Strongly convex matrix functionConvexity properties of the inverse of positive definite matrices and the Moore–Penrose inverse of nonnegative definite matrices with respect to the partial ordering induced by nonnegative definiteness are studied. For the positive definite case null-space characterizations ...
If the graph of a function is given, we can determine the function's concavity or convexity, by looking where the tangent line to the graph lie with respect to the graph. If the tangent line to the graph is above the graph, the function is concave, and if the tangent line is below ...
Recession function90C3452A4190C2552A20The objective of this paper is to analyze under what well-known operations the class of quasipolyhedral convex functions, which can be regarded as an extension of that of polyhedral convex functions, is closed. The operations that will be considered are ...
We prove the convexity of the negative likelihood function in the asymptotic sense forGARCHmodels. This property provides assurance for the convergence of numerical optimization algorithms for maximum likelihood estimation of GARCH. A simulation study is conducted in order to compare the performance of s...
[15] O(log n) [15] Table 1. Query complexity bounds for testing properties of the function f : [n] d → Z (top) and of the function f : ...Michal Parnas, Dana Ron & Ronitt Rubinfeld (2003). On Test- ing Convexity and Submodularity. SIAM J. Comput. 32(5), 1158-1184....
Changes in bond price can be linearly extrapolated from changes in yield using the duration of the bond, which is the first derivative or slope of the price function {eq}P(y) {/eq}. However, the real relationship between price and yield is non-linear; as shown in the graph, the price...
作者: OCE Functional 摘要: The Schur-convexity or concavity and the Schur-geometric con- vexity or concavity of the C ebysev Functional on the upper and lower limits of the integral are discussed. Two refinements of the C ebysev inequality are obtained.收藏...
For intraday data the current price is used in place of the closing price. The moving average is used to observe price changes. The effect of the moving average is to smooth the price movement so that the longer-term trend becomes less volatile and therefore more obvious. When the price ...
By using homeomorphism method and the extended inverse function theorem,the existence and uniqueness of the solution for the semi-linear pseudoparabolic equations is obtained. 首先在Hilbert空间中建立了强制不等式,利用同胚方法和抽象的反函数定理,得到了半线性伪抛物方程初边值问题解的存在性和惟一性定理。
On Ill-Posedness of Nonparametric Instrumental Variable Regression With Convexity Constraintsdoi:10.2139/ssrn.2720312Nonparametric EstimationInstrumental VariableIll-Posed Inverse ProblemsThis note shows that adding monotonicity or convexity constraints on the regression function does not restore well-posedness in ...