Now showing items 633-637 of 637

    • Weak and strong quantile representations for randomly truncated data with applications 

      Gürler, Ü.; Stute, W.; Wang, J. L. (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 

      Dayanik, S. (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 

      Pınar, M. Ç. (Scientific and Technical Research Council of Turkey - TUBITAK,Turkiye Bilimsel ve Teknik Arastirma Kurumu, 2018-01-22)
      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 

      Anisimov, V. V.; Pflug, G. Ch. (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 

      Pınar, M. Ç.; Chen, B. (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 ...