Results 201 to 210 of about 114,046 (322)

The Gauss map of Minimal graphs in the Heisenberg group [PDF]

, 2011
Christiam Figueroa
openalex   +1 more source

Distributional and Tail‐Dependent Perspectives in Economic Relationships: A Review of Quantile Regression Application

Journal of Economic Surveys, EarlyView.
ABSTRACT There is an increased proportion of studies using quantile‐based regression methodology (QR) in economics. They offer a robust alternative to classical mean regressions, which can estimate non‐normal variables with distributional heterogeneity in the dependent variable.
Shajara Ul‐Durar, Konstantinos A. Dimitriadis, Noman Arshed, Marco De Sisto, Hamidreza Harati   +4 more
wiley   +1 more source

Targetless LiDAR-camera extrinsic calibration via semantic distribution alignment. [PDF]

Front Robot AI
Chen X, Sun B.
europepmc   +1 more source

ON THE GAUSS MAP OF TRANSLATION SURFACES IN MINKOWSKI 3-SPACE [PDF]

, 2002
Dae Won Yoon
openalex   +1 more source

The Tension Field of the Gauss Map [PDF]

Transactions of the American Mathematical Society, 1970
Ruh, E. A., Vilms, J.
openaire   +2 more sources

Nonparametric Detection of a Time‐Varying Mean

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose a nonparametric portmanteau test for detecting changes in the unconditional mean of a univariate time series which may display either long or short memory. Our approach is designed to have power against, among other things, cases where the mean component of the series displays abrupt level shifts, deterministic trending behaviour ...
Fabrizio Iacone, A. M. Robert Taylor
wiley   +1 more source

DPCR-SLAM: A Dual-Point-Cloud-Registration SLAM Based on Line Features for Mapping an Indoor Mobile Robot. [PDF]

Sensors (Basel)
Cao Y, Ni J, Huang Y.
europepmc   +1 more source

On the volume and the Gauss map image of spacelike hypersurfaces in de Sitter space [PDF]

, 2001
Juan A. Aledo, Luis J. Alı́as
openalex   +1 more source

Robust Bernoulli Mixture Models for Credit Portfolio Risk

Mathematical Finance, EarlyView.
ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
wiley   +1 more source

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

Mathematical Finance, EarlyView.
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley   +1 more source