Search results
- 1.0079841 - 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 - 2.0049480 - ÚTIA 2007 RIV GB eng J - Journal Article
Vajda, Igor - Morales, D. - Pardo, L.
On efficient estimation in continuous models based on finitely quantized observations.
[O eficientním odhadování ve spojitých modelech při zachování konečného kvanování.]
Communications in Statistics - Theory and Methods. Roč. 35, Č. 9 (2006), s. 1629-1653. ISSN 0361-0926. E-ISSN 1532-415X
R&D Projects: GA MŠMT 1M0572; GA AV ČR IAA1075403
Institutional research plan: CEZ:AV0Z10750506
Keywords : Asymptotic normality * consistency * efficiency * finite quantizations
Subject RIV: BD - Theory of Information
Impact factor: 0.234, year: 2006
Permanent Link: http://hdl.handle.net/11104/0139858 - 3.0042768 - ÚTIA 2007 RIV US eng J - Journal Article
Liese, F. - Vajda, Igor
On divergences and informations in statistics and information theory.
[O divergencích a informacích ve statistice a teorii informace.]
IEEE Transactions on Information Theory. Roč. 52, č. 10 (2006), s. 4394-4412. ISSN 0018-9448. E-ISSN 1557-9654
R&D Projects: GA MŠMT 1M0572; GA AV ČR IAA1075403
Institutional research plan: CEZ:AV0Z10750506
Keywords : Divergence * deficiency * sufficiency * Shannon information * Arimoto information * statistical information * estimation * testing
Subject RIV: BD - Theory of Information
Impact factor: 1.938, year: 2006
Permanent Link: http://hdl.handle.net/11104/0135930 - 4.0030399 - ÚTIA 2007 RIV CZ eng J - Journal Article
Morales, D. - Pardo, L. - Vajda, Igor
On the optimal number of classes in the Pearson goodness-of-fit tests.
[Optimální počet tříd v Pearsonově testu dobré shody.]
Kybernetika. Roč. 41, č. 6 (2005), s. 677-698. ISSN 0023-5954
R&D Projects: GA AV ČR(CZ) IAA1075403
Grant - others:BFM(ES) 2003-00892; GV(ES) 04B-670
Institutional research plan: CEZ:AV0Z10750506
Keywords : pearson-type goodness-of-fit tests * asymptotic local test power * asymptotic equivalence of tests * optimal number of classes
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.343, year: 2005
Permanent Link: http://hdl.handle.net/11104/0120141File Download Size Commentary Version Access 0030399.pdf 1 2.3 MB Publisher’s postprint open-access