| Title:
|
Estimates of Hellinger integrals of infinitely divisible distributions (English) |
| Author:
|
Liese, Friedrich |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
23 |
| Issue:
|
3 |
| Year:
|
1987 |
| Pages:
|
227-238 |
| . |
| Category:
|
math |
| . |
| MSC:
|
26A39 |
| MSC:
|
60A10 |
| MSC:
|
60B10 |
| MSC:
|
60E07 |
| MSC:
|
60E99 |
| MSC:
|
62M99 |
| idZBL:
|
Zbl 0638.60002 |
| idMR:
|
MR900332 |
| . |
| Date available:
|
2009-09-24T17:59:44Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125609 |
| . |
| Reference:
|
[1] H. Chernoff: A measure of efficiency for tests of a hypothesis based on sum of observations.Ann. Math. Statist. 23 (1952), 493-507. MR 0057518 |
| Reference:
|
[2] 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. MR 0164374 |
| Reference:
|
[3] J. Csiszar: Information type measures of difference of probability distributions.Stud. Sci. Math. Hungar. 2 (1967), 229-318. Zbl 0157.25802, MR 0219345 |
| Reference:
|
[4] I. I. Gichman, A. B. Skorochod: Theory of Stochastic Processes (in Russian).Nauka, Moscow 1973. |
| Reference:
|
[5] P. Groneboom J. Ooslerhoff, F. H. Ruymgaart: Large deviation theorems for empirical probability measures.Ann. Probab. 7 (1979), 553 - 586. MR 0537208 |
| Reference:
|
[6] J. Kerstan K. Matthes, J. Mecke: Unbegrenzt teilbare Punktprozesse.Akademie Verlag, Berlin 1974. MR 0436315 |
| Reference:
|
[7] O. Krafft, D. Plachky: Bounds for the power of likelihood ratio tests and their asymptotic properties.Ann. Math. Statist. 41 (1970), 5, 1646-1654. Zbl 0214.18003, MR 0272101 |
| Reference:
|
[8] 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. Zbl 0269.60055, MR 0448532 |
| Reference:
|
[9] J. V. Prokhorov: Convergence of stochastic processes and limit theorems of probability theory (in Russian).Prob. Theory and Applic. 1, (1956) 177-237. |
| Reference:
|
[10] A. Renyi: On measures of entropy and information.In: Proc. 4th Berkeley Symposium Vol. 1, Berkeley, California 1961, pp. 547-561. Zbl 0106.33001, MR 0132570 |
| Reference:
|
[11] I. Vajda: Limit theorems for total variation of Cartesian product measures.Stud. Sci. Math. Hungar. 6 (1973), 317-333. MR 0310950 |
| Reference:
|
[12] I. Vajda: On the $f$-divergence and singularity of probability measures.Period. Math. Hungar. 2 (1972), 223-234. Zbl 0248.62001, MR 0335163 |
| . |
