Hellinger integrals, contiguity and entire separation
نویسنده
چکیده
Hellinger integrals of distribution laws are estimated in terms of Hellinger integrals of the corresponding conditional distributions belonging to an increasing sequence of sub-er-algebras. The estimates are employed for a new approach to the problem of contiguity and entire separation of sequences of distribution laws. New sufficient conditions in predictable terms both for contiguity and entire separation are derived.
منابع مشابه
Asymptotic arbitrage and numéraire portfolios in large financial markets
This paper deals with the notion of a large financial market and the concepts of asymptotic arbitrage and strong asymptotic arbitrage (both of the first kind), introduced in [13], [14]. We show that the arbitrage properties of a large market are completely determined by the asymptotic behavior of the sequence of the numéraire portfolios, related to small markets. The obtained criteria can be ex...
متن کاملAsymptotic arbitrage in large financial markets
A large financial market is described by a sequence of standard general models of continuous trading. It turns out that the absence of asymptotic arbitrage of the first kind is equivalent to the contiguity of sequence of objective probabilities with respect to the sequence of upper envelopes of equivalent martingale measures, while absence of asymptotic arbitrage of the second kind is equivalen...
متن کاملInformation Measures via Copula Functions
In applications of differential geometry to problems of parametric inference, the notion of divergence is often used to measure the separation between two parametric densities. Among them, in this paper, we will verify measures such as Kullback-Leibler information, J-divergence, Hellinger distance, -Divergence, … and so on. Properties and results related to distance between probability d...
متن کاملThe Role of Mental Contiguity in Memory: Registration and Retrieval Effects
Implicit contiguity of related items whose list presentations are physically disparate results from the subject looking back through memory so as to bring the items together in mental experience. Effects of implicit contiguity were examined in three experiments by controlling looking-back behavior during list presentation and varying the separation of target items and related items that were la...
متن کاملComparison of Kullback-Leibler, Hellinger and LINEX with Quadratic Loss Function in Bayesian Dynamic Linear Models: Forecasting of Real Price of Oil
In this paper we intend to examine the application of Kullback-Leibler, Hellinger and LINEX loss function in Dynamic Linear Model using the real price of oil for 106 years of data from 1913 to 2018 concerning the asymmetric problem in filtering and forecasting. We use DLM form of the basic Hoteling Model under Quadratic loss function, Kullback-Leibler, Hellinger and LINEX trying to address the ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Kybernetika
دوره 23 شماره
صفحات -
تاریخ انتشار 1987