Search results
- 1.0411283 - UTIA-B 20050011 RIV US eng J - Journal Article
Vajda, Igor - van der Meulen, E. C.
On minimum divergence adaptation of discrete bivariate distributions to given marginals.
[O divergenčním přizpůsobení dvourozměrných distribucí daným marginálám.]
IEEE Transactions on Information Theory. Roč. 51, č. 1 (2005), s. 313-320. ISSN 0018-9448. E-ISSN 1557-9654
R&D Projects: GA ČR GA201/02/1391; GA MŠMT 1M0572
Institutional research plan: CEZ:AV0Z10750506
Keywords : approximation of contingency tables * bivariate discrete distributions * minimization of divergences
Subject RIV: BD - Theory of Information
Impact factor: 2.183, year: 2005
Permanent Link: http://hdl.handle.net/11104/0131366 - 2.0411146 - UTIA-B 20030133 RIV GB eng J - Journal Article
Morales, D. - Pardo, L. - Pardo, M. C. - Vajda, Igor
Limit laws for disparities of spacings.
Journal of Nonparametric Statistics. Roč. 15, č. 3 (2003), s. 325-342. ISSN 1048-5252. E-ISSN 1029-0311
R&D Projects: GA ČR GA201/02/1391
Grant - others:GV(ES) 99-159-1-01; BMF(ES) 2000-0800
Institutional research plan: CEZ:AV0Z1075907
Keywords : spacings * disparities of spacings * Goodness-of-fit
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.217, year: 2003
Permanent Link: http://hdl.handle.net/11104/0131232 - 3.0411145 - UTIA-B 20030132 RIV US eng J - Journal Article
Pardo, M. C. - Vajda, Igor
On asymptotic properties of information-theoretic divergences.
IEEE Transactions on Information Theory. Roč. 49, č. 7 (2003), s. 1860-1868. ISSN 0018-9448. E-ISSN 1557-9654
R&D Projects: GA ČR GA201/02/1391
Grant - others:BMF(ES) 2000-0800
Institutional research plan: CEZ:AV0Z1075907
Keywords : Bregman divergences * Burbea-Rao divergences * Csiszar divergences
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 2.245, year: 2003
Permanent Link: http://hdl.handle.net/11104/0131231 - 4.0411144 - UTIA-B 20030131 RIV SK eng J - Journal Article
Vajda, Igor
Asymptotic laws for stochastic disparity statistics.
Tatra Mountains Mathematical Publications. Roč. 26, č. 1 (2003), s. 1-12. ISSN 1210-3195
R&D Projects: GA ČR GA201/02/1391
Institutional research plan: CEZ:AV0Z1075907
Keywords : disparity statistics * Goodness-of-fit * asymptotic distributions
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0131230 - 5.0410875 - UTIA-B 20020089 RIV US eng J - Journal Article
Vajda, Igor
On convergence of information contained in quantized observations.
IEEE Transactions on Information Theory. Roč. 48, č. 8 (2002), s. 2163-2172. ISSN 0018-9448. E-ISSN 1557-9654
R&D Projects: GA ČR GA201/02/1391
Institutional research plan: CEZ:AV0Z1075907
Keywords : convergence of quantized information * Csiszar divergences * generalized Fisher information
Subject RIV: BD - Theory of Information
Impact factor: 2.045, year: 2002
Permanent Link: http://hdl.handle.net/11104/0130962 - 6.0106227 - UTIA-B 20040037 RIV GB eng J - Journal Article
Morales, D. - Pardo, L. - Pardo, M. C. - Vajda, Igor
Rényi statistics for testing composite hypotheses in general exponential models.
[Rényiho statistiky pro testování složených hypotéz v obecných exponenciálních modelech.]
Statistics. Roč. 38, č. 2 (2004), s. 133-147. ISSN 0233-1888. E-ISSN 1029-4910
R&D Projects: GA ČR GA201/02/1391
Grant - others:BMF(ES) 2003-00892; BMF(ES) 2003-04820
Institutional research plan: CEZ:AV0Z1075907
Keywords : natural exponential models * Levy processes * generalized Wald statistics
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.323, year: 2004
Permanent Link: http://hdl.handle.net/11104/0013409 - 7.0079841 - ÚTIA 2007 RIV NL eng J - Journal Article
Vajda, Igor - Stummer, W.
Optimal statistical decisions about some alternative financial models.
[Optimální statistické rozhodování o některých alternatívních finančních modelech.]
Journal of Econometrics. Roč. 137, č. 2 (2007), s. 441-471. ISSN 0304-4076. E-ISSN 1872-6895
R&D Projects: GA MŠMT(CZ) 1M0572; GA ČR GA201/02/1391; GA AV ČR IAA1075403
Institutional research plan: CEZ:AV0Z10750506
Keywords : Black-Scholes-Merton models * Relative entropies * Power divergences * Hellinger intergrals * Total variation distance * Bayesian decisions * Neyman-Pearson testing
Subject RIV: BD - Theory of Information
Impact factor: 1.990, year: 2007
Permanent Link: http://hdl.handle.net/11104/0144385 - 8.0049471 - ÚTIA 2007 RIV US eng J - Journal Article
Vajda, Igor - Liese, F. - Morales, D.
Asymptotically sufficient partitions and quantizations.
[Asymptoticky postačující rozklady a kvantizace.]
IEEE Transactions on Information Theory. Roč. 52, č. 12 (2006), s. 5599-5606. ISSN 0018-9448. E-ISSN 1557-9654
R&D Projects: GA MŠMT 1M0572; GA ČR GA201/02/1391
Institutional research plan: CEZ:AV0Z10750506
Keywords : Abstract observation spaces * asynptotically sufficient partitions * asymptotically sufficient quantizations * applications to random processes
Subject RIV: BD - Theory of Information
Impact factor: 1.938, year: 2006
Permanent Link: http://hdl.handle.net/11104/0139851