We describe two approaches to instrumental variable estimation in binary regression measurement error models. The methods entail constructing approximate mean models ...

We study a nonlinear elliptic equation with measurable nonlinearity in a nonsmooth domain when the righthand side is a measure. A global Calderón-Zygmund type estimate in variable exponent spaces is ...

Value-at-risk and expected shortfall (ES) are ubiquitous in finance. They are used by banks and asset managers to estimate the risk of portfolios. Regulators use them to set capital requirements. To ...

SHENZHEN, China, Oct. 07, 2025 (GLOBE NEWSWIRE) -- MicroCloud Hologram Inc. (NASDAQ: HOLO), (“HOLO” or the "Company"), is a technology service provider. Regarding the optimization problem of variable ...