9 citations · 24 across the 7 of their papers we have counts for
8 papers
A tight Hermite-Hadamard's inequality and a generic method for comparison between residuals of inequalities with convex functions
Milan Merkle, Zoran D. Mitrović
We present a tight parametrical Hermite-Hadamard type inequality with probability measure, which yields a considerably closer upper bound for the mean value of convex function than…
On bounds for the mode and median of the generalized hyperbolic and related distributions
Robert E. Gaunt, Milan Merkle
Except for certain parameter values, a closed form formula for the mode of the generalized hyperbolic (GH) distribution is not available. In this paper, we exploit results from the…
Bayesian Approach for Parameter Estimation of Continuous-Time Stochastic Volatility Models using Fourier Transform Methods
Milan Merkle, Yuri F. Saporito, Rodrigo S. Targino
We propose a two stage procedure for the estimation of the parameters of a fairly general, continuous-time stochastic volatility. An important ingredient of the proposed method is…
Approximate Calculation of Tukey's Depth and Median With High-dimensional Data
Milica Bogićević, Milan Merkle
We present a new fast approximate algorithm for Tukey (halfspace) depth level sets and its implementation-ABCDepth. Given a -dimensional data set for any , the algorith…
ABCDepth: efficient algorithm for Tukey depth
Milica Bogicevic, Milan Merkle
We present a new algorithm for Tukey (halfspace) depth level sets and its implementation. Given -dimensional data set for any , the algorithm is based on representation…
An axiomatic integral and a multivariate mean value theorem
Milan Merkle
In order to investigate minimal sufficient conditions for an abstract integral to belong to the convex hull of the integrand, we propose a system of axioms under which it happens.…
A mean value theorem for systems of integrals
Slobodanka Jankovic, Milan Merkle
More than a century ago, G. Kowalewski stated that for each n continuous functions on a compact interval [a,b], there exists an n-point quadrature rule (with respect to Lebesgue me…
Spatial medians, depth functions and multivariate Jensen's inequality
Djordje Baljozovic, Milan Merkle
For any given partial order in a -dimensional euclidean space, under mild regularity assumptions, we show that the intersection of closed (generalized) intervals containing more…