Instrumental weighted variables under heteroscedasticity. Part II – Numerical study

Jan Ámos Víšek

Displaying similar documents to “Instrumental weighted variables under heteroscedasticity. Part II – Numerical study”

Instrumental weighted variables under heteroscedasticity Part I – Consistency

Jan Ámos Víšek (2017)

Kybernetika

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The proof of consistency instrumental weighted variables, the robust version of the classical instrumental variables is given. It is proved that all solutions of the corresponding normal equations are contained, with high probability, in a ball, the radius of which can be selected - asymptotically - arbitrarily small. Then also $\sqrt{n}$ -consistency is proved. An extended numerical study (the Part II of the paper) offers a picture of behavior of the estimator for finite samples under various...

The representation of multi-hypergraphs by set intersections

Stanisław Bylka, Jan Komar (2007)

Discussiones Mathematicae Graph Theory

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This paper deals with weighted set systems (V,,q), where V is a set of indices, $\subset 2^{V}$ and the weight q is a nonnegative integer function on . The basic idea of the paper is to apply weighted set systems to formulate restrictions on intersections. It is of interest to know whether a weighted set system can be represented by set intersections. An intersection representation of (V,,q) is defined to be an indexed family $R = {(R_{v})}_{v \in V}$ of subsets of a set S such that $| ⋂_{v \in E} R_{v} | = q (E)$ for each E ∈ . A necessary condition...

Existence of solutions to the (rot,div)-system in $L_{p}$ -weighted spaces

Wojciech M. Zajączkowski (2010)

Applicationes Mathematicae

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The existence of solutions to the elliptic problem rot v = w, div v = 0 in a bounded domain Ω ⊂ ℝ³, ${v \cdot n ̅ |}_{S} = 0$ , S = ∂Ω in weighted $L_{p}$ -Sobolev spaces is proved. It is assumed that an axis L crosses Ω and the weight is a negative power function of the distance to the axis. The main part of the proof is devoted to examining solutions of the problem in a neighbourhood of L. The existence in Ω follows from the technique of regularization.

Lipschitz continuity in Muckenhoupt 𝓐₁ weighted function spaces

Dorothee D. Haroske (2011)

Banach Center Publications

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We study continuity envelopes of function spaces $B_{p, q}^{s} (ℝ ⁿ, w)$ and $F_{p, q}^{s} (ℝ ⁿ, w)$ where the weight belongs to the Muckenhoupt class ₁. This essentially extends partial forerunners in [13, 14]. We also indicate some applications of these results.

The spectral decomposition of weighted shifts and the $A^{p}$ condition

Earl Berkson, T. A. Gillespie (1990)

Colloquium Mathematicae

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Solutions to the equation div u = f in weighted Sobolev spaces

Katrin Schumacher (2008)

Banach Center Publications

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We consider the problem div u = f in a bounded Lipschitz domain Ω, where f with $\int_{Ω} f = 0$ is given. It is shown that the solution u, constructed as in Bogovski’s approach in [1], fulfills estimates in the weighted Sobolev spaces $W_{w}^{k, q} (Ω)$ , where the weight function w is in the class of Muckenhoupt weights $A_{q}$ .

Estimator selection in the gaussian setting

Yannick Baraud, Christophe Giraud, Sylvie Huet (2014)

Annales de l'I.H.P. Probabilités et statistiques

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We consider the problem of estimating the mean $f$ of a Gaussian vector $Y$ with independent components of common unknown variance $σ^{2}$ . Our estimation procedure is based on estimator selection. More precisely, we start with an arbitrary and possibly infinite collection $𝔽$ of estimators of $f$ based on $Y$ and, with the same data $Y$ , aim at selecting an estimator among $𝔽$ with the smallest Euclidean risk. No assumptions on the estimators are made and their dependencies with respect to $Y$ may be unknown....

Compact hypothesis and extremal set estimators

João Tiago Mexia, Pedro Corte Real (2003)

Discussiones Mathematicae Probability and Statistics

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In extremal estimation theory the estimators are local or absolute extremes of functions defined on the cartesian product of the parameter by the sample space. Assuming that these functions converge uniformly, in a convenient stochastic way, to a limit function g, set estimators for the set ∇ of absolute maxima (minima) of g are obtained under the compactness assumption that ∇ is contained in a known compact U. A strongly consistent test is presented for this assumption. Moreover, when...

