Добірка наукової літератури з теми "Sharp bounds"
Оформте джерело за APA, MLA, Chicago, Harvard та іншими стилями
Ознайомтеся зі списками актуальних статей, книг, дисертацій, тез та інших наукових джерел на тему "Sharp bounds".
Біля кожної праці в переліку літератури доступна кнопка «Додати до бібліографії». Скористайтеся нею – і ми автоматично оформимо бібліографічне посилання на обрану працю в потрібному вам стилі цитування: APA, MLA, «Гарвард», «Чикаго», «Ванкувер» тощо.
Також ви можете завантажити повний текст наукової публікації у форматі «.pdf» та прочитати онлайн анотацію до роботи, якщо відповідні параметри наявні в метаданих.
Статті в журналах з теми "Sharp bounds":
Blundell, Richard, Martin Browning, Laurens Cherchye, Ian Crawford, Bram De Rock, and Frederic Vermeulen. "Sharp for SARP: Nonparametric Bounds on Counterfactual Demands." American Economic Journal: Microeconomics 7, no. 1 (February 1, 2015): 43–60. http://dx.doi.org/10.1257/mic.20130150.
Hytönen, Tuomas, and Carlos Pérez. "Sharp weighted bounds involvingA∞." Analysis & PDE 6, no. 4 (August 21, 2013): 777–818. http://dx.doi.org/10.2140/apde.2013.6.777.
Armitage, D. H., and Ü. Kuran. "Sharp Bounds for Harmonic Polynomials." Journal of the London Mathematical Society s2-42, no. 3 (December 1990): 475–88. http://dx.doi.org/10.1112/jlms/s2-42.3.475.
Liu, Jingbo, Mohammad Hossein Yassaee, and Sergio Verdu. "Sharp Bounds for Mutual Covering." IEEE Transactions on Information Theory 65, no. 12 (December 2019): 8067–83. http://dx.doi.org/10.1109/tit.2019.2919720.
Kim, Minkyun, and C. J. Neugebauer. "Sharp bounds for integral means." Journal of Mathematical Analysis and Applications 275, no. 2 (November 2002): 575–85. http://dx.doi.org/10.1016/s0022-247x(02)00255-x.
Guo, Bai-Ni, and Feng Qi. "Sharp bounds for harmonic numbers." Applied Mathematics and Computation 218, no. 3 (October 2011): 991–95. http://dx.doi.org/10.1016/j.amc.2011.01.089.
Yang, Zhen-Hang, Yu-Ming Chu, and Xiao-Hui Zhang. "Sharp bounds for psi function." Applied Mathematics and Computation 268 (October 2015): 1055–63. http://dx.doi.org/10.1016/j.amc.2015.07.012.
Brown, Mark. "Sharp bounds for NBUE distributions." Annals of Operations Research 208, no. 1 (May 8, 2012): 245–50. http://dx.doi.org/10.1007/s10479-012-1151-0.
Ciucu, Florin, Sima Mehri, and Amr Rizk. "On Ultra-Sharp Queueing Bounds." ACM SIGMETRICS Performance Evaluation Review 51, no. 2 (September 28, 2023): 27–29. http://dx.doi.org/10.1145/3626570.3626581.
Bovier, Anton. "Sharp upper bounds on perfect retrieval in the Hopfield model." Journal of Applied Probability 36, no. 3 (September 1999): 941–50. http://dx.doi.org/10.1239/jap/1032374647.
Дисертації з теми "Sharp bounds":
Nee, Colm. "Sharp gradient bounds for the diffusion semigroup." Thesis, Imperial College London, 2011. http://hdl.handle.net/10044/1/9105.
Liang, Ya Ru. "Some sharp bounds for the commutator of real Matrices." Thesis, University of Macau, 2018. http://umaclib3.umac.mo/record=b3950593.
Gindullin, Ramiz. "Learning concise constraint models from error-free data : studies on learning Boolean-arithmetic equations and short-term scheduling models." Electronic Thesis or Diss., Ecole nationale supérieure Mines-Télécom Atlantique Bretagne Pays de la Loire, 2024. http://www.theses.fr/2024IMTA0393.
