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中山大学岭南学院高级计量经济学课件（I）CH9 Generalized Method of Moments
中山大学岭南学院 高级计量经济学 课件（I） CH9 Generalized Method of Moments
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2017/6/14
中山大学岭南学院高级计量经济学课件（I）CH9 Generalized Method of Moments。
Direct Regression Modelling of High-order Moments in Big Data
Big data Higher-order moment U-statistics Estimating equation Divide-and-conquer
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2016/1/20
Big data problems present great challenges to statisti-cal analyses, especially from the computational side. In this paper, we consider regression estimation of high-order mo-ments in big data problem...
Fractional diffusion limit for collisional kinetic equations:A moments method
Kinetic equations linear Boltzmann equation asymptotic analysis diffusion limit anomalous diffusion limit fractional diffusion relaxation equation anomalous diffusive time scale
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2015/10/15
This paper is devoted to hydrodynamic limits of linear kinetic equations. We consider situations in which the thermodynamical equilibrium is described by a heavy-tail distribution function rather than...
CONVERGENCE OF MOMENTS FOR DISPERSING BILLIARDS WITH CUSPS
Chaos decay of correlations Central Limit Theorem
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2015/9/29
Dispersing billiards with cusps are deterministic dnamical systems with a mild degree of chaos, exhibiting “intermittent” behavior that alternates between regular and chaotic paterns.
Moments of the Riemann Zeta Funtion and Eisenstein Series I
Zeta Funtion Eisenstein Series
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2015/7/6
There is reason to expe
t that the 2k-th moment of the Riemann zeta
fun
tion
an be related to the spe
tral theory of GL(k) or GL(2k). The work
of Motohashi [27℄ supports the idea of seeki...
On the Positive Moments of Ranks of Partitions
rank of a partition k-marked Durfee symbol moment of ranks
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2014/6/3
By introducing k-marked Durfee symbols, Andrews found a combinatorial interpretation of 2k-th symmetrized moment η2k(n) of ranks of partitions of n in terms of (k + 1)-marked Durfee symbols of n. In t...
An improved geometric inequality via vanishing moments, with applications to singular Liouville equations
Geometric PDEs Variational Methods Min-max Schemes
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2012/6/14
We consider a class of singular Liouville equations on compact surfaces motivated by the study of Electroweak and Self-Dual Chern-Simons theories, the Gaussian curvature prescription with conical sing...
Benjamini--Schramm continuity of root moments of graph polynomials
Graph polynomial of exponential type Tutte polynomial Chromatic polynomial Benjamini–Schramm convergence Sokal bound
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2012/4/18
Recently, M.\ Ab\'ert and T.\ Hubai studied the following problem. The chromatic measure of a finite simple graph is defined to be the uniform distribution on its chromatic roots. Ab\'ert and Hubai pr...
On the extreme points of moments sets
moment sets measures generalized moments extreme points optimization extremal problems
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2012/4/17
Necessary and sufficient conditions for a measure to be an extreme point of the set of measures (on an abstract measurable space) with prescribed generalized moments are given, as well as an applicati...
Tchebycheff systems and extremal problems for generalized moments: a brief survey
Tchebycheff systems extremal problems brief survey Optimization and Control
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2011/9/14
Abstract: A brief presentation of basics of the theory of Tchebycheff and Markov systems of functions and its applications to extremal problems for integrals of such functions is given. The results, a...
Moments of random sums and Robbins' problem of optimal stopping
Moments of random sums Robbins' problem Probability
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2011/9/13
Abstract: Robbins' problem of optimal stopping asks one to minimise the expected {\it rank} of observation chosen by some nonanticipating stopping rule. We settle a conjecture regarding the {\it value...
Moments on Riemann surfaces and hyperelliptic Abelian integrals
Moments Riemann surfaces hyperelliptic Abelian integrals Dynamical Systems
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2011/9/9
Abstract: In the present paper we solve the following different but interrelated problems: (a) the moment problem on Riemann surfaces, (b) the vanishing problem of polynomial Abelian integrals of dime...
On the moments and the interface of the symbiotic branching model
Symbiotic branching model mutually catalytic branching
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2011/1/19
In this paper we introduce a critical curve separating the asymptotic behavior of the moments of the symbiotic branching model,introduced by Etheridge and Fleischmann [Stochastic Process. Appl.114 (20...
Transport moments beyond the leading order
Transport moments leading order
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2010/12/28
For chaotic cavities with scattering leads attached, transport properties can be approximated in terms of the classical trajectories which enter and exit the system.
Weak and strong moments of random vectors
Weak strong moments random vectors
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2011/1/21
We discuss a conjecture about comparability of weak and strong moments of log-concave random vectors and show the conjectured inequality for unconditional vectors in normed spaces with a bounded cotyp...