Search Results - subject:"majorization"

On the robustness of location estimators in models of firm growth under heavy-tailedness

Ibragimov, Rustam Ju. - In: Journal of econometrics 181 (2014) 1, pp. 25-33

Persistent link: https://www.econbiz.de/10010473439

The Lorenz curve in economics and econometrics

Kleiber, Christian - 2007

This paper surveys selected applications of the Lorenz curve and related stochastic orders in economics and econometrics, with a bias towards problems in statistical distribution theory. These include characterizations of income distributions in terms of families of inequality measures, Lorenz...

Persistent link: https://www.econbiz.de/10011390616

Groundwater Pumping by Heterogeneous Users

Saak, Alexander E.; Peterson, Jeffrey M. - Agricultural and Applied Economics Association - AAEA - 2007

Farm size is a significant determinant of both groundwater irrigated farm acreage and groundwater irrigation application rates per acre. This paper analyzes the patterns of groundwater exploitation when resource users in the area overlying a common aquifer are heterogeneous. In the presence of...

Persistent link: https://www.econbiz.de/10005522217

SVM-Maj: a majorization approach to linear support vector machines with different hinge errors

Groenen, P.J.F.; Nalbantov, G.I.; Bioch, J.C. - Erasmus University Rotterdam, Econometric Institute - 2007

the Huber hinge errors. We present an iterative majorization algorithm that minimizes each of the adaptations. In addition …SVM-Maj: A Majorization Approach to Linear Support Vector Machines with Difierent Hinge Errors P.J.F. Groenen⁄ G … iterative majorization algorithm that minimizes each of the adaptations. In addition, we show that many of the features of an …

Persistent link: https://www.econbiz.de/10005450870

SVM-Maj: a majorization approach to linear support vector machines with different hinge errors

Groenen, Patrick; Nalbantov, Nalbantov, G.I.; Bioch, … - Faculteit der Economische Wetenschappen, Erasmus … - 2007

the Huber hinge errors. We present an iterative majorization algorithm that minimizes each of the adaptations. In addition …

Persistent link: https://www.econbiz.de/10010837908

Multivariate Discrete First Order Stochastic Dominance

Tarp, Finn; Østerdal, Lars Peter - Økonomisk Institut, Københavns Universitet - 2007

This paper characterizes the principle of first order stochastic dominance in a multivariate discrete setting. We show that a distribution f first order stochastic dominates distribution g if and only if f can be obtained from g by iteratively shifting density from one outcome to another that is...

Persistent link: https://www.econbiz.de/10005749727

The nearest correlation matrix problem: Solution by differential evolution method of global optimization

Mishra, SK - Volkswirtschaftliche Fakultät, … - 2007

majorization, hypersphere decomposition, semi-definite programming, or geometric programming, etc. In this paper we propose to …

Persistent link: https://www.econbiz.de/10005790260

The Lorenz curve in economics and econometrics

Kleiber, Christian - Wirtschaftswissenschaftliches Zentrum, Universität Basel - 2007

This paper surveys selected applications of the Lorenz curve and related stochasticorders in economics and econometrics, with a bias towards problems in statisticaldistribution theory. These include characterizations of income distributions in termsof families of inequality measures, Lorenz...

Persistent link: https://www.econbiz.de/10009025069

The Lorenz curve in economics and econometrics

Kleiber, Christian (contributor) - 2007

Persistent link: https://www.econbiz.de/10003664973

Nonlinear support vector machines through iterative majorization and I-splines

Groenen, P.J.F.; Bioch, J.C.; Nalbantov, G.I. - Erasmus University Rotterdam, Econometric Institute - 2006

To minimize the primal support vector machine (SVM) problem, we propose to use iterative majorization. To do so, we … propose to use it- erative majorization. To allow for nonlinearity of the predictors, we use (non)monotone spline …Nonlinear Support Vector Machines through Iterative Majorization and I-Splines P.J.F. Groenen⁄ G. Nalbantovy J.C. Bioch …

Persistent link: https://www.econbiz.de/10005450850