BibSonomy publications for /concept/tag/affinehttp://www.bibsonomy.org/burst/concept/tag/affineBibSonomy BuRST Feed for /concept/tag/affine2008-10-16T09:13:25+02:00On fixed-length confidence intervals for a bounded normal meanhttp://www.bibsonomy.org/bibtex/2bcad829d1dab580af3febc8585735087/smichasmicha2008-04-23T22:05:04+02:00estimator Affine <span style="color:#555555;">Holger <a href="http://www.bibsonomy.org/author/Drees">Drees</a> </span><em>Statistics \& Probability Letters</em><em>44(4):399--404</em><em>Oct1999. </em>Wed Apr 23 22:05:04 CEST 2008Statistics \& Probability LettersOct4399--404On fixed-length confidence intervals for a bounded normal mean441999estimator Affine 01Reference priors for exponential familieshttp://www.bibsonomy.org/bibtex/2d0e60c308fb9d6aaf24fc436f886b5d3/smichasmicha2008-04-23T22:05:04+02:00dual foliations Affine <span style="color:#555555;">E. <a href="http://www.bibsonomy.org/author/Guti{\'e}rrez-Pe{\~n}a">Guti'errez-Pe~na</a> und R. <a href="http://www.bibsonomy.org/author/Rueda">Rueda</a> </span><em>Journal of Statistical Planning and Inference</em><em>110(1-2):35--54</em><em>Jan2003. </em>Wed Apr 23 22:05:04 CEST 2008Journal of Statistical Planning and InferenceJan1-235--54Reference priors for exponential families1102003dual foliations Affine 15A robust affine-equivariant medianhttp://www.bibsonomy.org/bibtex/263c43f0770cd05129928bcd6ee4bf1e5/smichasmicha2008-04-23T22:05:04+02:00Affine equivariance <span style="color:#555555;">S. <a href="http://www.bibsonomy.org/author/Jeyaratnam">Jeyaratnam</a> </span><em>Statistics \& Probability Letters</em><em>11(2):167--168</em><em>Feb1991. </em>Wed Apr 23 22:05:04 CEST 2008Statistics \& Probability LettersFeb2167--168A robust affine-equivariant median111991Affine equivariance The asymptotic covariance matrix of the Oja medianhttp://www.bibsonomy.org/bibtex/2a3e0d07e9e053667f4b9654d370ef33b/smichasmicha2008-04-23T22:05:04+02:00invariant Affine <span style="color:#555555;">M. <a href="http://www.bibsonomy.org/author/Nadar">Nadar</a> und T. P. <a href="http://www.bibsonomy.org/author/Hettmansperger">Hettmansperger</a> und H. <a href="http://www.bibsonomy.org/author/Oja">Oja</a> </span><em>Statistics \& Probability Letters</em><em>64(4):431--442</em><em>Oct2003. </em>Wed Apr 23 22:05:04 CEST 2008Statistics \& Probability LettersOct4431--442The asymptotic covariance matrix of the Oja median642003invariant Affine 01Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss functionhttp://www.bibsonomy.org/bibtex/2a1846eef6c17d0eee319ba29c49e766c/smichasmicha2008-04-23T22:05:04+02:00Affine equivariance <span style="color:#555555;">Nabendu <a href="http://www.bibsonomy.org/author/Pal">Pal</a> und Chiahua <a href="http://www.bibsonomy.org/author/Ling">Ling</a> </span><em>Statistics \& Probability Letters</em><em>24(3):205--211</em><em>Aug1995. </em>Wed Apr 23 22:05:04 CEST 2008Statistics \& Probability LettersAug3205--211Improved minimax estimation of powers of the variance of a multivariate
