Results 31 to 40 of about 87 (65)

Nearly Comonotone Approximation of Periodic Functions

Analysis in Theory and Applications, 2017
Suppose that a continuous $2\pi$-periodic function $f$ on the real axis changes its monotonicity at points $y_i: -\pi\le y_{2s}< y_{2s-1}< \cdots< ...
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Monotone and comonotone approximation [PDF]

Proceedings of the American Mathematical Society, 1974
Passow, E., Raymon, L.
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Buy-and-Hold Strategies and Comonotonic Approximations

, 2009
[eng] We investigate optimal buy-and-hold strategies for terminal wealth problems in a multi-period framework. As terminal wealth is a sum of dependent random variables, each of these variables corresponding to an amount of capital that has been invested in a particular asset at a particular date, we first consider approximations that reduce the ...
Marín Solano, Jesús, Roch, Oriol, Dhaene, Jan, Ribas Marí, Carme, Bosch Príncep, Manuela, Vanduffel, Steven   +5 more
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Exact comonotone approximation

Journal of Approximation Theory, 1978
Myers, Diane-Claire, Raymon, Louis
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One Counterexample of Comonotone Approximation of $2π$-periodic Function on Trigonometric Polynomials

, 2014
in ...
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On approximating law-invariant comonotonic coherent risk measures

On approximating law-invariant comonotonic coherent risk measures
identifier:oai:t2r2.star.titech.ac.jp ...
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More on Comonotone Polynomial Approximation

Constructive Approximation, 2000
In this paper the main theorem that the authors prove is to show that the functions of the class \(C^2(0,1)\), with some regular behaviour at the end points, which change monotonicity at least once in the interval, are approximable better by comonotone polynomials than the functions of the same class but with no change in the nature of monotonicity ...
I A Shevchuk, Leviatan D, Shevchuk I A
exaly   +2 more sources

On one problem for comonotone approximation

Ukrainian Mathematical Journal, 2005
We prove that, for comonotone approximation, an analog of the second Jackson inequality with generalized Ditzian-Totik modulus of continuity ω ϕ is not true for (k, r) = (2, 2) even in the case where the constant depends on a function.
O N Nesterenko
exaly   +2 more sources

ON COMONOTONE APPROXIMATION BY POLYNOMIALS IN Lp SPACE

Analysis (Germany), 1993
Summary: Let ...
S P Zhou
exaly   +2 more sources

Pointwise estimation of comonotone approximation

Ukrainian Mathematical Journal, 1994
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
G A Dzyubenko, Dzyubenko G A
exaly   +2 more sources