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402,583
Asymptotic analysis
"... of microscopic impenetrability constraints for atomistic systems A. Braides and M.S. Gelli In this paper we analyze a two-dimensional discrete model of nearest-neighbour Lennard-Jones interactions under the microscopical constraint that points on a lattice triangle maintain their order. This can be ..."
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-to-continuum analysis at a scaling where surface energy is preponderant. We give a lower bound by an anisotropic Griffith energy. This bound is optimal if the macroscopic displacement satisfies some opening-crack conditions on the fracture site. We show that if such conditions are not satisfied then the computation
A one-shot inpainting algorithm based on the topological asymptotic analysis
- Comp. Appl. Math
, 2006
"... asymptotic analysis ..."
Asymptotic Confidence Intervals for Indirect Effects in Structural EQUATION MODELS
- IN SOCIOLOGICAL METHODOLOGY
, 1982
"... ..."
MODELING, EVALUATION, AND ASYMPTOTIC ANALYSIS OF ATTENUATION ANISOTROPY
, 2013
"... asymptotic analysis of attenuation anisotropy ..."
Panel Cointegration; Asymptotic and Finite Sample Properties of Pooled Time Series Tests, With an Application to the PPP Hypothesis; New Results. Working paper
, 1997
"... We examine properties of residual-based tests for the null of no cointegration for dynamic panels in which both the short-run dynamics and the long-run slope coefficients are permitted to be heterogeneous across individual members of the panel+ The tests also allow for individual heterogeneous fixed ..."
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Cited by 499 (13 self)
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We examine properties of residual-based tests for the null of no cointegration for dynamic panels in which both the short-run dynamics and the long-run slope coefficients are permitted to be heterogeneous across individual members of the panel+ The tests also allow for individual heterogeneous fixed effects and trend terms, and we consider both pooled within dimension tests and group mean between dimension tests+ We derive limiting distributions for these and show that they are normal and free of nuisance parameters+ We also provide Monte Carlo evidence to demonstrate their small sample size and power performance, and we illustrate their use in testing purchasing power parity for the post–Bretton Woods period+ 1.
Statistical Analysis of Cointegrated Vectors
- Journal of Economic Dynamics and Control
, 1988
"... We consider a nonstationary vector autoregressive process which is integrated of order 1, and generated by i.i.d. Gaussian errors. We then derive the maximum likelihood estimator of the space of cointegration vectors and the likelihood ratio test of the hypothesis that it has a given number of dimen ..."
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Cited by 2576 (12 self)
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of dimensions. Further we test linear hypotheses about the cointegration vectors. The asymptotic distribution of these test statistics are found and the first is described by a natural multivariate version of the usual test for unit root in an autoregressive process, and the other is a x2 test. 1.
Asymptotic analysis for the Dunkl kernel
, 2002
"... This paper studies the asymptotic behavior of the integral kernel of the Dunkl transform, the so-called Dunkl kernel, when one of its arguments is fixed and the other tends to infinity either within a Weyl chamber of the associated reflection group, or within a suitable complex domain. The obtained ..."
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Cited by 6 (1 self)
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results are based on the asymptotic analysis of an associated system of ordinary differential equations. They generalize the well-known asymptotics of the confluent hypergeometric function 1F1 to the higher-dimensional setting and include a complete short-time asymptotics for the Dunkl-type heat kernel
Asymptotic analysis of the Forward Search
, 2013
"... Summary: The Forward Search is an iterative algorithm concerned with detection of outliers and other unsuspected structures in data. This approach has been suggested, analysed and applied for regression models in the monograph Atkinson and Riani (2000). An asymptotic analysis of the Forward Search i ..."
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Cited by 1 (0 self)
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Summary: The Forward Search is an iterative algorithm concerned with detection of outliers and other unsuspected structures in data. This approach has been suggested, analysed and applied for regression models in the monograph Atkinson and Riani (2000). An asymptotic analysis of the Forward Search
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