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Volumn 72, Issue 2, 2005, Pages 171-177

An interpretation and some generalizations of the Anderson-Darling statistics in terms of squared Bessel bridges

Author keywords

Anderson Darling statistics; Bessel processes; Quadratic functionals

Indexed keywords


EID: 15844426888     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2005.01.001     Document Type: Article
Times cited : (4)

References (12)
  • 2
    • 0002859752 scopus 로고
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    • (2)
    • Ph. Biane M. Yor Valeurs principales associées aux temps locaux browniens Bull. Sci. Math. (2) 111 1 1987 23-101
    • (1987) Bull. Sci. Math. , vol.111 , Issue.1 , pp. 23-101
    • Biane, Ph.1    Yor, M.2
  • 4
    • 0031533027 scopus 로고    scopus 로고
    • Some Brownian functionals and their laws
    • C. Donati-Martin M. Yor Some Brownian functionals and their laws Ann. Probab. 25 3 1997 1011-1058
    • (1997) Ann. Probab. , vol.25 , Issue.3 , pp. 1011-1058
    • Donati-Martin, C.1    Yor, M.2
  • 6
    • 0010747531 scopus 로고
    • Distribution theory for tests based on the sample distribution function
    • Society for Industrial and Applied Mathematics, Philadelphia
    • Durbin, J., 1973. Distribution theory for tests based on the sample distribution function. CBMS Regional Conference Series in Applied Mathematics, vol. 9, Society for Industrial and Applied Mathematics, Philadelphia.
    • (1973) CBMS Regional Conference Series in Applied Mathematics , vol.9
    • Durbin, J.1
  • 7
    • 0003564193 scopus 로고
    • (revised ed.) translated from the Russian and edited by Richard A. Silverman, Unabridged and corrected republication, Dover Publications Inc., New York
    • Lebedev, N.N., 1972. Special Functions and their Applications (revised ed.) translated from the Russian and edited by Richard A. Silverman, Unabridged and corrected republication, Dover Publications Inc., New York.
    • (1972) Special Functions and Their Applications
    • Lebedev, N.N.1
  • 8
    • 0000674721 scopus 로고
    • A decomposition of Bessel bridges
    • J. Pitman M. Yor A decomposition of Bessel bridges Z. Wahrsch. Verw. Gebiete 59 4 1982 425-457
    • (1982) Z. Wahrsch. Verw. Gebiete , vol.59 , Issue.4 , pp. 425-457
    • Pitman, J.1    Yor, M.2
  • 10
    • 0002115073 scopus 로고
    • Bessel diffusions as a one-parameter family of diffusion processes
    • T. Shiga S. Watanabe Bessel diffusions as a one-parameter family of diffusion processes Z. Wahrsch. Verw. Gebiete 27 1973 37-46
    • (1973) Z. Wahrsch. Verw. Gebiete , vol.27 , pp. 37-46
    • Shiga, T.1    Watanabe, S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.