normal distribution under the entropy loss function241995Affine equivariance 15On a property of strongly reproductive exponential families onhttp://www.bibsonomy.org/bibtex/2b283fdf1482175eecf0846904ea8d85e/smichasmicha2008-04-23T22:05:04+02:00dual affine foliations <span style="color:#555555;">B. <a href="http://www.bibsonomy.org/author/Ramachandran">Ramachandran</a> und V. <a href="http://www.bibsonomy.org/author/Seshadri">Seshadri</a> </span><em>Statistics \& Probability Letters</em><em>6(3):171--174</em><em>Feb1988. </em>Wed Apr 23 22:05:04 CEST 2008Statistics \& Probability LettersFeb3171--174On a property of strongly reproductive exponential families on61988dual affine foliations Asymptotics for multivariate t-statistic for random vectors in the generalized domain of attraction of the multivariate normal lawhttp://www.bibsonomy.org/bibtex/234126d4756ab54a95575e4761cbad31a/smichasmicha2008-04-23T22:05:04+02:00Affine normalization <span style="color:#555555;">Steven J. <a href="http://www.bibsonomy.org/author/Sepanski">Sepanski</a> </span><em>Statistics \& Probability Letters</em><em>30(2):179--188</em><em>Oct1996. </em>Wed Apr 23 22:05:04 CEST 2008Statistics \& Probability LettersOct2179--188Asymptotics for multivariate t-statistic for random vectors in the
generalized domain of attraction of the multivariate normal law301996Affine normalization 15A search for affine difference sets of even orderhttp://www.bibsonomy.org/bibtex/293f036bb7cedce749e1b8be69c37ed4c/smichasmicha2008-04-23T22:05:04+02:00difference Affine set <span style="color:#555555;">Troy D. <a href="http://www.bibsonomy.org/author/VanAken">VanAken</a> </span><em>Journal of Statistical Planning and Inference</em><em>62(1):125--133</em><em>Jul1997. </em>Wed Apr 23 22:05:04 CEST 2008Journal of Statistical Planning and InferenceJul1125--133A search for affine difference sets of even order621997difference Affine set 21Independent component analysis based on symmetrised scatter matriceshttp://www.bibsonomy.org/bibtex/28fa5dcdaca439d5eced26ba517abf04c/smichasmicha2008-04-23T14:55:19+02:00Affine equivariance <span style="color:#555555;">S. <a href="http://www.bibsonomy.org/author/Taskinen">Taskinen</a> und S. <a href="http://www.bibsonomy.org/author/Sirki{\"a}">Sirkiä</a> und H. <a href="http://www.bibsonomy.org/author/Oja">Oja</a> </span><em>Computational Statistics \& Data Analysis</em><em>51(10):5103--5111</em><em>Jun2007. </em>Wed Apr 23 14:55:19 CEST 2008Computational Statistics \& Data AnalysisJun105103--5111Independent component analysis based on symmetrised scatter matrices512007Affine equivariance 15A general estimation procedure based on group meanshttp://www.bibsonomy.org/bibtex/234d12bf341ad362f60d9b8861610c8ab/smichasmicha2008-04-23T14:55:19+02:00equivariant Affine estimators <span style="color:#555555;">R. W. <a href="http://www.bibsonomy.org/author/Farebrother">Farebrother</a> </span><em>Computational Statistics \& Data Analysis</em><em>11(3):259--264</em><em>May1991. </em>Wed Apr 23 14:55:19 CEST 2008Computational Statistics \& Data AnalysisMay3259--264A general estimation procedure based on group means111991equivariant Affine estimators The structure of some classes of bivariate distributions and some applicationshttp://www.bibsonomy.org/bibtex/24101539777396aca4990ff836e81150f/smichasmicha2008-04-23T14:55:19+02:00Affine property <span style="color:#555555;">M. <a href="http://www.bibsonomy.org/author/Bhaskara Rao">Bhaskara Rao</a> und K. <a href="http://www.bibsonomy.org/author/Subramanyam">Subramanyam</a> </span><em>Computational Statistics \& Data Analysis</em><em>10(2):175--187</em><em>Oct1990. </em>Wed Apr 23 14:55:19 CEST 2008Computational Statistics \& Data AnalysisOct2175--187The structure of some classes of bivariate distributions and some applications101990Affine property Time-inhomogeneous affine processesStochastic Processes and their