Estimates of Hellinger integrals of infinitely divisible distributions
Kybernetika (1987)
- Volume: 23, Issue: 3, page 227-238
- ISSN: 0023-5954
Access Full Article
topHow to cite
topLiese, Friedrich. "Estimates of Hellinger integrals of infinitely divisible distributions." Kybernetika 23.3 (1987): 227-238. <http://eudml.org/doc/28763>.
@article{Liese1987,
author = {Liese, Friedrich},
journal = {Kybernetika},
keywords = {f-divergence of two sigma-finite measures; weak convergence on metric spaces; Hellinger integrals; infinitely divisible distributions},
language = {eng},
number = {3},
pages = {227-238},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Estimates of Hellinger integrals of infinitely divisible distributions},
url = {http://eudml.org/doc/28763},
volume = {23},
year = {1987},
}
TY - JOUR
AU - Liese, Friedrich
TI - Estimates of Hellinger integrals of infinitely divisible distributions
JO - Kybernetika
PY - 1987
PB - Institute of Information Theory and Automation AS CR
VL - 23
IS - 3
SP - 227
EP - 238
LA - eng
KW - f-divergence of two sigma-finite measures; weak convergence on metric spaces; Hellinger integrals; infinitely divisible distributions
UR - http://eudml.org/doc/28763
ER -
References
top- H. Chernoff, A measure of efficiency for tests of a hypothesis based on sum of observations, Ann. Math. Statist. 23 (1952), 493-507. (1952) MR0057518
- J. Csiszar, Eine informationstheoretische Ungleichung und ihre Anwendung auf den Beweis der Ergodizitat von Markoffschen Ketten, Magyar Tud. Akad. Mat. Kutato Int. Közl. 8 (1964), 85-108. (1964) MR0164374
- J. Csiszar, Information type measures of difference of probability distributions, Stud. Sci. Math. Hungar. 2 (1967), 229-318. (1967) Zbl0157.25802MR0219345
- I. I. Gichman, A. B. Skorochod, Theory of Stochastic Processes (in Russian), Nauka, Moscow 1973. (1973)
- P. Groneboom J. Ooslerhoff, F. H. Ruymgaart, Large deviation theorems for empirical probability measures, Ann. Probab. 7 (1979), 553 - 586. (1979) MR0537208
- J. Kerstan K. Matthes, J. Mecke, Unbegrenzt teilbare Punktprozesse, Akademie Verlag, Berlin 1974. (1974) MR0436315
- O. Krafft, D. Plachky, Bounds for the power of likelihood ratio tests and their asymptotic properties, Ann. Math. Statist. 41 (1970), 5, 1646-1654. (1970) Zbl0214.18003MR0272101
- C. M. Newman, On the orthogonality of independent increment processes, In: Topics in Probability Theory (D. W. Strock, S. R. S. Varadhan, eds.). Courant Institute of Mathematical Sciences, N. Y. U. 1973, pp. 93-111. (1973) Zbl0269.60055MR0448532
- J. V. Prokhorov, Convergence of stochastic processes and limit theorems of probability theory (in Russian), Prob. Theory and Applic. 1, (1956) 177-237. (1956)
- A. Renyi, On measures of entropy and information, In: Proc. 4th Berkeley Symposium Vol. 1, Berkeley, California 1961, pp. 547-561. (1961) Zbl0106.33001MR0132570
- I. Vajda, Limit theorems for total variation of Cartesian product measures, Stud. Sci. Math. Hungar. 6 (1973), 317-333. (1973) MR0310950
- I. Vajda, On the -divergence and singularity of probability measures, Period. Math. Hungar. 2 (1972), 223-234. (1972) Zbl0248.62001MR0335163
NotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.