Search Results - subject:"hadamard"

Asymptotic normality of support vector machine variants and other regularized kernel methods

Hable, Robert - In: Journal of Multivariate Analysis 106 (2012) C, pp. 92-117

delta-method and by showing that the SVM-functional P↦fL,P,λ is suitably Hadamard-differentiable. …

Persistent link: https://www.econbiz.de/10011041934

On some properties of binary chromosomes and states of artificial immune systems

Pliszka, Zbigniew; Unold, Olgierd - In: International Journal of Data Analysis Techniques and … 4 (2012) 3, pp. 277-291

-called Hadamard representation the square of each coordinate equals 1. This fact allows the formulation of rules for phenotypes and …

Persistent link: https://www.econbiz.de/10010669759

From scalar to vector optimization

Ivan, Ginchev; Angelo, Guerraggio; Matteo, Rocca - Facoltà di Economia, Università degli Studi dell'Insubria - 2003

Persistent link: https://www.econbiz.de/10005827405

On the Dini-Hadamard subdifferential of the difference of two functions

Boţ, Radu; Nechita, Delia-Maria - In: Journal of Global Optimization 50 (2011) 3, pp. 485-502

Persistent link: https://www.econbiz.de/10009149546

Supply quantitative model à la Leontief

Davar, Ezra - In: Modern economy 2 (2011) 4, pp. 642-653

Persistent link: https://www.econbiz.de/10009620653

Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models

Caporin, Massimiliano; McAleer, Michael - Department of Economics and Finance, College of … - 2010

The management and monitoring of very large portfolios of financial assets are routine for many individuals and organizations. The two most widely used models of conditional covariances and correlations in the class of multivariate GARCH models are BEKK and DCC. It is well known that BEKK...

Persistent link: https://www.econbiz.de/10010907410

Closedness and Hadamard well-posedness of the solution map for parametric vector equilibrium problems

Salamon, Júlia - In: Journal of Global Optimization 47 (2010) 2, pp. 173-183

Persistent link: https://www.econbiz.de/10008486616

Asymptotic theory for M estimators for martingale differences with applications to GARCH models

Tinkl, Fabian - Wirtschafts- und Sozialwissenschaftliche Fakultät, … - 2010

, before we assume Hadamard differentiability of our estimators to prove their asymptotic normality. Further we apply the …

Persistent link: https://www.econbiz.de/10008693982

Optimum covariate designs in split-plot and strip-plot design set-ups

Dutta, Ganesh; Das, Premadhis; Mandal, Nripes - In: Journal of Applied Statistics 36 (2009) 8, pp. 893-906

version of a mixed orthogonal array has been introduced, which is used to construct such optimum covariate designs. Hadamard …

Persistent link: https://www.econbiz.de/10004966828

Spectral analysis of phylogenetic data

Hendy, Michael; Penny, David - In: Journal of Classification 10 (1993) 1, pp. 5-24

Persistent link: https://www.econbiz.de/10005376143