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Azzalini (Scand J Stat 12:171–178, <CitationRef CitationID="CR3">1985</CitationRef>) provided a methodology to introduce skewness in a normal distribution. Using the same method of Azzalini (<CitationRef CitationID="CR3">1985</CitationRef>), the skew logistic distribution can be easily obtained by introducing skewness to the logistic distribution. For the skew logistic...</citationref></citationref>
Persistent link: https://www.econbiz.de/10010998618
Persistent link: https://www.econbiz.de/10005376402
Professional economists rarely write on questions of genocide. This surprises because a workhorse tool of the economics discipline concerns the analysis of behavior that takes place under constraints. All parties in genocide—perpetrators, victims, and third parties—face cost and resource...
Persistent link: https://www.econbiz.de/10011107441
In this working paper we go on with the study of a mapping in Rn associated to a quadratic optimization problem with one equality linear constraint. After showing some general properties related to homogeneity and the inverse mapping, we present some results regarding how the mapping behaves...
Persistent link: https://www.econbiz.de/10011160804
This paper presents a method capable of estimating richly parametrized versions of the dynamic conditional correlation (DCC) model that go beyond the standard scalar case. The algorithm is based on the maximization of a Gaussian quasi-likelihood using a Bregman-proximal trust-region method to...
Persistent link: https://www.econbiz.de/10011094065
The lasso and its variants have attracted much attention recently because of its ability of simultaneous estimation and variable selection. When some prior knowledge exists in applications, the performance of estimation and variable selection can be further improved by incorporating the prior...
Persistent link: https://www.econbiz.de/10011191025
The paper identifies a necessary and sufficient condition for a deterministic local optimum to be locally improved upon by a stochastic deviation. When this condition is satisfied, a method to construct the stochastic allocations that increase the objective is provided. This technique is applied...
Persistent link: https://www.econbiz.de/10010821526
This paper proposes a new method to find the capacity of a future wind farm regarding several limits of the grid system: voltage stability limits, thermal limits, voltage limits, load tap changing limitation and generator power output limitation. The method combines the optimization method and a...
Persistent link: https://www.econbiz.de/10010804956
Renewable energy sources (RES) are mainly used in the electrical sector. Electricity is not a storable commodity. Hence it is necessary to produce the requested quantity and distribute it through the system in such a way as to ensure that electricity supply and demand are always evenly balanced....
Persistent link: https://www.econbiz.de/10010805504
Constrained optimization is an important research topic that assists in quality planning and decision making. To solve such problems, one of the important aspects is to improve upon any constraint violation, and thus bring infeasible individuals to the feasible region. To achieve this goal,...
Persistent link: https://www.econbiz.de/10010896372