Results 21 to 30 of about 3,211,635 (289)
Effect of mean on variance function estimation in nonparametric regression [PDF]
Variance function estimation in nonparametric regression is considered and the minimax rate of convergence is derived. We are particularly interested in the effect of the unknown mean on the estimation of the variance function. Our results indicate that,
Brown, Lawrence D. +3 more
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Variance and Bias for General Loss Functions [PDF]
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Variance function of boolean additive convolution [PDF]
Suppose Vν is the pseudo-variance function of the Cauchy-Stieltjes Kernel (CSK) family K+(ν) generated by a non degenerate probability measure ν with support bounded from above. We determine the formula for pseudo-variance function (or variance function Vν in case of existence) under boolean additive convolution power. This formulas is used to identify
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This research aimed to measure and analyze the impact of exchange rate shocks on some variables of the Iraqi economy during (1990-2022), because of the different effects of these shocks on the macroeconomic variables represented in money supply and ...
R. T. Al-Wasity, Hala A. Al-Attabi
doaj +1 more source
Some Limiting Laws in Non-Commutative Probability
In this article, we provide some new limiting laws related to the free multiplicative law of large numbers and involving free and Boolean additive convolutions.
Ayed. R. A. Alanzi +2 more
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Gaussian queues in light and heavy traffic [PDF]
In this paper we investigate Gaussian queues in the light-traffic and in the heavy-traffic regime. The setting considered is that of a centered Gaussian process $X\equiv\{X(t):t\in\mathbb R\}$ with stationary increments and variance function $\sigma^2_X(\
A.B. Dieker +21 more
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On
The concept of the (T=(s,t))-transformation of probability measures, introduced for s>0 and t∈R, is examined in this work from the perspective of Cauchy–Stieltjes kernel (CSK) families and their related variance functions (VFs).
Shokrya S. Alshqaq +2 more
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Time Variability of Quasars: the Structure Function Variance
Significant progress in the description of quasar variability has been recently made by employing SDSS and POSS data. Common to most studies is a fundamental assumption that photometric observations at two epochs for a large number of quasars will reveal
A. Becker +5 more
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MEAN–VARIANCE PORTFOLIO MANAGEMENT WITH FUNCTIONAL OPTIMIZATION [PDF]
This paper introduces a new functional optimization approach to portfolio optimization problems by treating the unknown weight vector as a function of past values instead of treating them as fixed unknown coefficients in the majority of studies. We first show that the optimal solution, in general, is not a constant function.
KA WAI TSANG, ZHAOYI HE
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Functional Analysis of Variance for Association Studies
While progress has been made in identifying common genetic variants associated with human diseases, for most of common complex diseases, the identified genetic variants only account for a small proportion of heritability. Challenges remain in finding additional unknown genetic variants predisposing to complex diseases.
Olga A Vsevolozhskaya +4 more
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