We study a test statistic on the integrated squared difference between a kernel estimator of the copula density and a kernel smoothed estimator of the parametric copula density. We show for fixed smoothing parameters that the test is consistent and that the asymptotic properties are driven by a...

In this paper we discuss necessary and sufficient conditions for different minimax results to hold using only linear programming duality and the finite intersection property of compact sets. It turns out that these necessary and sufficient conditions have a clear interpretation within zero-sum...

In this paper the well-known minimax theorems of Wald, Ville and Von Neumann are generalized under weaker topological conditions onthe payoff function Æ’ and/or extended to the larger set of the Borel probabilitymeasures instead of the set of mixed strategies.

In this paper we review known minimax results with applications in game theory and show that these results are easy consequences of the first minimax result for a two person zero sum game with finite strategy sets published by von Neumann in 1928: Among these results are the well known minimax...

Abstract This paper deals with statistical tests on the components of mixture densities. We propose to test whether the densities of two independent samples of independent random variables Y 1 ,..., Y n and Z 1 ,..., Z n result from the same mixture of M components or not. We provide a test...

In this paper we review known minimax results with applications in game theory and show that these results are easy consequences of the first minimax result for a two person zero sum game with finite strategy sets published by von Neumann in 1928: Among these results are the well known minimax...

In this paper the well-known minimax theorems of Wald, Ville and Von Neumann are generalized under weaker topological conditions onthe payoff function ƒ and/or extended to the larger set of the Borel probabilitymeasures instead of the set of mixed strategies.

In this paper we discuss necessary and sufficient conditions for different minimax results to hold using only linear programming duality and the finite intersection property of compact sets. It turns out that these necessary and sufficient conditions have a clear interpretation within zero-sum...

In this paper the well-known minimax theorems of Wald, Ville and Von Neumann are generalized under weaker topological conditions onthe payoff function ƒ and/or extended to the larger set of the Borel probabilitymeasures instead of the set of mixed strategies.