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Moment problems (Mathematics) --- Geometry, Algebraic --- Mathematical optimization
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We examine the small sample properties of the GMM estimator for models of covariance structures, where the technique is often referred to as the optimal minimum distance (OMD) estimator. We present a variety of Monte Carlo experiments based on simulated data and on the data used by Abowd and Card (1987, 1990) in an examination of the covariance structure of hours and earnings changes. Our main finding is that OMD is seriously biased in small samples for many distributions and in relatively large samples for poorly behaved distributions. The bias is almost always downward in absolute value. It arises because sampling errors in the second moments are correlated with sampling errors in the weighting matrix used by OMD. Furthermore, OMD usually has a larger root mean square error and median absolute error than equally weighted minimum distance (EWMD). We also propose and investigate an alternative estimator, which we call independently weighted optimal minimum distance (IWOMD). IWOMD is a split sample estimator using separate groups of observations to estimate the moments and the weights. IWOMD has identical large sample properties to the OMD estimator but is unbiased regardless of sample size. However, the Monte Carlo evidence indicates that IWOMD is usually dominated by EWMD.
Moments method (Statistics) --- Moment problems (Mathematics) --- Monte Carlo method. --- Estimation theory.
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Algebra --- Moment problems (Mathematics) --- Problèmes des moments (mathématiques) --- Matrices. --- Matrices --- Calculus, Operational --- Algebra, Matrix --- Cracovians (Mathematics) --- Matrix algebra --- Matrixes (Algebra) --- Algebra, Abstract --- Algebra, Universal
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Algebra --- Moment problems (Mathematics) --- Problèmes des moments (mathématiques) --- Functions of complex variables --- Fonctions d'une variable complexe. --- Matrices. --- Matrices --- Calculus, Operational --- Algebra, Matrix --- Cracovians (Mathematics) --- Matrix algebra --- Matrixes (Algebra) --- Algebra, Abstract --- Algebra, Universal --- Complex variables --- Elliptic functions --- Functions of real variables
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This volume contains six peer-refereed articles written on the occasion of the workshop "Operator theory, system theory and scattering theory: multidimensional generalizations and related topics", held at the Ben-Gurion University of the Negev from June 26 to July 1, 2005. The contributions which both survey their respective fields and contain new results present a cross-section of current activity in operator theory and system theory. Topics considered include Schur analysis, hierarchical semiseparable matrices, canonical forms for pairs of quaternionic matrices, the theory of homogeneous operators, algebras of fractions of continuous functions, and moment problems. Schur analysis in its various aspects occupies more than half of the volume, and moments problems have also an important place in the papers presented here. The volume will be of interest to a wide audience of pure and applied mathematicians, electrical engineers and theoretical physicists. .
Operator theory --- Schur functions --- Moment problems (Mathematics) --- Quaternions --- Algebra, Universal --- Algebraic fields --- Curves --- Surfaces --- Numbers, Complex --- Vector analysis --- Calculus, Operational --- S-functions --- Schur's functions --- Holomorphic functions --- Operator theory. --- Global analysis (Mathematics). --- Operator Theory. --- Analysis. --- Analysis, Global (Mathematics) --- Differential topology --- Functions of complex variables --- Geometry, Algebraic --- Functional analysis --- Mathematical analysis. --- Analysis (Mathematics). --- 517.1 Mathematical analysis --- Mathematical analysis
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The subject of the book includes the study of control problems for systems which are encountered in viscoelasticity, non-Fickian diffusion and thermodynamic with memory. The common feature of these systems is that memory of the whole past history persists in the future. This class of systems is actively studied now, as documented in the recent book. This book will attract a diversified audience, in particular, engineers working on distributed systems, and applied mathematicians. Background of mathematics are the elements of functional analysis, which is now standard among people working on distributed systems, and the author describes very clearly the instruments which are used at every step.
Automatic control. --- Control engineering --- Control equipment --- Control theory --- Engineering instruments --- Automation --- Programmable controllers --- Systems theory. --- Functional analysis. --- Systems Theory, Control. --- Complex Systems. --- Functional Analysis. --- Functional calculus --- Calculus of variations --- Functional equations --- Integral equations --- Distributed parameter systems --- Moment problems (Mathematics) --- Calculus, Operational --- Systems, Distributed parameter --- Engineering systems --- System analysis --- Dynamics --- Machine theory --- System theory. --- Systems, Theory of --- Systems science --- Science --- Philosophy
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Operator theory --- Complex analysis --- 51 <082.1> --- Mathematics--Series --- Schur functions --- Interpolation spaces. --- Moment problems (Mathematics) --- Lyapunov functions. --- Schur, Fonctions de --- Espaces d'interpolation --- Problèmes des moments (mathématiques) --- Interpolataion spaces --- Lyapunov functions --- S-functions --- Schur's functions --- Holomorphic functions --- Calculus, Operational --- Functions, Liapunov --- Liapunov functions --- Differential equations --- Schur, Fonctions de. --- Espaces d'interpolation.
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51 <082.1> --- Mathematics--Series --- Linear operators. --- Moment problems (Mathematics) --- Opérateurs linéaires --- Problèmes des moments (Mathématiques) --- Opérateurs linéaires --- Théorie des opérateurs --- Problèmes des moments (Mathématiques) --- Operator theory --- Operator theory. --- Linear operators --- Calculus, Operational --- Linear maps --- Maps, Linear --- Operators, Linear --- Functional analysis
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This advanced textbook provides a comprehensive and unified account of the moment problem. It covers the classical one-dimensional theory and its multidimensional generalization, including modern methods and recent developments. In both the one-dimensional and multidimensional cases, the full and truncated moment problems are carefully treated separately. Fundamental concepts, results and methods are developed in detail and accompanied by numerous examples and exercises. Particular attention is given to powerful modern techniques such as real algebraic geometry and Hilbert space operators. A wide range of important aspects are covered, including the Nevanlinna parametrization for indeterminate moment problems, canonical and principal measures for truncated moment problems, the interplay between Positivstellensätze and moment problems on semi-algebraic sets, the fibre theorem, multidimensional determinacy theory, operator-theoretic approaches, and the existence theory and important special topics of multidimensional truncated moment problems. The Moment Problem will be particularly useful to graduate students and researchers working on moment problems, functional analysis, complex analysis, harmonic analysis, real algebraic geometry, polynomial optimization, or systems theory. With notes providing useful background information and exercises of varying difficulty illustrating the theory, this book will also serve as a reference on the subject and can be used for self-study.
Integraltransformer --- Mathematics. --- Algebraic geometry. --- Algebra. --- Field theory (Physics). --- Functional analysis. --- Operator theory. --- Functional Analysis. --- Operator Theory. --- Field Theory and Polynomials. --- Algebraic Geometry. --- Functional calculus --- Classical field theory --- Continuum physics --- Algebraic geometry --- Math --- Geometry, algebraic. --- Functional analysis --- Calculus of variations --- Functional equations --- Integral equations --- Physics --- Continuum mechanics --- Geometry --- Moment problems (Mathematics) --- Mathematics --- Mathematical analysis
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