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This paper deals with the stability of the intersection of a given set $$ X\subset \mathbb{R}^{n}$$ with the solution, $$F\subset \mathbb{R}^{n}$$ , of a given linear system whose coefficients can be arbitrarily perturbed. In the optimization context, the fixed constraint set X can be the...
Persistent link: https://www.econbiz.de/10010847485
Global and mid-range approximation concepts are used in engineering optimisation in those cases were the commonly used local approximations are not available or applicable. In this paper the response surface method is discussed as a method to build both global and mid-range approximations of the...
Persistent link: https://www.econbiz.de/10010759387
Taking into account that the BDS test—which is used as a misspecification test applied to standardized residuals from the GARCH(1,1) model—is characterized by size distortion and departure from normality in finite samples, this paper obtains the critical values for the finite sample...
Persistent link: https://www.econbiz.de/10010998511
Persistent link: https://www.econbiz.de/10005166791
The particular entropy method proposed by Hoch et al. [7] for the computation of NMR complex spectra allows an elegant application of the concepts of duality theory. Correspondingly, duality theory casts new light on their choice of entropy. The purpose of this paper is to present the relevant...
Persistent link: https://www.econbiz.de/10010847730