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Persistent link: https://www.econbiz.de/10009324632
   We compare two established and a new method for the calculation of spectral bounds for Hessian matrices on hyperrectangles by applying them to a large collection of 1,522 objective and constraint functions extracted from benchmark global optimization problems. Both the tightness of the...
Persistent link: https://www.econbiz.de/10010994119
In this paper the interval valued function is defined in the parametric form and its properties are studied. A methodology is developed to study the existence of the solution of a general interval optimization problem, which is expressed in terms of the interval valued functions. The methodology...
Persistent link: https://www.econbiz.de/10010950195
In this paper the interval valued function is defined in the parametric form and its properties are studied. A methodology is developed to study the existence of the solution of a general interval optimization problem, which is expressed in terms of the interval valued functions. The methodology...
Persistent link: https://www.econbiz.de/10010759399
straightforward to implement and that can be readily applied to a range of models and estimands. We provide distribution theory for …
Persistent link: https://www.econbiz.de/10010932907
straightforward to implement and that can be readily applied to a range of models and estimands. We provide distribution theory for …
Persistent link: https://www.econbiz.de/10010932924
Persistent link: https://www.econbiz.de/10009216846
We present a new approach to handle dependencies within the general framework of case-control designs, illustrating our approach by a particular application from the field of genetic epidemiology. The method is derived for parent-offspring trios, which will later be relaxed to more general...
Persistent link: https://www.econbiz.de/10009219851
Persistent link: https://www.econbiz.de/10009396617
Resampling for stationary sequences has been well studied in the last couple of decades. In the paper at hand, we focus on nonstationary time series data where the nonstationarity is due to a slowly-changing deterministic trend. We show that the local block bootstrap methodology is appropriate...
Persistent link: https://www.econbiz.de/10010896480