English
Related papers

Related papers: Multiple Adjusted Quantiles

200 papers

Building on recent developments in models focused on the shape properties of odds ratios, this paper introduces two new models that expand the class of available distributions while preserving specific shape characteristics of an underlying…

Statistics Theory · Mathematics 2025-03-11 Idir Arab , Milto Hadjikyriakou , Paulo Eduardo Oliveira

This article extends the widely-used synthetic controls estimator for evaluating causal effects of policy changes to quantile functions. The proposed method provides a geometrically faithful estimate of the entire counterfactual quantile…

Econometrics · Economics 2022-01-03 Florian Gunsilius

Invariant conditions for conformable fractional problems of the calculus of variations under the presence of external forces in the dynamics are studied. Depending on the type of transformations considered, different necessary conditions of…

Optimization and Control · Mathematics 2017-04-14 Matheus J. Lazo , Delfim F. M. Torres

There are several equivalent characterizations of the valuation rank of an ordered or valued field. In this paper, we extend the theory to the case of an ordered or valued {\it difference} field (that is, ordered or valued field endowed…

Logic · Mathematics 2018-11-08 Salma Kuhlmann , Mickael Matusinski , Francoise Point

During the last decades, a lot of effort was put into identifying decidable fragments of first-order logic. Such efforts gave birth, among the others, to the two-variable fragment and the guarded fragment, depending on the type of…

Logic in Computer Science · Computer Science 2021-10-05 Bartosz Bednarczyk , Maja Orłowska , Anna Pacanowska , Tony Tan

A geometric setup for constrained variational calculus is presented. The analysis deals with the study of the extremals of an action functional defined on piecewise differentiable curves, subject to differentiable, non-holonomic…

Mathematical Physics · Physics 2015-05-08 Enrico Massa , Danilo Bruno , Gianvittorio Luria , Enrico Pagani

We prove that if $f:I\subset \Bbb R\to \Bbb R$ is of bounded variation, then the noncentered maximal function $Mf$ is absolutely continuous, and its derivative satisfies the sharp inequality $\|DMf\|_1\le |Df|(I)$. This allows us obtain,…

Classical Analysis and ODEs · Mathematics 2010-09-24 J. M. Aldaz , J. Pérez Lázaro

In this paper we deal with stochastic optimization problems where the data distributions change in response to the decision variables. Traditionally, the study of optimization problems with decision-dependent distributions has assumed…

Optimization and Control · Mathematics 2023-10-05 Zifan Wang , Changxin Liu , Thomas Parisini , Michael M. Zavlanos , Karl H. Johansson

We consider conditional tests for non-negative discrete exponential families. We develop two Markov Chain Monte Carlo (MCMC) algorithms which allow us to sample from the conditional space and to perform approximated tests. The first…

Computation · Statistics 2017-07-27 Roberto Fontana , Francesca Romana Crucinio

A class of probability distributions is characterized via equalities in law between two order statistics shifted by independent exponential variables. An explicit formula for the quintile function of the identified family of distributions…

Probability · Mathematics 2011-07-26 M. Ahsanullah , V. B. Nevzorov , George P. Yanev

The fair allocation of scarce resources is a central problem in mathematics, computer science, operations research, and economics. While much of the fair-division literature assumes that individuals have underlying cardinal preferences,…

Computer Science and Game Theory · Computer Science 2026-03-02 Trung Dang , Daniel Halpern , Anuran Makur , Alexandros Psomas , Japneet Singh , Paritosh Verma

We study multivariate integration of functions that are invariant under permutations (of subsets) of their arguments. We find an upper bound for the $n$th minimal worst case error and show that under certain conditions, it can be bounded…

Numerical Analysis · Mathematics 2015-03-10 Dirk Nuyens , Gowri Suryanarayana , Markus Weimar

Incomplete pairwise comparison matrices offer a natural way of expressing preferences in decision making processes. Although ordinal information is crucial, there is a bias in the literature: cardinal models dominate. Ordinal models usually…

Optimization and Control · Mathematics 2020-12-15 Luca Faramondi , Gabriele Oliva , Sándor Bozóki

Supersymmetry can be consistently generalized in one and two dimensional spaces, fractional supersymmetry being one of the possible extension. 2D fractional supersymmetry of arbitrary order $F$ is explicitly constructed using an adapted…

High Energy Physics - Theory · Physics 2008-02-03 M. Rausch de Traubenberg , P. Simon

We study a generalization of the classical stable matching problem that allows for cardinal preferences (as opposed to ordinal) and fractional matchings (as opposed to integral). After observing that, in this cardinal setting, stable…

Computer Science and Game Theory · Computer Science 2020-12-25 Ioannis Caragiannis , Aris Filos-Ratsikas , Panagiotis Kanellopoulos , Rohit Vaish

It is well known that quantile regression model minimizes the portfolio extreme risk, whenever the attention is placed on the estimation of the response variable left quantiles. We show that, by considering the entire conditional…

Portfolio Management · Quantitative Finance 2015-07-02 Giovanni Bonaccolto , Massimiliano Caporin , Sandra Paterlini

A new method of deriving comparative statics information using generalized compensated derivatives is presented which yields constraint-free semidefiniteness results for any differentiable, constrained optimization problem. More generally,…

Optimization and Control · Mathematics 2013-10-29 M. Hossein Partovi , Michael R. Caputo

We analyse the structure of imprecise Markov chains and study their convergence by means of accessibility relations. We first identify the sets of states, so-called minimal permanent classes, that are the minimal sets capable of containing…

Probability · Mathematics 2016-09-20 Damjan Skulj

It is known that if $f$ is an analytic self map of the complex upper half-plane which also maps $\mathbb{R}\cup\{\infty\}$ to itself, and $f(i)=i$, then $f$ preserves the Cauchy distribution. This note concerns three results related to the…

Probability · Mathematics 2019-09-24 Wooyoung Chin , Paul Jung , Greg Markowsky

In this paper we study the right differentiability of a parametric infimum function over a parametric set defined by equality constraints. We present a new theorem with sufficient conditions for the right differentiability with respect to…

Optimization and Control · Mathematics 2023-06-22 Kevin Sturm