Results 81 to 90 of about 3,075 (226)
On Integral Priors for Multiple Comparison in Bayesian Model Selection
Summary Noninformative priors constructed for estimation purposes are usually not appropriate for model selection and testing. The methodology of integral priors was developed to get prior distributions for Bayesian model selection when comparing two models, modifying initial improper reference priors. We propose a generalisation of this methodology to
Diego Salmerón +2 more
wiley +1 more source
On restricting Cauchy–Pexider functional equations to submanifolds [PDF]
The author considers the restricted Cauchy-Pexider functional equation \(f(x)g(y)=h(x+y)\) for complex-valued functions on subsets of Euclidean spaces. The functions are assumed to be measurable and non-vanishing almost everywhere. The main result is that if the functional equation is satisfied almost everywhere on a hypersurface which is nowhere flat ...
openaire +1 more source
Abstract Atlantic salmon (Salmo salar L.) populations in Scotland are subject to active management and conservation practices which require biological reference points (BRPs), specifically conservation limits, defined at the level of the stock. Acquiring the data necessary to independently derive these BRPs for all managed populations in Scotland is ...
James P. Ounsley +5 more
wiley +1 more source
Fixed Points and Stability of the Cauchy Functional Equation in C∗-Algebras
Using the fixed point method, we prove the generalized Hyers-Ulam stability of homomorphisms in C∗-algebras and Lie C∗-algebras and of derivations on C∗-algebras and Lie C∗-algebras for the Cauchy functional equation.
Choonkil Park
doaj +1 more source
Approximation of the generalized Cauchy–Jensen functional equation in C∗ $C^{*}$-algebras
In this paper, we prove Hyers–Ulam–Rassias stability of C∗ $C^{*}$-algebra homomorphisms for the following generalized Cauchy–Jensen equation: αμf(x+yα+z)=f(μx)+f(μy)+αf(μz), $$ \alpha\mu f \biggl(\frac{x+y}{\alpha}+z \biggr) = f(\mu x) + f(\mu y ...
Prondanai Kaskasem, Chakkrid Klin-eam
doaj +1 more source
Change Point Analysis for Functional Data Using Empirical Characteristic Functionals
ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth +2 more
wiley +1 more source
Cauchy's functional equation in the mean
The following theorem is proved. If \(\alpha \geq 1\) and \(f\in L^{\alpha}(0,z)\) for every \(z>0\) and if \[ \lim_{z\to \infty}(z^{- 2}\int^{z}_{0}\int^{z}_{0}| f(x+y)-f(x)- f(y)|^{\alpha}dxdy)=0, \] then there exists an A such that \(\lim_{z\to \infty}(z^{-1}\int^{z}_{0}| f(x)- Ax|^{\alpha}dx)=0.\) Similar theorems and connections to \textit{D.
openaire +2 more sources
Tensor Changepoint Detection and Eigenbootstrap
ABSTRACT Tensor data consisting of multivariate outcomes over the items and across the subjects with longitudinal and cross‐sectional dependence are considered. A completely distribution‐free and tweaking‐parameter‐free detection procedure for changepoints at different locations is designed, which does not require training data.
Michal Pešta +2 more
wiley +1 more source
A Conditional Tail Expectation Type Risk Measure for Time Series
ABSTRACT We consider the estimation of the conditional expectation 𝔼(Xh|X0>UX(1/p)), provided 𝔼|X0|<∞, at extreme levels, where (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$ is a strictly stationary time series, UX$$ {U}_X $$ its tail quantile function, h$$ h $$ is a positive integer and p∈(0,1)$$ p\in \left(0,1\right) $$ is such that p→0$$ p\to ...
Yuri Goegebeur +2 more
wiley +1 more source
Stability of a Cauchy-Jensen Functional Equation in Quasi-Banach Spaces
We obtain the generalized Hyers-Ulam stability of the Cauchy-Jensen functional equation .
Park Won-Gil, Bae Jae-Hyeong
doaj

