نتایج جستجو برای: unconstrain variables

تعداد نتایج: 313552  

2011
Michele De Nadai Arthur Lewbel

Measurement errors are often correlated, as in surveys where respondent’s biases or tendencies to err affect multiple reported variables. We extend Schennach (2007) to identify moments of the conditional distribution of a true Y given a true X when both are measured with error, the measurement errors in Y and X are correlated, and the true unknown model of Y given X has nonseparable model error...

2008
Eugene Lukacs

In a nonparametric setup involving stochastic regressors. regression quantiles relate to the so called conditional quantile functions. Various asymptotic properties of such conditional quantile processes are studied with due emphasis on the underlying design aspects.

Journal: :J. Economic Theory 2005
George W. Evans Roger Guesnerie

We examine local strong rationality (LSR) in multivariate models with both forward-looking expectations and predetermined variables. Given hypothetical common knowledge restrictions that the dynamics will be close to those of a specified minimal state variable solution, we obtain eductive stability conditions for the solution to be LSR. In the saddlepoint stable case the saddle-path solution is...

Journal: :CoRR 2018
Thomas Kahl

The purpose of this paper is to provide a construction to model shared-variable systems using higher-dimensional automata which is compositional in the sense that the parallel composition of completely independent systems is modeled by the standard tensor product of HDAs and nondeterministic choice is represented by the coproduct.

2000
D. R. Jensen D. E. Ramirez

Diagnostics for normal errors in regression currently utilize ordinary residuals, despite the failure of assumptions validating their use. Case studies here show that such misuse may be critical even in samples of size exceeding currently accepted guidelines. A remedy is to employ recovered errors having the required properties.

2000
CHI-LUN CHENG CHIH-LING TSAI

The linear measurement error model is an alternative to the classical regression model, in which we assume that the independent variables are subject to error. This assumption can cause statistical inferences and parameter estimators to di er dramatically from those obtained from the classical regression model. However, inferences may remain unchanged even though the independent variables are a...

2008
JIANHONG XU

The notion of Newton–like inequalities is extended and an inductive approach is utilized to show that the generalized Newton–like inequalities hold on elementary symmetric functions with self–conjugate variables in the right half–plane.

2008
GIOVANNI CUPINI ELVIRA MASCOLO E. MASCOLO

We prove boundedness of minimizers of energy-functionals, for instance of the anisotropic type (1.1) below, under sharp assumptions on the exponents pi in terms of p ∗: the Sobolev conjugate exponent of p; i.e., p∗ = np n−p , 1 p = 1 n Pn i=1 1 pi . As a consequence, by mean of regularity results due to Lieberman [21], we obtain the local Lipschitz-continuity of minimizers under sharp assumptio...

2013
Freek Verbeek Julien Schmaltz

Scalable formal verification constitutes an important challenge for the design of asynchronous circuits. Deadlock freedom is a property that is desired but hard to verify. It is an emergent property that has to be verified monolithically. We present our approach to using ACL2 to verify necessary and sufficient conditions over asynchronous delay-insensitive primitives. These conditions are used ...

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