Using constraint logic programming, the goal of this thesis is to develop several constraint acquisition techniques for the situations where we have error-free data. Such situations render majority of ML techniques unusable and new approaches are required. The proposed constraint acquisition techniques are applied for two use cases: search for new sharp bounds conjectures for eight combinatorial objects and the constraint acquisition from a single valid short-term production schedule. The contributions of the thesis include (i) a constraint model to acquire Boolean-arithmetic expressions from data, (ii) an automatically generated database of anti-rewriting constraints that prevent the generation of simplifiable Boolean-arithmetic equations, (iii) a number of formulae synthesis techniques which can acquire a single formula combining several learning biases, (iv) the acquisition of a variety of scheduling constraints such as temporal, resource, calendar and shift constraints, and in this later case (v) the generation of a MiniZinc scheduling model
Mejia-Perez, Juan Carlos. "No 'good deal' valuation bounds and their relation to coherent risk measures." Thesis, University of Warwick, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.342510.
Santos, Claudinei de Paula. "Análise de medidas de desempenho de ativos de risco: um estudo dos índices de potencial de investimento, Sharpe e Sharpe generalizado." Universidade de São Paulo, 2008. http://www.teses.usp.br/teses/disponiveis/12/12139/tde-03112008-181857/.
This master dissertation studies and compares the characteristics of Sharpe ratio and its variants, SRc and SRd, generalized Sharpe ratio (GSR) and investment potential (IP), both GSR and IP associated to any utility function. By the fact that GSR and IP are identical indexes, empiric tests were conducted between SRc and GSR. The indexes were evaluated theoretically under two different aspects: retrospective analysis, i.e., analyze the observed monthly log-returns, and prospective analysis, i.e., series to occur. Under prospective view, ex ante facto, SRc (Sharpe ratio with normal state variable) and SRd (Sharpe ratio with lognormal state variable), for being associated to the quadratic utility function, show the inherent problems to utility functions such as the bliss point and the pump money economic agent. The same happens in a retrospective view, ex post facto, with the GSR (performance potential with HARA utility function family) when the risk aversion coefficient equals minus one, gama=-1. Therefore, the GSR can be associated to different utility functions avoiding the undesirable effects. Under the GBM (geometric Brownian motion) condition and HARA utility function for the Brazilian and American adjusted monthly stock prices and indexes monthly points during January 2000 and March 2008, we reached the following: (1) results indicate that GSR for quadratic utility has high correlation level with SRc; (2) while the logarithmic utility showed lowest correlation level between GSR and SRc; (3) exponential utilities showed a high level of correlation between GSR and SRc. The results showed that GSR with exponential utility kept the biggest behavior difference for the GSR with quadratic utility. Based on the knowing problems of the quadratic utility, GSR with gama=1 seems to be a better index choice for risk assets classification.
Alcobia, João André Ferreira. "Functional and interpersonal distribution of income and economic growth in Portugal." Master's thesis, Instituto Superior de Economia e Gestão, 2018. http://hdl.handle.net/10400.5/16383.
O objetivo desta dissertação de mestrado é estudar a relação de longo prazo entre a distribuição funcional e interpessoal do rendimento e o crescimento do PIB em Portugal para o período entre 1985 e 2016. O modelo econométrico escolhido é ARDL-bounds test. Há evidências de que a transferência de rendimento do fator capital para o fator trabalho tem efeitos positivos no crescimento de longo prazo de Portugal. O aumento nos rendimentos de topo (TOP 0,01%) também tem efeitos positivos, mas menores no crescimento de longo prazo. As razões invocadas para o aumento do peso do profit share são essencialmente as mesmas que o aumento dos rendimentos de topo. Conclui-se que os governos devem concentrar-se em medidas para aumentar o wage share e, consequentemente, propiciarão a aceleração do crescimento económico de longo prazo.