Applicationshttp://www.bibsonomy.org/bibtex/2ef6417ca236518c660e86252cbb7c01d/smichasmicha2008-04-22T14:25:45+02:00processes Affine <span style="color:#555555;">Damir <a href="http://www.bibsonomy.org/author/Filipovic">Filipovic</a> </span><em>Stochastic Processes and their Applications</em><em>115(4):639--659</em><em>Apr2005. </em>Tue Apr 22 14:25:45 CEST 2008Stochastic Processes and their ApplicationsApr4639--659Time-inhomogeneous affine processes1152005processes Affine Consistency conditions for affine term structure modelsStochastic Processes and their Applicationshttp://www.bibsonomy.org/bibtex/28fe4dd22cf8b9fb803bb7ba53b234f8b/smichasmicha2008-04-22T14:25:45+02:00models structure term Affine <span style="color:#555555;">Sergei <a href="http://www.bibsonomy.org/author/Levendorskii">Levendorskii</a> </span><em>Stochastic Processes and their Applications</em><em>109(2):225--261</em><em>Feb2004. </em>Tue Apr 22 14:25:45 CEST 2008Stochastic Processes and their ApplicationsFeb2225--261Consistency conditions for affine term structure models1092004models structure term Affine International stock-bond correlations in a simple affine asset pricing modelJournal of Banking & Financehttp://www.bibsonomy.org/bibtex/240e769dd982cb713bb7015351924a916/smichasmicha2008-04-22T13:53:19+02:00pricing model Affine <span style="color:#555555;">Stefano <a href="http://www.bibsonomy.org/author/d'Addona">d'Addona</a> und Axel H. <a href="http://www.bibsonomy.org/author/Kind">Kind</a> </span><em>Journal of Banking \& Finance</em><em>30(10):2747--2765</em><em>Oct2006. </em>Tue Apr 22 13:53:19 CEST 2008Journal of Banking \& FinanceOct102747--2765International stock-bond correlations in a simple affine asset pricing model302006pricing model Affine Nonlinear term structure dependence: Copula functions, empirics, and risk implicationsJournal of Banking & Financehttp://www.bibsonomy.org/bibtex/241e23cd64343c9e08c609938ae86569d/smichasmicha2008-04-22T13:53:19+02:00models structure term Affine <span style="color:#555555;">Markus <a href="http://www.bibsonomy.org/author/Junker">Junker</a> und Alex <a href="http://www.bibsonomy.org/author/Szimayer">Szimayer</a> und Niklas <a href="http://www.bibsonomy.org/author/Wagner">Wagner</a> </span><em>Journal of Banking \& Finance</em><em>30(4):1171--1199</em><em>Apr2006. </em>Tue Apr 22 13:53:19 CEST 2008Journal of Banking \& FinanceApr41171--1199Nonlinear term structure dependence: Copula functions, empirics, and risk implications302006models structure term Affine Efficient estimation of general dynamic models with a continuum of moment conditionsJournal of Econometricshttp://www.bibsonomy.org/bibtex/275a2d3121cd928e693db87f4126c15ab/smichasmicha2008-04-21T22:02:42+02:00models Affine <span style="color:#555555;">Marine <a href="http://www.bibsonomy.org/author/Carrasco">Carrasco</a> und Mikhail <a href="http://www.bibsonomy.org/author/Chernov">Chernov</a> und Jean-Pierre <a href="http://www.bibsonomy.org/author/Florens">Florens</a> und Eric <a href="http://www.bibsonomy.org/author/Ghysels">Ghysels</a> </span><em>Journal of Econometrics</em><em>140(2):529--573</em><em>Oct2007. </em>Mon Apr 21 22:02:42 CEST 2008Journal of EconometricsOct2529--573Efficient estimation of general dynamic models with a continuum of moment conditions1402007models Affine Spectral GMM estimation of continuous-time processesJournal of Econometricshttp://www.bibsonomy.org/bibtex/2368b87d0602220d78b1e4517999ab941/smichasmicha2008-04-21T22:02:42+02:00models