Results 51 to 60 of about 849,484 (257)
, 2002 We establish what we consider to be the definitive versions of Jensen's operator inequality and Jensen's trace inequality for functions defined on an interval.
Hansen, Frank, Pedersen, Gert K.
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An observation‐driven state‐space model for claims size modelling
Canadian Journal of Statistics, EarlyView.Abstract State‐space models are popular in econometrics. Recently, these models have gained some popularity in the actuarial literature. The best known state‐space models are of the Kalman‐filter type. These are called parameter‐driven because the observations do not impact the state‐space dynamics.
Jae Youn Ahn +2 more
wiley +1 more source
Bounds for the expected value of one-step processes [PDF]
, 2015 Mean-field models are often used to approximate Markov processes with large state-spaces. One-step processes, also known as birth-death processes, are an important class of such processes and are processes with state space $\{0,1,\ldots,N\}$ and where ...
Armbruster, Benjamin +2 more
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On the Jensen’s inequality and its variants
, 2020 The main purpose of this paper is to discuss operator Jensen inequality for convex functions, without appealing to operator convexity. Several variants of this inequality will be presented, and some applications will be shown too.
Elahe Jaafari +3 more
semanticscholar +1 more source
Bayesian clustering of multivariate extremes
Canadian Journal of Statistics, EarlyView.Abstract The asymptotic dependence structure between multivariate extreme values is fully characterized by their projections on the unit simplex. Under mild conditions, the only constraint on the resulting distributions is that their marginal means must be equal, which results in a nonparametric model that can be difficult to use in applications ...
Sonia Alouini, Anthony C. Davison
wiley +1 more source
Jensen's Functionals on Time Scales
Journal of Function Spaces and Applications, 2012 We consider Jensen’s functionals on time scales and discuss its properties and applications. Further, we define weighted generalized and power means on time scales.
Matloob Anwar +3 more
doaj +1 more source
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study examines the impact of board composition (BC) on sustainability reporting (SR) in financial firms listed on the Dhaka Stock Exchange (DSE), with a focus on the moderating role of non‐performing loans (NPLs). Using 421 firm‐year observations from 49 firms (2016–2024) and an ordinary least squares (OLS) regression model, the results ...
Sumon Kumar Das, Prome Akter
wiley +1 more source
On Logarithmic Convexity for Differences of Power Means
Journal of Inequalities and Applications, 2008 We proved a new and precise inequality between the differences of power means. As a consequence, an improvement of Jensen's inequality and a converse of Holder's inequality are obtained.
Slavko Simic
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The Hadamard Determinant Inequality - Extensions to Operators on a Hilbert Space
, 2017 A generalization of classical determinant inequalities like Hadamard's inequality and Fischer's inequality is studied. For a version of the inequalities originally proved by Arveson for positive operators in von Neumann algebras with a tracial state, we ...
Nayak, Soumyashant
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Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This paper investigates the relationship between corporate social responsibility (CSR) and financial performance for European firms, and the moderating roles of industry and country‐specific factors in this relationship. Studying a sample of 2340 companies across 18 countries, we find Environmental, Social and Governance (ESG) scores to ...
Veda Fatmy, Venla Haavisto, Janne Äijö
wiley +1 more source