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排序方式: 共有323条查询结果,搜索用时 46 毫秒
1.
Greg Orosi 《商业与工业应用随机模型》2015,31(4):515-527
In this work, we suggest a novel quadratic programming‐based algorithm to generate an arbitrage‐free call option surface. The empirical performance of the proposed method is evaluated using S&P 500 Index call options. Our results indicate that the proposed method provides a more precise fit to observed option prices than other alternative methodologies. Copyright © 2014 John Wiley & Sons, Ltd. 相似文献
2.
Oracle inequality is a relatively new statistical tool for the analysis of nonparametric adaptive estimates. Oracle is a good pseudo-estimate that is based on both data and an underlying estimated curve. An oracle inequality shows how well an adaptive estimator mimics the oracle for a particular underlying curve. The most advanced oracle inequalities have been recently obtained by Cavalier and Tsybakov (2001) for Stein type blockwise estimates used in filtering a signal from a stationary white Gaussian process. The authors also conjecture that a similar result can be obtained for Efromovich–Pinsker (EP) type blockwise estimators where their approach, based on Stein's formula for risk calculation, does not work. This article proves the conjecture and extends it upon more general models which include not stationary and dependent processes. Other possible extensions, a discussion of practical implications and a numerical study are also presented. 相似文献
3.
设(X,Y),(X1,Y1),…,(XnYn)为取值于 Rd× R的 i.i.d.随机变量,E(|Y|) <∞.设mn(x)为回归函数m(x)=E(|Y|X=x)基于分割的估计,本文在对mn(x)进行改良的条件下得到改良的基于分割的强相合估计. 相似文献
4.
Fabio Schoen 《Journal of Global Optimization》1994,4(1):17-35
In this paper a new algorithm is proposed for global optimization problems. The main idea is that of modifying a standard clustering approach by sequentially sampling the objective function while adaptively deciding an appropriate sample size. Theoretical as well as computational results are presented. 相似文献
5.
Sam Efromovich 《Annals of the Institute of Statistical Mathematics》2004,56(2):205-223
A blockwise shrinkage is a popular procedure of adaptation that has allowed the statisticians to establish an impressive bouquet
of asymptotic mathematical results and develop softwares for solving practical problems. Traditionally risks of the estimates
are studied via upper bounds that imply sufficient conditions for a blockwise shrinkage procedure to be minimax. This article
suggests to analyze the estimates via exact (non-asymptotic) lower bounds established for a no-signal setting. The approach
complements the familiar minimax, Bayesian and numerical analysis, it allows to find necessary conditions for a procedure
to attain desired rates, and it sheds a new light on popular choices of blocks and thresholds recommended in the literature.
Mathematical results are complemented by a numerical study.
Supported in part by NSF Grants DMS-9971051 and DMS-0243606. 相似文献
6.
Let X1, X2, …, Xn be random vectors that take values in a compact set in Rd, d ≥ 1. Let Y1, Y2, …, Yn be random variables (“the responses”) which conditionally on X1 = x1, …, Xn = xn are independent with densities f(y | xi, θ(xi)), i = 1, …, n. Assuming that θ lives in a sup-norm compact space Θq,d of real valued functions, an optimal L1-consistent estimator
of θ is constructed via empirical measures. The rate of convergence of the estimator to the true parameter θ depends on Kolmogorov's entropy of Θq,d. 相似文献
7.
A. Meister 《Mathematical Methods of Statistics》2007,16(1):63-76
This paper addresses the statistical problem of density deconvolution under the condition that the density to be estimated
has compact support. We introduce a new estimation procedure, which establishes faster rates of convergence for smooth densities
as compared to the optimal rates for smooth densities with unbounded support. This framework also allows us to relax the usual
condition of known error density with non-vanishing Fourier transform, so that a nonparametric class of densities is valid;
therefore, even the shape of the noise density need not be assumed. These results can also be generalized for fast decaying
densities with unbounded support. We prove optimality of the rates in the underlying experiment and study the practical performance
of our estimator by numerical simulations.
相似文献
8.
本文对广义风险过程中的渐近方差作了非参数估计,得出并证明了两个定理,为广义风险过程中破产概率的区间估计作了理论准备. 相似文献
9.
Klaus Ziegler 《Journal of multivariate analysis》1997,62(2):233-272
Functional central limit theorems for triangular arrays of rowwise independent stochastic processes are established by a method replacing tail probabilities by expectations throughout. The main tool is a maximal inequality based on a preliminary version proved by P. Gaenssler and Th. Schlumprecht. Its essential refinement used here is achieved by an additional inequality due to M. Ledoux and M. Talagrand. The entropy condition emerging in our theorems was introduced by K. S. Alexander, whose functional central limit theorem for so-calledmeasure-like processeswill be also regained. Applications concern, in particular, so-calledrandom measure processeswhich include function-indexed empirical processes and partial-sum processes (with random or fixed locations). In this context, we obtain generalizations of results due to K. S. Alexander, M. A. Arcones, P. Gaenssler, and K. Ziegler. Further examples include nonparametric regression and intensity estimation for spatial Poisson processes. 相似文献
10.
The computation ofL
1 smoothing splines on large data sets is often desirable, but computationally infeasible. A locally weighted, LAD smoothing spline based smoother is suggested, and preliminary results will be discussed. Specifically, one can seek smoothing splines in the spacesW
m
(D), with [0, 1]
n
D. We assume data of the formy
i
=f(t
i
)+
i
,i=1,..., N with {t
i
}
i=1
N
D, the
i
are errors withE(
i
)=0, andf is assumed to be inW
m
. An LAD smoothing spline is the solution,s
, of the following optimization problem
相似文献 |