The objective of this master's thesis is to study the long-term relationship between the interpersonal and functional distribution of income and GDP growth in Portugal for the period between 1985 and 2016.The econometric model chosen is the ARDL-bounds test.There is evidence that the transfer of income from the capital to the labor factor has positive effects on the long term growth of Portugal. The increase in top yields (TOP 0,01%) also have positive but smaller effects.As the reasons given for the increase in the weight of profit share are essentially the same as the increase in top income, it is concluded that governments should be focused on measures to increase wage share and consequently reduce income inequality, having positive long-term economic growth effects.
info:eu-repo/semantics/publishedVersion
Raciborski, Rafal. "Topics in macroeconomics and finance." Doctoral thesis, Universite Libre de Bruxelles, 2014. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209211.
The starting point of the essay in Chapter 3 is the observation that the baseline New-Keynesian model, which relies solely on the notion of infrequent price adjustment, cannot account for the observed degree of inflation sluggishness. Therefore, it is a common practice among macro- modelers to introduce an ad hoc additional source of persistence to their models, by assuming that price setters, when adjusting a price of their product, do not set it equal to its unobserved individual optimal level, but instead catch up with the optimal price only gradually. In the paper, a model of incomplete adjustment is built which allows for explicitly testing whether price-setters adjust to the shocks to the unobserved optimal price only gradually and, if so, measure the speed of the catching up process. According to the author, a similar test has not been performed before. It is found that new prices do not generally match their estimated optimal level. However, only in some sectors, e.g. for some industrial goods and services, prices adjust to this level gradually, which should add to the aggregate inflation sluggishness. In other sectors, particularly food, price-setters seem to overreact to shocks, with new prices overshooting the optimal level. These sectors are likely to contribute to decreasing the aggregate inflation sluggishness. Overall, these findings are consistent with the view that price-setters are boundedly-rational. However, they do not provide clear-cut support for the existence of an additional source of inflation persistence due to gradual individual price adjustment. Instead, they suggest that general equilibrium macroeconomic models may need to include at least two types of production sectors, characterized by a contrasting behavior of price-setters. An additional finding stemming from this work is that the idiosyncratic component of the optimal individual price is well approximated by a random walk. This is in line with the assumptions maintained in most of the theoretical literature.
Chapter 4 of the thesis has been co-authored by Julia Lendvai. In this paper a full-fledged production economy model with Kahneman and Tversky’s Prospect Theory features is constructed. The agents’ objective function is assumed to be a weighted sum of the usual utility over consumption and leisure and the utility over relative changes of agents’ wealth. It is also assumed that agents are loss-averse: They are more sensitive to wealth losses than to gains. Apart from the changes in the utility, the model is set-up in a standard Real Business Cycle framework. The authors study prices of stocks and risk-free bonds in this economy. Their work shows that under plausible parameterizations of the objective function, the model is able to explain a wide set of unconditional asset return moments, including the mean return on risk-free bonds, equity premium and the Sharpe Ratio. When the degree of loss aversion in the model is additionally assumed to be state-dependent, the model also produces countercyclical risk premia. This helps it match an array of conditional moments and in particular the predictability pattern of stock returns.
Doctorat en Sciences économiques et de gestion
info:eu-repo/semantics/nonPublished
Nakov, Anton. "Essays on the Liquidity Trap, Oil Shocks, and the Great Moderation." Doctoral thesis, Universitat Pompeu Fabra, 2007. http://hdl.handle.net/10803/7360.
The first chapter deals with the so-called "liquidity trap" - an issue which was raised originally by Keynes in the aftermath of the Great Depression. Since the nominal interest rate cannot fall below zero, this limits the scope for expansionary monetary policy when the interest rate is near its lower bound. The chapter studies the conduct of monetary policy in such an environment in isolation from other possible stabilization tools (such as fiscal or exchange rate policy). In particular, a standard New Keynesian model economy with Calvo staggered price setting is simulated under various alternative monetary policy regimes, including optimal policy. The challenge lies in solving the (otherwise linear) stochastic sticky price model with an explicit occasionally binding non-negativity constraint on the nominal interest rate. This is achieved by parametrizing expectations and applying a global solution method known as "collocation". The results indicate that the dynamics and sometimes the unconditional means of the nominal rate, inflation and the output gap are strongly affected by uncertainty in the presence of the zero lower bound. Commitment to the optimal rule reduces unconditional welfare losses to around one-tenth of those achievable under discretionary policy, while constant price level targeting delivers losses which are only 60% larger than under the optimal rule. On the other hand, conditional on a strong deflationary shock, simple instrument rules perform substantially worse than the optimal policy even if the unconditional welfare loss from following such rules is not much affected by the zero lower bound per se.
