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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 | 132 KB | 212 |
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Created Date | 2011.02.23 |
Modified Date | 2018.02.13 |