Weighted sub-Bergman Hilbert spaces

Maria Nowak, Renata Rososzczuk (2014)

Annales Universitatis Mariae Curie-Sklodowska, sectio A – Mathematica

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We consider Hilbert spaces which are counterparts of the de Branges-Rovnyak spaces in the context of the weighted Bergman spaces $A_{α}^{2}$ , $- 1 < α < \infty$ . These spaces have already been studied in [8], [7], [5] and [1]. We extend some results from these papers.

Monotonicity of generalized weighted mean values

Alfred Witkowski (2004)

Colloquium Mathematicae

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The author gives a new simple proof of monotonicity of the generalized extended mean values $M (r, s) = \leq {((\int f^{s} d μ) / (\int f^{r} d μ))}^{1 / (s - r)}$ introduced by F. Qi.

Essential norms of weighted composition operators between Hardy spaces $H^{p}$ and $H^{q}$ for 1 ≤ p,q ≤ ∞

R. Demazeux (2011)

Studia Mathematica

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We complete the different cases remaining in the estimation of the essential norm of a weighted composition operator acting between the Hardy spaces $H^{p}$ and $H^{q}$ for 1 ≤ p,q ≤ ∞. In particular we give some estimates for the cases 1 = p ≤ q ≤ ∞ and 1 ≤ q < p ≤ ∞.

The linear bound in A₂ for Calderón-Zygmund operators: a survey

Michael Lacey (2011)

Banach Center Publications

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For an L²-bounded Calderón-Zygmund Operator T acting on $L ² (ℝ^{d})$ , and a weight w ∈ A₂, the norm of T on L²(w) is dominated by $C_{T} {| | w | |}_{A ₂}$ . The recent theorem completes a line of investigation initiated by Hunt-Muckenhoupt-Wheeden in 1973 (MR0312139), has been established in different levels of generality by a number of authors over the last few years. It has a subtle proof, whose full implications will unfold over the next few years. This sharp estimate requires that the A₂ character of the weight can...

Natural boundary value problems for weighted form laplacians

Wojciech Kozłowski, Antoni Pierzchalski (2008)

Annali della Scuola Normale Superiore di Pisa - Classe di Scienze

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The four natural boundary problems for the weighted form Laplacians $L = a d δ + b δ d, a, b > 0$ acting on polynomial differential forms in the $n$ -dimensional Euclidean ball are solved explicitly. Moreover, an algebraic algorithm for generating a solution from the boundary data is given in each case.

Weighted variable $L^{p}$ integral inequalities for the maximal operator on non-increasing functions

C. J. Neugebauer (2009)

Studia Mathematica

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Let $B_{p}$ be the Ariõ-Muckenhoupt weight class which controls the weighted $L^{p}$ -norm inequalities for the Hardy operator on non-increasing functions. We replace the constant p by a function p(x) and examine the associated $L^{p (x)}$ -norm inequalities of the Hardy operator.

Composition in ultradifferentiable classes

Armin Rainer, Gerhard Schindl (2014)

Studia Mathematica

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We characterize stability under composition of ultradifferentiable classes defined by weight sequences M, by weight functions ω, and, more generally, by weight matrices , and investigate continuity of composition (g,f) ↦ f ∘ g. In addition, we represent the Beurling space $^{(ω)}$ and the Roumieu space $^{ω}$ as intersection and union of spaces $^{(M)}$ and $^{M}$ for associated weight sequences, respectively.

Existence and regularity of solutions of some elliptic system in domains with edges

Wojciech M. Zajączkowski

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CONTENTS1. Introduction.......................................................................52. Notation and auxiliary results............................................93. Statement of the problem (1.1)-(1.3)..............................204. The problem (3.14).........................................................225. Auxiliary results in $D_{ϑ}$ ...............................................346. Existence of solutions of (3.14) in $H_{μ}^{k} (D_{ϑ})$ ............417. Green function................................................................528....

