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排序方式: 共有57条查询结果,搜索用时 704 毫秒
1.
This paper is devoted to studying optimal designs for estimating an extremal point of a multivariate quadratic regression model in the unit hyperball. The problem of estimating an extremal point is reduced to that of estimating certain parameters of a corresponding nonlinear (in parameters) regression model. For this reduced problem truncated locally D-optimal designs are found in an explicit form. The result is a generalization of the results of Fedorov and Müller (1997) for onedimensional quadratic regression function in the unit segment.
Received February 2002 相似文献
2.
本文首先指出有界灰数对于四则运算不具备封闭性。证明了有界灰数所构成的空间(G(?),D)是可分的,局部紧的完备度量空间。 相似文献
3.
Using duality methods, we prove several key properties of the indifference price π for contingent claims. The underlying market model is very general and the mathematical formulation is based on a duality naturally induced by the problem. In particular, the indifference price π turns out to be a convex risk measure on the Orlicz space induced by the utility function. 相似文献
4.
Decomposing Local: A Conjoint Analysis of Locally Produced Foods 总被引:4,自引:0,他引:4
Kim Darby Marvin T. Batte Stan Ernst Brian Roe 《American journal of agricultural economics》2008,90(2):476-486
Increasingly, foods are marketed as "locally grown." We use stated preference data from a choice-based conjoint instrument to address two issues surrounding consumer demand for locally produced goods: (1) what is the geographical extent of "local," and (2) is the value consumers place on "local" production distinct from other factors that are often confounded with locally produced foods such as farm size and product freshness? We find our subjects place similar value on products produced "in state" and "nearby" and that consumers' willingness to pay for local production is independent from values associated with product freshness and farm size. 相似文献
5.
本文就公路路基填筑技术进行简单介绍,探讨在填筑准备阶段的技术管理。分析了软土地基处理技术以及强夯法处理湿陷性路基技术。 相似文献
6.
OPTIMAL CONTINUOUS-TIME HEDGING WITH LEPTOKURTIC RETURNS 总被引:1,自引:0,他引:1
Ale erný 《Mathematical Finance》2007,17(2):175-203
We examine the behavior of optimal mean–variance hedging strategies at high rebalancing frequencies in a model where stock prices follow a discretely sampled exponential Lévy process and one hedges a European call option to maturity. Using elementary methods we show that all the attributes of a discretely rebalanced optimal hedge, i.e., the mean value, the hedge ratio, and the expected squared hedging error, converge pointwise in the state space as the rebalancing interval goes to zero. The limiting formulae represent 1-D and 2-D generalized Fourier transforms, which can be evaluated much faster than backward recursion schemes, with the same degree of accuracy. In the special case of a compound Poisson process we demonstrate that the convergence results hold true if instead of using an infinitely divisible distribution from the outset one models log returns by multinomial approximations thereof. This result represents an important extension of Cox, Ross, and Rubinstein to markets with leptokurtic returns. 相似文献
7.
根据紧凑城市的核心内涵,从空间紧凑、结构良好、效率较高三个维度构建了城市紧凑度测度指标体系,运用主成分分析计算了2009年陇海—兰新—北疆铁路沿线40个城市紧凑度的综合得分,并将其划分为紧凑、较紧凑、一般紧凑和不紧凑四种类型。除个别城市外,从总体上来看,沿线城市紧凑度水平按照特大城市、大城市、中等城市、小城市的顺序呈现依次降低的变化规律。通过多元线性逐步回归分析了城市紧凑度的主要影响因素,结果表明目前影响沿线城市紧凑度的主要因素首先是经济增长弹性,其次是人口密度、基础设施建设和城市形态紧凑度等;对于不同规模的城市,城市紧凑度的主要影响因素亦有差异。 相似文献
8.
In recent years, the “buy local” movement has escalated in popularity. This trend is redefining how value along the food chain is shared between producers, retailers, and consumers. A theoretical model was developed and used to evaluate how consumers formulate preferences for locally grown attributes, with an emphasis on consumers’ perceptions of food safety risk. Linkages between locally grown produce attributes, perceived macro outcomes, and value allocation to consumers are then examined using random utility discrete choice models. While results were mixed depending on frequency of purchasing locally grown produce, they do indicate that consumer preferences are driven by perceived food safety risk and other macro outcomes. For example, consumers who frequently purchase locally grown produce perceive these products to be environmentally friendly and to improve their quality of life. 相似文献
9.
Olga Zatepilina-Monacell 《非赢利和公共部门市场学杂志》2013,25(2):216-237
This two-part, mixed-methods study explored how and why small businesses engage in both philanthropic and transactional partnerships with community-based nonprofits (NPOs), and what business owners expect from their nonprofit partners. Findings from focus groups and a survey indicate that U.S. small businesses (a) are interested in a higher representation on nonprofit boards; (b) are more likely to support NPOs that focus on the local community’s needs; and (c) seek long-term, committed partnerships with NPOs to jointly address communal issues rather than one-time contributions or sponsorships. The study adds to the literature on nonprofit–business collaboration by applying the concepts of integrative (Austin, 2000) and communal (Cho & Kelly, 2014) relationships in the context of locally owned businesses and community-based NPOs rather than more commonly studied large corporations and national/international nonprofits. These findings also offer practical recommendations for the leadership of community nonprofits interested in enhancing their relationships with small businesses. 相似文献
10.
L.L. Wegge 《Statistica Neerlandica》1991,45(2):121-143
This is an essay on a unified approach to the identifiability problem in static models with and without hidden endogenous variables. As is well known, when some of these variables are unobserved, the prior information requirements for models when all endogenous variables are observed, are still there. In addition, extra prior information that takes the place of the means and covariances of the missing variables will have to be supplied directly or indirectly by the statistical researcher. In the paper we characterize the quality and quantity of the required information for the general linear static model and apply it when the model is i) an econometric demand and supply model with missing observations on the quantity transacted, ii) a factor analysis model with observed characteristics of the test takers and iii) a LISREL Model without fixed exogenous variables. With unknown true parameters, the exact rank conditions are seldom verifiable but we do recommend an implementable check-list that is adequate for almost all parameters. 相似文献