The second thesis chapter (co-authored with Andrea Pescatori) studies the implications of imperfect competition in the oil market, and in particular the existence of a welfare-relevant trade-off between inflation and output gap volatility. In the standard New Keynesian model exogenous oil shocks do not generate any such tradeoff: under a strict inflation targeting policy, the output decline is exactly equal to the efficient output contraction in response to the shock. I propose an extension of the standard model in which the existence of a dominant oil supplier (such as OPEC) leads to inefficient fluctuations in the oil price markup, reflecting a dynamic distortion of the economy's production process. As a result, in the face of oil sector shocks, stabilizing inflation does not automatically stabilize the distance of output from first-best, and monetary policymakers face a tradeoff between the two goals. The model is also a step away from discussing the effects of exogenous oil price changes and towards analyzing the implications of the underlying shocks that cause the oil price to change in the first place. This is an advantage over the existing literature, which treats the macroeconomic effects and policy implications of oil price movements as if they were independent of the underlying source of disturbance. In contrast, the analysis in this chapter shows that conditional on the source of the shock, a central bank confronted with the same oil price change may find it desirable to either raise or lower the interest rate in order to improve welfare.
The third thesis chapter (co-authored with Andrea Pescatori) studies the extent to which the rise in US macroeconomic stability since the mid-1980s can be accounted for by changes in oil shocks and the oil share in GDP. This is done by estimating with Bayesian methods the model developed in the second chapter over two samples - before and after 1984 - and conducting counterfactual simulations. In doing so we nest two other popular explanations for the so-called "Great Moderation": (1) smaller (non-oil) shocks; and (2) better monetary policy. We find that the reduced oil share can account for around one third of the inflation moderation, and about 13% of the GDP growth moderation. At the same time smaller oil shocks can explain approximately 7% of GDP growth moderation and 11% of the inflation moderation. Thus, the oil share and oil shocks have played a non-trivial role in the moderation, especially of inflation, even if the bulk of the volatility reduction of output growth and inflation is attributed to smaller non-oil shocks and better monetary policy, respectively.
La tesis estudia tres problemas distintos de macroeconomía monetaria utilizando como marco común el equilibrio general dinámico bajo expectativas racionales y con rigidez nominal de los precios.
El primer capítulo trata el problema de la "trampa de liquidez" - un tema planteado primero por Keynes después de la Gran Depresión de 1929. El hecho de que el tipo de interés nominal no pueda ser negativo limita la posibilidad de llevar una política monetaria expansiva cuando el tipo de interés se acerca a cero. El capítulo estudia la conducta de la política monetaria en este entorno en aislamiento de otros posibles instrumentos de estabilización (como la política fiscal o la política de tipo de cambio). En concreto, se simula un modelo estándar Neo-Keynesiano con rigidez de precios a la Calvo bajo diferentes regimenes de política monetaria, incluida la política monetaria óptima. El reto consiste en resolver el modelo estocástico bajo la restricción explícita ocasionalmente vinculante de no negatividad de los tipos de interés. La solución supone parametrizar las expectativas y utilizar el método de solución global conocido como "colocación". Los resultados indican que la dinámica y en ocasiones los valores medios del tipo de interés, la inflación y el output gap están muy influidos por la presencia de la restricción de no negatividad. El compromiso con la regla monetaria óptima reduce las pérdidas de bienestar esperadas hasta una décima parte de las pérdidas obtenidas bajo la mejor política discrecional, mientras una política de meta constante del nivel de precios resulta en pérdidas que son sólo 60% mayores de las obtenidas bajo la regla óptima. Por otro lado, condicionado a a un choque fuerte deflacionario, las reglas instrumentarias simples funcionan mucho peor que la política óptima, aun si las pérdidas no condicionales de bienestar asociadas a dichas reglas no están muy afectadas por la presencia de la restricción de no negatividad en si.
