190,716 research outputs found
Generalized Laplace inference in multiple change-points models
No full textUnder the classical long-span asymptotic framework we develop a class of Generalized Laplace (GL) inference methods for the change-point dates in a linear time series regression model with multiple structural changes analyzed in, e.g., Bai and Perron (1998). The GL estimator is defined by an integration rather than optimization-based method and relies on the least-squares criterion function. It is interpreted as a classical (non-Bayesian) estimator and the inference methods proposed retain a frequentist interpretation. This approach provides a better approximation about the uncertainty in the data of the change-points relative to existing methods. On the theoretical side, depending on some input (smoothing) parameter, the class of GL estimators exhibits a dual limiting distribution; namely, the classical shrinkage asymptotic distribution, or a Bayes-type asymptotic distribution. We propose an inference method based on Highest Density Regions using the latter distribution. We show that it has attractive theoretical properties not shared by the other popular alternatives, i.e., it is bet-proof. Simulations confirm that these theoretical properties translate to better finite-sample performance.First author draf
Continuous record Laplace-based inference about the break date in structural change models
No full textBuilding upon the continuous record asymptotic framework recently introduced by Casini and Perron (2018a) for inference in structural change models, we propose a Laplace-based (Quasi-Bayes) procedure for the construction of the estimate and confidence set for the date of a structural change. It is defined by an integration rather than an optimization-based method.A transformation of the least-squares criterion function is evaluated in order to derive a proper distribution, referred to as the Quasi-posterior. For a given choice of a loss function, the Laplace-type estimator is the minimizer of the expected risk with the expectation taken under the Quasi-posterior. Besides providing an alternative estimate that is more precise—lower mean absolute error (MAE) and lower root-mean squared error (RMSE)—than the usual least-squares one, the Quasi-posterior distribution can be used to construct asymptotically valid inference using the concept of Highest Density Region. The resulting Laplace-based inferential procedure is shown to have lower MAE and RMSE, and the confidence sets strike the best balance between empirical coverage rates and average lengths of the confidence sets relative to traditional long-span methods, whether the break size is small or large.First author draf
The Perron Problem for C-Semigroups
No full text<p>Characterizations of Perron-type for the exponential stability of exponentially bounded C-semigroups are given. Also, some applications for the asymptotic behavior of the integrated semigroups are obtained.</p></p
I. Psychologie générale : Par F. Bresson, R. Chocholle, S. Ehrlich, C. Florès, P. Jampolsky, P. Oléron, F. Orsini, R. Perron, E. Vurpillot
No full textBresson F., Chocholle R., Ehrlich Stéphane, Florès César, Jampolsky P., Oléron Pierre, Orsini F., Perron R., Vurpillot Eliane. I. Psychologie générale : Par F. Bresson, R. Chocholle, S. Ehrlich, C. Florès, P. Jampolsky, P. Oléron, F. Orsini, R. Perron, E. Vurpillot. In: L'année psychologique. 1957 vol. 57, n°1. pp. 283-293
Uncoupling The Perron Eigenvector Problem
No full textFor a nonnegative irreducible matrix A with spectral radius # , this paper is concerned with the determination of the unique normalized Perron vector ## # which satisfies A ## # = # ## # , ## # > 0 , P j # j = 1 . It is explained how to uncouple a large matrix A into two or more smaller matrices --- say P 11 , P 22 , · · · , P kk --- such that this sequence of smaller matrices has the following properties. . Each P ii is also nonnegative and irreducible so that each P ii has a unique Perron vector ## # (i) . . Each P ii has the same spectral radius, # , as A . . It is possible to determine the ## # (i) 's completely independent of each other so that one can execute the computation of the ## # (i) 's in parallel. . It is possible to easily couple the smaller Perron vectors ## # (i) back together in order to produce the Perron vector ## # for the original matrix A . UNCOUPLING THE PERRON EIGENVECTOR PROBLEM Carl D. Meyer + 1. INTRODUCTION For a nonnegative irreducible..
The s-Perron, sap-Perron and ap-McShane integrals
No full textsummary:In this paper, we study the s-Perron, sap-Perron and ap-McShane integrals. In particular, we show that the s-Perron integral is equivalent to the McShane integral and that the sap-Perron integral is equivalent to the ap-McShane integral
The Perron method for p-harmonic functions in metric spaces
No full textWe use the Perron method to construct and study solutions of the Dirichlet problem for p-harmonic functions in proper metric measure spaces endowed with a doubling Borel measure supporting a weak (1,q)-Poincaré inequality (for some 1q<p). The upper and lower Perron solutions are constructed for functions defined on the boundary of a bounded domain and it is shown that these solutions are p-harmonic in the domain. It is also shown that Newtonian (Sobolev) functions and continuous functions are resolutive, i.e. that their upper and lower Perron solutions coincide, and that their Perron solutions are invariant under perturbations of the function on a set of capacity zero. We further study the problem of resolutivity and invariance under perturbations for semicontinuous functions. We also characterize removable sets for bounded p-(super)harmonic functions.Original Publication:Anders Björn, Jana Björn and Nageswari Shanmugalingam, The Perron method for p-harmonic functions in metric spaces, 2003, Journal of Differential Equations, (195), 2, 398-429.http://dx.doi.org/10.1016/S0022-0396(03)00188-8Copyright: Elsevier Science B.V., Amsterdamhttp://www.elsevier.com
On the integrals of Perron type
No full textAn abstract derivate system is defined axiomatically, and then a naturally corresponding Perron integral theory is developed, unifying all the existing integral theories of Perron type of first order. A new scale of approximately mean-continuous integrals and a new scale of symmetric Cesàro-Perron integrals are obtained as examples of the general theory. Also, the MZ-integral and the SCP-integral are proved to be equivalent.</p
Localization of Perron roots
No full textThis paper is concerned with the localization of the Perron root of a nonnegative irreducible matrix A. A new localization method that utilizes the relationship between the Perron root of a nonnegative matrix and the estimates of the row sums of its generalized Perron complement is presented. The method is efficient because it gives the bounds on p (A) only by computing the estimates of the row sums of the generalized Perron complement rather than the generalized Perron complement itself. Several numerical examples are given to illustrate the effectiveness of our method. (C) 2004 Elsevier Inc. All rights reserved
Relief Perron
No full textRelief Perron. In: Le Globe. Revue genevoise de géographie, tome 41, 1902. p. 77
- …