Statistical approximation by positive linear operators

O. Duman, C. Orhan (2004)

Studia Mathematica

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Using A-statistical convergence, we prove a Korovkin type approximation theorem which concerns the problem of approximating a function f by means of a sequence Tₙ(f;x) of positive linear operators acting from a weighted space $C_{ϱ ₁}$ into a weighted space $B_{ϱ ₂}$ .

Jacobi decomposition of weighted Triebel-Lizorkin and Besov spaces

George Kyriazis, Pencho Petrushev, Yuan Xu (2008)

Studia Mathematica

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The Littlewood-Paley theory is extended to weighted spaces of distributions on [-1,1] with Jacobi weights $w (t) = {(1 - t)}^{α} {(1 + t)}^{β}$ . Almost exponentially localized polynomial elements (needlets) $φ_{ξ}$ , $ψ_{ξ}$ are constructed and, in complete analogy with the classical case on ℝⁿ, it is shown that weighted Triebel-Lizorkin and Besov spaces can be characterized by the size of the needlet coefficients $⟨ f, φ_{ξ} ⟩$ in respective sequence spaces.

Polyanalytic Besov spaces and approximation by dilatations

Ali Abkar (2024)

Czechoslovak Mathematical Journal

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Using partial derivatives $\partial f / \partial z$ and $\partial f / \partial \bar{z}$ , we introduce Besov spaces of polyanalytic functions in the open unit disk, as well as in the upper half-plane. We then prove that the dilatations of functions in certain weighted polyanalytic Besov spaces converge to the same functions in norm. When restricted to the open unit disk, we prove that each polyanalytic function of degree $q$ can be approximated in norm by polyanalytic polynomials of degree at most $q$ .

Weighted Frobenius-Perron operators and their spectra

Mohammad Reza Jabbarzadeh, Rana Hajipouri (2017)

Mathematica Bohemica

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First, some classic properties of a weighted Frobenius-Perron operator $𝒫_{ϕ}^{u}$ on $L^{1} (Σ)$ as a predual of weighted Koopman operator $W = u U_{ϕ}$ on $L^{\infty} (Σ)$ will be investigated using the language of the conditional expectation operator. Also, we determine the spectrum of $𝒫_{ϕ}^{u}$ under certain conditions.

Isometric composition operators on weighted Dirichlet space

Shi-An Han, Ze-Hua Zhou (2016)

Czechoslovak Mathematical Journal

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We investigate isometric composition operators on the weighted Dirichlet space $𝒟_{α}$ with standard weights ${(1 - | z |}^{2})^{α}$ , $α > - 1$ . The main technique used comes from Martín and Vukotić who completely characterized the isometric composition operators on the classical Dirichlet space $𝒟$ . We solve some of these but not in general. We also investigate the situation when $𝒟_{α}$ is equipped with another equivalent norm.

Compactness of composition operators acting on weighted Bergman-Orlicz spaces

Ajay K. Sharma, S. Ueki (2012)

Annales Polonici Mathematici

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We characterize compact composition operators acting on weighted Bergman-Orlicz spaces $_{α}^{ψ} = f \in H () : \int_{} ψ (| f (z) |) d A_{α} (z) < \infty$ , where α > -1 and ψ is a strictly increasing, subadditive convex function defined on [0,∞) and satisfying ψ(0) = 0, the growth condition $l i m_{t \to \infty} ψ (t) / t = \infty$ and the Δ₂-condition. In fact, we prove that $C_{φ}$ is compact on $_{α}^{ψ}$ if and only if it is compact on the weighted Bergman space $²_{α}$ .

A functional equation involving f and $f^{- 1}$ .

J. S. Ratti, Y. -F. Lin (1990)

Colloquium Mathematicae

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Existence of solutions to the (rot,div)-system in L₂-weighted spaces

Wojciech M. Zajączkowski (2009)

Applicationes Mathematicae

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The existence of solutions to the elliptic problem rot v = w, div v = 0 in Ω ⊂ ℝ³, ${v \cdot n ̅ |}_{S} = 0$ , S = ∂Ω, in weighted Hilbert spaces is proved. It is assumed that Ω contains an axis L and the weight is a negative power of the distance to the axis. The main part of the proof is devoted to examining solutions in a neighbourhood of L. Their existence in Ω follows by regularization.

