In this paper we study the characteristics of matrices that commute with a given matrix A It appears that these are related to the null space of a well structured matrix More precisely any matrix R that commutes with A has its vectorized column in the null space of that well structured matrix Hence the problem of nding such matrix R is equivalent to that of obtaining a representation of a basis...

This paper generalizes the cointegrated vector autoregressive model of Johansen (1988) to allow for structural changes. Estimation under various hypotheses is made possible by a new estimation technique, that makes it simple to derive a number of interesting likelihood ratio tests. E.g., the test for m structural changes against m+ k structural changes (occurring at fixed points in time), m ∈ N...

The generalized fuzzy valued $theta$-Choquet integrals will beestablished for the given $mu$-integrable fuzzy valued functionson a general fuzzy measure space, and the convergence theorems ofthis kind of fuzzy valued integral are being discussed.Furthermore, the whole of integrals is regarded as a fuzzy valuedset function on measurable space, the double-null asymptoticadditivity and pseudo-doub...

An important aspect of multiple hypothesis testing is controlling the significance level, or the level of Type I error. When the test statistics are not independent it can be particularly challenging to deal with this problem, without resorting to very conservative procedures. In this paper we show that, in the context of contemporary multiple testing problems, where the number of tests is ofte...

In the matching problem, each node maintains a pointer to one of its neighbor or to null, and a maximal matching is computed when each node points either to a neighbor that itself points to it (they are then called married), or to null, in which case no neighbor can also point to null. This paper presents a self-stabilizing distributed algorithm to compute a maximal matching in the link-registe...

In the matching problem, each node maintains a pointer to one of its neighbor or to null, and a maximal matching is computed when each node points either to a neighbor that itself points to it (they are then called married), or to null, in which case no neighbor can also point to null. This paper presents a self-stabilizing distributed algorithm to compute a maximal matching in the link-registe...

In this paper, we propose a minimum LM unit root test that endogenously determines a structural break in intercept and trend. Critical values are provided, and size and power properties are compared to the endogenous one-break unit root test of Zivot and Andrews (1992). Nunes, Newbold, and Kuan (1997) and Lee and Strazicich (2001) previously demonstrated that the Zivot and Andrews test exhibits...

Hyperbolic geometry is developed in a purely algebraic fashion from first principles, without a prior development of differential geometry. The natural connection with the geometry of Lorentz, Einstein and Minkowski comes from a projective point of view, with trigonometric laws that extend to ‘points at infinity’, here called ‘null points’, and beyond to ‘ideal points’ associated to a hyperbolo...

Suppose we have a random sample from a multinomial distribution with K parameters PI' P2' ••• 'PK ( ,r Pi=1) • Three likelihood ratio tests about 1=1 these parameters are considered: (i) -1 Test PI =P2 = ... =PK =K against an alternative specifying an order restriction on the p's • (ii) Test that the p's satisfy an order restriction against all alt~natives and (iii) Test PI ~ Pz ~ .•. ~ PK agai...