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4 papers
Singular holomorphic Morse inequalities on non-compact manifolds
Dan Coman, George Marinescu, Huan Wang
We study asymptotic estimates of the dimension of cohomology on possibly non-compact complex manifolds for line bundles endowed with Hermitian metrics with algebraic singularities.…
Depth-based Runs Tests for Bivariate Central Symmetry
Rainer Dyckerhoff, Christophe Ley, Davy Paindaveine
McWilliams (1990) introduced a nonparametric procedure based on runs for the problem of testing univariate symmetry about the origin (equivalently, about an arbitrary specified cen…
Stochastic linear programming with a distortion risk constraint
Karl Mosler, Pavel Bazovkin
Linear optimization problems are investigated whose parameters are uncertain. We apply coherent distortion risk measures to capture the possible violation of a restriction. Each ri…
Estimating correlation and covariance matrices by weighting of market similarity
Michael C. Münnix, Rudi Schäfer, Oliver Grothe
We discuss a weighted estimation of correlation and covariance matrices from historical financial data. To this end, we introduce a weighting scheme that accounts for similarity of…