نتایج جستجو برای: wise and cross

تعداد نتایج: 16889129  

Let be a stationary sequence of pair wise negative quadrant dependent random variables with survival function {,1}nXn?F(x)=P[X>x]. The empirical survival function ()nFx based on 12,,...,nXXX is proposed as an estimator for ()nFx. Strong consistency and point wise as well as uniform of ()nFx are discussed

Let G be a finite p-group and let Aut_l(G) be the group of absolute central automorphisms of G. In this paper we give necessary and sufficient condition on G such that each absolute central automorphism of G fixes the centre element-wise. Also we classify all groups of orders p^3 and p^4 whose absolute central automorphisms fix the centre element-wise.

Journal: :international journal of mathematical modelling and computations 0
f. sotoude vanoliya department of statistics, university of mazandaran, iran a. pourdarvish heydari department of statistics, university of mazandaran, iran

the analysis of cross-correlations is extensively applied for understanding of interconnections in stock markets. variety of methods are used in order to search stock cross-correlations including the random matrix theory (rmt), the principal component analysis (pca) and the hierachical ‎structures.‎ in ‎this work‎, we analyze cross-crrelations between price fluctuations of 20 ‎company ‎stocks‎‎...

Journal: :journal of sciences islamic republic of iran 0

let be a stationary sequence of pair wise negative quadrant dependent random variables with survival function {,1}nxn?f(x)=p[x>x]. the empirical survival function ()nfx based on 12,,...,nxxx is proposed as an estimator for ()nfx. strong consistency and point wise as well as uniform of ()nfx are discussed

Journal: :Academic Medicine 2006

Journal: :Journal of Japan Society of Civil Engineers, Ser. B1 (Hydraulic Engineering) 2015

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه صنعتی اصفهان - دانشکده ریاضی 1390

abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...

2001
Michael D. Hurd

This paper utilizes the Asset and Health Dynamics of the Oldest Old (AHEAD) Panel to test for the absence of causal links from socio-economic status (SES) to innovations in health or mortality, and from health conditions to innovations in wealth. We conclude that there is no causal link from SES to mortality or to incidence of sudden onset health conditions (accidents and, probably, acute condi...

2013
Kor Begeman Andrey N. Belikov Edwin A. Valentijn Willem-Jan Vriend

The paper reviews the Astro-WISE infrastructure and demonstrates that the Astro-WISE Information System provides a Grid itself. We describe the integration of Astro-WISE with an external Grid infrastructure (BiGGrid). The integration is performed on all infrastructural layers (data storage, metadata and processing layers) with Astro-WISE as a “master” infrastructure. We report the use of the in...

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