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Anderson-Darling test and the Malliavin calculus
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| Abstract | 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.show more |
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MI2011-3
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132 KB | 197 |
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| Created Date | 2011.02.23 |
| Modified Date | 2018.02.13 |