and cigarette demand conditional upon participation. Using an instrumental variables (IV) estimation strateg...
An ADMM Algorithm for a Class of Total Variation Regularized Estimation Problems
Signal processing algorithms stochastic parameters parameter estimation
2015/7/9
We present an alternating augmented Lagrangian method for convex optimization problems where the cost function is the sum of two terms, one that is separable in the variable blocks, and a second that ...
Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances
convergence rate coupling Gibbs sampler iterated random functions local
2011/3/24
We present a framework for obtaining explicit bounds on the rate of convergence to equilibrium of a Markov chain on a general state space, with respect to both total variation and Wasserstein distance...
Joint and Individual Variation Explained (JIVE) for Integrated Analysis of Multiple Datatypes
Vertical integration Multi-block data Principal Component
2011/3/24
Research in a number of fields now requires the analysis of "multi-block" data, in which multiple high-dimensional, and fundamentally disparate, datatypes are available for a common set of objects. In...
Joint and Individual Variation Explained (JIVE) for Integrated Analysis of Multiple Datatypes
Vertical integration Multi-block data Principal Component Analysis
2011/3/23
Research in a number of fields now requires the analysis of "multi-block" data, in which multiple high-dimensional, and fundamentally disparate, datatypes are available for a common set of objects. In...
On the Regular Variation of Ratios of Jointly Frechet Random Variables
Regular variation multivariate Frechet distribution spectral
2011/3/18
We provide a necessary and sufficient condition for the ratio of two jointly alpha-Frechet random variables to be regularly varying. This condition is based on the spectral representation of the joint...
Coarse-grained modeling of multiscale diffusions：the p-variation estimates
parameter estimation multiscale diffusions p-variation Ornstein-Uhlenbeck
2010/3/10
We study the problem of estimating parameters of the limiting equation
of a multiscale diffusion in the case of averaging and homogenization, given
data from the corresponding multiscale system. Fir...
Hidden Regular Variation:Detection and Estimation
Regular variation vague convergence weak convergence spectral measure risk sets
2010/3/9
Hidden regular variation defines a subfamily of distributions satisfying multivariate
regular variation on E = [0,1]d\{(0, 0, · · · , 0)} and models another regular variation on the sub-cone E(2) = E...
On the almost sure convergence of the square variation of the Brownian motion
the almost sure convergence the square variation the Brownian motion
2009/9/24
On the almost sure convergence of the square variation of the Brownian motion。
A representation theorem for continuous additive functionals of zero quadratic variation
A representation theorem continuous additive functionals zero quadratic variation
2009/9/22
We study continuous additive functionals of zero
quadratic variation of strong Markov continuous local martingales by
means of stochastic calculus. We show that they admit a representation
as a sto...
A central limit theorem for strictly stationary sequences in terms of slow variation in the limit
A central limit theorem strictly stationary sequences terms of slow variation
2009/9/22
For strictly stationary random sequences satisfying the
"minimal" dependence condition, necessary and sufficient conditions
for the weak convergence to the normal law in terms of slow variation
in ...
CONVERGENCE IN VARIATION OF THE JOINT LAWS OF MULTIPLE STABLE STOCHASTIC INTEGRALS
Convergence in variation multiple stochastic integrals stable process LePage representation
2009/9/18
In this note, we are interested in the regularity in the sense
of total variation of the joint laws of multiple stable stochastic integrals.
Namely, we show that the convergence
L
Id1 ...
Human performance variation analysis: A process for human performance problem-solving
root cause analysis human performance assessment human performance improvement performance management
2009/9/17
Problem-solving ability is a much sought-after trait in executives, especially if it includes the ability to solve human performance problems. This paper proposes a systematic root cause analysis proc...
Functional data analysis of nonlinear modes of variation
Functional data analysis nonlinear modes of variation analysis of variance Fréchet mean Fréchet variance variation in manifolds
2009/9/16
A set of curves or images of similar shape is an increasingly common functional data set collected in the sciences. Principal Component Analysis (PCA) is the most widely used technique to decompose va...
Human performance variation analysis: a process for human performance problem-solving
root cause analysis human performance assessment human performance resolution human performance improvement performance management
2009/6/12
Problem-solving ability is a much sought-after trait in executives, especially if it includes the ability to solve human performance problems. This paper proposes a systematic root cause analysis proc...