Anderson-Darling test and the Malliavin calculus
スポンサーリンク
概要
- 論文の詳細を見る
MI: Global COE Program Education-and-Research Hub for Mathematics-for-IndustryグローバルCOEプログラム「マス･フォア･インダストリ教育研究拠点」The quadratic Wiener functional coming from the Anderson-Darling test statistic is investigated in the framework of the Malliavin calculus. The functional gives a completely new and important example of a quadratic Wiener functional.
- 2011-04-04