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181.
Notions of linear sufficiency and quadratic sufficiency are of interest to some authors. In this paper, the problem of nonnegative quadratic estimation for β′Hβ+hσ2 is discussed in a general linear model and its transformed model. The notion of quadratic sufficiency is considered in the sense of generality, and the corresponding necessary and sufficient conditions for the transformation to be quadratically sufficient are investigated. As a direct consequence, the result on (ordinary) quadratic sufficiency is obtained. In addition, we pose a practical problem and extend a special situation to the multivariate case. Moreover, a simulated example is conducted, and applications to a model with compound symmetric covariance matrix are given. Finally, we derive a remark which indicates that our main results could be extended further to the quasi-normal case. 相似文献
182.
Alejandro Balbs Raquel Balbs Silvia Mayoral 《Mathematical and Computer Modelling》2007,45(11-12):1308-1318
The first Fundamental Theorem of Asset Pricing establishes the equivalence between the absence of arbitrage in financial markets and the existence of Equivalent Martingale Measures, if appropriate conditions hold. Since the theorem may fail when dealing with infinitely many trading dates, this paper draws on the A.A. Lyapunov Theorem in order to retrieve the equivalence for complete markets such that the Sharpe Ratio is adequately bounded. 相似文献
183.
Brenton R. Clarke 《Journal of multivariate analysis》2007,98(5):916-931
In this paper, we consider the estimation of a parameter of interest where the estimator is one of the possibly several solutions of a set of nonlinear empirical equations. Since Newton's method is often used in such a setting to obtain a solution, it is important to know whether the so obtained iteration converges to the locally unique consistent root to the aforementioned parameter of interest. Under some conditions, we show that this is eventually the case when starting the iteration from within a ball about the true parameter whose size does not depend on n. Any preliminary almost surely consistent estimate will eventually lie in such a ball and therefore provides a suitable starting point for large enough n. As examples, we will apply our results in the context of M-estimates, kernel density estimates, as well as minimum distance estimates. 相似文献
184.
In this paper we define and study an extension of the g-Drazin for elements of a Banach algebra and for bounded linear operators based on an isolated spectral set rather than on
an isolated spectral point. We investigate salient properties of the new inverse and its continuity, and illustrate its usefulness
with an application to differential equations. Generalized Mbekhta subspaces are introduced and the corresponding extended
Mbekhta decomposition gives a characterization of circularly isolated spectral sets. 相似文献
185.
Michael Demuth Peter Stollmann Günter Stolz Jan van Casteren 《Integral Equations and Operator Theory》1995,23(2):145-153
We give trace norm estimates for products of integral operators and for diffusion semigroups. These are applied to differences of heat semigroups. A natural example of an integral operator with finite trace which is not trace class is given. 相似文献
186.
Dragos Ghioca 《Journal of Number Theory》2007,125(1):85-94
We study the v-adic distance from the torsion of a Drinfeld module to an affine variety. 相似文献
187.
We give several new constructions for moderate rank elliptic curves over Q(T). In particular we construct infinitely many rational elliptic surfaces (not in Weierstrass form) of rank 6 over Q using polynomials of degree two in T. While our method generates linearly independent points, we are able to show the rank is exactly 6 without having to verify the points are independent. The method generalizes; however, the higher rank surfaces are not rational, and we need to check that the constructed points are linearly independent. 相似文献
188.
The present paper deals with the study of a Durrmeyer-type integral modification of certain modified Baskakov operators. Here
we study simultaneous approximation properties for these operators by using the iterative combinations. We obtain an asymptotic
formula and an error estimation in terms of higher order modulus of continuity for these operators.
相似文献
189.
We establish upper and lower bounds for the metric entropy and bracketing entropy of the class of d-dimensional bounded monotonic functions under Lp norms. It is interesting to see that both the metric entropy and bracketing entropy have different behaviors for p<d/(d-1) and p>d/(d-1). We apply the new bounds for bracketing entropy to establish a global rate of convergence of the MLE of a d-dimensional monotone density. 相似文献
190.
Jon Wilkening 《Linear algebra and its applications》2007,427(1):6-25
We present an efficient algorithm for obtaining a canonical system of Jordan chains for an n × n regular analytic matrix function A(λ) that is singular at the origin. For any analytic vector function b(λ), we show that each term in the Laurent expansion of A(λ)−1b(λ) may be obtained from the previous terms by solving an (n + d) × (n+d) linear system, where d is the order of the zero of det A(λ) at λ = 0. The matrix representing this linear system contains A(0) as a principal submatrix, which can be useful if A(0) is sparse. The last several iterations can be eliminated if left Jordan chains are computed in addition to right Jordan chains. The performance of the algorithm in floating point and exact (rational) arithmetic is reported for several test cases. The method is shown to be forward stable in floating point arithmetic. 相似文献