نتایج جستجو برای: using nonparametric malmquist approach so

تعداد نتایج: 4589295  

2016
Xin-Li Wang Hua Wang Hong-Yan Xu

By using the Nevanlinna theory of value distribution, we investigate the existence of solutions of some types of non-linear q-difference differential equations. In particular, we generalize the Rellich-Wittich-type theorem and Malmquist-type theorem about differential equations to the case of q-difference differential equations (system).

2005
J. Theal A. Monfort

In this research we examine a new method for pricing European call options based on a nonparametric estimate of the probability density of the underlying asset’s returns. Such an approach allows the use of asymmetric and leptokurtic distributions. We estimate the density using a kernel estimation technique applied to random samples drawn from three particular underlying distributions: the Gauss...

Journal: :CoRR 2005
Boris Ryabko Jaakko Astola

We suggest a new approach to hypothesis testing for ergodic and stationary processes. In contrast to standard methods, the suggested approach gives a possibility to make tests, based on any lossless data compression method even if the distribution law of the codeword lengths is not known. We apply this approach to the following four problems: goodness-oft testing (or identity testing), testing ...

2008
Ani Shabri

A nonparametric kernel methods is proposed and evaluated performance for estimating annual maximum stream flow quantiles. The bandwidth of the estimator is estimated by using an optimal technique and a cross-validation technique. Results obtained from a limited amount of real data from Malaysia show that quantiles estimated by nonparametric method using these techniques have small root mean squ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه صنعتی (نوشیروانی) بابل - دانشکده مهندسی مکانیک 1389

due to the limiting workspace of parallel manipulator and regarding to finding the trajectory planning of singularity free at workspace is difficult, so finding a best solution that can develop a technique to determine the singularity-free zones in the workspace of parallel manipulators is highly important. in this thesis a simple and new technique are presented to determine the maximal singula...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه فردوسی مشهد - دانشکده علوم تربیتی و روانشناسی 1391

the purpose of this study was to examine the status of supervision on departments’ heads at ferdowsi university of mashhad (fum) and realize some applied themes to provide a fit model for supervising departments’ heads in fum. the method was case study under a research category aimed for applied one. using purposive sampling, interviews were conducted with top fum managers, head departments, an...

2006
R. Dinesh D. S. Guru

In this paper we propose an effective and robust approach for detecting corner points on a given binary image. Unlike other corner detection methods the proposed method is non-parametric in nature, that is, it does not require any input parameter. The proposed method is based on mathematical morphology. It makes use of morphological skeleton for detecting corner points. Convex corner points are...

2013
Desale Habtzghi Jin-Hong Park

Based on the empirical or theoretical qualitative information about the relationship between response variable and covariates, we propose a new approach to model polynomial regression using a shape restricted regression after estimating the direction by sufficient dimension reduction. The purpose of this paper is to illustrate that in the absence of prior information other than the shape constr...

This study uses the data envelopment analysis (DEA) to assess the progress/regression of decision-making units (DMUs) having a two-stage structure‎. ‎The progress/regression of these DMU can be assessed in the first stage‎, ‎the second stage‎, ‎and the whole system‎. ‎In the first stage‎, ‎the progress/regression of bank branches in collecting resources and in the second stage their progress/re...

2015
Milanka Marković Snežana Knežević Andrijana Brown Veljko Dmitrović

This paper evaluates the scale of productivity change of the Bank of Serbia over the period 20072010. In this research the emphasis is put on measuring the productivity based on information from the financial statements using Data Envelopment Analysis (DEA) method and Malmquist index to estimate the individual bank efficiency and productivity changes within this period. The Malmquist productivi...

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