Affine <span style="color:#555555;">George <a href="http://www.bibsonomy.org/author/Chacko">Chacko</a> und Luis M. <a href="http://www.bibsonomy.org/author/Viceira">Viceira</a> </span><em>Journal of Econometrics</em><em>116(1-2):259--292</em><em>002003. </em>Mon Apr 21 22:02:42 CEST 2008Journal of Econometrics001-2259--292Spectral GMM estimation of continuous-time processes1162003models Affine Empirical reverse engineering of the pricing kernelJournal of Econometricshttp://www.bibsonomy.org/bibtex/26e8b6b740cec9c9c712b5f4be9665716/smichasmicha2008-04-21T22:02:42+02:00models Affine <span style="color:#555555;">Mikhail <a href="http://www.bibsonomy.org/author/Chernov">Chernov</a> </span><em>Journal of Econometrics</em><em>116(1-2):329--364</em><em>002003. </em>Mon Apr 21 22:02:42 CEST 2008Journal of Econometrics001-2329--364Empirical reverse engineering of the pricing kernel1162003models Affine Empirical option pricing: a retrospectionJournal of Econometricshttp://www.bibsonomy.org/bibtex/21a9004d7a13c2b2c1376efa1e0026a5b/smichasmicha2008-04-21T22:02:42+02:00models Affine <span style="color:#555555;">David S. <a href="http://www.bibsonomy.org/author/Bates">Bates</a> </span><em>Journal of Econometrics</em><em>116(1-2):387--404</em><em>002003. </em>Mon Apr 21 22:02:42 CEST 2008Journal of Econometrics001-2387--404Empirical option pricing: a retrospection1162003models Affine $A_k$ generalization of the $O(1)$ loop model on a cylinderhttp://www.bibsonomy.org/bibtex/2e676715358c4e65500abcd8deeb441f2/statphys23statphys232007-06-20T10:16:09+02:00affine topic-1 model hecke equation loop statphys23 qkz algebra <span style="color:#555555;">K. <a href="http://www.bibsonomy.org/author/Shigechi">Shigechi</a> </span><em>Abstract Book of the XXIII IUPAP International Conference on Statistical Physics, </em><em>Genova, Italy, </em><em>9-13 July2007. </em>Wed Jun 20 10:16:09 CEST 2007Genova, ItalyAbstract Book of the XXIII IUPAP International Conference on Statistical Physics9-13 July$A_k$ generalization of the $O(1)$ loop model on a cylinder2007affine topic-1 model hecke equation loop statphys23 qkz algebra We define and study the $A_{k}$ generalization of the $O(1)$
loop model on a cylinder.
This model is a new hybrid generalization of the $O(1)$ loop model:
defined by the affine Hecke algebra and with cylindric
boundary conditions.
First, we introduce a new class of the affine Hecke algebra which
is characterized by the cylindric relations.
We consider the spin representation of the affine Hecke algebra.
The affine Hecke generator is obtained by twisting
the standard Hecke generator by a diagonal matrix.
Second, we consider the representation by the states of the
$A_{k}$ generalized model.
For this purpose, we introduce a novel graphical depiction,
rhombus tiling with an integer on its face,
to deal with the Yang-Baxter equation and $q$-symmetrizers.
A state of the model is characterized by a path and
constructed through the correspondence
among an unrestricted path, a rhombus tiling and a word.
The cylindric relations become clear by using the rhombus tiling.
Finally, we solve the quantum Kniznik-Zamoldchikov (qKZ)
equation at the Razumov-Stroganov point.
This solution is identified with a special solution of the
qKZ equation of the level $1+\frac{1}{k}-k$ constructed
from a non-symmetric Macdonald polynomial. The sum rule
for this model is written as the product of $k$ Schur
functions.