An important part of the marginal maximum likelihood method described previously is the computation of the integral over the random effects. The default method in PROC NLMIXED for computing this ...

Approximation theory in variable exponent Lebesgue spaces explores how well functions can be approximated when the underlying integrability exponent varies pointwise. Unlike classical Lᵖ spaces with a ...

REFERRING to Prof. H. C. Plummer's letter on “An Approximation to the Probability Integral,” published in NATURE of October 25, the following alternative way of ...

Using the path-integral formalism, Ryan Parker, Mark Stedman and Luca Capriotti develop an accurate and easy-to-compute semi-analytical approximation for a general class of default intensity models.