The random projection method in goodness of fit for functional data

Computational Statistics and Data Analysis

Volumn 51, Issue 10, 2007, Pages 4814-4831

  Cuesta Albertos, J A ^a   del Barrio, E ^b   Fraiman, R ^c   Matran C ^b  

^a UNIVERSITY OF CANTABRIA   (Spain)

^b UNIVERSITY OF VALLADOLID   (Spain)

^c Argentina and Centro de Matemática   (Uruguay)

Author keywords

Black Scholes; Families of distributions; Gaussian distributions; Goodness of fit tests; Random projections; Stochastic processes

Indexed keywords

COMPUTATIONAL METHODS; COMPUTER SIMULATION; GAUSSIAN DISTRIBUTION; NUMERICAL METHODS; RANDOM PROCESSES;

BLACK-SCHOLES; FAMILIES OF DISTRIBUTIONS; GOODNESS-OF-FIT TESTS; RANDOM PROJECTIONS;

DATA REDUCTION;

EID: 34247361614     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2006.09.007     Document Type: Article

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