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Shrinkage strategies in some multiple multi-factor dynamical systems

Sévérien Nkurunziza (2012)

ESAIM: Probability and Statistics

In this paper, we are interested in estimation problem for the drift parameters matrices of m independent multivariate diffusion processes. More specifically, we consider the case where the m-parameters matrices are supposed to satisfy some uncertain constraints. Given such an uncertainty, we develop shrinkage estimators which improve over the performance of the maximum likelihood estimator (MLE). Under an asymptotic distributional quadratic risk criterion, we study the relative dominance of the...

Shrinkage strategies in some multiple multi-factor dynamical systems

Sévérien Nkurunziza (2012)

ESAIM: Probability and Statistics

In this paper, we are interested in estimation problem for the drift parameters matrices of m independent multivariate diffusion processes. More specifically, we consider the case where the m-parameters matrices are supposed to satisfy some uncertain constraints. Given such an uncertainty, we develop shrinkage estimators which improve over the performance of the maximum likelihood estimator (MLE). Under an asymptotic distributional quadratic risk criterion, we study the relative dominance of the...

Simple framed curve singularities

Victor Goryunov, Gabor Lippner (2008)

Banach Center Publications

We obtain a complete list of simple framed curve singularities in ℂ² and ℂ³ up to the framed equivalence. We also find all the adjacencies between simple framed curves.

Simplicial types and polynomial algebras

Francisco Gómez (2002)

Archivum Mathematicum

This paper shows that the simplicial type of a finite simplicial complex K is determined by its algebra A of polynomial functions on the baricentric coordinates with coefficients in any integral domain. The link between K and A is done through certain admissible matrix associated to K in a natural way. This result was obtained for the real numbers by I. V. Savel’ev [5], using methods of real algebraic geometry. D. Kan and E. Miller had shown in [2] that A determines the homotopy type of the polyhedron...

Singlevaluedness of monotone operators on subspaces of GSG spaces

Martin Heisler (1996)

Commentationes Mathematicae Universitatis Carolinae

We extend Zajíček’s theorem from [Za] about points of singlevaluedness of monotone operators on Asplund spaces. Namely we prove that every monotone operator on a subspace of a Banach space containing densely a continuous image of an Asplund space (these spaces are called GSG spaces) is singlevalued on the whole space except a σ -cone supported set.

Singular BGG sequences for the even orthogonal case

Lukáš Krump, Vladimír Souček (2006)

Archivum Mathematicum

Locally exact complexes of invariant differential operators are constructed on the homogeneous model for a parabolic geometry for the even orthogonal group. The tool used for the construction is the Penrose transform developed by R. Baston and M. Eastwood. Complexes constructed here belong to the singular infinitesimal character.

Singular Hamiltonian systems and symplectic capacities

Alfred Künzle (1996)

Banach Center Publications

The purpose of this paper is to develop the basics of a theory of Hamiltonian systems with non-differentiable Hamilton functions which have become important in symplectic topology. A characteristic differential inclusion is introduced and its equivalence to Hamiltonian inclusions for certain convex Hamiltonians is established. We give two counterexamples showing that basic properties of smooth systems are violated for non-smooth quasiconvex submersions, e.g. even the energy conservation which nevertheless...

Singular holomorphic functions for which all fibre-integrals are smooth

D. Barlet, H. Maire (2000)

Annales Polonici Mathematici

For a germ (X,0) of normal complex space of dimension n + 1 with an isolated singularity at 0 and a germ f: (X,0) → (ℂ,0) of holomorphic function with df(x) ≤ 0 for x ≤ 0, the fibre-integrals     s f = s ϱ ω ' ω ' ' ¯ , ϱ C c ( X ) , ω ' , ω ' ' Ω X n , are C on ℂ* and have an asymptotic expansion at 0. Even when f is singular, it may happen that all these fibre-integrals are C . We study such maps and build a family of examples where also fibre-integrals for ω ' , ω ' ' X , the Grothendieck sheaf, are C .

Singular open book structures from real mappings

Raimundo Araújo dos Santos, Ying Chen, Mihai Tibăr (2013)

Open Mathematics

We define open book structures with singular bindings. Starting with an extension of Milnor’s results on local fibrations for germs with nonisolated singularity, we find classes of genuine real analytic mappings which yield such open book structures.

Currently displaying 61 – 80 of 534