Results 191 to 200 of about 691,952 (302)

The Effect of Transformations on the Approximation of Univariate (Convex) Functions with Applications to Pareto Curves

open access: yes
In the literature, methods for the construction of piecewise linear upper and lower bounds for the approximation of univariate convex functions have been proposed.We study the effect of the use of increasing convex or increasing concave transformations ...
Siem, A.Y.D.   +2 more
core  

Robust Estimation and Inference for Time‐Varying Unconditional Volatility

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We derive a general and robust estimator of a large class of parametric specifications of time‐varying unconditional volatility of financial returns, both univariate and multivariate, and establish the Consistency and Asymptotic Normality (CAN) of the estimator.
Adam Lee   +2 more
wiley   +1 more source

Penalized Convex Estimation in Dynamic Location Models

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT This paper studies L1$$ {L}^1 $$‐penalized estimation for location models yt=mt+ϵt$$ {y}_t={m}_t+{\epsilon}_t $$, where mt$$ {m}_t $$ is defined by a possibly non‐Markovian recursion and ϵt$$ {\epsilon}_t $$ is a martingale difference sequence with possibly time‐varying conditional variance.
Reda Alami Chentoufi
wiley   +1 more source

Araguainha Dome, Brazil: A polygonal impact structure due to a complex pre‐impact regional structural framework

open access: yesMeteoritics &Planetary Science, EarlyView.
Abstract We investigated the structural framework of the north–northwestern Paraná Basin in Brazil to test whether the pre‐impact structures in this region may have had any influence on the first‐order formation and morphostructure of the Araguainha impact structure (AIS).
Renato B. Bernardes   +5 more
wiley   +1 more source

Quasi-anisotropic wet etching of glass creates inclined microstructures for advanced optical and MEMS devices. [PDF]

open access: yesMicrosyst Nanoeng
Yu J   +9 more
europepmc   +1 more source

Convex approximations for complete integer recourse models

open access: yes
We consider convex approximations of the expected value function of a two-stage integer recourse problem. The convex approximations are obtained by perturbing the distribution of the random right-hand side vector.
Vlerk, Maarten H. van der
core  

Preschool Duration, Family Background and Long‐Term Outcomes: Evidence From the Expansion of École Maternelle in France

open access: yesOxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT This paper analyses the long‐term effects of preschool education in France. We focus on the effect of preschool duration on educational attainment and labour market earnings in adulthood. Building on an old tradition of free and universal pre‐primary education, France implemented in the late 1960s a large‐scale expansion of preschooling ...
Francesco Andreoli   +2 more
wiley   +1 more source

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