Boundedness of Riesz transforms on weighted Carleson measure spaces

Ming-Yi Lee (2012)

Studia Mathematica

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Let w be in the Muckenhoupt $A_{\infty}$ weight class. We show that the Riesz transforms are bounded on the weighted Carleson measure space $C M O_{w}^{p}$ , the dual of the weighted Hardy space $H_{w}^{p}$ , 0 < p ≤ 1.

Weighted norm inequalities for maximal singular integrals with nondoubling measures

Guoen Hu, Dachun Yang (2008)

Studia Mathematica

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Let μ be a nonnegative Radon measure on $ℝ^{d}$ which satisfies μ(B(x,r)) ≤ Crⁿ for any $x \in ℝ^{d}$ and r > 0 and some positive constants C and n ∈ (0,d]. In this paper, some weighted norm inequalities with $A_{p}^{ϱ} (μ)$ weights of Muckenhoupt type are obtained for maximal singular integral operators with such a measure μ, via certain weighted estimates with $A_{\infty}^{ϱ} (μ)$ weights of Muckenhoupt type involving the John-Strömberg maximal operator and the John-Strömberg sharp maximal operator, where ϱ,p ∈ [1,∞).

Remarks on the critical Besov space and its embedding into weighted Besov-Orlicz spaces

Hidemitsu Wadade (2010)

Studia Mathematica

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We present several continuous embeddings of the critical Besov space $B_{p}^{n / p, ρ} (ℝ ⁿ)$ . We first establish a Gagliardo-Nirenberg type estimate ${| | u | |}_{Ḃ_{q, w_{r}}^{0, ν}} \leq C ₙ {(1 / (n - r))}^{1 / q + 1 / ν - 1 / ρ} {(q / r)}^{1 / ν - 1 / ρ} {| | u | |}_{Ḃ_{p}^{0, ρ}}^{(n - r) p / n q} {| | u | |}_{Ḃ_{p}^{n / p, ρ}}^{1 - (n - r) p / n q}$ , for 1 < p ≤ q < ∞, 1 ≤ ν < ρ ≤ ∞ and the weight function $w_{r} (x) = 1 / {(| x |}^{r})$ with 0 < r < n. Next, we prove the corresponding Trudinger type estimate, and obtain it in terms of the embedding $B_{p}^{n / p, ρ} (ℝ ⁿ) ↪ B_{Φ ₀, w_{r}}^{0, ν} (ℝ ⁿ)$ , where the function Φ₀ of the weighted Besov-Orlicz space $B_{Φ ₀, w_{r}}^{0, ν} (ℝ ⁿ)$ is a Young function of the exponential type. Another point of interest is to embed $B_{p}^{n / p, ρ} (ℝ ⁿ)$ into the weighted Besov...

Orthogonal series regression estimation under long-range dependent errors

Waldemar Popiński (2001)

Applicationes Mathematicae

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This paper is concerned with general conditions for convergence rates of nonparametric orthogonal series estimators of the regression function. The estimators are obtained by the least squares method on the basis of an observation sample $Y_{i} = f (X_{i}) + η_{i}$ , i=1,...,n, where $X_{i} \in A \subset ℝ^{d}$ are independently chosen from a distribution with density ϱ ∈ L¹(A) and $η_{i}$ are zero mean stationary errors with long-range dependence. Convergence rates of the error $n^{- 1} \sum_{i = 1}^{n} (f (X_{i}) - f ̂_{N} (X_{i})) ²$ for the estimator $f ̂_{N} (x) = \sum_{k = 1}^{N} c ̂_{k} e_{k} (x)$ , constructed using an orthonormal system...

Weighted composition operators from Zygmund spaces to Bloch spaces on the unit ball

Yu-Xia Liang, Chang-Jin Wang, Ze-Hua Zhou (2015)

Annales Polonici Mathematici

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Let H() denote the space of all holomorphic functions on the unit ball ⊂ ℂⁿ. Let φ be a holomorphic self-map of and u∈ H(). The weighted composition operator $u C_{φ}$ on H() is defined by $u C_{φ} f (z) = u (z) f (φ (z))$ . We investigate the boundedness and compactness of $u C_{φ}$ induced by u and φ acting from Zygmund spaces to Bloch (or little Bloch) spaces in the unit ball.