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Boundary Harnack principle and gradient estimates for fractional Laplacian perturbed by non-local operators
Harmonic function boundary Harnack principle gradient estimate non-local operator Green function Poisson kernel
2016/1/26
Boundary Harnack principle and gradient estimates for fractional Laplacian perturbed by non-local operators.
A GENERAL THEORY FOR ORTHOGONAL ARRAY BASED LATIN HYPERCUBE DESIGNS
Functional decomposition Latin hypercube design orthog- onal array statistical property
2016/1/26
Orthogonal array based Latin hypercube designs (LHDs) are popularly adopted for computer experiments. Because of their stratification on multivariate margins in addition to univariate uniformity, the ...
Optimal Designs for the Proportional Interference Model
Approximate design theory equivalence theorem interference model optimal design proportional mode
2016/1/26
The interference model has been widely used and studied in block experiments where the treatment for a particular plot has effects on its neighbor plots. In this paper, we study optimal circular desig...
Optimality of Pairwise Blocked Definitive Screening Designs
Blocking Definitive screening design Optimality Generalized minimum aberration Fold-over
2016/1/26
Definitive screening designs are a new class of three-level designs which are shown superior to the classical central composite designs in response surface methodology. They can be constructed by inse...
Testing Covariates in High Dimensional Regression
Generalized Linear Model High Dimensional Data Hypothe- ses Testing
2016/1/26
In a high dimensional linear regression model, we propose a new procedure for testing statistical significance of a subset of regression coefficients. Specifically,we employ the partial covariances be...
Testing the Diagonality of a Large Covariance Matrix in a Regression Setting
Bias-Corrected Test Covariance Diagonality Test High Di- mensional Data
2016/1/26
In multivariate analysis, the covariance matrix associated with a set of vari-ables of interest (namely response variables) commonly contains valuable infor-mation about the dataset. When the dimensio...
Spatial Panel Data Models. Oxford Handbook of Panel Data
Spatial Panel Data Model Oxford Handbook Panel Data
2016/1/26
The consideration of interactions among regions or agents has become increasingly important in various fields of economics. In public economics, a state government’s cigarettes tax rate will be influe...
When do emotionally exhausted employees speak up? Exploring the potential curvilinear relationship between emotional exhaustion and voice
emotional exhaustion prohibitive voice promotive voice job security
2016/1/26
Two studies were conducted to address the potential nonlinear relationship between emotional exhaustion and voice. Study 1 developed and tested a model rooted in conservation of resources theory in wh...
Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints
Equity premium Nonparametric local historical average model Positivity con- straint Bagging
2016/1/25
The equity premium, return on equity minus return on risk-free asset, is expected to be positive. We consider imposing such positivity constraint in local historical average (LHA) in nonparametric ker...
Limit Theorems for Some Critical Superprocesses
Superprocess critical superprocess non-extinction rate central limit theorem
2016/1/25
In this paper we establish some conditional limit theorems for some critical superprocesses X = {X t ,t ≥ 0}. First we identify the rate of non-extinction. Then we show that, for a large class of func...
Copula function’s concentration set and its concentrated partition
Copula function local correlation structure concentration set concentration measure
2016/1/25
The research on the local correlation structure of copula function is an attractive topic.This paper investigates bivariate copula function’s local correlation structure by defining its concentration ...
Band Width Selection for High Dimensional Covariance Matrix Estimation
Bandable covariance Banding estimator Large p, small n Ratio- consistency Tapering estimator Thresholding estimator
2016/1/25
The banding estimator of Bickel and Levina (2008a) and its tapering version of Cai, Zhang and Zhou (2010), are important high dimensional covariance esti-mators. Both estimators require choosing a ban...
On Smoothing Estimation For Seasonal Times Series With Long Cycles
Large deviation Large p, small n Optimal detection boundary Sparse signal Thresholding Weak dependence
2016/1/25
We consider two alternative tests to the Higher Criticism test of Donoho and Jin (2004) for high dimensional means under the spar-sity of the non-zero means for sub-Gaussian distributed data with unkn...
Optimal Reinsurance under Distortion Risk Measures
Distortion risk measure expected premium principle the optimal reinsurance strategy VaR TVaR
2016/1/25
In this paper, we discuss the optimal reinsurance strategy of minimizing the in-surer’s risk under the distortion risk measure. We assume that reinsurance premium is determined by the expected premium...
Marginal empirical likelihood and sure independence screening
Empirical likelihood high dimensional data analysis independence sure screening large deviation
2016/1/25
We study a marginal empirical likelihood approach in scenarios when the num-ber of variables grows exponentially with the sample size. The marginal empirical likelihood ratios as functions of the para...