El segundo capítulo de la tesis estudia las implicaciones de la competencia imperfecta en el mercado del petróleo, y en concreto la existencia de un conflicto relevante entre la volatilidad de la inflación y la del output gap de un país importador de petróleo. En el modelo estándar Neo Keynesiano, los choques petroleros exógenos no generan ningún conflicto de objetivos: bajo una política de metas de inflación estricta, la caída del output es exactamente igual a la contracción eficiente del output en respuesta al choque. Este capitulo propone una extensión del modelo básico en la cual la presencia de un proveedor de petróleo dominante (OPEP) lleva a fluctuaciones ineficientes en el margen del precio del petróleo que reflejan una distorsión dinámica en el proceso de producción de la economía. Como consecuencia, ante choques provinientes del sector de petróleo, una política de estabilidad de los precios no conlleva automáticamente a una estabilización de la distancia del output de su nivel eficiente y existe un conflicto entre los dos objetivos. El modelo se aleja de la discución los efectos de cambios exógenos en el precio del petróleo y se acerca al análisis de las implicaciones de los factores fundamentales que provocan los cambios en el precio del petróleo en primer lugar. Esto último representa una ventaja clara frente a la literatura existente, la cual trata tanto los efectos macroeconómicos como las implicaciones para la política monetaria de cambios en el precio del petróleo como si éstos fueran independientes de los factores fundamentales provocando dicho cambio. A diferencia de esta literatura, el análisis del capitulo II demuestra cómo frente al mismo cambio en el precio del petróleo, un banco central puede encontrar deseable bien subir o bajar el tipo de interés en función del origen del choque.
El tercer capitulo estudia el grado en que el ascenso de la estabilidad macroeconómica en EE.UU. a partir de mediados de los 80 se puede atribuir a cambios en la naturaleza de los choques petroleros y/o el peso del petróleo en el PIB. Con este propósito se estima el modelo desarrollado en el capitulo II con métodos Bayesianos utilizando datos macroeconómicos de dos periodos - antes y después de 1984 - y se conducen simulaciones contrafactuales. Las simulaciones permiten dos explicaciones alternativas de la "Gran Moderación": (1) menores choques no petroleros; y (2) mejor política monetaria. Los resultados apuntan a que el petróleo ha jugado un papel no-trivial en la moderación. En particular, el menor peso del petroleo en el PIB a partir de 1984 ha contribuido a una tercera parte de la moderación de la inflación y un 13% de la moderación del output. Al mismo tiempo, un 7% de la moderación del PIB y 11% de la moderación de la inflación se pueden atribuir a menores choques petroleros.
Zhao, Kai-Wei, and 趙凱衞. "Sharp Upper Bounds of the First Eigenvalues of the LaplacianOperators on Closed Surfaces." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/38957580616086516800.
國立臺灣大學
數學研究所
102
In this thesis, we will summarize some approaches to obtain sharp upper bounds of the first nonzero eigenvalues of the Laplacian operators on closed surfaces, including sphere S2, real projective plane RP2 and torus T2, in terms of their areas.
Hsu, Chun-Bao, and 許竣堡. "Local mean decomposition and Sharp A2 bound." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/8ee522.
國立臺灣大學
數學研究所
107
In this paper,we mainly study the sharp A2 bound of singular integral operators, and this problem is equivalent to study the L2 weighted bound of the singular integral operators. The main method introduced in this thesis is the local mean decomposition invented by A.Lerner in his 2013 paper. All the estimates can be controlled by the combination of the local mean oscillation and the dyadic local sharp maximal function,and they can be respectively controlled. In addition, we will also introduce the work of D.Cruz-Uribe, J.Martell, C.Pérez, in which the sharp weighted bound of Haar shift operators are studied.
Книги з теми "Sharp bounds":
Lee, David Sang-Yoon. Training, wages, and sample selection: Estimating sharp bounds on treatment effects. Cambridge, Mass: National Bureau of Economic Research, 2005.
Agarwal, P. Sharp upper and lower bounds on the length of general Davenport- Schinzel sequences. New York: Courant Institute of Mathematical Sciences, New York University, 1987.
