𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On measures of nonnormality of matrices

✍ Scribed by L. Elsner; M.H.C. Paardekooper


Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
633 KB
Volume
92
Category
Article
ISSN
0024-3795

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


On nonnormal matrices
✍ Rainer Kress; Hans Ludwig De Vries; Rudolf Wegmann πŸ“‚ Article πŸ“… 1974 πŸ› Elsevier Science 🌐 English βš– 402 KB
On estimation of the spectral measure of
✍ Hans-Peter Scheffler πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 93 KB

For data belonging to the domain of normal attraction of nonnormal operator stable laws we present a strongly consistent estimate of the spectral measure. The cases of a known or unknown exponent are considered.

Complexity measures of sign matrices
✍ Nati Linial; Shahar Mendelson; Gideon Schechtman; Adi Shraibman πŸ“‚ Article πŸ“… 2007 πŸ› Springer-Verlag 🌐 English βš– 293 KB
The impact of return nonnormality on exc
✍ Minqiang Li πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 372 KB πŸ‘ 1 views

## Abstract The Margrabe formula is used extensively by theorists and practitioners not only on exchange options, but also on executive compensation schemes, real options, weather and commodity derivatives, etc. However, the crucial assumption of a bivariate normal distribution is not fully satisfi