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Optimal statistical decisions about some alternative financial models

, and . Journal of Econometrics, 137 (2): 441--471 (April 2007)

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Optimal statistical decisions about some alternative financial models, and . Journal of Econometrics, 137 (2): 441--471 (April 2007)On a Cornerstone of Bare-Simulation Distance/Divergence Optimization., and . GSI (1), volume 14071 of Lecture Notes in Computer Science, page 105-116. Springer, (2023)Testing the Number and the Nature of the Components in a Mixture Distribution., , and . GSI, volume 11712 of Lecture Notes in Computer Science, page 309-318. Springer, (2019)New Model Search for Nonlinear Recursive Models, Regressions and Autoregressions., and . GSI, volume 9389 of Lecture Notes in Computer Science, page 693-701. Springer, (2015)3D Insights to Some Divergences for Robust Statistics and Machine Learning., and . GSI, volume 10589 of Lecture Notes in Computer Science, page 460-469. Springer, (2017)On exponential moments of two Brownian functionals. Statistics & Probability Letters, 31 (3): 233--237 (Jan 16, 1997)Some Decision Procedures Based on Scaled Bregman Distance Surfaces., and . GSI, volume 8085 of Lecture Notes in Computer Science, page 479-486. Springer, (2013)Optimal Transport with Some Directed Distances.. GSI, volume 12829 of Lecture Notes in Computer Science, page 829-840. Springer, (2021)Robust Estimation by Means of Scaled Bregman Power Distances. Part I. Non-homogeneous Data., and . GSI, volume 11712 of Lecture Notes in Computer Science, page 319-330. Springer, (2019)Robust Estimation by Means of Scaled Bregman Power Distances. Part II. Extreme Values., and . GSI, volume 11712 of Lecture Notes in Computer Science, page 331-340. Springer, (2019)