This paper o ers a way to construct a locally optimal stationary approximation for a nonstationary Gaussian process. In cases where this construction leads to a unique stationary approximation we call it a stationary tangent. This is the case with Gaussian processes governed by smooth n-dimensional correlations. We associate these correlations with equivalence classes of curves in R. These are ...

This paper offers a way to construct a locally optimal stationary approximation for a non-stationary Gaussian process. In cases where this construction leads to a unique stationary approximation we call it a stationary tangent. This is the case with Gaussian processes governed by smooth n-dimensional correlations. We associate these correlations with equivalence classes of curves in R. These ar...

The primary focus of this article is the provision of tests for additional conditional moment constraints in cross-section or short panel data contexts. The principal contribution is the explicit incorporation of conditional moment restrictions defining the maintained hypothesis in the formulation of the test statistics thus mirroring that of the classical parametric likelihood setting by defin...

The maximum entropy approach is a ,exible and powerful tool for density approximation. This paper proposes a sequential updating method to calculate the maximum entropy density subject to known moment constraints. Instead of imposing the moment constraints simultaneously, the sequential updating method incorporates the moment constraints into the calculation from lower to higher moments and upd...

The dose-volume histogram (DVH) is a clinically relevant criterion to evaluate the quality of a treatment plan. It is hence desirable to incorporate DVH constraints into treatment plan optimization for intensity modulated radiation therapy. Yet, the direct inclusion of the DVH constraints into a treatment plan optimization model typically leads to great computational difficulties due to the non...