Results 11 to 20 of about 1,376,473 (288)
Exact Computation of Maximum Rank Correlation Estimator [PDF]
SSRN Electronic Journal, 2021 SummaryIn this paper we provide a computation algorithm to get a global solution for the maximum rank correlation estimator using the mixed integer programming (MIP) approach. We construct a new constrained optimization problem by transforming all indicator functions into binary parameters to be estimated and show that it is equivalent to the original ...
Shin, Youngki, Todorov, Zvezdomir
openaire +2 more sources
Exact Smooth Term-Structure Estimation [PDF]
SIAM Journal on Financial Mathematics, 2016 We present a non-parametric method to estimate the discount curve from market quotes based on the Moore-Penrose pseudoinverse. The discount curve reproduces the market quotes perfectly, has maximal smoothness, and is given in closed-form. The method is easy to implement and requires only basic linear algebra operations.
Filipović, Damir, Willems, Sander
openaire +3 more sources
Exact Minimax Estimation for Phase Synchronization [PDF]
IEEE Transactions on Information Theory, 2021 We study the phase synchronization problem with measurements $Y=z^*z^{*H}+ W\in\mathbb{C}^{n\times n}$, where $z^*$ is an $n$-dimensional complex unit-modulus vector and $W$ is a complex-valued Gaussian random matrix. It is assumed that each entry $Y_{jk}$ is observed with probability $p$.
Chao Gao, Anderson Y. Zhang
openaire +2 more sources
Estimating Euler equations with noisy data: two exact GMM estimators [PDF]
Journal of Applied Econometrics, 2009 AbstractIn this paper we exploit the specific structure of the Euler equation and develop two alternative GMM estimators that deal explicitly with measurement error. The first estimator assumes that the measurement error is log‐normally distributed. The second estimator drops the distributional assumption at the cost of less precision.
Alan, Sule +2 more
openaire +7 more sources
Soil texture analysis revisited: Removal of organic matter matters more than ever. [PDF]
PLoS ONE, 2017 Exact estimates of soil clay (
Johannes Lund Jensen +4 more
doaj +1 more source
Counting tree diagrams: asymptotic results for QCD-like theories [PDF]
, 2001 We discuss the enumeration of Feynman diagrams at tree order for processes with external lines of different types. We show how this can be done by iterating algebraic Schwinger-Dyson equations.
Draggiotis, P. D., Kleiss, R.
core +4 more sources
International Journal of Population Data Science, 2022 Objectives Problem drug use (PDU) prevalence is an essential part of evidence base to formulate policy, inform service provision, and assess interventions. Opiate and crack use, particularly injecting, is associated with infectious diseases.
Abdelmajid Djennad +3 more
doaj +1 more source
On the problem of determining the parameter of an elliptic equation in a Banach space
Nonlinear Analysis, 2014 The boundary value problem of determining the parameter of an elliptic equation -u''(t)+Au(t)=f(t)+p (0⩽t⩽T), u(0)=φ, u(T)=ψ, u(λ)=ξ ...
Allaberen Ashyralyev +1 more
doaj +1 more source
Two approximation methods for fractional order Pseudo-Parabolic differential equations
Alexandria Engineering Journal, 2022 In this study, fractional order pseudo-parabolic partial differential equation defined by Caputo derivative is investigated with initial-boundary conditions. Modified double Laplace decomposition method is used to find the exact solution of this equation.
Mahmut. Modanli +4 more
doaj +1 more source
A Second-Order Accurate Numerical Approximation for a Two-Sided Space-Fractional Diffusion Equation
Mathematics, 2023 In this paper, we investigate a practical numerical method for solving a one-dimensional two-sided space-fractional diffusion equation with variable coefficients in a finite domain, which is based on the classical Crank-Nicolson (CN) method combined with
Taohua Liu +3 more
doaj +1 more source