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Persistent link: https://www.econbiz.de/10010721805
We study moderate deviations for maximum likelihood estimators of parameters in generalized squared radial Ornstein-Uhlenbeck processes. The moderate deviation principles of the two parameters are established.
Persistent link: https://www.econbiz.de/10005023144
Using the π-band tight-binding (TB) model and the quantum box boundary condition, we have discussed how both of the applied strain and finite-length affect the energy bands of metallic carbon nanotubes (CNTs). It is found that, for finite-length CNTs, energy gap for the armchair tube under...
Persistent link: https://www.econbiz.de/10009280730
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Resampling-based methods for multiple hypothesis testing often lead to long run times when the number of tests is large. This paper presents a simple rule that substantially reduces computation by allowing resampling to terminate early on a subset of tests. We prove that the method has a low...
Persistent link: https://www.econbiz.de/10010600376
Taking the city of Xiamen, China, as an example, we used thermal infrared remote sensing to detect thermal pollution, and examined its relationship to energy consumption and the industrial economy. Monthly changes in 2002 and dynamics throughout the period of rapid urbanization (1987–2007) are...
Persistent link: https://www.econbiz.de/10010664270
Although concentrating solar power (CSP) technology has been projected as one of the most promising candidates to replace conventional power plants burning fossil fuels, the potential advantages and disadvantages of the CSP technology have not been thoroughly evaluated. To better understand the...
Persistent link: https://www.econbiz.de/10010572821
Consider a class of densities that are piecewise constant functions over partitions of the sample space defined by sequential coordinate partitioning. We introduce a prior distribution for a density in this function class and derive in closed form the marginal posterior distribution of the...
Persistent link: https://www.econbiz.de/10010824063
A joint large deviation principle for G-Brownian motion and its quadratic variation process is presented. The rate function is not a quadratic form due to quadratic variation uncertainty. A large deviation principle for stochastic differential equations driven by G-Brownian motion is also...
Persistent link: https://www.econbiz.de/10008875068