Evanovich, Janet. Twelve sharp. New York: St. Martin's Press, 2006.
Evanovich, Janet. Twelve sharp. New York: Random House Large Print, 2006.
Prima. Official Sega Genesis: Power Tips Book. Rocklin, CA: Prima Publishing, 1992.
Meston, Zach. 3DO Games Secrets: Book Two. Maui, HI: Sandwich Islands Publishing, 1996.
Sandler, Corey. Official Sega Genesis and Game Gear strategies, 3RD Edition. New York: Bantam Books, 1992.
Sandler, Corey. Official Sega Genesis and Game Gear strategies, 2ND Edition. Toronto: Bantam Books, 1991.
Sogge, Christopher D. The sharp Weyl formula. Princeton University Press, 2017. http://dx.doi.org/10.23943/princeton/9780691160757.003.0003.
Shor, P., P. Agarwal, and M. Sharir. Sharp Upper and Lower Bounds on the Length of General Davenport- Schinzel Sequences. Creative Media Partners, LLC, 2018.
Частини книг з теми "Sharp bounds":
Li, Xueliang, and Yaping Mao. "Sharp Bounds of the Generalized (Edge-)Connectivity." In Generalized Connectivity of Graphs, 41–57. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-33828-6_4.
Ledoux, Michel. "Sharp bounds on Gaussian and empirical processes." In The Concentration of Measure Phenomenon, 133–50. Providence, Rhode Island: American Mathematical Society, 2005. http://dx.doi.org/10.1090/surv/089/07.
Souissi, M., and Y. Smeers. "Reliability optimization of complex systems using sharp lower bounds." In System Modelling and Optimization, 339–46. Boston, MA: Springer US, 1996. http://dx.doi.org/10.1007/978-0-387-34897-1_40.
Chanillo, Sagun, and Juan J. Manfredi. "Sharp Global Bounds for the Hessian on Pseudo-Hermitian Manifolds." In Recent Developments in Real and Harmonic Analysis, 159–72. Boston, MA: Birkhäuser Boston, 2009. http://dx.doi.org/10.1007/978-0-8176-4588-5_8.
Popova, Evgenia D., Maria Datcheva, Roumen Iankov, and Tom Schanz. "Sharp Bounds for Strains and Stresses in Uncertain Mechanical Models." In Large-Scale Scientific Computing, 262–69. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-540-24588-9_29.
Fragalà, Ilaria, Filippo Gazzola, and Jimmy Lamboley. "Sharp Bounds for the p-Torsion of Convex Planar Domains." In Geometric Properties for Parabolic and Elliptic PDE's, 97–115. Milano: Springer Milan, 2013. http://dx.doi.org/10.1007/978-88-470-2841-8_7.
De Villiers, J. M., and C. H. Rohwer. "Sharp Bounds for the Lebesgue Constant in Quadratic Nodal Spline Interpolation." In Approximation and Computation: A Festschrift in Honor of Walter Gautschi, 157–68. Boston, MA: Birkhäuser Boston, 1994. http://dx.doi.org/10.1007/978-1-4684-7415-2_10.
Sun, Yuefang. "Sharp Nordhaus–Gaddum-Type Lower Bounds for Proper Connection Numbers of Graphs." In Optimization Problems in Graph Theory, 325–31. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-94830-0_13.
Klose, Andreas. "Obtaining Sharp Lower and Upper Bounds for Two-Stage Capacitated Facility Location Problems." In Advances in Distribution Logistics, 185–213. Berlin, Heidelberg: Springer Berlin Heidelberg, 1998. http://dx.doi.org/10.1007/978-3-642-46865-0_8.
Arjika, Sama, Khalin Ullah, Hari Mohan Srivastava, Ayesha Rafiq, and Muhammad Arif. "A Study of Sharp Coefficient Bounds for a New Subfamily of Starlike Functions." In Trends in Mathematics, 375–98. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-04616-2_15.
