Browsing Department of Industrial Engineering by Title
Now showing items 673-677 of 677
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Weak and strong quantile representations for randomly truncated data with applications
(Elsevier, 1993-05-26)Suppose that we observe bivariate data (X,. q) only when Y, < Xi (left truncation). Denote with F the marginal d.f. of the X’s In this paper we derive a Bahadur-type representation for the quantile function of the pertaining ... -
Wiener disorder problem with observations at fixed discrete time epochs
(Institute for Operations Research and the Management Sciences (I N F O R M S), 2010)Suppose that a Wiener process gains a known drift rate at some unobservable disorder time with some zero-modified exponential distribution. The process is observed only at known fixed discrete time epochs, which may not ... -
Worst-case large deviations upper bounds for i.i.d. sequences under ambiguity
(TÜBİTAK, 2018)An introductory study of large deviations upper bounds from a worst-case perspective under parameter uncertainty (referred to as ambiguity) of the underlying distributions is given. Borrowing ideas from robust optimization, ... -
Z-theorems: Limits of stochastic equations
(International Statistical Institute, 2000)Let fn(è, ù) be a sequence of stochastic processes which converge weakly to a limit process f 0(è, ù). We show under some assumptions the weak inclusion of the solution sets èn(ù) fè : fn(è, ù) 0g in the limiting ... -
ℓ1 solution of linear inequalities
(Oxford University Press, 1999)The numerical solution of a possibly inconsistent system of linear inequalities in the ℓ1 sense is considered. The non-differentiable ℓ1 norm minimization problem is approximated by a piecewise quadratic Huber smooth ...
