### On accuracy of improved ${\chi}^{2}$-approximations.

Ulyanov, V.V., Fujikoshi, Y. (2001)

Georgian Mathematical Journal

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Ulyanov, V.V., Fujikoshi, Y. (2001)

Georgian Mathematical Journal

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Matthev O. Ojo (2002)

Kragujevac Journal of Mathematics

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Love, Robert F., Üster, Halit (2001)

Journal of Applied Mathematics and Decision Sciences

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Jan Kowalski (1994)

Banach Center Publications

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J. A. Camúñez, F. J. Ortega (2008)

Boletín de Estadística e Investigación Operativa. BEIO

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Bernstein, Dan, Regev, Amitai (2005)

Séminaire Lotharingien de Combinatoire [electronic only]

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Ishankulov, T. (2000)

Sibirskij Matematicheskij Zhurnal

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Viktor Beneš, Markéta Zikmundová (2014)

Kybernetika

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$U$-statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Itô chaos expansion. In the second half we obtain more explicit results for a system of $U$-statistics of some parametric models in stochastic geometry. In the logarithmic form functionals are connected to Gibbs models. There is an inequality...

Abuzyarova, N.F., Yulmukhametov, R.S. (2001)

Sibirskij Matematicheskij Zhurnal

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Wolfgang Stummer, Wei Lao (2012)

Kybernetika

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We study Bayesian decision making based on observations $\left({X}_{n,t}:t\in \{0,\frac{T}{n},2\frac{T}{n},...,n\frac{T}{n}\}\right)$ ($T>0,n\in \mathbb{N}$) of the discrete-time price dynamics of a financial asset, when the hypothesis a special $n$-period binomial model and the alternative is a different $n$-period binomial model. As the observation gaps tend to zero (i. e. $n\to \infty $), we obtain the limits of the corresponding Bayes risk as well as of the related Hellinger integrals and power divergences. Furthermore, we also give an example for the “non-commutativity” between Bayesian statistical...

Levenshtam, V.B. (2000)

Siberian Mathematical Journal

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