Тези доповідей конференцій з теми "Sharp bounds":
Pettie, Seth. "Sharp Bounds on Formation-free Sequences." In Proceedings of the Twenty-Sixth Annual ACM-SIAM Symposium on Discrete Algorithms. Philadelphia, PA: Society for Industrial and Applied Mathematics, 2014. http://dx.doi.org/10.1137/1.9781611973730.40.
Ciucu, Florin, Felix Poloczek, and Jens Schmitt. "Sharp bounds in stochastic network calculus." In the ACM SIGMETRICS/international conference. New York, New York, USA: ACM Press, 2013. http://dx.doi.org/10.1145/2465529.2465746.
Hong, Yige, and Weina Wang. "Sharp waiting-time bounds for multiserver jobs." In MobiHoc '22: The Twenty-third International Symposium on Theory, Algorithmic Foundations, and Protocol Design for Mobile Networks and Mobile Computing. New York, NY, USA: ACM, 2022. http://dx.doi.org/10.1145/3492866.3549717.
Bax, Eric, and John Donald. "Sharp Frequency Bounds for Sample-Based Queries." In 2019 IEEE International Conference on Big Data (Big Data). IEEE, 2019. http://dx.doi.org/10.1109/bigdata47090.2019.9006057.
Wei, Yuting, and Martin J. Wainwright. "Sharp minimax bounds for testing discrete monotone distributions." In 2016 IEEE International Symposium on Information Theory (ISIT). IEEE, 2016. http://dx.doi.org/10.1109/isit.2016.7541786.
Caputo, Pietro, Fabio Martinelli, and Fabio Lucio Toninelli. "Sharp Mixing Time Bounds for Sampling Random Surfaces." In 2011 IEEE 52nd Annual Symposium on Foundations of Computer Science (FOCS). IEEE, 2011. http://dx.doi.org/10.1109/focs.2011.47.
Pettie, Seth. "Sharp bounds on Davenport-Schinzel sequences of every order." In the 29th annual symposium. New York, New York, USA: ACM Press, 2013. http://dx.doi.org/10.1145/2462356.2462390.
Weiyu Xu and Babak Hassibi. "On sharp performance bounds for robust sparse signal recoveries." In 2009 IEEE International Symposium on Information Theory - ISIT. IEEE, 2009. http://dx.doi.org/10.1109/isit.2009.5205718.
Vinayak, Ramya Korlakai, Samet Oymak, and Babak Hassibi. "Sharp performance bounds for graph clustering via convex optimization." In ICASSP 2014 - 2014 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2014. http://dx.doi.org/10.1109/icassp.2014.6855219.
Doerr, Benjamin, Mahmoud Fouz, and Carsten Witt. "Sharp bounds by probability-generating functions and variable drift." In the 13th annual conference. New York, New York, USA: ACM Press, 2011. http://dx.doi.org/10.1145/2001576.2001856.
Звіти організацій з теми "Sharp bounds":
Lee, David. Training, Wages, and Sample Selection: Estimating Sharp Bounds on Treatment Effects. Cambridge, MA: National Bureau of Economic Research, October 2005. http://dx.doi.org/10.3386/w11721.
Cherchye, Laurens, Frederic Vermeulen, Bram De Rock, Ian Crawford, Martin Browning, and Richard Blundell. Sharp for SARP: Nonparametric bounds on the behavioural and welfare effects of price changes. IFS, September 2012. http://dx.doi.org/10.1920/wp.ifs.2012.1214.
Lee, S. L. A sharp upper bound for departure from normality. Office of Scientific and Technical Information (OSTI), August 1993. http://dx.doi.org/10.2172/10184297.
Pastorelli1, Gianluca, Anastasia Costantini, and Samuel Barco Serrano. Social and green economies in the Mena region. Liège: CIRIEC, 2022. http://dx.doi.org/10.25518/ciriec.wp202203.
Morley, Samuel A., and Gustavo Márquez. Poverty and the Employment Problem in Argentina. Inter-American Development Bank, March 1997. http://dx.doi.org/10.18235/0008955.
Ostersetzer-Biran, Oren, and Alice Barkan. Nuclear Encoded RNA Splicing Factors in Plant Mitochondria. United States Department of Agriculture, February 2009. http://dx.doi.org/10.32747/2009.7592111.bard.