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Search: subject:"phi-divergences"
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A multistage distributionally robust optimization approach to water allocation under climate uncertainty
Park, Jangho
;
Bayraksan, Güzin
- In:
European journal of operational research : EJOR
306
(
2023
)
2
,
pp. 849-871
Persistent link: https://www.econbiz.de/10014279137
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Pseudo phi-divergence test statistics and multidimensional Ito processes
Gregorio, Alessandro De
;
Iacus, Stefano
-
Dipartimento di Economia, Management e Metodi …
-
2009
, the power function of the generalized likelihood ratio test ($\phi=\log$) is strictly dominated by other pseudo $\
phi$-divergences
…
Persistent link: https://www.econbiz.de/10009324421
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