Results 41 to 50 of about 56,401 (152)

Identifiability conditions in cognitive diagnosis: Implications for Q‐matrix estimation algorithms

British Journal of Mathematical and Statistical Psychology, EarlyView.
Abstract The Q‐matrix of a cognitively diagnostic assessment (CDA), documenting the item‐attribute associations, is a key component of any CDA. However, the true Q‐matrix underlying a CDA is never known and must be estimated—typically by content experts.
Hyunjoo Kim, Hans Friedrich Köhn, Chia‐Yi Chiu   +2 more
wiley   +1 more source

Miners' Reward Elasticity and Stability of Competing Proof‐of‐Work Cryptocurrencies

International Economic Review, EarlyView.
ABSTRACT Proof‐of‐Work cryptocurrencies employ miners to sustain the system through algorithmic reward adjustments. We develop a stochastic model of the multicurrency mining and identify conditions for stable transaction speeds. Bitcoin's algorithm requires hash supply elasticity <$<$1 for stability, while ASERT remains stable for any elasticity and ...
Kohei Kawaguchi, Junpei Komiyama, Shunya Noda   +2 more
wiley   +1 more source

Nonlinear anisotropic elliptic equations with variable exponents and degenerate coercivity

Electronic Journal of Differential Equations, 2018
In this article, we prove the existence and the regularity of distributional solutions for a class of nonlinear anisotropic elliptic equations with $p_i(x)$ growth conditions, degenerate coercivity and $L^{m(\cdot)}$ data, with $m(\cdot)$ being small,
Hocine Ayadi, Fares Mokhtari
doaj  

Alternative Approaches for Estimating Highest‐Density Regions

International Statistical Review, EarlyView.
Summary Among the variety of statistical intervals, highest‐density regions (HDRs) stand out for their ability to effectively summarise a distribution or sample, unveiling its distinctive and salient features. An HDR represents the minimum size set that satisfies a certain probability coverage, and current methods for their computation require ...
Nina Deliu, Brunero Liseo
wiley   +1 more source

Global solutions for bi-harmonic inhomogeneous non-linear Schrödinger equations in Lebesgue spaces

Journal of Inequalities and Applications
This paper studies the inhomogeneous bi-harmonic nonlinear Schrödinger equation i u ˙ + Δ 2 u ± | x | − τ | u | p − 1 u = 0 , $$ \mbox{i}\dot{u} +\Delta ^{2} u\pm |x|^{-\tau}|u|^{p-1}u=0, $$ where u : = u ( t , x ) : R × R N → C $u:=u(t,x):\mathbb{R ...
Radhia Ghanmi, Salah Boulaaras, Tarek Saanouni   +2 more
doaj   +1 more source

On Spatial Point Processes With Composition‐Valued Marks

International Statistical Review, EarlyView.
Summary Methods for marked spatial point processes with scalar marks have seen extensive development in recent years. While the impressive progress in data collection and storage capacities has yielded an immense increase in spatial point process data with highly challenging non‐scalar marks, methods for their analysis are not equally well developed ...
Matthias Eckardt, Mari Myllymäki, Sonja Greven   +2 more
wiley   +1 more source

Change Point Analysis for Functional Data Using Empirical Characteristic Functionals

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth, Gregory Rice, Jeremy VanderDoes   +2 more
wiley   +1 more source

Hölder Quasicontinuity in Variable Exponent Sobolev Spaces

Journal of Inequalities and Applications, 2007
We show that a function in the variable exponent Sobolev spaces coincides with a Hölder continuous Sobolev function outside a small exceptional set.
Kinnunen Juha, Tuhkanen Katja, Harjulehto Petteri   +2 more
doaj  

A New Approach to Statistical Inference for Functional Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT The analysis of time‐indexed functional data plays an important role in the field of business and economic statistics. In the literature, statistical inference for functional time series often involves reducing the dimension of functional data to a finite dimension K$$ K $$, followed by the use of tools from multivariate analysis.
Hanjia Gao, Yi Zhang, Xiaofeng Shao
wiley   +1 more source

Multipliers of grand and small Lebesgue spaces

, 2019
7 pages.
openaire   +2 more sources