The paper considers likelihood-based estimation of multivariate models, in which only marginal distributions are correctly specified. The unknown joint distribution is modelled with a copula function, which may be misspecified. In a GMM framework, we study robustness and efficiency of resulting estimators, propose improvements to existing estimators and discuss tests of copula validity. It is s...

We give a new and complete proof of the following theorem, discovered by Detlef Laugwitz: (forward) complete and connected finite dimensional Finsler manifolds admitting a proper homothety are Minkowski vector spaces. More precisely, we show that under these hypotheses the Finsler manifold is isometric to the tangent Minkowski vector space of the fixed point of the homothety via the exponential...

For a smooth map f of a compact interval I admitting an inducing scheme we establish a thermodynamical formalism, i.e., describe a class of real-valued potential functions φ on I which admit a unique equilibrium measure μφ. Our results apply to unimodal maps corresponding to a positive Lebesgue measure set of parameters in a one-parameter transverse family. 2000 Math. Subj. Class. 37D25, 37D35,...

We study Einstein lightlike hypersurfaces M of a Lorentzian space form M̃(c) admitting a semi-symmetric non-metric connection subject to the conditions; (1) M is screen conformal and (2) the structure vector field ζ of M̃ belongs to the screen distribution S(TM). The main result is a characterization theorem for such a lightlike hypersurface.

We consider VC-minimal theories admitting unpackable generating families, and show that in such theories, forking of formulae over a model M is equivalent to containment in global types definable over M , generalizing a result of Dolich on o-minimal theories in [4].

LetF be a 2-factorization of the complete graphKv admitting an automorphism groupG acting primitively on the set of vertices. IfF consists of Hamiltonian cycles, thenF is the unique, up to isomorphisms, 2-factorization ofKpn admitting an automorphism group which acts 2-transitively on the vertex-set, see [A. Bonisoli, M. Buratti, G. Mazzuoccolo, Doubly transitive 2-factorizations, J. Combin.Des...

2 GMM for linear regression with two unknowns with evaluation 2 2.1 The Model and the Estimates . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 2.2 The Estimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 2.3 Evaluating the Precision of the Estimates . . . . . . . . . . . . . . . . . . . . 6 2.3.1 Simulations vs. Theoretical Derivations . . . . . . . . . . ...

We calculate the Clarke and Michel-Penot subdifferentials of the function which maps a symmetric matrix to its mth largest eigenvalue. We show these two subdifferentials coincide, and are identical for all choices of index m corresponding to equal eigenvalues. Our approach is via the generalized directional derivatives of the eigenvalue function, thereby completing earlier studies on the classi...